Location: Manhattan Beach, CA
CIK: 0001529389 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Jul 30, 2018
Total Value: $675M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GMOM | CAMBRIA ETF TR | 865,610 | $23.06M | 3.4% | $24.67 | — | GLB MOMENT ETF | 132061508 |
| GVAL | CAMBRIA ETF TR | 580,624 | $13.83M | 2.0% | $23.86 | — | GLOBAL VALUE ETF | 132061409 |
| EYLD | CAMBRIA ETF TR | 404,405 | $13.28M | 2.0% | $30.64 | — | EMRG SHAREHLDR | 132061706 |
| IWM | ISHARES TR | 79,434 | $13.25M | 2.0% | $148.22 | — | RUSSELL 2000 ETF | 464287655 |
| SYLD | CAMBRIA ETF TR | 322,803 | $12.27M | 1.8% | $35.87 | — | SHSHLD YIELD ETF | 132061201 |
| FYLD | CAMBRIA ETF TR | 438,639 | $11.04M | 1.6% | $23.36 | — | CAMBRIA FGN SHR | 132061300 |
| GLD | SPDR GOLD TRUST | 80,265 | $9.435M | 1.4% | $118.02 | — | GOLD SHS | 78463V107 |
| BND | VANGUARD BD INDEX FD INC | 114,275 | $9.053M | 1.3% | $81.15 | — | TOTAL BND MRKT | 921937835 |
| — | CAMBRIA ETF TR | 350,905 | $8.938M | 1.3% | $27.54 | — | SOVEREIGN BD ETF | 132061805 |
| IYR | ISHARES TR | 107,703 | $8.719M | 1.3% | $79.88 | — | U.S. REAL ES ETF | 464287739 |
| VWO | VANGUARD INTL EQUITY INDEX F | 203,539 | $8.591M | 1.3% | $40.70 | — | FTSE EMR MKT ETF | 922042858 |
| VNQI | VANGUARD INTL EQUITY INDEX F | 140,535 | $8.163M | 1.2% | $58.75 | — | GLB EX US ETF | 922042676 |
| IXN | ISHARES TR | 49,229 | $8.098M | 1.2% | $128.70 | — | GLOBAL TECH ETF | 464287291 |
| VEA | VANGUARD TAX MANAGED INTL FD | 184,245 | $7.908M | 1.2% | $41.45 | — | FTSE DEV MKT ETF | 921943858 |
| DBE | INVESCO DB MLTI SECTR CMMTY | 447,367 | $7.641M | 1.1% | $17.08 | — | ENERGY FD | 46140H304 |
| MXI | ISHARES TR | 111,194 | $7.477M | 1.1% | $60.37 | — | GLOBAL MATER ETF | 464288695 |
| EFA | ISHARES TR | 110,048 | $7.457M | 1.1% | $69.53 | — | MSCI EAFE ETF | 464287465 |
| AAPL | APPLE INC | 36,339 | $6.81M | 1.0% | $31.73 | +34.7% | COM | 037833100 |
| TXN | TEXAS INSTRS INC | 60,617 | $6.786M | 1.0% | $67.99 | +28.4% | COM | 882508104 |
| IXG | ISHARES TR | 101,924 | $6.534M | 1.0% | $64.64 | — | GLOBAL FINLS ETF | 464287333 |
| DGS | WISDOMTREE TR | 135,837 | $6.478M | 1.0% | $45.53 | — | EMG MKTS SMCAP | 97717W281 |
| IWC | ISHARES TR | 61,186 | $6.462M | 1.0% | $88.16 | — | MICRO-CAP ETF | 464288869 |
| PDBC | INVESCO ACTIVELY MANAGD ETF | 340,565 | $6.225M | 0.9% | $18.28 | — | OPTIMUM YIELD | 46090F100 |
| VSS | VANGUARD INTL EQUITY INDEX F | 52,933 | $6.109M | 0.9% | $113.61 | — | FTSE SMCAP ETF | 922042718 |
| SPY | SPDR S&P 500 ETF TR | 21,695 | $6.06M | 0.9% | $241.79 | — | TR UNIT | 78462F103 |
| WMT | WALMART INC | 67,906 | $5.882M | 0.9% | $21.67 | +16.5% | COM | 931142103 |
| IXC | ISHARES TR | 153,614 | $5.742M | 0.9% | $37.38 | — | GLOBAL ENERG ETF | 464287341 |
| WTMF | WISDOMTREE TR | 142,031 | $5.663M | 0.8% | $39.99 | — | FUTRE STRAT FD | 97717W125 |
| JPM | JPMORGAN CHASE & CO | 52,047 | $5.584M | 0.8% | $69.93 | +27.3% | COM | 46625H100 |
| AFL | AFLAC INC | 129,849 | $5.572M | 0.8% | $32.13 | +16.9% | COM | 001055102 |
| GUNR | FLEXSHARES TR | 162,271 | $5.499M | 0.8% | $32.72 | — | MORNSTAR UPSTR | 33939L407 |
