Location: Manhattan Beach, CA
CIK: 0001529389 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 12, 2018
Total Value: $717M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GMOM | CAMBRIA GLOBAL MOMENTUM ETF | 804,170 | $22.03M | 3.1% | $24.44 | — | ETF | 132061508 |
| GVAL | CAMBRIA GLOBAL VALUE ETF | 687,905 | $17.62M | 2.5% | $23.53 | — | ETP | 132061409 |
| IWM | ISHARES RUSSELL 2000 ETF | 111,281 | $16.97M | 2.4% | $148.22 | — | ETF | 464287655 |
| EYLD | CAMBRIA EMERGING SHAREHOLDER YIELD ETF | 478,773 | $16.61M | 2.3% | $29.68 | — | ETP | 132061706 |
| GLD | SPDR GOLD SHARES | 107,924 | $13.35M | 1.9% | $118.02 | — | ETF | 78463V107 |
| IYR | ISHARES U.S. REAL ESTATE ETF | 138,883 | $11.25M | 1.6% | $79.88 | — | ETF | 464287739 |
| SYLD | CAMBRIA SHAREHOLDER YIELD | 264,145 | $10.14M | 1.4% | $35.43 | — | ETP | 132061201 |
| FYLD | CAMBRIA FORGN SHRHLDR ETF | 351,883 | $9.279M | 1.3% | $22.77 | — | ETP | 132061300 |
| SPY | SPDR S&P 500 ETF | 32,088 | $8.563M | 1.2% | $241.79 | — | ETF | 78462F103 |
| CMI | CUMMINS INC | 47,628 | $8.413M | 1.2% | $118.42 | +16.7% | Common Stock | 231021106 |
| WMT | WAL-MART STORES INC | 83,439 | $8.24M | 1.1% | $21.67 | +23.8% | Common Stock | 931142103 |
| AAPL | APPLE INC | 48,611 | $8.226M | 1.1% | $31.73 | +23.2% | Common Stock | 037833100 |
| — | CAMBRIA SOVEREIGN HIGH YIELD BOND ETF | 290,007 | $8.059M | 1.1% | $27.62 | — | ETF | 132061805 |
| JPM | JPMORGAN CHASE & CO | 72,296 | $7.731M | 1.1% | $69.93 | +16.3% | Common Stock | 46625H100 |
| AFL | AFLAC INC | 87,810 | $7.708M | 1.1% | $29.18 | +21.0% | Common Stock | 001055102 |
| BND | VANGUARD TOT BOND MKT ETF | 94,097 | $7.675M | 1.1% | $81.49 | — | ETP | 921937835 |
| VWO | VANGUARD EMERGING MKT ETF | 156,440 | $7.182M | 1.0% | $39.46 | — | ETP | 922042858 |
| GD | GENERAL DYNAMICS CORP | 34,369 | $6.992M | 1.0% | $155.98 | +9.2% | Common Stock | 369550108 |
| USB | US BANCORP | 130,093 | $6.97M | 1.0% | $36.99 | +5.6% | Common Stock | 902973304 |
| EMR | EMERSON ELECTRIC CO | 95,865 | $6.681M | 0.9% | $48.91 | +8.9% | Common Stock | 291011104 |
| — | POWERSHARES BASE ETF | 342,098 | $6.64M | 0.9% | $15.19 | — | ETP | 73936B705 |
| NSC | NORFOLK SOUTHERN CORP | 45,357 | $6.572M | 0.9% | $98.76 | +15.4% | Common Stock | 655844108 |
| SYY | SYSCO CORP | 108,122 | $6.566M | 0.9% | $42.20 | +8.6% | Common Stock | 871829107 |
| WFC | WELLS FARGO & CO | 108,201 | $6.565M | 0.9% | $42.28 | +6.6% | Common Stock | 949746101 |
| — | EATON VANCE CORP | 115,826 | $6.531M | 0.9% | $48.64 | — | Common Stock | 278265103 |
| INTC | INTEL CORP | 141,483 | $6.531M | 0.9% | $29.58 | +23.6% | Common Stock | 458140100 |
| OXY | OCCIDENTAL PETROLEUM CORP | 88,453 | $6.515M | 0.9% | $48.61 | +13.4% | Common Stock | 674599105 |
