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 8/23/19

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
S&P 500 INDEX SWAP SOCIETE GENERALE - 539,673,003.15 - 189,551.16
S&P 500 INDEX SWAP UBS AG - 408,907,971.23 - 143,622.11
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 406,024,848.13 - 142,609.47
S&P 500 INDEX SWAP BNP PARIBAS - 320,190,517.50 - 112,461.59
S&P 500 INDEX SWAP BANK OF AMERICA NA - 314,065,897.04 - 110,310.41
S&P 500 INDEX SWAP CITIBANK NA - 222,874,193.69 - 78,280.85
S&P500 EMINI 09/20/2019 (ESU9) - 120,602,212.50 - 847.00
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 21,854,524.55 - 7,676.03
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 17,326,865.17 - 6,085.77
SPDR S&P 500 (SPY) SWAP BANK OF AMERICA NA - 15,709,716.52 - 6,925.61
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - 11,783,980.71 - 5,194.95
SPDR S&P 500 (SPY) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 5,353,056.48 - 2,359.89
MICROSOFT CORP MSFT - $42,017,583.22 314,998.00
APPLE INC AAPL - $36,418,055.52 179,718.00
AMAZON.COM INC AMZN - $29,740,040.76 16,998.00
FACEBOOK INC FB - $17,556,723.00 98,772.00
BERKSHIRE HATHAWAY INC BRK.B - $15,705,371.28 79,658.00
ALPHABET INC CL C GOOG - $14,506,254.00 12,600.00
ALPHABET INC CL A GOOGL - $14,201,723.38 12,311.00
JPMORGAN CHASE & CO JPM - $14,140,099.44 133,372.00
JOHNSON & JOHNSON JNJ - $13,942,879.07 109,159.00
VISA INC V - $12,528,419.31 71,497.00
PROCTER & GAMBLE CO PG - $12,095,340.04 103,097.00
EXXON MOBIL CORP XOM - $11,740,357.93 173,957.00
AT&T INC T - $10,447,532.08 300,044.00
MASTERCARD INC MA - $10,046,879.28 36,952.00
HOME DEPOT INC HD - $9,837,907.86 45,238.00
BANK OF AMERICA CORP BAC - $9,623,115.56 363,548.00
VERIZON COMMUNICATIONS INC VZ - $9,508,245.36 170,033.00
WALT DISNEY CO DIS - $9,450,482.58 71,774.00
CHEVRON CORP CVX - $9,020,782.42 78,319.00
UNITEDHEALTH GROUP INC UNH - $9,014,654.12 39,082.00
MERCK & CO INC MRK - $8,992,173.10 105,865.00
COCA-COLA CO/THE KO - $8,483,127.70 157,855.00
INTEL CORP INTC - $8,275,607.36 184,066.00
CISCO SYSTEMS INC CSCO - $8,202,194.75 175,975.00
COMCAST CORP CMCSA - $7,900,296.28 186,196.00
PFIZER INC PFE - $7,838,242.36 228,254.00
BOEING CO BA - $7,659,199.14 21,514.00
PEPSICO INC PEP - $7,506,548.21 57,623.00
WELLS FARGO & CO WFC - $7,387,001.58 166,299.00
MCDONALD'S CORP MCD - $6,738,177.40 31,390.00
WAL-MART STORES INC WMT - $6,374,054.96 57,512.00
ABBOTT LABORATORIES ABT - $5,942,464.83 72,531.00
MEDTRONIC INC MDT - $5,845,582.05 55,121.00
ADOBE SYSTEMS INC ADBE - $5,664,616.64 20,056.00
SALESFORCE.COM INC CRM - $5,321,774.27 35,111.00
NETFLIX INC NFLX - $5,238,051.12 17,973.00
PHILIP MORRIS INTL INC PM - $5,195,968.28 63,974.00
ORACLE CORP ORCL - $5,145,723.96 99,762.00
PAYPAL HOLDINGS INC PYPL - $5,121,413.88 48,297.00
ACCENTURE PLC ACN - $5,056,249.44 26,224.00
AMGEN INC AMGN - $4,990,338.36 25,067.00
COSTCO WHOLESALE CORP COST - $4,954,374.81 18,081.00
INTL BUSINESS MACHINES CORP IBM - $4,723,215.21 36,453.00
STARBUCKS CORP SBUX - $4,715,870.60 49,798.00
HONEYWELL INTL INC HON - $4,681,867.82 29,918.00
UNION PACIFIC CORP UNP - $4,655,897.94 29,103.00
