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 3/19/19

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
S&P 500 INDEX SWAP CITIBANK NA - 505,519,848.14 - 178,466.85
S&P 500 INDEX SWAP BNP PARIBAS - 465,200,307.46 - 164,232.59
S&P 500 INDEX SWAP SOCIETE GENERALE - 418,031,133.81 - 147,580.16
S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 386,165,599.41 - 136,330.47
S&P 500 INDEX SWAP UBS AG - 383,261,220.93 - 135,305.11
S&P 500 INDEX SWAP DEUTSCHE BANK AG - 354,124,009.45 - 125,018.62
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 290,519,066.49 - 102,563.77
S&P 500 INDEX SWAP BANK OF AMERICA NA - 261,750,482.84 - 92,407.41
S&P500 EMINI 06/21/2019 (ESM9) - 51,120,000.00 - 360.00
S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 21,742,914.96 - 7,676.03
SPDR S&P 500 (SPY) SWAP BANK OF AMERICA NA - 15,499,247.11 - 6,925.61
SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL - 11,626,105.97 - 5,194.95
SPDR S&P 500 (SPY) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 5,281,339.42 - 2,359.89
MICROSOFT CORP MSFT - $34,374,388.75 292,175.00
APPLE INC AAPL - $31,823,137.18 170,606.00
AMAZON.COM INC AMZN - $27,705,091.25 15,725.00
BERKSHIRE HATHAWAY INC BRK.B - $15,198,537.75 74,085.00
FACEBOOK INC FB - $14,677,503.51 90,843.00
ALPHABET INC CL C GOOG - $14,050,522.00 11,720.00
JOHNSON & JOHNSON JNJ - $14,041,692.32 101,428.00
ALPHABET INC CL A GOOGL - $13,706,841.54 11,399.00
JPMORGAN CHASE & CO JPM - $13,311,658.80 124,641.00
EXXON MOBIL CORP XOM - $13,055,086.71 161,433.00
VISA INC V - $10,304,969.40 66,660.00
BANK OF AMERICA CORP BAC - $10,137,987.30 341,922.00
PROCTER & GAMBLE CO PG - $9,713,413.70 95,323.00
UNITEDHEALTH GROUP INC UNH - $9,400,929.93 36,561.00
INTEL CORP INTC - $9,273,470.64 171,192.00
CHEVRON CORP CVX - $9,064,884.96 72,357.00
VERIZON COMMUNICATIONS INC VZ - $9,051,592.50 157,419.00
CISCO SYSTEMS INC CSCO - $8,930,224.65 167,515.00
PFIZER INC PFE - $8,926,653.60 211,032.00
AT&T INC T - $8,514,804.48 277,536.00
MERCK & CO INC MRK - $8,051,916.82 98,302.00
WELLS FARGO & CO WFC - $8,004,177.13 155,693.00
MASTERCARD INC MA - $7,941,892.79 34,379.00
HOME DEPOT INC HD - $7,922,377.38 43,026.00
BOEING CO BA - $7,473,081.16 20,012.00
WALT DISNEY CO DIS - $7,333,150.00 66,665.00
COMCAST CORP CMCSA - $6,842,597.58 172,011.00
COCA-COLA CO/THE KO - $6,680,235.00 146,625.00
PEPSICO INC PEP - $6,318,995.90 53,510.00
NETFLIX INC NFLX - $5,965,076.28 16,626.00
CITIGROUP INC C - $5,867,387.63 89,401.00
WAL-MART STORES INC WMT - $5,414,665.80 54,228.00
PHILIP MORRIS INTL INC PM - $5,359,862.50 59,225.00
ABBOTT LABORATORIES ABT - $5,349,883.72 66,907.00
MCDONALD'S CORP MCD - $5,336,740.95 29,145.00
ORACLE CORP ORCL - $5,245,716.84 97,071.00
ADOBE SYSTEMS INC ADBE - $4,838,343.18 18,579.00
SALESFORCE.COM INC CRM - $4,778,887.36 29,152.00
INTL BUSINESS MACHINES CORP IBM - $4,757,693.85 33,865.00
MEDTRONIC INC MDT - $4,735,111.32 51,102.00
DOWDUPONT INC DWDP - $4,726,745.28 85,816.00
3M CO MMM - $4,580,882.32 21,916.00
ABBVIE INC ABBV - $4,537,073.16 56,138.00
PAYPAL HOLDINGS INC PYPL - $4,536,401.04 44,676.00
AMGEN INC AMGN - $4,534,674.69 23,681.00