| VB | VANGUARD INDEX FDS | 34,586 | $5.384M | 0.8% | $155.67 | — | SMALL CP ETF | 922908751 |
| VAMO | CAMBRIA ETF TR | 200,342 | $5.155M | 0.8% | $23.85 | — | VALUE MOMENTUM | 132061888 |
| TLT | ISHARES TR | 41,377 | $5.057M | 0.7% | $124.76 | — | 20 YR TR BD ETF | 464287432 |
| USB | US BANCORP DEL | 98,047 | $4.972M | 0.7% | $36.99 | +0.7% | COM NEW | 902973304 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 42,332 | $4.934M | 0.7% | $65.27 | +51.9% | COM | 11133T103 |
| MSFT | MICROSOFT CORP | 47,824 | $4.887M | 0.7% | $62.45 | +43.7% | COM | 594918104 |
| SYY | SYSCO CORP | 68,984 | $4.801M | 0.7% | $42.20 | +23.8% | COM | 871829107 |
| UNH | UNITEDHEALTH GROUP INC | 18,674 | $4.707M | 0.7% | $163.68 | +29.6% | COM | 91324P102 |
| INTC | INTEL CORP | 92,179 | $4.7M | 0.7% | $29.58 | +52.3% | COM | 458140100 |
| OXY | OCCIDENTAL PETE CORP DEL | 56,063 | $4.654M | 0.7% | $48.61 | +36.5% | COM | 674599105 |
| ACN | ACCENTURE PLC IRELAND | 28,003 | $4.649M | 0.7% | $111.96 | +24.4% | SHS CLASS A | G1151C101 |
| NEE | NEXTERA ENERGY INC | 27,405 | $4.62M | 0.7% | $27.62 | +20.9% | COM | 65339F101 |
| CME | CME GROUP INC | 27,601 | $4.594M | 0.7% | $91.00 | +37.1% | COM CL A | 12572Q105 |
| CSCO | CISCO SYS INC | 107,278 | $4.583M | 0.7% | $25.24 | +37.6% | COM | 17275R102 |
| NSC | NORFOLK SOUTHERN CORP | 29,405 | $4.514M | 0.7% | $98.76 | +26.9% | COM | 655844108 |
| USCI | UNITED STS COMMODITY INDEX F | 103,167 | $4.509M | 0.7% | $43.71 | — | COMM IDX FND | 911717106 |
| ELV | ANTHEM INC | 18,453 | $4.508M | 0.7% | $209.58 | -0.1% | COM | 036752103 |
| ABT | ABBOTT LABS | 72,830 | $4.476M | 0.7% | $38.90 | +36.6% | COM | 002824100 |
| PAYX | PAYCHEX INC | 64,538 | $4.475M | 0.7% | $45.39 | +13.6% | COM | 704326107 |
| DEO | DIAGEO P L C | 30,474 | $4.441M | 0.7% | $134.98 | — | SPON ADR NEW | 25243Q205 |
| AMGN | AMGEN INC | 23,164 | $4.429M | 0.7% | $127.26 | +10.2% | COM | 031162100 |
| — | HARRIS CORP DEL | 29,980 | $4.425M | 0.7% | $123.66 | — | COM | 413875105 |
| PEP | PEPSICO INC | 39,622 | $4.42M | 0.7% | $88.28 | -7.4% | COM | 713448108 |
| — | UNITED TECHNOLOGIES CORP | 34,516 | $4.4M | 0.7% | $118.33 | — | COM | 913017109 |
| WFC | WELLS FARGO CO NEW | 77,571 | $4.377M | 0.6% | $42.28 | +2.5% | COM | 949746101 |
| SO | SOUTHERN CO | 92,465 | $4.368M | 0.6% | $34.64 | -5.2% | COM | 842587107 |
| LLY | LILLY ELI & CO | 49,720 | $4.361M | 0.6% | $71.90 | +2.5% | COM | 532457108 |
| XOM | EXXON MOBIL CORP | 52,460 | $4.332M | 0.6% | $54.90 | +2.3% | COM | 30231G102 |
| WM | WASTE MGMT INC DEL | 52,241 | $4.329M | 0.6% | $62.59 | +16.1% | COM | 94106L109 |
| CVX | CHEVRON CORP NEW | 34,660 | $4.307M | 0.6% | $73.30 | +21.6% | COM | 166764100 |
| EMR | EMERSON ELEC CO | 61,922 | $4.288M | 0.6% | $48.91 | +19.9% | COM | 291011104 |
| — | EATON VANCE CORP | 81,059 | $4.281M | 0.6% | $48.64 | — | COM NON VTG | 278265103 |
| FDS | FACTSET RESH SYS INC | 21,350 | $4.277M | 0.6% | $151.13 | +22.6% | COM | 303075105 |
| LMT | LOCKHEED MARTIN CORP | 13,721 | $4.261M | 0.6% | $231.98 | +13.2% | COM | 539830109 |