| VEA | VANGUARD FTSE DEV MKT ETF | 144,173 | $6.468M | 0.9% | $40.83 | — | ETP | 921943858 |
| MO | ALTRIA GROUP INC | 90,440 | $6.458M | 0.9% | $38.49 | -4.8% | Common Stock | 02209S103 |
| — | UNITED TECHNOLOGIES CORP | 50,396 | $6.429M | 0.9% | $118.33 | — | Common Stock | 913017109 |
| CSCO | CISCO SYSTEMS INC | 166,715 | $6.385M | 0.9% | $25.24 | +10.8% | Common Stock | 17275R102 |
| T | AT&T INC | 164,097 | $6.38M | 0.9% | $15.82 | -3.6% | Common Stock | 00206R102 |
| DEO | DIAGEO PLC-SPONSORED ADR | 43,665 | $6.376M | 0.9% | $134.98 | — | ADR | 25243Q205 |
| WM | WASTE MANAGEMENT INC | 73,887 | $6.376M | 0.9% | $62.59 | +13.0% | Common Stock | 94106L109 |
| CVX | CHEVRON CORP | 50,870 | $6.368M | 0.9% | $73.30 | +14.0% | Common Stock | 166764100 |
| ITW | ILLINOIS TOOL WORKS | 38,146 | $6.365M | 0.9% | $115.10 | +13.7% | Common Stock | 452308109 |
| UNH | UNITEDHEALTH GROUP INC | 28,834 | $6.357M | 0.9% | $163.68 | +13.7% | Common Stock | 91324P102 |
| PAYX | PAYCHEX INC | 93,338 | $6.354M | 0.9% | $45.39 | +13.7% | Common Stock | 704326107 |
| MSFT | MICROSOFT CORP | 74,174 | $6.345M | 0.9% | $62.45 | +20.5% | Common Stock | 594918104 |
| TLT | ISHARES 20 YEAR TREASURY BOND ETF | 49,989 | $6.342M | 0.9% | $124.76 | — | ETF | 464287432 |
| ACN | ACCENTURE PLC-CL A | 41,252 | $6.315M | 0.9% | $111.96 | +14.8% | Common Stock | G1151C101 |
| GPC | GENUINE PARTS CO | 66,292 | $6.298M | 0.9% | $68.73 | +4.9% | Common Stock | 372460105 |
| MCD | MCDONALD'S CORP | 36,351 | $6.257M | 0.9% | $118.40 | +17.1% | Common Stock | 580135101 |
| — | MAGELLAN MIDSTREAM PARTNE | 87,788 | $6.228M | 0.9% | $71.04 | — | MLP | 559080106 |
| MMM | 3M CO | 26,432 | $6.221M | 0.9% | $129.19 | +12.2% | Common Stock | 88579Y101 |
| PEP | PEPSICO INC | 51,715 | $6.202M | 0.9% | $88.28 | +0.8% | Common Stock | 713448108 |
| ABT | ABBOTT LABORATORIES | 108,570 | $6.196M | 0.9% | $38.90 | +23.7% | Common Stock | 002824100 |
| CME | CME GROUP INC | 42,395 | $6.192M | 0.9% | $91.00 | +15.9% | Common Stock | 12572Q105 |
| HSY | HERSHEY CO/THE | 54,457 | $6.181M | 0.9% | $88.17 | +2.8% | Common Stock | 427866108 |
| BR | BROADRIDGE FINANCIAL SOLU | 68,113 | $6.17M | 0.9% | $65.27 | +16.5% | Common Stock | 11133T103 |
| APD | AIR PRODUCTS & CHEMICALS | 37,492 | $6.152M | 0.9% | $114.88 | +13.4% | Common Stock | 009158106 |
| JNJ | JOHNSON & JOHNSON | 43,767 | $6.115M | 0.9% | $104.09 | +6.6% | Common Stock | 478160104 |
| XOM | EXXON MOBIL CORP | 72,809 | $6.09M | 0.8% | $54.90 | +4.0% | Common Stock | 30231G102 |
| KMB | KIMBERLY-CLARK CORP | 50,418 | $6.083M | 0.8% | $92.20 | -5.0% | Common Stock | 494368103 |
| NEE | NEXTERA ENERGY INC | 38,835 | $6.066M | 0.8% | $27.62 | +14.1% | Common Stock | 65339F101 |