BROADCOM INC AVGO - $4,508,805.84 15,064.00
ELI LILLY AND CO LLY - $4,440,144.25 35,075.00
UNION PACIFIC CORP UNP - $4,423,518.50 27,518.00
HONEYWELL INTL INC HON - $4,363,410.00 27,750.00
NIKE INC NKE - $4,203,069.39 47,931.00
THERMO FISHER SCIENTIFIC INC TMO - $4,080,092.36 15,341.00
NVIDIA CORP NVDA - $4,056,968.19 23,089.00
ACCENTURE PLC ACN - $4,036,831.80 24,289.00
ALTRIA GROUP INC MO - $3,999,562.08 71,408.00
COSTCO WHOLESALE CORP COST - $3,978,410.15 16,783.00
TEXAS INSTRUMENTS INC TXN - $3,929,584.34 35,717.00
UNITED TECHNOLOGIES CORP UTX - $3,906,628.80 30,880.00
LINDE PLC LIN - $3,645,353.58 21,001.00
NEXTERA ENERGY INC NEE - $3,433,527.50 18,215.00
STARBUCKS CORP SBUX - $3,382,269.92 47,384.00
GENERAL ELECTRIC CO GE - $3,379,605.21 331,659.00
AMERICAN TOWER CORP AMT - $3,192,387.10 16,810.00
GILEAD SCIENCES INC GILD - $3,180,718.32 48,568.00
LOWE'S COS INC LOW - $3,156,776.75 30,515.00
DANAHER CORP DHR - $3,111,705.32 23,962.00
BRISTOL-MYERS SQUIBB CO BMY - $3,085,169.60 62,201.00
ANTHEM INC ANTM - $3,017,070.04 9,796.00
BOOKING HOLDINGS INC BKNG - $3,007,671.15 1,705.00
U.S. BANCORP USB - $2,975,744.79 57,303.00
AMERICAN EXPRESS CO AXP - $2,965,925.08 26,324.00
CATERPILLAR INC CAT - $2,938,555.75 21,905.00
UNITED PARCEL SERVICE INC UPS - $2,926,482.00 26,520.00
CONOCOPHILLIPS COP - $2,908,038.30 43,178.00
CVS HEALTH CORP CVS - $2,821,901.61 49,429.00
LOCKHEED MARTIN CORP LMT - $2,777,955.60 9,366.00
MONDELEZ INTL INC MDLZ - $2,653,007.04 54,996.00
QUALCOMM INC QCOM - $2,626,601.85 46,105.00
GOLDMAN SACHS GROUP INC GS - $2,624,012.64 13,047.00
AUTOMATIC DATA PROCESSING INC ADP - $2,564,693.18 16,586.00
BECTON DICKINSON AND CO BDX - $2,540,563.34 10,262.00
INTUIT INC INTU - $2,525,007.66 9,861.00
CIGNA CORP CI - $2,501,336.06 14,477.00
DUKE ENERGY CORP DUK - $2,470,852.00 27,725.00
TJX COS INC TJX - $2,461,703.02 47,141.00
INTUITIVE SURGICAL INC ISRG - $2,451,208.32 4,356.00
BIOGEN IDEC INC BIIB - $2,420,429.76 7,476.00
CELGENE CORP CELG - $2,383,335.06 26,758.00
CHARTER COMMUNICATIONS INC CHTR - $2,381,493.15 6,607.00
CHUBB LTD CB - $2,369,322.00 17,460.00
STRYKER CORP SYK - $2,310,097.48 11,779.00
CME GROUP INC CME - $2,298,946.25 13,625.00
DOMINION RESOURCES INC D - $2,295,249.94 30,526.00
SCHLUMBERGER NV SLB - $2,283,556.75 52,799.00
PNC FINANCIAL SERVICES GROUP INC PNC - $2,236,508.04 17,273.00
MORGAN STANLEY MS - $2,173,503.30 49,454.00
COLGATE-PALMOLIVE CO CL - $2,157,454.75 32,813.00
CSX CORP CSX - $2,149,617.65 29,467.00
CHARLES SCHWAB CORP SCHW - $2,065,755.62 45,163.00
EOG RESOURCES INC EOG - $2,053,112.40 22,105.00
SIMON PROPERTY GROUP INC SPG - $2,040,051.00 11,765.00
BLACKROCK INC BLK - $2,017,708.51 4,643.00
BOSTON SCIENTIFIC CORP BSX - $2,015,337.83 52,799.00
SOUTHERN CO/THE SO - $2,010,739.66 39,434.00
CROWN CASTLE INTL CORP CCI - $1,973,811.65 15,845.00
S&P GLOBAL INC SPGI - $1,966,355.60 9,460.00
DEERE & CO DE - $1,952,083.19 12,127.00
WALGREENS BOOTS ALLIANCE INC WBA - $1,948,364.81 30,553.00
RAYTHEON CO RTN - $1,936,647.33 10,749.00
GENERAL MOTORS CO GM - $1,911,318.61 49,943.00
OCCIDENTAL PETROLEUM CORP OXY - $1,889,285.84 28,552.00
ALLERGAN PLC AGN - $1,835,485.10 11,911.00