| ORCL | ORACLE CORP | 90,278 | $4.236M | 0.6% | $43.84 | -6.1% | COM | 68389X105 |
| MRK | MERCK & CO INC | 68,230 | $4.226M | 0.6% | $45.74 | -2.7% | COM | 58933Y105 |
| KMB | KIMBERLY CLARK CORP | 40,069 | $4.223M | 0.6% | $92.20 | -13.9% | COM | 494368103 |
| JNJ | JOHNSON & JOHNSON | 34,177 | $4.222M | 0.6% | $104.09 | -3.3% | COM | 478160104 |
| GPC | GENUINE PARTS CO | 45,124 | $4.184M | 0.6% | $68.73 | +6.4% | COM | 372460105 |
| APD | AIR PRODS & CHEMS INC | 26,865 | $4.181M | 0.6% | $114.88 | +18.0% | COM | 009158106 |
| DG | DOLLAR GEN CORP NEW | 42,216 | $4.177M | 0.6% | $87.12 | 0.0% | COM | 256677105 |
| MCD | MCDONALDS CORP | 26,378 | $4.168M | 0.6% | $118.40 | +14.5% | COM | 580135101 |
| PG | PROCTER AND GAMBLE CO | 52,661 | $4.164M | 0.6% | $70.33 | -12.1% | COM | 742718109 |
| MMM | 3M CO | 20,715 | $4.134M | 0.6% | $129.19 | +0.7% | COM | 88579Y101 |
| MO | ALTRIA GROUP INC | 71,806 | $4.095M | 0.6% | $38.49 | -16.4% | COM | 02209S103 |
| T | AT&T INC | 124,018 | $3.964M | 0.6% | $15.82 | -8.1% | COM | 00206R102 |
| MS | MORGAN STANLEY | 80,511 | $3.897M | 0.6% | $41.43 | 0.0% | COM NEW | 617446448 |
| SBUX | STARBUCKS CORP | 75,230 | $3.775M | 0.6% | $47.61 | +1.0% | COM | 855244109 |
| BNDX | VANGUARD CHARLOTTE FDS | 67,761 | $3.708M | 0.5% | $54.08 | — | INTL BD IDX ETF | 92203J407 |
| VTI | VANGUARD INDEX FDS | 22,305 | $3.141M | 0.5% | $114.66 | — | TOTAL STK MKT | 922908769 |
| MTUM | ISHARES TR | 26,852 | $2.946M | 0.4% | $82.93 | — | USA MOMENTUM FCT | 46432F396 |
| VGIT | VANGUARD SCOTTSDALE FDS | 46,770 | $2.93M | 0.4% | $63.72 | — | INTER TERM TREAS | 92206C706 |
| MUB | ISHARES TR | 25,733 | $2.81M | 0.4% | $110.75 | — | NATIONAL MUN ETF | 464288414 |
| ITW | ILLINOIS TOOL WKS INC | 18,725 | $2.656M | 0.4% | $115.10 | +6.6% | COM | 452308109 |
| HYEM | VANECK VECTORS ETF TR | 113,423 | $2.601M | 0.4% | $24.06 | — | EMERGING MKTS HI | 92189F353 |
| VGLT | VANGUARD SCOTTSDALE FDS | 34,709 | $2.596M | 0.4% | $74.79 | — | LONG TERM TREAS | 92206C847 |
| HD | HOME DEPOT INC | 12,530 | $2.445M | 0.4% | $83.00 | +86.8% | COM | 437076102 |
| FCN | FTI CONSULTING INC | 38,330 | $2.318M | 0.3% | $58.02 | 0.0% | COM | 302941109 |
| BKE | BUCKLE INC | 83,949 | $2.258M | 0.3% | $11.15 | 0.0% | COM | 118440106 |
| — | DR PEPPER SNAPPLE GROUP INC | 17,457 | $2.13M | 0.3% | $75.44 | — | COM | 26138E109 |
| SCHH | SCHWAB STRATEGIC TR | 50,306 | $2.102M | 0.3% | $41.23 | — | US REIT ETF | 808524847 |
| BBY | BEST BUY INC | 28,114 | $2.097M | 0.3% | $30.52 | +81.9% | COM | 086516101 |
| BJRI | BJS RESTAURANTS INC | 34,555 | $2.073M | 0.3% | $52.60 | 0.0% | COM | 09180C106 |
| SCHP | SCHWAB STRATEGIC TR | 37,732 | $2.072M | 0.3% | $55.32 | — | US TIPS ETF | 808524870 |
| VLO | VALERO ENERGY CORP NEW | 18,497 | $2.05M | 0.3% | $47.43 | +74.0% | COM | 91913Y100 |
| LOW | LOWES COS INC | 21,390 | $2.044M | 0.3% | $52.22 | +50.7% | COM | 548661107 |
| VCIT | VANGUARD SCOTTSDALE FDS | 23,858 | $1.993M | 0.3% | $86.73 | — | INT-TERM CORP | 92206C870 |
| WIP | SPDR SERIES TRUST | 36,337 | $1.971M | 0.3% | $55.88 | — | FTSE INT GVT ETF | 78464A490 |