TEXAS INSTRUMENTS INC TXN - $4,639,825.88 38,572.00
THERMO FISHER SCIENTIFIC INC TMO - $4,429,894.56 16,446.00
BROADCOM INC AVGO - $4,428,099.36 16,272.00
NEXTERA ENERGY INC NEE - $4,368,767.20 19,688.00
NIKE INC NKE - $4,156,254.36 51,669.00
AMERICAN TOWER CORP AMT - $4,117,456.61 18,173.00
UNITED TECHNOLOGIES CORP UTX - $4,115,686.74 33,347.00
LINDE PLC LIN - $4,111,393.38 22,313.00
NVIDIA CORP NVDA - $4,065,061.00 25,025.00
ABBVIE INC ABBV - $4,009,656.60 60,780.00
ELI LILLY AND CO LLY - $3,890,014.22 35,522.00
LOCKHEED MARTIN CORP LMT - $3,808,473.45 10,105.00
3M CO MMM - $3,693,800.85 23,701.00
QUALCOMM INC QCOM - $3,674,529.60 49,980.00
CITIGROUP INC C - $3,650,589.60 58,928.00
ALTRIA GROUP INC MO - $3,569,764.38 76,918.00
DANAHER CORP DHR - $3,507,943.20 25,908.00
LOWE'S COS INC LOW - $3,424,374.93 32,187.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $3,388,240.59 25,197.00
BOOKING HOLDINGS INC BKNG - $3,372,037.92 1,776.00
AMERICAN EXPRESS CO AXP - $3,314,944.00 28,150.00
GILEAD SCIENCES INC GILD - $3,267,460.21 52,271.00
CVS HEALTH CORP CVS - $3,217,358.16 53,409.00
UNITED PARCEL SERVICE INC UPS - $3,190,954.00 28,675.00
MONDELEZ INTL INC MDLZ - $3,176,022.23 59,221.00
U.S. BANCORP USB - $3,134,902.55 61,529.00
BRISTOL-MYERS SQUIBB CO BMY - $3,132,505.00 67,250.00
CME GROUP INC CME - $3,108,524.74 14,717.00
INTUIT INC INTU - $2,971,925.88 10,662.00
AUTOMATIC DATA PROCESSING INC ADP - $2,948,436.80 17,891.00
CHUBB LTD CB - $2,884,366.50 18,825.00
GENERAL ELECTRIC CO GE - $2,857,579.74 358,542.00
BECTON DICKINSON AND CO BDX - $2,753,509.59 11,089.00
ANTHEM INC ANTM - $2,753,258.12 10,574.00
GOLDMAN SACHS GROUP INC GS - $2,744,641.80 13,989.00
CHARTER COMMUNICATIONS INC CHTR - $2,726,326.72 7,072.00
STRYKER CORP SYK - $2,725,707.10 12,731.00
CELGENE CORP CELG - $2,725,428.03 28,997.00
DUKE ENERGY CORP DUK - $2,715,938.94 29,931.00
CATERPILLAR INC CAT - $2,681,664.66 23,511.00
TJX COS INC TJX - $2,647,014.31 49,859.00
S&P GLOBAL INC SPGI - $2,600,216.64 10,116.00
COLGATE-PALMOLIVE CO CL - $2,549,430.08 35,296.00
NORTHROP GRUMMAN CORP NOC - $2,523,631.50 6,981.00
DOMINION RESOURCES INC D - $2,504,729.02 32,983.00
CROWN CASTLE INTL CORP CCI - $2,501,828.64 17,096.00
SOUTHERN CO/THE SO - $2,468,184.88 42,791.00
FISERV INC FISV - $2,452,024.32 23,424.00
ZOETIS INC ZTS - $2,421,525.32 19,676.00
CIGNA CORP CI - $2,391,633.30 15,601.00
BOSTON SCIENTIFIC CORP BSX - $2,353,771.24 57,172.00
CONOCOPHILLIPS COP - $2,342,916.56 46,468.00
INTUITIVE SURGICAL INC ISRG - $2,299,332.10 4,745.00
PNC FINANCIAL SERVICES GROUP INC PNC - $2,284,304.22 18,558.00
TARGET CORP TGT - $2,179,913.36 21,064.00
PROLOGIS INC PLD - $2,123,899.04 25,936.00
INTERCONTINENTAL EXCHANGE INC ICE - $2,119,853.52 23,183.00
ECOLAB INC ECL - $2,104,780.78 10,429.00
MORGAN STANLEY MS - $2,067,460.11 52,567.00
RAYTHEON CO RTN - $2,067,249.03 11,451.00
GENERAL DYNAMICS CORP GD - $2,049,335.75 11,165.00
CSX CORP CSX - $2,042,444.34 31,607.00
DUPONT DE NEMOURS INC DD - $2,032,008.00 30,788.00
ALLERGAN PLC AGN - $2,013,864.24 12,669.00
MARSH & MCLENNAN COS INC MMC - $2,011,155.84 21,024.00