NORFOLK SOUTHERN CORP NSC - $1,819,265.28 10,176.00
EXELON CORP EXC - $1,813,604.16 36,952.00
ZOETIS INC ZTS - $1,800,652.80 18,240.00
MARSH & MCLENNAN COS INC MMC - $1,783,077.53 19,237.00
BANK OF NEW YORK MELLON CORP BK - $1,774,473.60 33,405.00
VERTEX PHARMACEUTICALS INC VRTX - $1,770,524.16 9,741.00
GENERAL DYNAMICS CORP GD - $1,761,659.68 10,319.00
NORTHROP GRUMMAN CORP NOC - $1,748,556.52 6,452.00
ILLUMINA INC ILMN - $1,741,162.80 5,604.00
MICRON TECHNOLOGY INC MU - $1,724,041.22 42,706.00
PROLOGIS INC PLD - $1,692,151.18 24,026.00
ECOLAB INC ECL - $1,688,707.35 9,647.00
ILLINOIS TOOL WORKS INC ITW - $1,678,447.03 11,497.00
FEDEX CORP FDX - $1,658,450.22 9,142.00
METLIFE INC MET - $1,639,951.44 36,411.00
PROGRESSIVE CORP PGR - $1,610,176.00 22,240.00
INTERCONTINENTAL EXCHANGE INC ICE - $1,609,071.75 21,671.00
EMERSON ELECTRIC CO EMR - $1,600,685.90 23,395.00
MARATHON PETROLEUM CORP MPC - $1,589,456.72 25,624.00
PHILLIPS 66 PSX - $1,580,262.20 15,980.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $1,577,742.14 21,907.00
KIMBERLY-CLARK CORP KMB - $1,574,452.38 13,127.00
TARGET CORP TGT - $1,560,334.02 19,887.00
AMERICAN ELECTRIC POWER CO INC AEP - $1,552,210.56 18,801.00
AIR PRODUCTS AND CHEMICALS INC APD - $1,548,722.40 8,376.00
ANALOG DEVICES INC ADI - $1,541,938.80 14,024.00
AON PLC AON - $1,534,314.60 9,135.00
PRUDENTIAL FINANCIAL INC PRU - $1,508,047.20 15,579.00
CAPITAL ONE FINANCIAL CORP COF - $1,504,355.02 17,822.00
WASTE MANAGEMENT INC WM - $1,503,812.26 14,851.00
EDWARDS LIFESCIENCES CORP EW - $1,499,352.48 7,918.00
KINDER MORGAN INC KMI - $1,489,113.50 74,270.00
HUMANA INC HUM - $1,480,025.58 5,163.00
TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 - - $1,476,701.78 29,718.29
APPLIED MATERIALS INC AMAT - $1,457,114.78 36,094.00
AMERICAN INTL GROUP INC AIG - $1,451,108.10 33,085.00
BB&T CORP BBT - $1,438,729.96 29,077.00
AFLAC INC AFL - $1,430,805.90 28,559.00
EQUINIX INC EQIX - $1,411,819.65 3,183.00
BAXTER INTL INC BAX - $1,405,465.26 18,114.00
HCA HOLDINGS INC HCA - $1,390,791.60 10,180.00
VALERO ENERGY CORP VLO - $1,374,582.72 15,904.00
ACTIVISION BLIZZARD INC ATVI - $1,351,007.68 29,104.00
MARRIOTT INTL INC MAR - $1,350,680.75 10,741.00
SHERWIN-WILLIAMS CO SHW - $1,339,860.78 3,114.00
ESTEE LAUDER COS INC EL - $1,333,810.00 8,300.00
TRAVELERS COS INC/THE TRV - $1,333,553.76 10,032.00
EATON CORP PLC ETN - $1,325,961.94 16,127.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $1,309,154.60 12,281.00
ROPER TECHNOLOGIES INC ROP - $1,307,100.96 3,938.00
WILLIAMS COS INC WMB - $1,297,693.16 46,132.00
AUTODESK INC ADSK - $1,295,240.10 8,351.00
FORD MOTOR CO F - $1,295,177.70 148,871.00
ROSS STORES INC ROST - $1,294,811.24 14,117.00
SEMPRA ENERGY SRE - $1,293,829.20 10,440.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $1,263,566.54 34,742.00
FISERV INC FISV - $1,260,455.40 14,899.00
PUBLIC STORAGE PSA - $1,244,420.56 5,722.00
XILINX INC XLNX - $1,225,620.76 9,646.00
RED HAT INC RHT - $1,225,419.76 6,739.00
REGENERON PHARMACEUTICALS INC REGN - $1,216,086.12 2,988.00
EBAY INC EBAY - $1,204,321.68 32,664.00
DELTA AIR LINES INC DAL - $1,198,681.12 23,522.00
