Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 15, 2017

Total Value ($000): $649,541 (100.0% shares, 0.0% debt)

Holdings (212)

GMOM CAMBRIA GLOBAL MOMENTUM ETF 3.1%
Value ($000) $20,024 Shares 755,055 Est. Cost $24.24 Unrealized —
IWM ISHARES RUSSELL 2000 ETF 2.5%
Value ($000) $16,325 Shares 110,171 Est. Cost $148.18 Unrealized —
GVAL CAMBRIA GLOBAL VALUE ETF 2.4%
Value ($000) $15,307 Shares 606,713 Est. Cost $23.25 Unrealized —
EYLD CAMBRIA EMERGING SHAREHOLDER YIELD ETF 2.1%
Value ($000) $13,777 Shares 408,577 Est. Cost $28.82 Unrealized —
GLD SPDR GOLD SHARES 2.0%
Value ($000) $12,995 Shares 106,884 Est. Cost $118.02 Unrealized —
IYR ISHARES U.S. REAL ESTATE ETF 1.7%
Value ($000) $11,062 Shares 138,479 Est. Cost $79.88 Unrealized —
EFA ISHARES MSCI EAFE ETF 1.7%
Value ($000) $10,901 Shares 159,178 Est. Cost $68.48 Unrealized —
SPY SPDR S&P 500 ETF 1.2%
Value ($000) $8,036 Shares 31,985 Est. Cost $241.79 Unrealized —
AFL AFLAC INC COM 1.1%
Value ($000) $7,291 Shares 89,576 Est. Cost $29.18 Unrealized +13.5%
JPM JPMORGAN CHASE & CO COM 1.1%
Value ($000) $7,237 Shares 75,775 Est. Cost $69.93 Unrealized +5.3%
CMI CUMMINS INC COM 1.1%
Value ($000) $7,066 Shares 42,050 Est. Cost $115.80 Unrealized +12.2%
TLT ISHARES 20 YEAR TREASURY BOND ETF 1.1%
Value ($000) $6,974 Shares 55,898 Est. Cost $124.76 Unrealized —
AAPL APPLE INC COM 1.1%
Value ($000) $6,956 Shares 45,134 Est. Cost $31.16 Unrealized +16.0%
FYLD CAMBRIA FOREIGN SHAREHOLDER YIELD ETF 1.1%
Value ($000) $6,931 Shares 271,661 Est. Cost $21.70 Unrealized —
USB US BANCORP DEL COM NEW 1.0%
Value ($000) $6,733 Shares 125,643 Est. Cost $36.92 Unrealized +2.3%
— HARRIS CORP DEL COM 1.0%
Value ($000) $6,629 Shares 50,342 Est. Cost $123.66 Unrealized —
VEA VANGUARD FTSE DEVELOPED MARKETS ETF 1.0%
Value ($000) $6,584 Shares 151,675 Est. Cost $40.83 Unrealized —
BND VANGUARD TOTAL BOND MARKET INDEX FUND 1.0%
Value ($000) $6,549 Shares 79,908 Est. Cost $81.47 Unrealized —
NSC NORFOLK SOUTHERN CORP COM 1.0%
Value ($000) $6,326 Shares 47,840 Est. Cost $98.76 Unrealized +4.0%
WMT WAL-MART STORES INC COM 1.0%
Value ($000) $6,288 Shares 80,470 Est. Cost $21.48 Unrealized +6.6%
GD GENERAL DYNAMICS CORP COM 1.0%
Value ($000) $6,222 Shares 30,267 Est. Cost $154.03 Unrealized +8.1%
ABT ABBOTT LABS COM 1.0%
Value ($000) $6,220 Shares 116,558 Est. Cost $38.90 Unrealized +11.5%
VWO VANGUARD FTSE EMERGING MARKETS ETF 1.0%
Value ($000) $6,187 Shares 142,006 Est. Cost $38.80 Unrealized —
CME CME GROUP INC 0.9%
Value ($000) $6,139 Shares 45,250 Est. Cost $91.00 Unrealized +2.2%
WM WASTE MANAGEMENT INC 0.9%