AIR PRODUCTS AND CHEMICALS INC APD - $1,997,233.28 9,052.00
BLACKROCK INC BLK - $1,991,859.75 4,891.00
KIMBERLY-CLARK CORP KMB - $1,956,425.35 14,135.00
GENERAL MOTORS CO GM - $1,955,641.98 54,233.00
MICRON TECHNOLOGY INC MU - $1,954,894.80 45,505.00
DEERE & CO DE - $1,915,964.64 13,032.00
L3HARRIS TECHNOLOGIES INC LHX - $1,901,943.45 9,105.00
EQUINIX INC EQIX - $1,899,894.36 3,458.00
VERTEX PHARMACEUTICALS INC VRTX - $1,897,115.22 10,529.00
AMERICAN INTL GROUP INC AIG - $1,877,042.40 35,760.00
AON PLC AON - $1,870,585.92 9,891.00
WASTE MANAGEMENT INC WM - $1,862,415.45 16,065.00
SIMON PROPERTY GROUP INC SPG - $1,855,311.15 12,705.00
NORFOLK SOUTHERN CORP NSC - $1,850,907.52 10,934.00
SCHLUMBERGER NV SLB - $1,824,076.47 56,949.00
AMERICAN ELECTRIC POWER CO INC AEP - $1,817,399.04 20,288.00
EDWARDS LIFESCIENCES CORP EW - $1,817,394.84 8,571.00
PROGRESSIVE CORP PGR - $1,804,351.50 24,010.00
ILLINOIS TOOL WORKS INC ITW - $1,803,594.28 12,323.00
BIOGEN IDEC INC BIIB - $1,801,153.75 7,975.00
EXELON CORP EXC - $1,791,474.96 39,917.00
CHARLES SCHWAB CORP SCHW - $1,786,603.78 48,841.00
ESTEE LAUDER COS INC EL - $1,777,504.40 9,016.00
METLIFE INC MET - $1,742,309.66 39,074.00
APPLIED MATERIALS INC AMAT - $1,736,352.96 38,483.00
EOG RESOURCES INC EOG - $1,711,811.50 23,858.00
SHERWIN-WILLIAMS CO SHW - $1,711,058.80 3,338.00
ILLUMINA INC ILMN - $1,688,655.92 6,043.00
BAXTER INTL INC BAX - $1,658,850.27 19,509.00
PHILLIPS 66 PSX - $1,634,621.32 17,174.00
CAPITAL ONE FINANCIAL CORP COF - $1,604,438.55 19,305.00
PUBLIC STORAGE PSA - $1,601,374.50 6,171.00
HUMANA INC HUM - $1,592,914.96 5,551.00
ANALOG DEVICES INC ADI - $1,583,800.68 15,204.00
WALGREENS BOOTS ALLIANCE INC WBA - $1,575,872.64 31,952.00
SEMPRA ENERGY SRE - $1,568,727.85 11,285.00
KINDER MORGAN INC KMI - $1,566,324.09 80,037.00
OCCIDENTAL PETROLEUM CORP OXY - $1,559,512.59 36,807.00
TRAVELERS COS INC/THE TRV - $1,558,452.64 10,768.00
ROSS STORES INC ROST - $1,555,471.55 15,109.00
FEDEX CORP FDX - $1,498,272.23 9,859.00
ACTIVISION BLIZZARD INC ATVI - $1,490,516.36 31,492.00
ROPER TECHNOLOGIES INC ROP - $1,489,304.64 4,272.00
BANK OF NEW YORK MELLON CORP BK - $1,485,662.36 36,218.00
AFLAC INC AFL - $1,482,088.92 30,647.00
WELLTOWER INC HCN - $1,460,774.25 16,647.00
DOLLAR GENERAL CORP DG - $1,454,696.81 10,619.00
YUM! BRANDS INC YUM - $1,450,484.49 12,579.00
EMERSON ELECTRIC CO EMR - $1,440,276.00 25,268.00
MOODY'S CORP MCO - $1,427,143.20 6,783.00
BB&T CORP BBT - $1,425,148.75 31,495.00
MARRIOTT INTL INC MAR - $1,421,511.30 11,363.00
SYSCO CORP SYY - $1,415,304.80 19,441.00
FORD MOTOR CO F - $1,412,952.24 161,112.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $1,404,420.00 23,407.00
ALLSTATE CORP ALL - $1,396,616.10 13,695.00
DELTA AIR LINES INC DAL - $1,376,394.20 24,491.00
CONSTELLATION BRANDS INC STZ - $1,364,557.74 6,874.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $1,350,926.22 32,718.00
EATON CORP PLC ETN - $1,332,436.23 17,397.00
NEWMONT MINING CORP NEM - $1,324,292.10 33,697.00
XCEL ENERGY INC XEL - $1,321,317.10 21,158.00
PRUDENTIAL FINANCIAL INC PRU - $1,320,442.31 16,687.00
GENERAL MILLS INC GIS - $1,320,263.34 24,618.00