SYSCO CORP SYY - $1,190,313.48 17,986.00
ALLSTATE CORP ALL - $1,189,495.46 12,626.00
DOLLAR GENERAL CORP DG - $1,173,689.64 10,011.00
HP INC HPQ - $1,166,480.00 58,324.00
YUM! BRANDS INC YUM - $1,157,237.64 11,661.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $1,138,119.12 19,251.00
ALEXION PHARMACEUTICALS INC ALXN - $1,131,718.22 8,513.00
MOODY'S CORP MCO - $1,131,263.79 6,333.00
O'REILLY AUTOMOTIVE INC ORLY - $1,118,139.48 2,988.00
ELECTRONIC ARTS INC EA - $1,112,491.59 11,409.00
WELLTOWER INC HCN - $1,110,458.31 14,753.00
XCEL ENERGY INC XEL - $1,089,989.78 19,583.00
AMPHENOL CORP APH - $1,086,021.37 11,347.00
TE CONNECTIVITY LTD TEL - $1,077,514.23 12,909.00
GENERAL MILLS INC GIS - $1,074,143.12 22,738.00
ONEOK INC OKE - $1,071,374.04 15,684.00
VF CORP VFC - $1,069,436.62 12,362.00
SUNTRUST BANKS INC STI - $1,064,369.32 16,876.00
CONSTELLATION BRANDS INC STZ - $1,062,378.17 6,349.00
LAM RESEARCH CORP LRCX - $1,041,126.75 5,805.00
AVALONBAY COMMUNITIES INC AVB - $1,037,883.28 5,284.00
CORNING INC GLW - $1,036,396.45 29,945.00
EQUITY RESIDENTIAL EQR - $1,035,615.00 14,090.00
CONSOLIDATED EDISON INC ED - $1,026,504.88 12,248.00
STATE STREET CORP STT - $1,011,707.20 14,420.00
LYONDELLBASELL INDUSTRIES NV LYB - $1,006,648.96 11,576.00
PPG INDUSTRIES INC PPG - $994,440.30 8,967.00
INGERSOLL-RAND PLC IR - $982,632.72 9,224.00
AGILENT TECHNOLOGIES INC A - $981,870.40 12,092.00
ZIMMER HOLDINGS INC ZBH - $979,233.08 7,789.00
HALLIBURTON CO HAL - $972,251.28 33,228.00
PAYCHEX INC PAYX - $962,926.92 12,172.00
SOUTHWEST AIRLINES CO LUV - $960,406.72 18,928.00
HILTON WORLDWIDE HLDGS - W/I HLT - $955,983.50 11,155.00
CENTENE CORP CNC - $944,347.59 15,747.00
WEC ENERGY GROUP INC WEC - $933,105.03 12,023.00
FORTIVE CORP FTV - $931,821.00 11,220.00
T. ROWE PRICE GROUP INC TROW - $921,912.48 8,982.00
DISCOVER FINANCIAL SERVICES DFS - $920,743.15 12,505.00
AUTOZONE INC AZO - $919,271.61 939.00
DOLLAR TREE INC DLTR - $919,088.37 9,072.04
ARCHER DANIELS MIDLAND CO ADM - $917,962.43 21,343.00
DIGITAL REALTY TRUST INC DLR - $915,905.23 7,921.00
M&T BANK CORP MTB - $905,413.40 5,284.00
PACCAR INC PCAR - $898,920.00 13,200.00
MCKESSON CORP MCK - $894,518.52 7,301.00
PIONEER NATURAL RESOURCES CO PXD - $887,031.78 6,418.00
CUMMINS INC CMI - $882,526.32 5,512.00
PPL CORP PPL - $881,562.30 27,463.00
MOTOROLA SOLUTIONS INC MSI - $876,329.94 6,239.00
ADVANCED MICRO DEVICES INC AMD - $872,768.00 33,568.00
CARNIVAL CORP CCL - $871,251.36 15,253.00
IQVIA HOLDINGS INC IQV - $871,177.95 6,031.00
TWITTER INC TWTR - $868,492.98 27,774.00
MONSTER BEVERAGE CORP MNST - $861,733.76 14,878.00
WILLIS TOWERS WATSON PLC WLTW - $850,840.90 4,921.00
NORTHEAST UTILITIES SYSTEM ES - $848,437.20 12,086.00
PARKER HANNIFIN CORP PH - $847,712.96 4,912.00
DTE ENERGY CO DTE - $845,575.22 6,923.00
ANADARKO PETROLEUM CORP APC - $845,451.36 19,016.00
TRANSDIGM GROUP INC TDG - $832,075.20 1,854.00
HEWLETT PACKARD ENTERPRISE CO HPE - $831,445.04 52,358.00
VENTAS INC VTR - $829,466.40 13,580.00
SYNCHRONY FINANCIAL SYF - $822,335.72 24,859.00
SBA COMMUNICATIONS CORP SBAC - $820,905.42 4,278.00
APTIV PLC APTV - $819,819.00 9,900.00