Value ($000) $6,029 Shares 77,029 Est. Cost $62.59 Unrealized +4.9%
— EATON VANCE CORP COM NON VTG 0.9%
Value ($000) $6,021 Shares 121,963 Est. Cost $48.64 Unrealized —
BR BROADRIDGE FINL SOLUTIONS INC COM 0.9%
Value ($000) $6,018 Shares 74,461 Est. Cost $65.27 Unrealized +2.4%
MSFT MICROSOFT CORP COM 0.9%
Value ($000) $6,004 Shares 80,606 Est. Cost $62.45 Unrealized +6.8%
ITW ILLINOIS TOOL WORKS 0.9%
Value ($000) $5,990 Shares 40,486 Est. Cost $115.10 Unrealized +0.8%
ACN ACCENTURE PLC IRELAND SHS CLASS A 0.9%
Value ($000) $5,979 Shares 44,268 Est. Cost $111.96 Unrealized +2.4%
CVX CHEVRON CORP NEW COM 0.9%
Value ($000) $5,956 Shares 50,690 Est. Cost $73.30 Unrealized +4.0%
INTC INTEL CORP 0.9%
Value ($000) $5,922 Shares 155,514 Est. Cost $29.58 Unrealized +0.0%
LLY LILLY ELI & CO COM 0.9%
Value ($000) $5,894 Shares 68,905 Est. Cost $71.83 Unrealized +0.4%
EMR EMERSON ELECTRIC CO 0.9%
Value ($000) $5,890 Shares 93,735 Est. Cost $48.81 Unrealized +0.9%
MCD MCDONALDS CORP COM 0.9%
Value ($000) $5,860 Shares 37,403 Est. Cost $118.40 Unrealized +8.7%
NEE NEXTERA ENERGY INC COM 0.9%
Value ($000) $5,834 Shares 39,811 Est. Cost $27.62 Unrealized +7.6%
PG PROCTER & GAMBLE CO/THE 0.9%
Value ($000) $5,816 Shares 63,928 Est. Cost $70.26 Unrealized +3.9%
APD AIR PRODS & CHEMS INC COM 0.9%
Value ($000) $5,766 Shares 38,129 Est. Cost $114.88 Unrealized +3.7%
WFC WELLS FARGO CO NEW COM 0.9%
Value ($000) $5,754 Shares 104,331 Est. Cost $42.17 Unrealized -0.1%
HSY HERSHEY CO COM 0.9%
Value ($000) $5,740 Shares 52,579 Est. Cost $88.08 Unrealized -1.0%
GPC GENUINE PARTS CO COM 0.9%
Value ($000) $5,702 Shares 59,616 Est. Cost $68.35 Unrealized -2.5%
— UNITED TECHNOLOGIES CORP COM 0.9%
Value ($000) $5,679 Shares 48,921 Est. Cost $118.05 Unrealized —
SYY SYSCO CORP COM 0.9%
Value ($000) $5,669 Shares 105,070 Est. Cost $42.10 Unrealized -0.6%
PEP PEPSICO INC 0.9%
Value ($000) $5,652 Shares 50,723 Est. Cost $88.27 Unrealized +1.3%
PAYX PAYCHEX INC 0.9%
Value ($000) $5,651 Shares 94,248 Est. Cost $45.39 Unrealized -1.8%
— POWERSHARES BASE ETF 0.9%
Value ($000) $5,624 Shares 310,520 Est. Cost $14.76 Unrealized —
OXY OCCIDENTAL PETROLEUM CORP 0.9%
Value ($000) $5,612 Shares 87,403 Est. Cost $48.53 Unrealized +0.7%
T AT&T INC COM 0.9%
Value ($000) $5,589 Shares 142,677 Est. Cost $15.90 Unrealized -1.9%
SO SOUTHERN CO/THE 0.9%
Value ($000) $5,565 Shares 113,239 Est. Cost $34.57 Unrealized -0.8%
XOM EXXON MOBIL CORP COM 0.9%
Value ($000) $5,539 Shares 67,562 Est. Cost $54.73 Unrealized -0.7%
— MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 0.8%
Value ($000) $5,515 Shares 77,616 Est. Cost $71.05 Unrealized —