HCA HOLDINGS INC HCA - $1,314,825.06 10,977.00
EBAY INC EBAY - $1,303,416.00 33,680.00
AUTODESK INC ADSK - $1,300,085.71 9,029.00
VALERO ENERGY CORP VLO - $1,272,557.90 17,155.00
EQUITY RESIDENTIAL EQR - $1,260,365.25 15,231.00
DOW INC DOW - $1,253,420.19 30,789.00
MARATHON PETROLEUM CORP MPC - $1,246,593.92 27,242.00
TE CONNECTIVITY LTD TEL - $1,236,666.50 13,850.00
LAM RESEARCH CORP LRCX - $1,235,404.35 6,165.00
TWITTER INC TWTR - $1,230,902.00 30,022.00
SBA COMMUNICATIONS CORP SBAC - $1,215,067.20 4,659.00
O'REILLY AUTOMOTIVE INC ORLY - $1,215,034.80 3,220.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $1,214,500.08 20,782.00
WEC ENERGY GROUP INC WEC - $1,200,707.12 12,968.00
MOTOROLA SOLUTIONS INC MSI - $1,187,454.25 6,775.00
AVALONBAY COMMUNITIES INC AVB - $1,181,502.96 5,731.00
CONSOLIDATED EDISON INC ED - $1,168,678.77 13,447.00
ONEOK INC OKE - $1,143,812.88 16,968.00
WILLIAMS COS INC WMB - $1,140,613.76 49,852.00
INGERSOLL-RAND PLC IR - $1,140,173.28 9,918.00
ELECTRONIC ARTS INC EA - $1,133,130.36 12,196.00
MCKESSON CORP MCK - $1,130,843.95 7,807.00
ZIMMER HOLDINGS INC ZBH - $1,125,382.44 8,421.00
HP INC HPQ - $1,102,973.30 61,930.00
VENTAS INC VTR - $1,093,168.15 15,185.00
TYSON FOODS INC TSN - $1,090,041.53 12,121.00
HILTON WORLDWIDE HLDGS - W/I HLT - $1,089,772.20 11,965.00
SUNTRUST BANKS INC STI - $1,077,426.30 18,246.00
ADVANCED MICRO DEVICES INC AMD - $1,076,496.68 36,442.00
BALL CORP BLL - $1,076,266.60 13,763.00
AUTOZONE INC AZO - $1,072,736.96 1,007.00
ALEXION PHARMACEUTICALS INC ALXN - $1,063,227.27 9,219.00
XILINX INC XLNX - $1,053,924.86 10,438.00
TRANSDIGM GROUP INC TDG - $1,049,839.89 2,013.00
VF CORP VFC - $1,049,106.50 13,390.00
EDISON INTL EIX - $1,049,056.28 14,548.00
AMPHENOL CORP APH - $1,048,968.20 12,283.00
PAYCHEX INC PAYX - $1,048,318.00 13,150.00
NORTHEAST UTILITIES SYSTEM ES - $1,045,123.17 13,201.00
VERISK ANALYTICS INC VRSK - $1,040,370.69 6,729.00
FLEETCOR TECHNOLOGIES INC FLT - $1,038,871.62 3,546.00
PPG INDUSTRIES INC PPG - $1,033,970.70 9,705.00
DIGITAL REALTY TRUST INC DLR - $1,033,483.92 8,561.00
T. ROWE PRICE GROUP INC TROW - $1,026,529.20 9,720.00
DISCOVER FINANCIAL SERVICES DFS - $1,021,291.80 13,305.00
GLOBAL PAYMENTS INC GPN - $1,017,900.42 6,442.00
SOUTHWEST AIRLINES CO LUV - $1,015,851.52 20,092.00
WILLIS TOWERS WATSON PLC WLTW - $1,004,705.10 5,310.00
T-MOBILE US INC TMUS - $993,934.08 12,996.00
IQVIA HOLDINGS INC IQV - $993,484.05 6,487.00
DTE ENERGY CO DTE - $967,161.87 7,533.00
IDEXX LABORATORIES INC IDXX - $957,087.16 3,539.00
IHS MARKIT LTD INFO - $938,402.18 14,957.00
REALTY INCOME CORP O - $938,295.00 12,942.00
FIRSTENERGY CORP FE - $933,902.42 20,758.00
DOLLAR TREE INC DLTR - $929,621.85 9,769.04
REGENERON PHARMACEUTICALS INC REGN - $926,812.35 3,231.00
KLA-TENCOR CORP KLAC - $924,579.04 6,644.00
AMERICAN WATER WORKS CO INC AWK - $911,127.39 7,419.00
CERNER CORP CERN - $908,767.54 13,378.00
AGILENT TECHNOLOGIES INC A - $903,593.60 12,992.00
MONSTER BEVERAGE CORP MNST - $902,439.36 16,092.00
HERSHEY CO HSY - $899,310.81 5,727.00
CORTEVA INC CTVA - $894,362.35 30,787.00