| — | GANNETT CO INC | 183,773 | $1.966M | 0.3% | $10.61 | — | COM | 36473H104 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 7,024 | $1.922M | 0.3% | $12.17 | +43.0% | COM | 67103H107 |
| — | SUNTRUST BKS INC | 28,673 | $1.893M | 0.3% | $41.26 | — | COM | 867914103 |
| KSS | KOHLS CORP | 25,169 | $1.835M | 0.3% | $56.40 | +18.2% | COM | 500255104 |
| UAL | UNITED CONTL HLDGS INC | 26,271 | $1.832M | 0.3% | $50.07 | +38.8% | COM | 910047109 |
| ORI | OLD REP INTL CORP | 90,144 | $1.795M | 0.3% | $11.50 | +0.5% | COM | 680223104 |
| ALL | ALLSTATE CORP | 19,655 | $1.794M | 0.3% | $55.18 | +44.3% | COM | 020002101 |
| — | SIX FLAGS ENTMT CORP NEW | 25,470 | $1.784M | 0.3% | $46.61 | — | COM | 83001A102 |
| — | HIBBETT SPORTS INC | 76,549 | $1.753M | 0.3% | $22.90 | — | COM | 428567101 |
| ETN | EATON CORP PLC | 23,057 | $1.723M | 0.3% | $51.69 | +29.7% | SHS | G29183103 |
| — | GUESS INC | 78,150 | $1.672M | 0.2% | $19.62 | — | COM | 401617105 |
| LUV | SOUTHWEST AIRLS CO | 32,870 | $1.672M | 0.2% | $35.25 | +35.5% | COM | 844741108 |
| HCC | WARRIOR MET COAL INC | 60,195 | $1.66M | 0.2% | $26.34 | 0.0% | COM | 93627C101 |
| LZB | LA Z BOY INC | 54,113 | $1.656M | 0.2% | $30.72 | 0.0% | COM | 505336107 |
| BA | BOEING CO | 4,917 | $1.65M | 0.2% | $237.86 | +38.9% | COM | 097023105 |
| SYF | SYNCHRONY FINL | 48,418 | $1.616M | 0.2% | $28.36 | 0.0% | COM | 87165B103 |
| VOYA | VOYA FINL INC | 34,029 | $1.599M | 0.2% | $46.49 | 0.0% | COM | 929089100 |
| AVT | AVNET INC | 37,224 | $1.597M | 0.2% | $33.62 | 0.0% | COM | 053807103 |
| SHV | ISHARES TR | 14,446 | $1.595M | 0.2% | $110.27 | — | SHORT TREAS BD | 464288679 |
| TRV | TRAVELERS COMPANIES INC | 12,840 | $1.571M | 0.2% | $86.12 | +28.7% | COM | 89417E109 |
| — | DISCOVER FINL SVCS | 22,111 | $1.557M | 0.2% | $70.42 | — | COM | 254709108 |
| MPC | MARATHON PETE CORP | 21,968 | $1.541M | 0.2% | $60.02 | 0.0% | COM | 56585A102 |
| — | INTERPUBLIC GROUP COS INC | 64,566 | $1.513M | 0.2% | $17.33 | 0.0% | COM | 460690100 |
| GNTX | GENTEX CORP | 64,469 | $1.484M | 0.2% | $23.73 | 0.0% | COM | 371901109 |
| AGO | ASSURED GUARANTY LTD | 41,339 | $1.477M | 0.2% | $22.77 | +40.1% | COM | G0585R106 |
| CFG | CITIZENS FINL GROUP INC | 37,560 | $1.461M | 0.2% | $30.60 | -1.5% | COM | 174610105 |
| — | WADDELL & REED FINL INC | 81,159 | $1.458M | 0.2% | $17.96 | — | CL A | 930059100 |
| AMP | AMERIPRISE FINL INC | 10,357 | $1.449M | 0.2% | $104.19 | +17.5% | COM | 03076C106 |
| — | ARCH COAL INC | 18,344 | $1.439M | 0.2% | $78.45 | — | CL A | 039380407 |
| FITB | FIFTH THIRD BANCORP | 49,266 | $1.414M | 0.2% | $14.49 | +63.1% | COM | 316773100 |
| VO | VANGUARD INDEX FDS | 8,959 | $1.412M | 0.2% | $134.21 | — | MID CAP ETF | 922908629 |
| CMI | CUMMINS INC | 10,596 | $1.409M | 0.2% | $118.42 | +3.5% | COM | 231021106 |
| URBN | URBAN OUTFITTERS INC | 31,611 | $1.408M | 0.2% | $29.91 | +39.8% | COM | 917047102 |
| AAVM | ALPHA ARCHITECT ETF TR | 47,867 | $1.38M | 0.2% | $29.00 | — | VAL MOMTM TRND | 02072L508 |
| — | NEW YORK CMNTY BANCORP INC | 124,358 | $1.373M | 0.2% | $11.04 | — | COM | 649445103 |