| LMT | LOCKHEED MARTIN CORP | 18,871 | $6.058M | 0.8% | $231.98 | +9.3% | Common Stock | 539830109 |
| PG | PROCTER & GAMBLE CO/THE | 65,894 | $6.054M | 0.8% | $70.33 | +3.3% | Common Stock | 742718109 |
| — | HARRIS CORP | 42,534 | $6.025M | 0.8% | $123.66 | — | Common Stock | 413875105 |
| FDS | FACTSET RESEARCH SYSTEMS | 31,153 | $6.005M | 0.8% | $151.13 | +17.1% | Common Stock | 303075105 |
| SBUX | STARBUCKS CORP | 104,419 | $5.997M | 0.8% | $47.61 | -0.4% | Common Stock | 855244109 |
| MXI | ISHARES GLOBAL MATERIALS | 85,034 | $5.959M | 0.8% | $58.20 | — | ETP | 464288695 |
| LLY | ELI LILLY & CO | 70,401 | $5.946M | 0.8% | $71.90 | +4.7% | Common Stock | 532457108 |
| AMGN | AMGEN INC | 33,700 | $5.86M | 0.8% | $127.26 | +8.6% | Common Stock | 031162100 |
| IXN | ISHARES GLOBAL TECH ETF | 37,649 | $5.785M | 0.8% | $118.73 | — | ETP | 464287291 |
| ORCL | ORACLE CORP | 121,954 | $5.766M | 0.8% | $43.84 | -0.8% | Common Stock | 68389X105 |
| MRK | MERCK & CO. INC. | 102,170 | $5.749M | 0.8% | $45.74 | -6.0% | Common Stock | 58933Y105 |
| SO | SOUTHERN CO/THE | 117,647 | $5.658M | 0.8% | $34.64 | +5.2% | Common Stock | 842587107 |
| IXG | ISHARES GLOBAL FINANCIALS | 77,944 | $5.451M | 0.8% | $63.94 | — | ETP | 464287333 |
| DGS | WISDOMTREE EM SMALL CAP | 103,835 | $5.415M | 0.8% | $43.78 | — | ETP | 97717W281 |
| WTMF | WISDOMTREE MANAGED FUTURES STRATEGY FUND | 127,083 | $5.09M | 0.7% | $40.05 | — | ETF | 97717W125 |
| VSS | VANGUARD FTSE ALL WORLD | 40,476 | $4.826M | 0.7% | $112.42 | — | ETP | 922042718 |
| — | POWERSHARES DB OPTIMUM YI | 274,869 | $4.796M | 0.7% | $17.30 | — | ETP | 73937V106 |
| VAMO | CAMBRIA VALUE AND MOMENTUM ETF | 185,765 | $4.635M | 0.6% | $23.77 | — | ETF | 132061888 |
| IWC | ISHARES MICRO-CAP ETF | 46,788 | $4.478M | 0.6% | $84.41 | — | ETP | 464288869 |
| JXI | ISHARES GLOBAL UTILITIES | 88,842 | $4.4M | 0.6% | $49.16 | — | ETP | 464288711 |
| IGF | ISHARES GLOBAL INFRASTRUC | 90,774 | $4.105M | 0.6% | $44.51 | — | ETP | 464288372 |
| GDOT | GREEN DOT CORP-CLASS A | 58,786 | $3.542M | 0.5% | $25.19 | +132.8% | Common Stock | 39304D102 |
| NOC | NORTHROP GRUMMAN CORP | 9,565 | $2.936M | 0.4% | $127.22 | +106.7% | Common Stock | 666807102 |
| BNDX | VANGUARD TOTAL INTL BOND | 53,947 | $2.933M | 0.4% | $53.91 | — | ETP | 92203J407 |
| MUB | ISHARES NATIONAL MUNI BOND ETF | 25,301 | $2.802M | 0.4% | $110.84 | — | ETF | 464288414 |
| VNQI | VANGUARD GBL X US RE ETF | 44,955 | $2.72M | 0.4% | $54.70 | — | ETP | 922042676 |
| TXN | TEXAS INSTRUMENTS INC | 25,275 | $2.64M | 0.4% | $41.03 | +89.3% | Common Stock | 882508104 |
| HD | HOME DEPOT INC | 13,622 | $2.582M | 0.4% | $81.08 | +74.7% | Common Stock | 437076102 |
| AA | ALCOA UPSTREAM CORP | 46,531 | $2.507M | 0.3% | $27.41 | +59.3% | Common Stock | 013872106 |