CINTAS CORP CTAS - $892,043.36 3,484.00
PACCAR INC PCAR - $890,427.20 14,240.00
CORNING INC GLW - $885,646.80 32,264.00
PPL CORP PPL - $873,928.75 29,675.00
VERISIGN INC VRSN - $864,842.76 4,313.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $863,540.30 14,863.00
ARCHER DANIELS MIDLAND CO ADM - $862,012.90 23,030.00
ENTERGY CORP ETR - $857,411.04 7,806.00
TOTAL SYSTEM SERVICES INC TSS - $853,022.85 6,693.00
ESSEX PROPERTY TRUST INC ESS - $851,958.57 2,703.00
APTIV PLC APTV - $846,807.88 10,601.00
CUMMINS INC CMI - $846,013.14 5,957.00
PIONEER NATURAL RESOURCES CO PXD - $835,501.25 6,925.00
PARKER HANNIFIN CORP PH - $833,292.19 5,273.00
SYNOPSYS INC SNPS - $832,448.20 6,164.00
FORTIVE CORP FTV - $828,917.88 12,124.00
MICROCHIP TECHNOLOGY INC MCHP - $827,276.98 9,781.00
SYNCHRONY FINANCIAL SYF - $822,571.60 26,072.00
STANLEY BLACK & DECKER INC SWK - $816,753.00 6,230.00
CLOROX CO CLX - $816,449.48 5,236.00
MSCI INC MSCI - $811,539.00 3,483.00
MCCORMICK & CO INC MKC - $809,949.60 5,037.00
M&T BANK CORP MTB - $808,286.30 5,617.00
CHIPOTLE MEXICAN GRILL INC CMG - $804,634.56 999.00
BOSTON PROPERTIES INC BXP - $799,397.99 6,353.00
CHURCH & DWIGHT CO INC CHD - $794,420.00 10,120.00
AMETEK INC AME - $783,184.92 9,366.00
LYONDELLBASELL INDUSTRIES NV LYB - $780,039.00 11,300.00
RESMED INC RMD - $779,068.92 5,894.00
REPUBLIC SERVICES INC RSG - $774,453.78 8,859.00
KROGER CO KR - $772,459.43 33,167.00
CADENCE DESIGN SYSTEMS INC CDNS - $771,989.55 11,555.00
WEYERHAEUSER CO WY - $769,124.16 30,618.00
STATE STREET CORP STT - $766,586.24 15,344.00
AMEREN CORP AEE - $760,381.02 10,094.00
CENTENE CORP CNC - $759,837.52 16,991.00
VULCAN MATERIALS CO VMC - $759,292.82 5,434.00
NORTHERN TRUST CORP NTRS - $757,985.08 8,948.00
UNITED CONTINENTAL HOLDINGS INC UAL - $750,197.70 9,090.00
FIFTH THIRD BANCORP FITB - $749,716.44 29,893.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $735,676.40 2,284.00
ANSYS INC ANSS - $727,160.21 3,451.00
EXPEDIA INC EXPE - $725,716.32 5,691.00
ROYAL CARIBBEAN CRUISES LTD RCL - $724,682.04 7,068.00
KEYSIGHT TECHNOLOGIES INC KEYS - $720,840.48 7,736.00
ROCKWELL AUTOMATION INC ROK - $719,239.68 4,864.00
CMS ENERGY CORP CMS - $718,330.70 11,665.00
CARNIVAL CORP CCL - $712,561.92 16,464.00
EQUIFAX INC EFX - $704,214.00 4,968.00
HEWLETT PACKARD ENTERPRISE CO HPE - $701,951.25 55,055.00
FASTENAL CO FAST - $697,870.14 23,529.00
D.R. HORTON INC DHI - $687,070.02 13,962.00
AMERIPRISE FINANCIAL INC AMP - $685,566.43 5,507.00
OMNICOM GROUP INC OMC - $682,324.61 9,053.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $682,025.35 4,645.00
TELEFLEX INC TFX - $679,370.12 1,898.00
CINCINNATI FINANCIAL CORP CINF - $675,246.97 6,239.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $671,567.14 4,049.00
HCP INC HCP - $671,081.65 19,651.00
ARTHUR J. GALLAGHER & CO. AJG - $670,372.17 7,617.00
KEYCORP KEY - $662,402.96 41,452.00
WESTERN DIGITAL CORP WDC - $658,018.35 12,045.00
COOPER COS INC COO - $655,241.79 2,037.00
METTLER-TOLEDO INTL INC MTD - $654,411.12 1,018.00
KRAFT HEINZ CO/THE KHC - $647,966.73 25,581.00
MARTIN MARIETTA MATERIALS INC MLM - $647,478.78 2,566.00