CONCHO RESOURCES INC CXO - $814,938.00 7,652.00
ROCKWELL AUTOMATION INC ROK - $814,654.89 4,557.00
REALTY INCOME CORP O - $812,159.70 11,594.00
GLOBAL PAYMENTS INC GPN - $807,443.50 6,010.00
VERISK ANALYTICS INC VRSK - $802,215.75 6,225.00
NORTHERN TRUST CORP NTRS - $789,663.42 8,307.00
FLEETCOR TECHNOLOGIES INC FLT - $786,714.08 3,266.00
EDISON INTL EIX - $782,584.20 12,420.00
BOSTON PROPERTIES INC BXP - $778,100.16 5,884.00
MICROCHIP TECHNOLOGY INC MCHP - $777,569.10 9,031.00
FIRSTENERGY CORP FE - $776,599.38 19,218.00
STANLEY BLACK & DECKER INC SWK - $769,923.00 5,775.00
CLOROX CO CLX - $766,780.56 4,888.00
ROYAL CARIBBEAN CRUISES LTD RCL - $766,296.00 6,525.00
IHS MARKIT LTD INFO - $765,267.75 13,851.00
KRAFT HEINZ CO/THE KHC - $761,031.18 23,686.00
KLA-TENCOR CORP KLAC - $756,287.04 6,294.00
TYSON FOODS INC TSN - $740,044.04 11,252.00
KROGER CO KR - $739,315.71 30,387.00
BALL CORP BLL - $738,581.26 12,721.00
HARRIS CORP HRS - $732,994.08 4,498.00
VERISIGN INC VRSN - $730,840.70 4,009.00
WEYERHAEUSER CO WY - $726,619.68 28,428.00
ALIGN TECHNOLOGY INC ALGN - $720,566.91 2,779.00
AMERICAN WATER WORKS CO INC AWK - $719,493.25 6,895.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $716,057.45 2,141.00
IDEXX LABORATORIES INC IDXX - $714,495.90 3,273.00
ESSEX PROPERTY TRUST INC ESS - $713,182.08 2,496.00
CERNER CORP CERN - $710,537.20 12,340.00
INTL PAPER CO IP - $703,907.82 15,246.00
AMETEK INC AME - $700,293.24 8,636.00
FREEPORT-MCMORAN INC FCX - $700,037.44 55,208.00
UNITED CONTINENTAL HOLDINGS INC UAL - $694,399.58 8,537.00
FIFTH THIRD BANCORP FITB - $685,568.26 24,643.00
NUCOR CORP NUE - $685,172.43 11,619.00
FASTENAL CO FAST - $683,105.41 10,907.00
TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 - - $678,320.26 13,673.06
DXC TECHNOLOGY CO DXC - $676,514.10 10,190.00
NEWMONT MINING CORP NEM - $675,018.24 20,283.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $673,635.69 13,689.00
ENTERGY CORP ETR - $673,598.22 7,229.00
AMEREN CORP AEE - $671,040.00 9,320.00
KEYCORP KEY - $670,010.04 38,374.00
WATERS CORP WAT - $669,109.56 2,714.00
METTLER-TOLEDO INTL INC MTD - $667,785.42 933.00
AMERIPRISE FINANCIAL INC AMP - $664,969.20 5,160.00
CINTAS CORP CTAS - $664,581.36 3,218.00
MCCORMICK & CO INC MKC - $656,604.00 4,680.00
CADENCE DESIGN SYSTEMS INC CDNS - $653,920.72 10,678.00
FIRST REPUBLIC BANK FRC - $652,704.00 6,276.00
REPUBLIC SERVICES INC RSG - $647,033.38 8,209.00
OMNICOM GROUP INC OMC - $645,200.62 8,522.00
L3 TECHNOLOGIES INC LLL - $634,673.24 3,026.00
CBS CORP CBS - $627,034.38 13,279.00
CITIZENS FINANCIAL GROUP INC CFG - $626,272.02 17,523.00
NETAPP INC NTAP - $625,573.80 9,393.00
BEST BUY CO INC BBY - $623,558.58 8,922.00
SYNOPSYS INC SNPS - $623,038.14 5,706.00
CHURCH & DWIGHT CO INC CHD - $621,914.22 9,369.00
KEYSIGHT TECHNOLOGIES INC KEYS - $617,491.24 7,156.00
MSCI INC MSCI - $614,431.08 3,204.00
CHIPOTLE MEXICAN GRILL INC CMG - $608,596.04 914.00
DIAMONDBACK ENERGY INC FANG - $607,111.12 5,884.00
REGIONS FINANCIAL CORP RF - $605,474.94 38,738.00
CBRE GROUP INC CBG - $601,631.29 11,897.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $601,225.76 4,304.00