LMT LOCKHEED MARTIN CORP COM 0.8%
Value ($000) $5,478 Shares 17,654 Est. Cost $230.49 Unrealized +3.5%
FDS FACTSET RESH SYS INC COM 0.8%
Value ($000) $5,368 Shares 29,805 Est. Cost $149.96 Unrealized +0.1%
AMGN AMGEN INC COM 0.8%
Value ($000) $5,350 Shares 28,696 Est. Cost $125.35 Unrealized +9.7%
KMB KIMBERLY-CLARK CORP 0.8%
Value ($000) $5,313 Shares 45,150 Est. Cost $92.74 Unrealized -1.9%
UNH UNITEDHEALTH GROUP INC COM 0.8%
Value ($000) $5,293 Shares 27,028 Est. Cost $162.19 Unrealized +4.2%
CSCO CISCO SYS INC COM 0.8%
Value ($000) $5,229 Shares 155,483 Est. Cost $25.04 Unrealized -1.3%
VSS VANGUARD FTSE ALL WORLD 0.8%
Value ($000) $5,190 Shares 45,159 Est. Cost $112.42 Unrealized —
MMM 3M CO COM 0.8%
Value ($000) $5,089 Shares 24,245 Est. Cost $127.76 Unrealized +1.7%
MRK MERCK & CO. INC. 0.8%
Value ($000) $5,053 Shares 78,920 Est. Cost $46.55 Unrealized +0.3%
MXI ISHARES GLOBAL MATERIALS 0.8%
Value ($000) $5,047 Shares 77,186 Est. Cost $56.99 Unrealized —
JNJ JOHNSON & JOHNSON 0.8%
Value ($000) $5,016 Shares 38,578 Est. Cost $103.17 Unrealized +1.7%
IXN ISHARES GLOBAL TECH ETF 0.7%
Value ($000) $4,865 Shares 34,175 Est. Cost $115.18 Unrealized —
IXG ISHARES GLOBAL FINANCIALS 0.7%
Value ($000) $4,720 Shares 70,750 Est. Cost $63.34 Unrealized —
SBUX STARBUCKS CORP 0.7%
Value ($000) $4,651 Shares 86,597 Est. Cost $47.65 Unrealized -3.0%
MO ALTRIA GROUP INC COM 0.7%
Value ($000) $4,637 Shares 73,121 Est. Cost $38.93 Unrealized -7.3%
DGS WISDOMTREE EM SMALL CAP 0.7%
Value ($000) $4,609 Shares 93,995 Est. Cost $42.91 Unrealized —
DEO DIAGEO PLC-SPONSORED ADR 0.7%
Value ($000) $4,583 Shares 34,688 Est. Cost $132.12 Unrealized —
ORCL ORACLE CORP COM 0.7%
Value ($000) $4,568 Shares 94,480 Est. Cost $43.94 Unrealized 0.0%
WTMF WISDOMTREE MANAGED FUTURES STRATEGY FUND 0.7%
Value ($000) $4,539 Shares 117,048 Est. Cost $40.05 Unrealized —
VAMO CAMBRIA VALUE AND MOMENTUM ETF 0.7%
Value ($000) $4,367 Shares 176,662 Est. Cost $23.71 Unrealized —
REM ISHARES MORTGAGE REAL EST 0.7%
Value ($000) $4,276 Shares 91,281 Est. Cost $43.94 Unrealized —
SYLD CAMBRIA SHAREHOLDER YIELD ETF 0.6%
Value ($000) $4,222 Shares 118,892 Est. Cost $31.81 Unrealized —
JXI ISHARES GLOBAL UTILITIES 0.6%
Value ($000) $4,088 Shares 80,640 Est. Cost $49.12 Unrealized —
IWC ISHARES MICRO-CAP ETF 0.6%
Value ($000) $4,011 Shares 42,468 Est. Cost $83.26 Unrealized —
IGF ISHARES GLOBAL INFRASTRUC 0.6%
Value ($000) $3,721 Shares 82,218 Est. Cost $44.43 Unrealized —
— POWERSHARES DB OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY PORTFOLIO 0.5%