EVERGY INC EVRG - $647,221.64 10,036.00
KELLOGG CO K - $646,351.75 10,219.00
HALLIBURTON CO HAL - $636,697.32 35,931.00
EXTRA SPACE STORAGE INC EXR - $634,040.00 5,240.00
CBRE GROUP INC CBG - $633,385.08 12,858.00
BEST BUY CO INC BBY - $632,768.97 9,557.00
AMCOR PLC AMCR - $629,912.32 66,728.00
HESS CORP HES - $624,010.12 10,477.00
INTL PAPER CO IP - $611,456.48 16,336.00
COPART INC CPRT - $610,880.88 8,291.00
DARDEN RESTAURANTS INC DRI - $609,761.27 5,059.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $608,494.04 4,774.00
FIRST REPUBLIC BANK FRC - $603,449.25 6,775.00
MARKETAXESS HOLDINGS INC MKTX - $602,749.62 1,551.00
DIAMONDBACK ENERGY INC FANG - $602,129.00 6,365.00
LENNAR CORP LEN - $601,000.56 11,736.00
INCYTE CORP INCY - $599,335.47 7,317.00
CBS CORP CBS - $599,202.70 14,470.00
CITIZENS FINANCIAL GROUP INC CFG - $598,737.42 18,846.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $596,390.30 4,630.00
SYMANTEC CORP SYMC - $590,136.30 25,415.00
NUCOR CORP NUE - $588,377.40 12,532.00
AKAMAI TECHNOLOGIES INC AKAM - $586,921.53 6,747.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $585,031.34 4,687.00
WATERS CORP WAT - $584,955.84 2,854.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $584,184.30 11,202.00
MGM RESORTS INTL MGM - $582,879.96 20,982.00
CONCHO RESOURCES INC CXO - $576,750.24 8,244.00
REGIONS FINANCIAL CORP RF - $574,450.03 41,657.00
CENTERPOINT ENERGY INC CNP - $566,140.74 20,647.00
QUEST DIAGNOSTICS INC DGX - $561,238.40 5,524.00
CELANESE CORP CE - $558,343.50 5,206.00
CONAGRA FOODS INC CAG - $558,013.47 19,979.00
PRINCIPAL FINANCIAL GROUP INC PFG - $557,153.81 10,651.00
CARMAX INC KMX - $552,230.56 6,832.00
CBOE HOLDINGS INC CBOE - $550,471.05 4,593.00
UDR INC UDR - $550,240.00 11,584.00
WELLCARE HEALTH PLANS INC WCG - $547,043.60 2,069.00
XYLEM INC XYL - $545,528.52 7,398.00
HUNTINGTON BANCSHARES INC HBAN - $535,611.45 43,021.00
AMERISOURCEBERGEN CORP ABC - $534,238.30 6,395.00
HOLOGIC INC HOLX - $530,488.86 11,022.00
GENUINE PARTS CO GPC - $526,906.38 6,006.00
FREEPORT-MCMORAN INC FCX - $526,630.03 59,641.00
DOVER CORP DOV - $526,397.50 5,975.00
CARDINAL HEALTH INC CAH - $524,263.08 12,252.00
ALIGN TECHNOLOGY INC ALGN - $523,544.64 2,991.00
ATMOS ENERGY CORP ATO - $522,510.30 4,810.00
SKYWORKS SOLUTIONS INC SWKS - $522,278.55 7,101.00
LOEWS CORP L - $521,151.68 11,032.00
J M SMUCKER CO SJM - $520,304.80 4,679.00
ALLIANT ENERGY CORP LNT - $501,579.32 9,713.00
IDEX CORP IEX - $499,952.70 3,114.00
DENTSPLY SIRONA INC XRAY - $497,013.73 9,619.00
HASBRO INC HAS - $495,450.54 4,758.00
LEIDOS HOLDINGS INC LDOS - $494,537.89 5,929.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - $494,384.25 7,485.00
KANSAS CITY SOUTHERN KSU - $494,013.00 4,134.00
W W GRAINGER INC GWW - $491,072.92 1,846.00
UNIVERSAL HEALTH SERVICES INC UHS - $488,692.88 3,406.00
SEAGATE TECHNOLOGY PLC STX - $485,950.44 10,357.00
DUKE REALTY CORP DRE - $485,161.74 14,778.00
ARISTA NETWORKS INC ANET - $485,001.40 2,171.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $483,090.72 7,071.00
TRACTOR SUPPLY CO TSCO - $480,425.60 4,960.00
FORTINET INC FTNT - $479,448.45 5,967.00