GENUINE PARTS CO GPC - $596,087.60 5,560.00
ARISTA NETWORKS INC ANET - $590,655.18 2,001.00
CMS ENERGY CORP CMS - $586,978.52 10,796.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $586,409.60 3,760.00
TOTAL SYSTEM SERVICES INC TSS - $582,669.58 6,194.00
INCYTE CORP INCY - $580,071.57 6,771.00
ABIOMED INC ABMD - $579,626.88 1,708.00
HERSHEY CO HSY - $579,449.00 5,300.00
CENTERPOINT ENERGY INC CNP - $578,217.54 19,102.00
VULCAN MATERIALS CO VMC - $577,617.97 5,011.00
ANSYS INC ANSS - $576,142.72 3,181.00
CARDINAL HEALTH INC CAH - $574,500.75 11,365.00
SYMANTEC CORP SYMC - $565,418.81 24,361.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $564,959.50 10,414.00
HESS CORP HES - $563,546.82 9,718.00
MYLAN INC MYL - $562,068.18 19,639.00
ARTHUR J. GALLAGHER & CO. AJG - $555,481.53 7,011.00
COOPER COS INC COO - $554,399.56 1,882.00
SKYWORKS SOLUTIONS INC SWKS - $552,991.18 6,629.00
HCP INC HCP - $551,611.69 18,199.00
EVERGY INC EVRG - $546,298.83 9,681.00
EXPEDIA INC EXPE - $544,579.20 4,455.00
BAKER HUGHES A GE CO BHGE - $543,853.18 19,549.00
FOX CORP COMMON STOCK USD 0.01 - - $542,277.11 13,442.67
HUNTINGTON BANCSHARES INC HBAN - $541,040.78 39,841.00
HOST HOTELS & RESORTS INC HST - $538,490.72 28,208.00
XYLEM INC XYL - $536,931.78 6,846.00
RESMED INC RMD - $533,750.80 5,452.00
MARATHON OIL CORP MRO - $533,407.84 31,157.00
WESTERN DIGITAL CORP WDC - $530,462.52 11,079.00
TELEFLEX INC TFX - $526,279.32 1,746.00
EQUIFAX INC EFX - $522,118.29 4,603.00
KELLOGG CO K - $520,105.19 9,559.00
DARDEN RESTAURANTS INC DRI - $518,407.89 4,697.00
MGM RESORTS INTL MGM - $516,999.06 19,458.00
D.R. HORTON INC DHI - $512,165.20 12,940.00
W W GRAINGER INC GWW - $511,614.32 1,708.00
PRINCIPAL FINANCIAL GROUP INC PFG - $511,562.43 9,851.00
DOVER CORP DOV - $510,324.00 5,520.00
LENNAR CORP LEN - $506,806.02 10,878.00
DEVON ENERGY CORP DVN - $504,826.56 16,694.00
GARTNER INC IT - $503,704.64 3,424.00
LOEWS CORP L - $501,345.44 10,436.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $497,662.20 6,531.00
SVB FINANCIAL GROUP SIVB - $493,760.83 2,011.00
APACHE CORP APA - $492,931.08 14,292.00
CELANESE CORP CE - $491,121.75 4,865.00
CINCINNATI FINANCIAL CORP CINF - $489,041.56 5,782.00
COMERICA INC CMA - $488,032.00 6,040.00
LINCOLN NATIONAL CORP LNC - $486,181.68 7,764.00
HOLOGIC INC HOLX - $483,311.70 10,190.00
AMERISOURCEBERGEN CORP ABC - $482,609.71 5,953.00
CITRIX SYSTEMS INC CTXS - $482,402.64 4,764.00
AMERICAN AIRLINES GROUP INC AAL - $480,231.18 15,202.00
EXTRA SPACE STORAGE INC EXR - $480,008.36 4,852.00
INTL FLAVORS & FRAGRANCES INC IFF - $477,435.84 3,864.00
WELLCARE HEALTH PLANS INC WCG - $476,389.44 1,908.00
VARIAN MEDICAL SYSTEMS INC VAR - $473,867.52 3,468.00
MARTIN MARIETTA MATERIALS INC MLM - $471,681.45 2,385.00
FORTINET INC FTNT - $471,307.68 5,524.00
UDR INC UDR - $467,593.56 10,503.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $464,366.36 8,276.00
TEXTRON INC TXT - $464,107.60 8,920.00
J M SMUCKER CO SJM - $462,492.66 4,326.00
SEAGATE TECHNOLOGY PLC STX - $460,832.26 9,751.00
C.H. ROBINSON WORLDWIDE INC CHRW - $460,624.96 5,216.00
E*TRADE FINANCIAL CORP ETFC - $460,619.88 9,366.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $459,865.58 4,331.00