Value ($000) $3,279 Shares 194,570 Est. Cost $17.24 Unrealized —
GDOT GREEN DOT CORP-CLASS A 0.4%
Value ($000) $2,690 Shares 54,250 Est. Cost $22.39 Unrealized +98.1%
NOC NORTHROP GRUMMAN CORP 0.4%
Value ($000) $2,531 Shares 8,797 Est. Cost $115.37 Unrealized +103.7%
VNQI VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEX 0.4%
Value ($000) $2,383 Shares 40,112 Est. Cost $54.00 Unrealized —
BNDX VANGUARD TOTAL INTERNATIONAL BOND ETF 0.4%
Value ($000) $2,382 Shares 43,642 Est. Cost $53.80 Unrealized —
MTUM ISHARES MSCI USA MOMENTUM 0.4%
Value ($000) $2,308 Shares 24,123 Est. Cost $76.14 Unrealized —
VNQ VANGUARD REIT ETF 0.4%
Value ($000) $2,277 Shares 27,406 Est. Cost $81.79 Unrealized —
VTI VANGUARD TOTAL STOCK MARKET INDEX FUND 0.3%
Value ($000) $2,272 Shares 17,538 Est. Cost $108.63 Unrealized —
BA BOEING CO/THE 0.3%
Value ($000) $2,122 Shares 8,347 Est. Cost $220.44 Unrealized 0.0%
MUB ISHARES NATIONAL MUNI BOND ETF 0.3%
Value ($000) $2,114 Shares 19,068 Est. Cost $110.87 Unrealized —
TXN TEXAS INSTRUMENTS INC 0.3%
Value ($000) $2,084 Shares 23,253 Est. Cost $37.85 Unrealized +72.3%
HD HOME DEPOT INC 0.3%
Value ($000) $2,049 Shares 12,530 Est. Cost $75.80 Unrealized +65.1%
PKG PACKAGING CORP OF AMERICA 0.3%
Value ($000) $2,029 Shares 17,695 Est. Cost $49.41 Unrealized +76.5%
VWOB VANGUARD EMERGING MARKETS GOVERNMENT BOND ETF 0.3%
Value ($000) $2,010 Shares 24,772 Est. Cost $78.49 Unrealized —
AA ALCOA UPSTREAM CORP 0.3%
Value ($000) $2,004 Shares 42,991 Est. Cost $26.08 Unrealized +46.5%
VO VANGUARD MID-CAP ETF 0.3%
Value ($000) $1,965 Shares 13,365 Est. Cost $128.31 Unrealized —
— CAMBRIA SOVEREIGN HIGH YIELD BOND ETF 0.3%
Value ($000) $1,950 Shares 68,553 Est. Cost $27.06 Unrealized —
PH PARKER HANNIFIN CORP 0.3%
Value ($000) $1,928 Shares 11,018 Est. Cost $96.89 Unrealized +49.2%
LUV SOUTHWEST AIRLINES CO 0.3%
Value ($000) $1,840 Shares 32,870 Est. Cost $33.14 Unrealized +52.7%
ALL ALLSTATE CORP 0.3%
Value ($000) $1,806 Shares 19,655 Est. Cost $52.13 Unrealized +44.2%
PLCE CHILDREN'S PLACE INC/THE 0.3%
Value ($000) $1,781 Shares 15,072 Est. Cost $61.05 Unrealized +76.2%
ETN EATON CORP PLC 0.3%
Value ($000) $1,771 Shares 23,057 Est. Cost $49.89 Unrealized +28.0%
SANM SANMINA CORP 0.3%
Value ($000) $1,755 Shares 47,248 Est. Cost $25.39 Unrealized +47.0%
— SUNTRUST BANKS INC 0.3%
Value ($000) $1,714 Shares 28,673 Est. Cost $38.46 Unrealized —
LOW LOWE'S COS INC 0.3%
Value ($000) $1,710 Shares 21,390 Est. Cost $49.71 Unrealized +32.1%
HYEM VANECK VECTORS EMERGING M 0.3%
Value ($000) $1,676 Shares 67,518 Est. Cost $24.12 Unrealized —
EG EVEREST RE GROUP LTD 0.3%