GARTNER INC IT - $479,020.43 3,701.00
HOST HOTELS & RESORTS INC HST - $477,964.47 30,463.00
HORMEL FOODS CORP HRL - $470,148.00 11,194.00
CITRIX SYSTEMS INC CTXS - $470,104.40 5,140.00
MASCO CORP MAS - $466,548.88 12,068.00
NASDAQ OMX GROUP INC NDAQ - $464,975.36 4,768.00
FOX CORP - CLASS A FOXA - $462,534.00 14,568.00
C.H. ROBINSON WORLDWIDE INC CHRW - $461,721.45 5,615.00
NETAPP INC NTAP - $461,250.79 10,153.00
FMC CORP FMC - $448,387.48 5,414.00
NISOURCE INC NI - $445,195.82 15,341.00
INTL FLAVORS & FRAGRANCES INC IFF - $443,679.00 4,166.00
CENTURYLINK INC CTL - $442,200.87 39,447.00
BAKER HUGHES A GE CO BHGE - $442,050.48 21,171.00
JACK HENRY & ASSOCIATES INC JKHY - $441,126.45 3,177.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $440,370.04 8,857.00
REGENCY CENTERS CORP REG - $435,145.80 6,870.00
LINCOLN NATIONAL CORP LNC - $434,855.46 8,321.00
PINNACLE WEST CAPITAL CORP PNW - $434,550.24 4,616.00
CF INDUSTRIES HOLDINGS INC CF - $428,556.40 9,095.00
NOBLE ENERGY INC NBL - $424,677.60 19,661.00
VORNADO REALTY TRUST VNO - $419,785.78 7,138.00
WYNN RESORTS LTD WYNN - $419,740.05 3,985.00
AMERICAN AIRLINES GROUP INC AAL - $413,812.18 16,279.00
TEXTRON INC TXT - $412,136.83 9,569.00
LAMB WESTON HOLDING INC LW - $411,357.60 6,014.00
EVEREST RE GROUP LTD RE - $410,663.76 1,677.00
AES CORP AES - $403,574.73 27,287.00
E*TRADE FINANCIAL CORP ETFC - $403,406.00 10,060.00
SVB FINANCIAL GROUP SIVB - $402,642.60 2,148.00
JACOBS ENGINEERING GROUP INC JEC - $401,162.19 4,719.00
TECHNIPFMC PLC FTI - $399,953.40 17,314.00
ARCONIC INC ARNC - $399,170.20 16,420.00
ADVANCE AUTO PARTS INC AAP - $397,992.35 2,947.00
FEDERAL REIT FRT - $396,622.58 3,082.00
VARIAN MEDICAL SYSTEMS INC VAR - $396,570.44 3,737.00
RAYMOND JAMES FINANCIAL INC RJF - $395,859.00 5,195.00
MARATHON OIL CORP MRO - $395,105.50 33,626.00
BROWN-FORMAN CORP BF.B - $392,832.16 6,839.00
GARMIN LTD GRMN - $390,624.60 4,985.00
MYLAN INC MYL - $388,661.28 21,192.00
MOLSON COORS BREWING CO TAP - $386,540.40 7,720.00
AVERY DENNISON CORP AVY - $384,419.84 3,472.00
PACKAGING CORP OF AMERICA PKG - $381,275.83 3,887.00
WESTERN UNION CO WU - $378,554.28 17,706.00
COMERICA INC CMA - $377,871.56 6,338.00
DISCOVERY COMMUNICATIONS INC DISCK - $375,466.59 14,823.00
DXC TECHNOLOGY CO DXC - $370,497.70 11,030.00
DEVON ENERGY CORP DVN - $370,034.24 17,068.00
PERKINELMER INC PKI - $368,184.84 4,559.00
IRON MOUNTAIN INC IRM - $367,296.30 11,795.00
HENRY SCHEIN INC HSIC - $364,430.34 6,129.00
NRG ENERGY INC NRG - $363,402.54 10,377.00
TIFFANY & CO TIF - $361,223.44 4,442.00
ALLEGION PLC ALLE - $360,974.88 3,864.00
VIACOM INC VIAB - $358,411.00 14,540.00
GLOBE LIFE INC GL - $358,042.41 4,157.00
J B HUNT TRANSPORT SERVICES INC JBHT - $354,722.92 3,578.00
EASTMAN CHEMICAL CO EMN - $352,245.51 5,697.00
ABIOMED INC ABMD - $351,689.45 1,855.00
WHIRLPOOL CORP WHR - $350,099.10 2,602.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $349,097.43 1,709.00
QORVO INC QRVO - $344,454.98 4,897.00
PULTEGROUP INC PHM - $342,663.30 10,479.00
WESTROCK CO WRK - $341,769.12 10,568.00
UNITED RENTALS INC URI - $339,020.80 3,230.00
CAMPBELL SOUP CO CPB - $338,239.00 7,925.00