QUEST DIAGNOSTICS INC DGX - $456,885.10 5,110.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $453,479.88 4,404.00
ATMOS ENERGY CORP ATO - $451,991.92 4,454.00
AKAMAI TECHNOLOGIES INC AKAM - $450,929.08 6,212.00
AES CORP AES - $450,085.36 25,229.00
COPART INC CPRT - $449,884.54 7,642.00
NRG ENERGY INC NRG - $447,938.19 10,683.00
ADVANCE AUTO PARTS INC AAP - $447,934.22 2,741.00
KANSAS CITY SOUTHERN KSU - $443,404.14 3,851.00
NOBLE ENERGY INC NBL - $442,368.00 18,432.00
HORMEL FOODS CORP HRL - $441,485.16 10,383.00
VORNADO REALTY TRUST VNO - $439,428.57 6,601.00
MASCO CORP MAS - $436,352.00 11,200.00
KOHL'S CORP KSS - $434,771.01 6,291.00
WYNN RESORTS LTD WYNN - $434,755.80 3,690.00
MOLSON COORS BREWING CO TAP - $434,616.28 7,153.00
CENTURYLINK INC CTL - $431,606.49 36,239.00
UNIVERSAL HEALTH SERVICES INC UHS - $429,448.53 3,171.00
CONAGRA FOODS INC CAG - $421,870.95 18,495.00
TRACTOR SUPPLY CO TSCO - $421,706.16 4,626.00
DENTSPLY SIRONA INC XRAY - $419,138.20 8,476.00
CABOT OIL & GAS CORP COG - $418,397.32 16,117.00
EASTMAN CHEMICAL CO EMN - $418,354.56 5,328.00
ALLIANT ENERGY CORP LNT - $417,907.70 8,995.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $412,088.58 4,302.00
NATIONAL OILWELL VARCO INC NOV - $411,502.08 14,613.00
DUKE REALTY CORP DRE - $411,357.60 13,680.00
REGENCY CENTERS CORP REG - $410,682.22 6,383.00
CBOE HOLDINGS INC CBOE - $408,973.82 4,282.00
PINNACLE WEST CAPITAL CORP PNW - $403,732.40 4,280.00
JACK HENRY & ASSOCIATES INC JKHY - $402,584.22 2,939.00
PERKINELMER INC PKI - $401,755.25 4,225.00
TIFFANY & CO TIF - $401,371.74 4,137.00
NISOURCE INC NI - $395,121.40 14,213.00
RAYMOND JAMES FINANCIAL INC RJF - $394,360.61 4,837.00
FMC CORP FMC - $390,960.02 5,126.00
LAMB WESTON HOLDING INC LW - $389,190.93 5,583.00
GARMIN LTD GRMN - $387,020.00 4,625.00
MOSAIC CO MOS - $385,910.35 13,517.00
CARMAX INC KMX - $385,373.60 6,466.00
HASBRO INC HAS - $383,187.44 4,408.00
FRANKLIN RESOURCES INC BEN - $378,290.58 11,262.00
TECHNIPFMC PLC FTI - $377,413.40 16,198.00
IRON MOUNTAIN INC IRM - $376,567.50 10,915.00
WESTROCK CO WRK - $374,177.34 9,729.00
NASDAQ OMX GROUP INC NDAQ - $370,973.26 4,409.00
VIACOM INC VIAB - $370,859.52 13,476.00
FEDERAL REIT FRT - $370,734.72 2,824.00
NIELSEN HOLDINGS PLC NLSN - $367,069.50 13,550.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - $366,836.14 5,071.00
UNITED RENTALS INC URI - $366,505.16 3,037.00
TAPESTRY INC TPR - $363,645.99 11,043.00
AVERY DENNISON CORP AVY - $358,141.30 3,190.00
CF INDUSTRIES HOLDINGS INC CF - $356,502.30 8,470.00
DISCOVERY COMMUNICATIONS INC DISCK - $355,169.23 13,729.00
PACKAGING CORP OF AMERICA PKG - $353,191.90 3,593.00
F5 NETWORKS INC FFIV - $349,861.68 2,268.00
HENRY SCHEIN INC HSIC - $348,298.50 5,757.00
JUNIPER NETWORKS INC JNPR - $347,647.80 13,269.00
ZIONS BANCORP ZION - $346,511.72 7,076.00
ALBEMARLE CORP ALB - $343,135.98 4,026.00
LKQ CORP LKQ - $342,992.64 11,976.00
EVEREST RE GROUP LTD RE - $340,373.95 1,555.00
SNAP-ON INC SNA - $335,142.36 2,111.00
J B HUNT TRANSPORT SERVICES INC JBHT - $332,956.50 3,313.00
JACOBS ENGINEERING GROUP INC JEC - $329,367.50 4,466.00