Value ($000) $1,665 Shares 7,292 Est. Cost $134.33 Unrealized +57.7%
HUN HUNTSMAN CORP 0.3%
Value ($000) $1,663 Shares 60,640 Est. Cost $15.91 Unrealized +67.5%
MAN MANPOWERGROUP INC 0.3%
Value ($000) $1,643 Shares 13,948 Est. Cost $89.50 Unrealized +25.0%
UAL UNITED CONTINENTAL HOLDIN 0.2%
Value ($000) $1,599 Shares 26,271 Est. Cost $48.45 Unrealized +37.5%
NUS NU SKIN ENTERPRISES INC - 0.2%
Value ($000) $1,598 Shares 25,990 Est. Cost $29.64 Unrealized +57.2%
UNM UNUM GROUP 0.2%
Value ($000) $1,577 Shares 30,843 Est. Cost $34.46 Unrealized +41.6%
TRV TRAVELERS COS INC/THE 0.2%
Value ($000) $1,573 Shares 12,840 Est. Cost $83.09 Unrealized +25.1%
AGO ASSURED GUARANTY LTD 0.2%
Value ($000) $1,561 Shares 41,339 Est. Cost $21.78 Unrealized +70.3%
— SIX FLAGS ENTERTAINMENT C 0.2%
Value ($000) $1,552 Shares 25,470 Est. Cost $44.42 Unrealized —
— DR PEPPER SNAPPLE GROUP I 0.2%
Value ($000) $1,544 Shares 17,457 Est. Cost $72.32 Unrealized —
AMP AMERIPRISE FINANCIAL INC 0.2%
Value ($000) $1,538 Shares 10,357 Est. Cost $100.31 Unrealized +18.3%
ORLY O'REILLY AUTOMOTIVE INC 0.2%
Value ($000) $1,513 Shares 7,024 Est. Cost $11.80 Unrealized +11.9%
GLW CORNING INC 0.2%
Value ($000) $1,492 Shares 49,869 Est. Cost $15.48 Unrealized +52.4%
AIZ ASSURANT INC 0.2%
Value ($000) $1,487 Shares 15,569 Est. Cost $54.04 Unrealized +57.3%
BAC BANK OF AMERICA CORP 0.2%
Value ($000) $1,457 Shares 57,510 Est. Cost $15.90 Unrealized +25.5%
AXS AXIS CAPITAL HOLDINGS LTD 0.2%
Value ($000) $1,406 Shares 24,527 Est. Cost $36.38 Unrealized +33.6%
FITB FIFTH THIRD BANCORP 0.2%
Value ($000) $1,378 Shares 49,266 Est. Cost $13.60 Unrealized +43.0%
BBY BEST BUY CO INC 0.2%
Value ($000) $1,375 Shares 24,145 Est. Cost $25.54 Unrealized +65.5%
CNO CNO FINANCIAL GROUP INC 0.2%
Value ($000) $1,360 Shares 58,272 Est. Cost $14.57 Unrealized +27.0%
SPIP SPDR BLOOMBERG BARCLAYS TIPS ETF 0.2%
Value ($000) $1,324 Shares 23,479 Est. Cost $56.67 Unrealized —
AMAT APPLIED MATERIALS INC 0.2%
Value ($000) $1,323 Shares 25,400 Est. Cost $32.54 Unrealized +26.5%
AEO AMERICAN EAGLE OUTFITTERS 0.2%
Value ($000) $1,318 Shares 92,180 Est. Cost $11.72 Unrealized -16.3%
LNC LINCOLN NATIONAL CORP 0.2%
Value ($000) $1,318 Shares 17,935 Est. Cost $36.77 Unrealized +35.8%
WIP SPDR DB INTL GOV INFL-PRO 0.2%
Value ($000) $1,296 Shares 22,613 Est. Cost $55.02 Unrealized —
WHR WHIRLPOOL CORP 0.2%
Value ($000) $1,289 Shares 6,987 Est. Cost $176.47 Unrealized +1.3%
GBX GREENBRIER COMPANIES INC 0.2%
Value ($000) $1,288 Shares 26,745 Est. Cost $25.31 Unrealized +36.9%
LQD ISHARES IBOXX INVESTMENT 0.2%