| VTI | VANGUARD TOTAL STOCK MKT | 17,708 | $2.43M | 0.3% | $108.63 | — | ETP | 922908769 |
| PH | PARKER HANNIFIN CORP | 11,978 | $2.391M | 0.3% | $102.30 | +60.7% | Common Stock | 701094104 |
| PLCE | CHILDREN'S PLACE INC/THE | 16,386 | $2.382M | 0.3% | $65.92 | +84.7% | Common Stock | 168905107 |
| VGIT | VANGUARD INTERMEDIATE-TER | 36,694 | $2.347M | 0.3% | $63.96 | — | ETP | 92206C706 |
| LUV | SOUTHWEST AIRLINES CO | 35,726 | $2.338M | 0.3% | $34.74 | +52.9% | Common Stock | 844741108 |
| PKG | PACKAGING CORP OF AMERICA | 19,237 | $2.319M | 0.3% | $52.74 | +72.4% | Common Stock | 695156109 |
| ALL | ALLSTATE CORP | 21,365 | $2.237M | 0.3% | $54.50 | +50.0% | Common Stock | 020002101 |
| HUN | HUNTSMAN CORP | 65,698 | $2.187M | 0.3% | $17.04 | +79.7% | Common Stock | 447011107 |
| EDV | VANGUARD EXTENDED DUR TRE | 18,068 | $2.186M | 0.3% | $120.99 | — | ETP | 921910709 |
| HYEM | VANECK VECTORS EMERGING M | 88,959 | $2.178M | 0.3% | $24.20 | — | ETP | 92189F353 |
| MTUM | ISHARES MSCI USA MOMENTUM | 21,066 | $2.173M | 0.3% | $76.14 | — | ETP | 46432F396 |
| LOW | LOWE'S COS INC | 23,250 | $2.161M | 0.3% | $51.43 | +38.5% | Common Stock | 548661107 |
| — | SUNTRUST BANKS INC | 31,163 | $2.013M | 0.3% | $40.55 | — | Common Stock | 867914103 |
| ETN | EATON CORP PLC | 25,061 | $1.98M | 0.3% | $51.20 | +29.4% | Common Stock | G29183103 |
| NUS | NU SKIN ENTERPRISES INC - | 28,252 | $1.928M | 0.3% | $31.22 | +58.2% | Common Stock | 67018T105 |
| UAL | UNITED CONTINENTAL HOLDIN | 28,557 | $1.925M | 0.3% | $49.57 | +25.8% | Common Stock | 910047109 |
| AMP | AMERIPRISE FINANCIAL INC | 11,257 | $1.908M | 0.3% | $103.23 | +32.6% | Common Stock | 03076C106 |
| MAN | MANPOWERGROUP INC | 15,094 | $1.904M | 0.3% | $92.19 | +35.5% | Common Stock | 56418H100 |
| TRV | TRAVELERS COS INC/THE | 13,956 | $1.893M | 0.3% | $85.28 | +29.6% | Common Stock | 89417E109 |
| AEO | AMERICAN EAGLE OUTFITTERS | 100,196 | $1.884M | 0.3% | $11.76 | +3.7% | Common Stock | 02553E106 |
| — | SIX FLAGS ENTERTAINMENT C | 27,684 | $1.843M | 0.3% | $46.19 | — | Common Stock | 83001A102 |
| — | DR PEPPER SNAPPLE GROUP I | 18,975 | $1.842M | 0.3% | $74.30 | — | Common Stock | 26138E109 |
| UNM | UNUM GROUP | 33,525 | $1.84M | 0.3% | $35.99 | +49.1% | Common Stock | 91529Y106 |
| ORLY | O'REILLY AUTOMOTIVE INC | 7,636 | $1.837M | 0.3% | $12.04 | +23.6% | Common Stock | 67103H107 |
| BAC | BANK OF AMERICA CORP | 62,184 | $1.836M | 0.3% | $16.42 | +38.8% | Common Stock | 060505104 |
| BBY | BEST BUY CO INC | 26,113 | $1.788M | 0.2% | $26.93 | +63.2% | Common Stock | 086516101 |
| EG | EVEREST RE GROUP LTD | 7,928 | $1.754M | 0.2% | $138.84 | +37.3% | Common Stock | G3223R108 |