| GLW | CORNING INC | 49,869 | $1.372M | 0.2% | $16.48 | +35.8% | COM | 219350105 |
| VCSH | VANGUARD SCOTTSDALE FDS | 17,522 | $1.368M | 0.2% | $79.39 | — | SHRT TRM CORP BD | 92206C409 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 24,527 | $1.364M | 0.2% | $36.96 | +24.5% | SHS | G0692U109 |
| HPQ | HP INC | 58,535 | $1.328M | 0.2% | $11.86 | +45.3% | COM | 40434L105 |
| IHY | VANECK VECTORS ETF TR | 54,356 | $1.325M | 0.2% | $24.68 | — | INTL HIGH YIELD | 92189F445 |
| LEA | LEAR CORP | 7,026 | $1.306M | 0.2% | $122.79 | +36.4% | COM NEW | 521865204 |
| SANM | SANMINA CORPORATION | 43,893 | $1.286M | 0.2% | $26.47 | +11.0% | COM | 801056102 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 14,973 | $1.286M | 0.2% | $60.88 | — | COM CL A | 848574109 |
| ANF | ABERCROMBIE & FITCH CO | 52,399 | $1.283M | 0.2% | $22.67 | +5.9% | CL A | 002896207 |
| — | FOOT LOCKER INC | 24,030 | $1.265M | 0.2% | $52.64 | — | COM | 344849104 |
| STLD | STEEL DYNAMICS INC | 27,219 | $1.251M | 0.2% | $29.96 | +34.3% | COM | 858119100 |
| GAP | GAP INC DEL | 38,364 | $1.243M | 0.2% | $19.05 | +23.3% | COM | 364760108 |
| DECK | DECKERS OUTDOOR CORP | 10,999 | $1.242M | 0.2% | $17.30 | 0.0% | COM | 243537107 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 84,749 | $1.238M | 0.2% | $13.02 | 0.0% | COM | 42824C109 |
| GATX | GATX CORP | 16,626 | $1.234M | 0.2% | $49.04 | +22.4% | COM | 361448103 |
| AXP | AMERICAN EXPRESS CO | 12,547 | $1.23M | 0.2% | $70.88 | +25.0% | COM | 025816109 |
| — | MYLAN N V | 33,162 | $1.198M | 0.2% | $36.13 | — | SHS EURO | N59465109 |
| — | SYNOVUS FINL CORP | 22,531 | $1.19M | 0.2% | $41.83 | — | COM NEW | 87161C501 |
| DAL | DELTA AIR LINES INC DEL | 23,832 | $1.181M | 0.2% | $40.53 | +21.9% | COM NEW | 247361702 |
| AMAT | APPLIED MATLS INC | 25,400 | $1.173M | 0.2% | $34.34 | +37.6% | COM | 038222105 |
| — | MICHAEL KORS HLDGS LTD | 17,600 | $1.172M | 0.2% | $63.44 | — | SHS | G60754101 |
| CVI | CVR ENERGY INC | 31,484 | $1.165M | 0.2% | $15.98 | +28.8% | COM | 12662P108 |
| — | CIT GROUP INC | 23,030 | $1.161M | 0.2% | $50.41 | — | COM NEW | 125581801 |
| RHI | ROBERT HALF INTL INC | 17,802 | $1.159M | 0.2% | $47.53 | +33.4% | COM | 770323103 |
| HIG | HARTFORD FINL SVCS GROUP INC | 22,593 | $1.155M | 0.2% | $38.00 | +16.2% | COM | 416515104 |
| UNM | UNUM GROUP | 30,843 | $1.141M | 0.2% | $36.42 | +14.6% | COM | 91529Y106 |
| MAN | MANPOWERGROUP INC | 13,181 | $1.134M | 0.2% | $96.01 | +2.3% | COM | 56418H100 |
| LEN | LENNAR CORP | 21,559 | $1.132M | 0.2% | $55.25 | -13.1% | CL A | 526057104 |
| — | EXPRESS SCRIPTS HLDG CO | 14,459 | $1.116M | 0.2% | $83.44 | — | COM | 30219G108 |
| PNC | PNC FINL SVCS GROUP INC | 8,209 | $1.109M | 0.2% | $93.03 | +20.0% | COM | 693475105 |
| CNO | CNO FINL GROUP INC | 58,272 | $1.109M | 0.2% | $15.15 | +14.5% | COM | 12621E103 |
| — | AETNA INC NEW | 6,019 | $1.104M | 0.2% | $160.92 | — | COM | 00817Y108 |
| VNQ | VANGUARD INDEX FDS | 13,461 | $1.101M | 0.2% | $81.79 | — | REAL ESTATE ETF | 922908553 |
| — | ETFS GOLD TR | 8,980 | $1.081M | 0.2% | $124.32 | — | SHS | 26922Y105 |
| EMN | EASTMAN CHEM CO | 10,626 | $1.062M | 0.2% | $64.79 | +24.8% | COM | 277432100 |