Value ($000) $1,273 Shares 10,503 Est. Cost $120.27 Unrealized —
HIG HARTFORD FINANCIAL SVCS G 0.2%
Value ($000) $1,252 Shares 22,593 Est. Cost $37.02 Unrealized +22.2%
IEF ISHARES LEHMAN 7-10YR TRS 0.2%
Value ($000) $1,248 Shares 11,715 Est. Cost $107.68 Unrealized —
LEA LEAR CORP 0.2%
Value ($000) $1,216 Shares 7,026 Est. Cost $119.43 Unrealized +7.4%
WNC WABASH NATIONAL CORP 0.2%
Value ($000) $1,208 Shares 52,949 Est. Cost $16.35 Unrealized +8.0%
CVS CVS HEALTH CORP 0.2%
Value ($000) $1,201 Shares 14,766 Est. Cost $64.87 Unrealized -6.3%
AFG AMERICAN FINANCIAL GROUP 0.2%
Value ($000) $1,175 Shares 11,361 Est. Cost $39.31 Unrealized +30.1%
VLO VALERO ENERGY CORP 0.2%
Value ($000) $1,169 Shares 15,191 Est. Cost $42.23 Unrealized +17.0%
— SPIRIT AEROSYSTEMS HOLD-C 0.2%
Value ($000) $1,164 Shares 14,973 Est. Cost $57.92 Unrealized —
— TRINSEO SA 0.2%
Value ($000) $1,156 Shares 17,225 Est. Cost $57.30 Unrealized —
AIG AMERICAN INTERNATIONAL GR 0.2%
Value ($000) $1,152 Shares 18,769 Est. Cost $42.66 Unrealized +17.6%
DAL DELTA AIR LINES INC 0.2%
Value ($000) $1,149 Shares 23,832 Est. Cost $39.61 Unrealized +14.4%
AXP AMERICAN EXPRESS CO 0.2%
Value ($000) $1,135 Shares 12,547 Est. Cost $69.17 Unrealized +10.8%
GAP GAP INC/THE 0.2%
Value ($000) $1,133 Shares 38,364 Est. Cost $17.59 Unrealized +4.3%
— MRC GLOBAL INC 0.2%
Value ($000) $1,131 Shares 64,637 Est. Cost $16.54 Unrealized —
TGT TARGET CORP 0.2%
Value ($000) $1,123 Shares 19,038 Est. Cost $50.95 Unrealized -13.4%
— COOPER TIRE & RUBBER 0.2%
Value ($000) $1,115 Shares 29,814 Est. Cost $39.57 Unrealized —
PNC PNC FINANCIAL SERVICES GR 0.2%
Value ($000) $1,106 Shares 8,209 Est. Cost $91.30 Unrealized +5.9%
— GUESS INC 0.2%
Value ($000) $1,097 Shares 64,437 Est. Cost $19.60 Unrealized —
— XEROX CORP 0.2%
Value ($000) $1,084 Shares 32,563 Est. Cost $28.93 Unrealized —
— CBS CORP-CLASS B NON VOTI 0.2%
Value ($000) $1,049 Shares 18,078 Est. Cost $55.83 Unrealized —
— SYNOVUS FINANCIAL CORP 0.2%
Value ($000) $1,038 Shares 22,531 Est. Cost $41.07 Unrealized —
GATX GATX CORP 0.2%
Value ($000) $1,023 Shares 16,626 Est. Cost $48.60 Unrealized +5.9%
— ETFS PHYSICAL SWISS GOLD SHARES 0.2%
Value ($000) $1,019 Shares 8,219 Est. Cost $123.98 Unrealized —
— LEUCADIA NATIONAL CORP 0.2%
Value ($000) $1,008 Shares 39,933 Est. Cost $23.32 Unrealized —
GPI GROUP 1 AUTOMOTIVE INC 0.2%
Value ($000) $981 Shares 13,536 Est. Cost $78.19 Unrealized -21.4%
KSS KOHLS CORP 0.1%
Value ($000) $965 Shares 21,145 Est. Cost $56.34 Unrealized -27.2%
EMN EASTMAN CHEMICAL CO 0.1%
Value ($000) $962 Shares 10,626 Est. Cost $64.09 Unrealized 0.0%
— AETNA INC 0.1%