SNAP-ON INC SNA - $330,469.46 2,278.00
LKQ CORP LKQ - $328,688.60 12,910.00
JUNIPER NETWORKS INC JNPR - $326,743.56 14,157.00
APACHE CORP APA - $319,722.57 15,453.00
FRANKLIN RESOURCES INC BEN - $316,251.39 12,103.00
INTERPUBLIC GROUP OF COS INC IPG - $316,032.18 15,913.00
KIMCO REALTY CORP KIM - $314,884.35 17,349.00
APARTMENT INVT & MGMT CO -A AIV - $308,102.48 6,118.00
F5 NETWORKS INC FFIV - $305,377.45 2,455.00
ASSURANT INC AIZ - $301,680.18 2,526.00
KOHL'S CORP KSS - $300,943.98 6,661.00
ZIONS BANCORP ZION - $300,465.18 7,506.00
NATIONAL OILWELL VARCO INC NOV - $296,815.44 15,864.00
DISH NETWORK CORP DISH - $294,538.56 9,489.00
ALASKA AIR GROUP INC ALK - $294,226.47 5,079.00
CABOT OIL & GAS CORP COG - $293,049.68 17,402.00
NIELSEN HOLDINGS PLC NLSN - $292,592.30 14,615.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $285,069.12 5,752.00
DAVITA HEALTHCARE PARTNERS INC DVA - $284,385.30 5,199.00
MOHAWK INDUSTRIES INC MHK - $283,363.52 2,528.00
HOLLYFRONTIER CORP HFC - $281,762.54 6,458.00
SL GREEN REALTY CORP SLG - $266,307.72 3,468.00
BORGWARNER INC BWA - $263,159.36 8,522.00
MOSAIC CO MOS - $262,657.84 14,584.00
FLIR SYSTEMS INC FLIR - $261,435.02 5,566.00
ALBEMARLE CORP ALB - $261,262.10 4,358.00
A. O. SMITH CORP AOS - $261,193.03 5,803.00
SEALED AIR CORP SEE - $258,873.29 6,403.00
ROBERT HALF RHI - $258,499.60 4,870.00
INVESCO LTD IVZ - $257,277.02 16,471.00
NEWELL RUBBERMAID INC NWL - $252,207.28 16,003.00
TAPESTRY INC TPR - $242,277.99 11,929.00
PERRIGO CO PLC PRGO - $238,280.28 5,142.00
PENTAIR PLC PNR - $228,415.26 6,502.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $227,940.72 16,212.00
UNUM GROUP UNM - $227,470.32 8,712.00
H & R BLOCK INC HRB - $223,295.60 8,360.00
XEROX HOLDINGS CORP XRX - $223,212.30 8,035.00
FLOWSERVE CORP FLS - $217,782.88 5,392.00
NEWS CORP NWSA - $214,581.92 15,848.00
PVH CORP PVH - $212,619.81 3,081.00
ALLIANCE DATA SYSTEMS CORP ADS - $212,061.92 1,624.00
FOX CORP- CLASS B FOX - $209,862.00 6,675.00
HANESBRANDS INC HBI - $202,852.65 14,861.00
HARLEY-DAVIDSON INC HOG - $200,908.80 6,540.00
LEGGETT & PLATT INC LEG - $198,933.42 5,397.00
QUANTA SERVICES INC PWR - $195,181.22 5,842.00
ROLLINS INC ROL - $193,674.26 6,058.00
MACY'S INC M - $189,723.06 12,699.00
JEFFERIES FINANCIAL GROUP IN JEF - $188,651.87 10,417.00
RALPH LAUREN CORP RL - $179,819.13 2,143.00
DISCOVERY COMMUNICATIONS INC DISCA - $175,294.90 6,490.00
IPG PHOTONICS CORP IPGP - $173,132.64 1,464.00
HELMERICH & PAYNE INC HP - $168,326.52 4,542.00
CAPRI HOLDINGS LTD CPRI - $165,957.00 6,204.00
L BRANDS INC LB - $165,290.37 9,429.00
CIMAREX ENERGY CO XEC - $158,880.59 4,169.00
AFFILIATED MANAGERS GROUP INC AMG - $156,967.92 2,103.00
TRIPADVISOR INC TRIP - $154,565.40 4,258.00
GAP INC GPS - $147,271.68 8,704.00
UNDER ARMOUR INC UAA - $138,503.68 7,729.00
UNDER ARMOUR INC-CLASS C UA - $128,990.05 7,987.00
NORDSTROM INC JWN - $123,536.68 4,324.00
NEKTAR THERAPEUTICS NKTR - $121,750.34 7,166.00
MACERICH CO MAC - $121,473.16 4,357.00
COTY INC COTY - $107,241.40 12,355.00
NEWS CORP NWS - $70,991.55 5,089.00
NET OTHER ASSETS / CASH - - $153,573,517.58 153,573,517.58