| LNC | LINCOLN NATL CORP IND | 16,943 | $1.055M | 0.2% | $40.26 | +21.8% | COM | 534187109 |
| — | CBS CORP NEW | 18,078 | $1.016M | 0.2% | $55.96 | — | CL B | 124857202 |
| AIG | AMERICAN INTL GROUP INC | 18,769 | $995K | 0.1% | $43.35 | +2.2% | COM NEW | 026874784 |
| LYB | LYONDELLBASELL INDUSTRIES N | 8,935 | $982K | 0.1% | $49.43 | +38.3% | SHS - A - | N53745100 |
| CNX | CNX RESOURCES CORPORATION | 55,175 | $981K | 0.1% | $16.04 | 0.0% | COM | 12653C108 |
| AES | AES CORP | 72,144 | $967K | 0.1% | $8.34 | +12.5% | COM | 00130H105 |
| VC | VISTEON CORP | 7,421 | $959K | 0.1% | $72.27 | +72.1% | COM NEW | 92839U206 |
| UVV | UNIVERSAL CORP VA | 14,418 | $952K | 0.1% | $55.37 | 0.0% | COM | 913456109 |
| — | INGERSOLL-RAND PLC | 10,541 | $946K | 0.1% | $89.08 | — | SHS | G47791101 |
| KALU | KAISER ALUMINUM CORP | 9,074 | $945K | 0.1% | $81.46 | 0.0% | COM PAR $0.01 | 483007704 |
| — | DSW INC | 36,608 | $945K | 0.1% | $25.81 | — | CL A | 23334L102 |
| TGT | TARGET CORP | 12,321 | $938K | 0.1% | $51.14 | +16.6% | COM | 87612E106 |
| SUSA | ISHARES TR | 8,127 | $936K | 0.1% | $110.87 | — | MSCI USA ESG SLC | 464288802 |
| DDS | DILLARDS INC | 9,735 | $920K | 0.1% | $46.62 | +31.7% | CL A | 254067101 |
| WNC | WABASH NATL CORP | 48,626 | $907K | 0.1% | $16.42 | +4.7% | COM | 929566107 |
| HII | HUNTINGTON INGALLS INDS INC | 4,154 | $901K | 0.1% | $178.69 | +10.6% | COM | 446413106 |
| STT | STATE STR CORP | 9,660 | $899K | 0.1% | $65.46 | +18.9% | COM | 857477103 |
| WOR | WORTHINGTON INDS INC | 20,670 | $868K | 0.1% | $26.78 | +5.6% | COM | 981811102 |
| GPI | GROUP 1 AUTOMOTIVE INC | 13,536 | $853K | 0.1% | $77.93 | -12.5% | COM | 398905109 |
| — | COOPER TIRE & RUBR CO | 29,814 | $784K | 0.1% | $38.97 | — | COM | 216831107 |
| MET | METLIFE INC | 16,146 | $704K | 0.1% | $35.10 | +2.3% | COM | 59156R108 |
| MCK | MCKESSON CORP | 5,037 | $672K | 0.1% | $141.48 | -2.6% | COM | 58155Q103 |
| PGR | PROGRESSIVE CORP OHIO | 11,078 | $655K | 0.1% | $45.09 | +7.1% | COM | 743315103 |
| CROX | CROCS INC | 34,801 | $613K | 0.1% | $14.20 | +19.8% | COM | 227046109 |
| — | REALOGY HLDGS CORP | 26,772 | $610K | 0.1% | $31.87 | — | COM | 75605Y106 |
| ENVA | ENOVA INTL INC | 16,098 | $588K | 0.1% | $21.18 | +43.6% | COM | 29357K103 |
| GDOT | GREEN DOT CORP | 7,683 | $564K | 0.1% | $28.84 | +139.1% | CL A | 39304D102 |
| MOV | MOVADO GROUP INC | 11,665 | $563K | 0.1% | $33.09 | +30.5% | COM | 624580106 |
| FOSL | FOSSIL GROUP INC | 20,621 | $554K | 0.1% | $20.49 | 0.0% | COM | 34988V106 |
| WTV | WISDOMTREE TR | 6,443 | $542K | 0.1% | $80.65 | — | US QLT SHRHD YLD | 97717W547 |
| — | VANECK VECTORS ETF TR | 30,938 | $532K | 0.1% | $18.70 | — | JP MORGAN MKTS | 92189F494 |
| KFY | KORN FERRY INTL | 8,355 | $517K | 0.1% | $40.86 | +23.1% | COM NEW | 500643200 |
| ADM | ARCHER DANIELS MIDLAND CO | 11,138 | $510K | 0.1% | $34.32 | +4.5% | COM | 039483102 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 15,492 | $494K | 0.1% | $22.44 | +25.9% | COM NEW | 205826209 |
| — | AMERICAN EQTY INVT LIFE HLD | 13,571 | $489K | 0.1% | $30.03 | — | COM | 025676206 |