Value ($000) $957 Shares 6,019 Est. Cost $159.00 Unrealized —
WOR WORTHINGTON INDUSTRIES 0.1%
Value ($000) $951 Shares 20,670 Est. Cost $26.75 Unrealized +16.3%
HII HUNTINGTON INGALLS INDUST 0.1%
Value ($000) $941 Shares 4,154 Est. Cost $175.96 Unrealized 0.0%
— INGERSOLL-RAND PLC 0.1%
Value ($000) $940 Shares 10,541 Est. Cost $89.18 Unrealized —
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $938 Shares 27,219 Est. Cost $29.48 Unrealized 0.0%
HPQ HP INC 0.1%
Value ($000) $928 Shares 46,502 Est. Cost $10.16 Unrealized +42.1%
STT STATE STREET CORP 0.1%
Value ($000) $923 Shares 9,660 Est. Cost $64.20 Unrealized +12.4%
HRB H&R BLOCK INC 0.1%
Value ($000) $921 Shares 34,775 Est. Cost $20.97 Unrealized 0.0%
VC VISTEON CORP 0.1%
Value ($000) $918 Shares 7,421 Est. Cost $66.05 Unrealized +70.8%
— EXPRESS SCRIPTS HOLDING C 0.1%
Value ($000) $916 Shares 14,459 Est. Cost $84.61 Unrealized —
RHI ROBERT HALF INTL INC 0.1%
Value ($000) $896 Shares 17,802 Est. Cost $46.75 Unrealized -1.2%
— CALATLANTIC GROUP INC 0.1%
Value ($000) $892 Shares 24,357 Est. Cost $35.33 Unrealized —
MUR MURPHY OIL CORP 0.1%
Value ($000) $885 Shares 33,321 Est. Cost $20.30 Unrealized -8.7%
LYB LYONDELLBASELL INDU-CL A 0.1%
Value ($000) $885 Shares 8,935 Est. Cost $47.65 Unrealized +14.4%
— REALOGY HOLDINGS CORP 0.1%
Value ($000) $882 Shares 26,772 Est. Cost $32.47 Unrealized —
IBND SPDR BARCLAYS INT CORP 0.1%
Value ($000) $876 Shares 25,354 Est. Cost $32.07 Unrealized —
MET METLIFE INC 0.1%
Value ($000) $839 Shares 16,146 Est. Cost $34.63 Unrealized +5.8%
VCSH VANGUARD-S/T CORP (ETF) 0.1%
Value ($000) $825 Shares 10,296 Est. Cost $79.84 Unrealized —
IHY VANECK VECTORS INTERNATIO 0.1%
Value ($000) $824 Shares 31,977 Est. Cost $24.25 Unrealized —
CCL CARNIVAL CORP 0.1%
Value ($000) $820 Shares 12,696 Est. Cost $56.43 Unrealized +7.9%
BSV VANGUARD ST BOND ETF 0.1%
Value ($000) $819 Shares 10,263 Est. Cost $79.77 Unrealized —
CVI CVR ENERGY INC 0.1%
Value ($000) $815 Shares 31,484 Est. Cost $15.88 Unrealized -30.6%
AES AES CORP 0.1%
Value ($000) $795 Shares 72,144 Est. Cost $8.36 Unrealized -1.7%
— SPDR BARCLAYS HIGH YIELD 0.1%
Value ($000) $788 Shares 21,120 Est. Cost $36.96 Unrealized —
MCK MCKESSON CORP 0.1%
Value ($000) $774 Shares 5,037 Est. Cost $141.57 Unrealized +3.1%
— OFFICE DEPOT INC 0.1%
Value ($000) $744 Shares 163,806 Est. Cost $5.64 Unrealized —
HON HONEYWELL INTL INC COM 0.1%
Value ($000) $699 Shares 4,932 Est. Cost $104.34 Unrealized 0.0%
RGR STURM RUGER & CO INC 0.1%
Value ($000) $649 Shares 12,558 Est. Cost $62.14 Unrealized -15.1%
UPS UNITED PARCEL SERVICE INC CL B 0.1%