| GLW | CORNING INC | 54,207 | $1.734M | 0.2% | $16.26 | +55.2% | Common Stock | 219350105 |
| AIZ | ASSURANT INC | 16,925 | $1.707M | 0.2% | $56.48 | +49.7% | Common Stock | 04621X108 |
| SANM | SANMINA CORP | 51,064 | $1.685M | 0.2% | $26.10 | +33.8% | Common Stock | 801056102 |
| SCHP | SCHWAB U.S. TIPS ETF | 29,603 | $1.641M | 0.2% | $55.43 | — | ETP | 808524870 |
| SCHH | SCHWAB US REIT ETF | 39,438 | $1.641M | 0.2% | $41.61 | — | ETP | 808524847 |
| WIP | SPDR DB INTL GOV INFL-PRO | 28,483 | $1.638M | 0.2% | $55.54 | — | ETP | 78464A490 |
| VCIT | VANGUARD SCOTTSDALE FDS | 18,727 | $1.637M | 0.2% | $87.41 | — | ETP | 92206C870 |
| FITB | FIFTH THIRD BANCORP | 53,550 | $1.625M | 0.2% | $14.23 | +51.0% | Common Stock | 316773100 |
| VLO | VALERO ENERGY CORP | 17,423 | $1.601M | 0.2% | $44.47 | +34.2% | Common Stock | 91913Y100 |
| CNO | CNO FINANCIAL GROUP INC | 63,336 | $1.564M | 0.2% | $15.03 | +35.0% | Common Stock | 12621E103 |
| GBX | GREENBRIER COMPANIES INC | 28,935 | $1.542M | 0.2% | $26.37 | +49.1% | Common Stock | 393657101 |
| AGO | ASSURED GUARANTY LTD | 44,933 | $1.522M | 0.2% | $22.56 | +39.7% | Common Stock | G0585R106 |
| GAP | GAP INC/THE | 44,055 | $1.501M | 0.2% | $18.22 | +23.2% | Common Stock | 364760108 |
| — | CALATLANTIC GROUP INC | 26,475 | $1.493M | 0.2% | $37.02 | — | Common Stock | 128195104 |
| LNC | LINCOLN NATIONAL CORP | 19,405 | $1.492M | 0.2% | $38.06 | +41.2% | Common Stock | 534187109 |
| DAL | DELTA AIR LINES INC | 25,902 | $1.451M | 0.2% | $40.26 | +18.7% | Common Stock | 247361702 |
| — | SPIRIT AEROSYSTEMS HOLD-C | 16,275 | $1.42M | 0.2% | $60.27 | — | Common Stock | 848574109 |
| AMAT | APPLIED MATERIALS INC | 27,608 | $1.411M | 0.2% | $33.89 | +45.8% | Common Stock | 038222105 |
| HIG | HARTFORD FINANCIAL SVCS G | 24,561 | $1.382M | 0.2% | $37.79 | +23.3% | Common Stock | 416515104 |
| AXP | AMERICAN EXPRESS CO | 13,633 | $1.354M | 0.2% | $70.45 | +21.0% | Common Stock | 025816109 |
| — | TRINSEO SA | 18,605 | $1.351M | 0.2% | $58.43 | — | Common Stock | L9340P101 |
| LEA | LEAR CORP | 7,632 | $1.348M | 0.2% | $121.79 | +22.5% | Common Stock | 521865204 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 26,657 | $1.34M | 0.2% | $36.85 | +14.6% | Common Stock | G0692U109 |
| AFG | AMERICAN FINANCIAL GROUP | 12,231 | $1.328M | 0.2% | $40.32 | +32.6% | Common Stock | 025932104 |
| PNC | PNC FINANCIAL SERVICES GR | 8,917 | $1.287M | 0.2% | $92.36 | +13.3% | Common Stock | 693475105 |
| WHR | WHIRLPOOL CORP | 7,593 | $1.28M | 0.2% | $175.91 | -3.7% | Common Stock | 963320106 |
| BA | BOEING CO/THE | 4,329 | $1.277M | 0.2% | $220.44 | +16.8% | Common Stock | 097023105 |
| STLD | STEEL DYNAMICS INC | 29,583 | $1.276M | 0.2% | $29.72 | +9.2% | Common Stock | 858119100 |