| ARCB | ARCBEST CORP | 10,034 | $459K | 0.1% | $33.60 | +16.2% | COM | 03937C105 |
| DK | DELEK US HLDGS INC NEW | 8,989 | $451K | 0.1% | $28.87 | +33.7% | COM | 24665A103 |
| — | CONNS INC | 13,515 | $446K | 0.1% | $33.90 | — | COM | 208242107 |
| — | KEMET CORP | 18,328 | $443K | 0.1% | $18.76 | — | COM NEW | 488360207 |
| — | TRIPLE-S MGMT CORP | 11,288 | $441K | 0.1% | $27.52 | — | CL B | 896749108 |
| RILY | B RILEY FINL INC | 19,435 | $438K | 0.1% | $19.15 | +8.4% | COM | 05580M108 |
| WTI | W & T OFFSHORE INC | 60,674 | $434K | 0.1% | $6.46 | 0.0% | COM | 92922P106 |
| CNC | CENTENE CORP DEL | 3,514 | $433K | 0.1% | $52.70 | +9.4% | COM | 15135B101 |
| LNWO | SCIENTIFIC GAMES CORP | 8,671 | $426K | 0.1% | $47.43 | +11.3% | COM | 80874P109 |
| — | HEALTH INS INNOVATIONS INC | 13,135 | $425K | 0.1% | $29.23 | — | COM CL A | 42225K106 |
| PENN | PENN NATL GAMING INC | 12,382 | $416K | 0.1% | $29.13 | +7.2% | COM | 707569109 |
| TBBK | BANCORP INC DEL | 39,766 | $416K | 0.1% | $9.90 | +10.9% | COM | 05969A105 |
| — | HOLLYFRONTIER CORP | 6,063 | $415K | 0.1% | $50.95 | — | COM | 436106108 |
| HUM | HUMANA INC | 1,369 | $407K | 0.1% | $255.31 | +7.4% | COM | 444859102 |
| — | ILG INC | 12,297 | $406K | 0.1% | $31.31 | — | COM | 44967H101 |
| WRLD | WORLD ACCEP CORP DEL | 3,652 | $405K | 0.1% | $103.63 | +5.3% | COM | 981419104 |
| — | SCHNITZER STL INDS | 11,665 | $393K | 0.1% | $32.46 | — | CL A | 806882106 |
| AA | ALCOA CORP | 8,147 | $382K | 0.1% | $29.77 | +61.4% | COM | 013872106 |
| CVSA | ADTALEM GLOBAL ED INC | 7,451 | $358K | 0.1% | $46.88 | +2.0% | COM | 00737L103 |
| — | VERSO CORP | 15,852 | $345K | 0.1% | $21.76 | — | CL A | 92531L207 |
| WERN | WERNER ENTERPRISES INC | 9,141 | $343K | 0.1% | $38.74 | -4.0% | COM | 950755108 |
| GNW | GENWORTH FINL INC | 75,188 | $338K | 0.1% | $3.45 | 0.0% | COM CL A | 37247D106 |
| — | NEW YORK & CO INC | 65,530 | $336K | 0.0% | $5.13 | — | COM | 649295102 |
| — | XCERRA CORP | 23,872 | $333K | 0.0% | $13.95 | — | COM | 98400J108 |
| — | RENEWABLE ENERGY GROUP INC | 18,477 | $330K | 0.0% | $13.32 | — | COM NEW | 75972A301 |
| — | FEDNAT HLDG CO | 14,316 | $330K | 0.0% | $23.05 | — | COM | 31431B109 |
| — | TRONOX LTD | 16,737 | $329K | 0.0% | $18.58 | — | SHS CL A | Q9235V101 |
| M | MACYS INC | 8,758 | $328K | 0.0% | $41.56 | -19.3% | COM | 55616P104 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 20,280 | $327K | 0.0% | $16.12 | — | COM SER A | 531465102 |
| OFG | OFG BANCORP | 23,187 | $326K | 0.0% | $13.52 | 0.0% | COM | 67103X102 |
| SCVL | SHOE CARNIVAL INC | 9,974 | $324K | 0.0% | $13.96 | 0.0% | COM | 824889109 |
| RL | RALPH LAUREN CORP | 2,576 | $324K | 0.0% | $104.41 | 0.0% | CL A | 751212101 |
| — | TCF FINL CORP | 13,152 | $324K | 0.0% | $24.64 | — | COM | 872275102 |
| KMPR | KEMPER CORP DEL | 4,235 | $320K | 0.0% | $62.33 | +12.8% | COM | 488401100 |
| — | HEIDRICK & STRUGGLES INTL IN | 9,147 | $320K | 0.0% | $34.98 | — | COM | 422819102 |
| — | ON DECK CAP INC | 45,298 | $317K | 0.0% | $7.00 | — | COM | 682163100 |