Value ($000) $629 Shares 5,240 Est. Cost $82.86 Unrealized 0.0%
NTAP NETAPP INC 0.1%
Value ($000) $598 Shares 13,659 Est. Cost $31.32 Unrealized +6.0%
PII POLARIS INDS INC COM 0.1%
Value ($000) $587 Shares 5,612 Est. Cost $85.76 Unrealized +10.5%
CLX CLOROX CO DEL COM 0.1%
Value ($000) $578 Shares 4,384 Est. Cost $105.34 Unrealized +0.2%
ES EVERSOURCE ENERGY COM 0.1%
Value ($000) $573 Shares 9,473 Est. Cost $46.03 Unrealized 0.0%
— VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF 0.1%
Value ($000) $557 Shares 29,022 Est. Cost $18.92 Unrealized —
KO COCA COLA CO COM 0.1%
Value ($000) $536 Shares 11,913 Est. Cost $34.94 Unrealized 0.0%
ETR ENTERGY CORP NEW COM 0.1%
Value ($000) $532 Shares 6,971 Est. Cost $28.25 Unrealized 0.0%
— FINISH LINE/THE - CL A 0.1%
Value ($000) $519 Shares 43,149 Est. Cost $21.61 Unrealized —
— KELLOGG CO 0.1%
Value ($000) $512 Shares 8,216 Est. Cost $49.13 Unrealized -5.4%
VZ VERIZON COMMUNICATIONS INC COM 0.1%
Value ($000) $506 Shares 10,219 Est. Cost $29.53 Unrealized +2.4%
WTV WISDOMTREE U.S. LARGECAP VALUE FUND 0.1%
Value ($000) $476 Shares 6,271 Est. Cost $72.97 Unrealized —
ADM ARCHER-DANIELS-MIDLAND CO 0.1%
Value ($000) $473 Shares 11,138 Est. Cost $34.52 Unrealized -4.8%
GIS GENERAL MLS INC COM 0.1%
Value ($000) $452 Shares 8,724 Est. Cost $40.71 Unrealized 0.0%
SJM SMUCKER J M CO COM NEW 0.1%
Value ($000) $447 Shares 4,256 Est. Cost $87.54 Unrealized 0.0%
— SCANA CORP 0.1%
Value ($000) $434 Shares 8,958 Est. Cost $67.01 Unrealized —
DDS DILLARDS INC-CL A 0.1%
Value ($000) $361 Shares 6,445 Est. Cost $40.98 Unrealized +12.8%
— CENTURYLINK INC 0.1%
Value ($000) $347 Shares 18,382 Est. Cost $32.17 Unrealized —
AEIS ADVANCED ENERGY INDUSTRIE 0.0%
Value ($000) $302 Shares 3,744 Est. Cost $61.91 Unrealized +14.9%
M MACY'S INC 0.0%
Value ($000) $297 Shares 13,621 Est. Cost $43.73 Unrealized -49.7%
VTV VANGUARD VALUE INDEX FUND 0.0%
Value ($000) $287 Shares 2,879 Est. Cost $95.60 Unrealized —
BCO BRINK'S CO/THE 0.0%
Value ($000) $277 Shares 3,288 Est. Cost $69.63 Unrealized 0.0%
TAIL CAMBRIA TAIL RISK ETF 0.0%
Value ($000) $259 Shares 11,000 Est. Cost $23.55 Unrealized —
— BOINGO WIRELESS INC 0.0%
Value ($000) $256 Shares 11,992 Est. Cost $14.01 Unrealized —
LNTH LANTHEUS HOLDINGS INC 0.0%
Value ($000) $198 Shares 11,114 Est. Cost $17.58 Unrealized 0.0%
— CAREER EDUCATION CORP 0.0%
Value ($000) $113 Shares 10,919 Est. Cost $10.35 Unrealized —
— INTREPID POTASH INC 0.0%
Value ($000) $93 Shares 21,310 Est. Cost $4.36 Unrealized —
TBBK BANCORP INC/THE 0.0%
Value ($000) $91 Shares 10,975 Est. Cost $7.75 Unrealized 0.0%