| CVI | CVR ENERGY INC | 34,220 | $1.274M | 0.2% | $15.92 | +3.2% | Common Stock | 12662P108 |
| KSS | KOHLS CORP | 22,987 | $1.247M | 0.2% | $55.52 | -17.1% | Common Stock | 500255104 |
| AIG | AMERICAN INTERNATIONAL GR | 20,401 | $1.215M | 0.2% | $43.22 | +15.0% | Common Stock | 026874784 |
| — | AETNA INC | 6,541 | $1.18M | 0.2% | $160.70 | — | Common Stock | 00817Y108 |
| — | GUESS INC | 69,585 | $1.175M | 0.2% | $19.40 | — | Common Stock | 401617105 |
| — | SYNOVUS FINANCIAL CORP | 24,487 | $1.174M | 0.2% | $41.62 | — | Common Stock | 87161C501 |
| — | EXPRESS SCRIPTS HOLDING C | 15,713 | $1.173M | 0.2% | $83.82 | — | Common Stock | 30219G108 |
| CVS | CVS HEALTH CORP | 16,050 | $1.164M | 0.2% | $64.18 | -12.4% | Common Stock | 126650100 |
| — | CBS CORP-CLASS B NON VOTI | 19,650 | $1.159M | 0.2% | $56.08 | — | Common Stock | 124857202 |
| — | LEUCADIA NATIONAL CORP | 43,407 | $1.15M | 0.2% | $23.57 | — | Common Stock | 527288104 |
| WNC | WABASH NATIONAL CORP | 52,850 | $1.147M | 0.2% | $16.35 | +7.2% | Common Stock | 929566107 |
| — | COOPER TIRE & RUBBER | 32,406 | $1.146M | 0.2% | $39.23 | — | Common Stock | 216831107 |
| MUR | MURPHY OIL CORP | 36,219 | $1.125M | 0.2% | $20.34 | +2.0% | Common Stock | 626717102 |
| GATX | GATX CORP | 18,066 | $1.123M | 0.2% | $48.80 | +4.8% | Common Stock | 361448103 |
| — | MRC GLOBAL INC | 65,998 | $1.117M | 0.2% | $16.54 | — | Common Stock | 55345K103 |
| IHY | VANECK VECTORS INTERNATIO | 42,630 | $1.093M | 0.2% | $24.60 | — | ETP | 92189F445 |
| SHV | ISHARES LEHMAN SHORT TRS | 9,891 | $1.09M | 0.2% | $110.20 | — | ETP | 464288679 |
| VCSH | VANGUARD-S/T CORP (ETF) | 13,749 | $1.09M | 0.2% | $79.70 | — | ETP | 92206C409 |
| VO | VANGUARD MID-CAP ETF | 7,034 | $1.089M | 0.2% | $128.31 | — | ETP | 922908629 |
| AAVM | ALPHA ARCHITECT VAL MOM E | 37,538 | $1.088M | 0.2% | $28.98 | — | ETP | 02072L508 |
| — | ETFS PHYSICAL SWISS GOLD SHARES | 8,541 | $1.077M | 0.2% | $124.06 | — | ETF | 26922Y105 |
| RHI | ROBERT HALF INTL INC | 19,350 | $1.075M | 0.1% | $47.27 | +12.6% | Common Stock | 770323103 |
| LYB | LYONDELLBASELL INDU-CL A | 9,709 | $1.071M | 0.1% | $48.91 | +29.8% | Common Stock | N53745100 |
| EMN | EASTMAN CHEMICAL CO | 11,550 | $1.07M | 0.1% | $64.47 | +6.7% | Common Stock | 277432100 |
| HII | HUNTINGTON INGALLS INDUST | 4,514 | $1.064M | 0.1% | $177.84 | +12.2% | Common Stock | 446413106 |
| HPQ | HP INC | 50,144 | $1.054M | 0.1% | $10.60 | +53.2% | Common Stock | 40434L105 |
| GPI | GROUP 1 AUTOMOTIVE INC | 14,712 | $1.044M | 0.1% | $78.03 | -2.4% | Common Stock | 398905109 |
| STT | STATE STREET CORP | 10,500 | $1.025M | 0.1% | $65.02 | +14.5% | Common Stock | 857477103 |
| — | XEROX CORP | 35,161 | $1.025M | 0.1% | $28.95 | — | Common Stock | 984121608 |