| — | INTREPID POTASH INC | 77,233 | $317K | 0.0% | $3.89 | — | COM | 46121Y102 |
| PBF | PBF ENERGY INC | 7,512 | $315K | 0.0% | $41.85 | 0.0% | CL A | 69318G106 |
| LPX | LOUISIANA PAC CORP | 11,574 | $315K | 0.0% | $28.67 | +0.4% | COM | 546347105 |
| VSH | VISHAY INTERTECHNOLOGY INC | 13,533 | $314K | 0.0% | $17.18 | +4.0% | COM | 928298108 |
| — | RESOLUTE FST PRODS INC | 30,048 | $311K | 0.0% | $10.35 | — | COM | 76117W109 |
| BTU | PEABODY ENERGY CORP NEW | 6,826 | $310K | 0.0% | $35.79 | 0.0% | COM | 704551100 |
| — | WELLCARE HEALTH PLANS INC | 1,250 | $308K | 0.0% | $199.03 | — | COM | 94946T106 |
| — | FIAT CHRYSLER AUTOMOBILES N | 16,153 | $305K | 0.0% | $20.34 | — | SHS | N31738102 |
| — | ZAGG INC | 17,451 | $302K | 0.0% | $17.31 | — | COM | 98884U108 |
| VTV | VANGUARD INDEX FDS | 2,817 | $300K | 0.0% | $95.60 | — | VALUE ETF | 922908744 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 12,778 | $297K | 0.0% | $11.85 | +53.3% | COM | 02553E106 |
| RF | REGIONS FINL CORP NEW | 16,590 | $295K | 0.0% | $13.89 | -0.6% | COM | 7591EP100 |
| CTRN | CITI TRENDS INC | 10,675 | $293K | 0.0% | $24.23 | +20.3% | COM | 17306X102 |
| TLYS | TILLYS INC | 18,855 | $286K | 0.0% | $9.40 | -2.4% | CL A | 886885102 |
| UVE | UNIVERSAL INS HLDGS INC | 8,140 | $286K | 0.0% | $34.03 | 0.0% | COM | 91359V107 |
| RUSHA | RUSH ENTERPRISES INC | 6,555 | $284K | 0.0% | $20.59 | -7.8% | CL A | 781846209 |
| HRTG | HERITAGE INS HLDGS INC | 16,999 | $283K | 0.0% | $17.06 | -3.3% | COM | 42727J102 |
| TUSK | MAMMOTH ENERGY SVCS INC | 8,186 | $278K | 0.0% | $35.13 | 0.0% | COM | 56155L108 |
| WD | WALKER & DUNLOP INC | 4,876 | $271K | 0.0% | $41.41 | +14.8% | COM | 93148P102 |
| MU | MICRON TECHNOLOGY INC | 5,039 | $264K | 0.0% | $52.77 | 0.0% | COM | 595112103 |
| HUN | HUNTSMAN CORP | 8,965 | $262K | 0.0% | $18.60 | +66.2% | COM | 447011107 |
| ZUMZ | ZUMIEZ INC | 10,450 | $262K | 0.0% | $24.89 | 0.0% | COM | 989817101 |
| — | AARONS INC | 6,003 | $261K | 0.0% | $46.31 | — | COM PAR $0.50 | 002535300 |
| CYD | CHINA YUCHAI INTL LTD | 11,866 | $257K | 0.0% | $15.40 | -9.3% | COM | G21082105 |
| — | XL GROUP LTD | 4,578 | $256K | 0.0% | $55.92 | — | COM | G98294104 |
| — | VALIDUS HOLDINGS LTD | 3,744 | $253K | 0.0% | $67.57 | — | COM SHS | G9319H102 |
| CNNE | CANNAE HLDGS INC | 13,613 | $253K | 0.0% | $18.99 | 0.0% | COM | 13765N107 |
| — | TAILORED BRANDS INC | 9,925 | $253K | 0.0% | $25.49 | — | COM | 87403A107 |
| TAIL | CAMBRIA ETF TR | 12,000 | $250K | 0.0% | $23.44 | — | TAIL RISK | 132061862 |
| JLL | JONES LANG LASALLE INC | 1,472 | $244K | 0.0% | $168.30 | 0.0% | COM | 48020Q107 |
| EZPW | EZCORP INC | 19,716 | $238K | 0.0% | $13.11 | 0.0% | CL A NON VTG | 302301106 |
| — | CORPORATE CAP TR INC | 14,978 | $234K | 0.0% | $15.62 | — | COM | 219880101 |
| VTEB | VANGUARD MUN BD FD INC | 4,511 | $230K | 0.0% | $50.99 | — | TAX EXEMPT BD | 922907746 |
| — | ELECTRO SCIENTIFIC INDS | 14,038 | $221K | 0.0% | $15.74 | — | COM | 285229100 |
| — | CONCERT PHARMACEUTICALS INC | 12,836 | $216K | 0.0% | $16.83 | — | COM | 206022105 |
| — | COSAN LTD | 24,695 | $188K | 0.0% | $7.61 | — | SHS A | G25343107 |