QORVO INC QRVO - $327,273.48 4,668.00
INTERPUBLIC GROUP OF COS INC IPG - $326,914.44 14,673.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $325,950.00 1,590.00
BROWN-FORMAN CORP BF.B - $325,012.64 6,338.00
TORCHMARK CORP TMK - $320,961.68 3,848.00
WHIRLPOOL CORP WHR - $318,890.52 2,412.00
ALLEGION PLC ALLE - $318,557.61 3,591.00
PVH CORP PVH - $317,001.60 2,880.00
ARCONIC INC ARNC - $314,466.64 16,447.00
HOLLYFRONTIER CORP HFC - $312,138.90 5,990.00
ROBERT HALF RHI - $302,972.67 4,543.00
BORGWARNER INC BWA - $302,074.56 7,916.00
INVESCO LTD IVZ - $301,054.12 15,098.00
MOHAWK INDUSTRIES INC MHK - $300,565.00 2,350.00
WESTERN UNION CO WU - $299,907.79 16,597.00
ALLIANCE DATA SYSTEMS CORP ADS - $297,077.76 1,728.00
UNUM GROUP UNM - $296,734.12 8,179.00
APARTMENT INVT & MGMT CO -A AIV - $286,172.60 5,758.00
SL GREEN REALTY CORP SLG - $283,223.36 3,178.00
KIMCO REALTY CORP KIM - $282,746.16 16,056.00
A. O. SMITH CORP AOS - $281,032.83 5,391.00
MACY'S INC M - $280,813.75 11,725.00
DISH NETWORK CORP DISH - $280,557.06 8,751.00
CIMAREX ENERGY CO XEC - $273,570.30 3,870.00
CAPRI HOLDINGS LTD CPRI - $271,305.12 5,827.00
SEALED AIR CORP SEE - $268,391.80 5,930.00
CAMPBELL SOUP CO CPB - $266,260.50 7,335.00
ALASKA AIR GROUP INC ALK - $262,650.91 4,681.00
PENTAIR PLC PNR - $262,363.68 6,012.00
FOOT LOCKER INC FL - $259,759.50 4,290.00
DAVITA HEALTHCARE PARTNERS INC DVA - $259,738.38 4,818.00
PULTEGROUP INC PHM - $254,921.60 9,715.00
FLIR SYSTEMS INC FLIR - $249,850.37 5,159.00
RALPH LAUREN CORP RL - $249,120.76 1,996.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $247,256.80 5,360.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $246,709.32 14,377.00
HANESBRANDS INC HBI - $245,740.95 13,767.00
L BRANDS INC LB - $245,335.08 8,706.00
FOX CORP COMMON STOCK USD - - $244,590.37 6,184.33
XEROX CORP XRX - $242,351.76 7,602.00
PERRIGO CO PLC PRGO - $234,333.16 4,759.00
NEWELL RUBBERMAID INC NWL - $233,828.58 14,734.00
HELMERICH & PAYNE INC HP - $232,130.00 4,175.00
ROLLINS INC ROL - $229,464.60 5,620.00
ASSURANT INC AIZ - $228,435.00 2,355.00
NEKTAR THERAPEUTICS NKTR - $228,172.71 6,631.00
FLOWSERVE CORP FLS - $225,619.36 4,996.00
HARLEY-DAVIDSON INC HOG - $220,293.08 6,062.00
AFFILIATED MANAGERS GROUP INC AMG - $219,827.90 1,993.00
LEGGETT & PLATT INC LEG - $213,500.00 5,000.00
GAP INC GPS - $209,120.90 8,137.00
IPG PHOTONICS CORP IPGP - $203,608.24 1,342.00
QUANTA SERVICES INC PWR - $200,950.20 5,373.00
TRIPADVISOR INC TRIP - $200,751.84 3,924.00
FLUOR CORP FLR - $200,586.18 5,322.00
JEFFERIES FINANCIAL GROUP IN JEF - $197,816.00 10,016.00
COTY INC COTY - $197,524.00 17,176.00
NORDSTROM INC JWN - $192,410.08 4,318.00
H & R BLOCK INC HRB - $189,618.38 7,829.00
MATTEL INC MAT - $188,932.10 13,166.00
NEWS CORP NWSA - $184,212.60 14,690.00
BRIGHTHOUSE FINANCIAL INC BHF - $178,377.85 4,445.00
MACERICH CO MAC - $172,081.00 4,030.00
DISCOVERY COMMUNICATIONS INC DISCA - $163,178.36 5,986.00
UNDER ARMOUR INC UAA - $158,505.40 7,156.00
UNDER ARMOUR INC-CLASS C UA - $144,620.90 7,330.00
NEWS CORP NWS - $59,414.96 4,708.00
NET OTHER ASSETS / CASH - - $455,686,509.71 455,686,509.71