| — | INGERSOLL-RAND PLC | 11,453 | $1.021M | 0.1% | $89.17 | — | Common Stock | G47791101 |
| VNQ | VANGUARD REIT ETF | 12,197 | $1.012M | 0.1% | $81.79 | — | ETF | 922908553 |
| VC | VISTEON CORP | 8,069 | $1.01M | 0.1% | $70.87 | +77.9% | Common Stock | 92839U206 |
| HRB | H&R BLOCK INC | 37,793 | $991K | 0.1% | $20.80 | -9.0% | Common Stock | 093671105 |
| WOR | WORTHINGTON INDUSTRIES | 22,470 | $990K | 0.1% | $26.75 | -0.2% | Common Stock | 981811102 |
| EFA | ISHARES MSCI EAFE ETF | 13,594 | $956K | 0.1% | $68.48 | — | ETF | 464287465 |
| URBN | URBAN OUTFITTERS INC | 26,929 | $944K | 0.1% | $28.02 | 0.0% | Common Stock | 917047102 |
| — | MICHAEL KORS HOLDINGS LTD | 14,697 | $925K | 0.1% | $62.94 | — | Common Stock | G60754101 |
| CCL | CARNIVAL CORP | 13,800 | $916K | 0.1% | $56.78 | +7.0% | Common Stock | 143658300 |
| MET | METLIFE INC | 17,550 | $887K | 0.1% | $35.05 | +13.8% | Common Stock | 59156R108 |
| TGT | TARGET CORP | 13,389 | $874K | 0.1% | $50.95 | -5.7% | Common Stock | 87612E106 |
| MCK | MCKESSON CORP | 5,475 | $854K | 0.1% | $141.35 | -1.7% | Common Stock | 58155Q103 |
| AES | AES CORP | 78,420 | $849K | 0.1% | $8.34 | -3.4% | Common Stock | 00130H105 |
| NTAP | NETAPP INC | 14,847 | $821K | 0.1% | $32.05 | +26.5% | Common Stock | 64110D104 |
| — | REALOGY HOLDINGS CORP | 29,100 | $771K | 0.1% | $31.99 | — | Common Stock | 75605Y106 |
| RGR | STURM RUGER & CO INC | 13,650 | $762K | 0.1% | $61.35 | -14.9% | Common Stock | 864159108 |
| — | FINISH LINE/THE - CL A | 46,899 | $681K | 0.1% | $21.04 | — | Common Stock | 317923100 |
| — | OFFICE DEPOT INC | 177,060 | $627K | 0.1% | $5.48 | — | Common Stock | 676220106 |
| — | VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF | 27,391 | $520K | 0.1% | $18.92 | — | ETF | 92189F494 |
| ADM | ARCHER-DANIELS-MIDLAND CO | 12,110 | $485K | 0.1% | $34.35 | -5.9% | Common Stock | 039483102 |
| DDS | DILLARDS INC-CL A | 7,003 | $421K | 0.1% | $41.03 | +1.5% | Common Stock | 254067101 |
| M | MACY'S INC | 14,938 | $376K | 0.1% | $41.81 | -47.5% | Common Stock | 55616P104 |
| VTV | VANGUARD VALUE INDEX FUND | 2,858 | $304K | 0.0% | $95.60 | — | ETF | 922908744 |
| AEIS | ADVANCED ENERGY INDUSTRIE | 3,744 | $253K | 0.0% | $61.91 | +27.6% | Common Stock | 007973100 |
| TAIL | CAMBRIA TAIL RISK ETF | 11,000 | $248K | 0.0% | $23.55 | — | ETF | 132061862 |
| LNTH | LANTHEUS HOLDINGS INC | 11,114 | $227K | 0.0% | $17.58 | +15.9% | Common Stock | 516544103 |
| — | CAREER EDUCATION CORP | 10,919 | $132K | 0.0% | $10.35 | — | Common Stock | 141665109 |
| TBBK | BANCORP INC/THE | 10,975 | $108K | 0.0% | $7.75 | +18.2% | Common Stock | 05969A105 |
| — | INTREPID POTASH INC | 21,310 | $101K | 0.0% | $4.36 | — | Common Stock | 46121Y102 |