Location: Manhattan Beach, CA
CIK: 0001529389 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $682M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GMOM | CAMBRIA ETF TR | 870,553 | $23.29M | 3.4% | $24.67 | — | GLB MOMENT ETF | 132061508 |
| IWM | ISHARES TR | 77,301 | $13.03M | 1.9% | $148.22 | — | RUSSELL 2000 ETF | 464287655 |
| SYLD | CAMBRIA ETF TR | 318,419 | $12.58M | 1.8% | $35.87 | — | SHSHLD YIELD ETF | 132061201 |
| WTMF | WISDOMTREE TR | 287,027 | $11.7M | 1.7% | $40.38 | — | FUTRE STRAT FD | 97717W125 |
| VAMO | CAMBRIA ETF TR | 457,133 | $11.57M | 1.7% | $24.66 | — | VALUE MOMENTUM | 132061888 |
| VTI | VANGUARD INDEX FDS | 68,026 | $10.18M | 1.5% | $138.18 | — | TOTAL STK MKT | 922908769 |
| BND | VANGUARD BD INDEX FD INC | 122,603 | $9.649M | 1.4% | $80.98 | — | TOTAL BND MRKT | 921937835 |
| GLD | SPDR GOLD TRUST | 78,432 | $8.844M | 1.3% | $118.02 | — | GOLD SHS | 78463V107 |
| — | CAMBRIA ETF TR | 359,305 | $8.66M | 1.3% | $27.46 | — | SOVEREIGN BD ETF | 132061805 |
| IXN | ISHARES TR | 48,650 | $8.52M | 1.2% | $128.70 | — | GLOBAL TECH ETF | 464287291 |
| IYR | ISHARES TR | 105,058 | $8.407M | 1.2% | $79.88 | — | U.S. REAL ES ETF | 464287739 |
| DBE | INVESCO DB MLTI SECTR CMMTY | 442,104 | $8.015M | 1.2% | $17.08 | — | ENERGY FD | 46140H304 |
| GVAL | CAMBRIA ETF TR | 339,001 | $8.007M | 1.2% | $23.86 | — | GLOBAL VALUE ETF | 132061409 |
| EYLD | CAMBRIA ETF TR | 248,837 | $8.005M | 1.2% | $30.64 | — | EMRG SHAREHLDR | 132061706 |
| VO | VANGUARD INDEX FDS | 48,718 | $7.999M | 1.2% | $158.68 | — | MID CAP ETF | 922908629 |
| AAPL | APPLE INC | 33,110 | $7.474M | 1.1% | $31.73 | +55.3% | COM | 037833100 |
| VNQ | VANGUARD INDEX FDS | 91,053 | $7.346M | 1.1% | $80.84 | — | REAL ESTATE ETF | 922908553 |
| EFA | ISHARES TR | 107,391 | $7.302M | 1.1% | $69.53 | — | MSCI EAFE ETF | 464287465 |
| TXN | TEXAS INSTRS INC | 61,220 | $6.569M | 1.0% | $67.99 | +32.7% | COM | 882508104 |
| VBR | VANGUARD INDEX FDS | 47,048 | $6.557M | 1.0% | $139.37 | — | SM CP VAL ETF | 922908611 |
| PDBC | INVESCO ACTIVELY MANAGD ETF | 342,497 | $6.429M | 0.9% | $18.28 | — | OPTIMUM YIELD | 46090F100 |
| IWC | ISHARES TR | 60,467 | $6.428M | 0.9% | $88.16 | — | MICRO-CAP ETF | 464288869 |
| REZ | ISHARES TR | 100,000 | $6.289M | 0.9% | $62.89 | — | RESIDNL REAL EST | 464288562 |
| RXI | ISHARES TR | 51,204 | $6.151M | 0.9% | $120.13 | — | GLB CNS DISC ETF | 464288745 |
| SPY | SPDR S&P 500 ETF TR | 21,119 | $6.14M | 0.9% | $241.79 | — | TR UNIT | 78462F103 |
| WMT | WALMART INC | 64,387 | $6.046M | 0.9% | $21.67 | +26.2% | COM | 931142103 |
| AFL | AFLAC INC | 126,648 | $5.962M | 0.9% | $32.13 | +19.8% | COM | 001055102 |
| IXC | ISHARES TR | 151,807 | $5.726M | 0.8% | $37.38 | — | GLOBAL ENERG ETF | 464287341 |
| JPM | JPMORGAN CHASE & CO | 49,395 | $5.574M | 0.8% | $69.93 | +32.5% | COM | 46625H100 |
| VB | VANGUARD INDEX FDS | 34,180 | $5.557M | 0.8% | $155.67 | — | SMALL CP ETF | 922908751 |
| GUNR | FLEXSHARES TR | 160,362 | $5.427M | 0.8% | $32.72 | — | MORNSTAR UPSTR | 33939L407 |
| USB | US BANCORP DEL | 98,277 | $5.19M | 0.8% | $36.99 | +5.8% | COM NEW | 902973304 |
| ELV | ANTHEM INC | 18,337 | $5.025M | 0.7% | $209.58 | +12.4% | COM | 036752103 |
| LLY | LILLY ELI & CO | 45,607 | $4.894M | 0.7% | $71.90 | +25.6% | COM | 532457108 |
| IXJ | ISHARES TR | 77,520 | $4.882M | 0.7% | $62.98 | — | GLOB HLTHCRE ETF | 464287325 |
| ABT | ABBOTT LABS | 66,093 | $4.849M | 0.7% | $38.90 | +48.7% | COM | 002824100 |
| NSC | NORFOLK SOUTHERN CORP | 26,366 | $4.76M | 0.7% | $98.76 | +49.0% | COM | 655844108 |
| FYLD | CAMBRIA ETF TR | 188,730 | $4.752M | 0.7% | $23.36 | — | CAMBRIA FGN SHR | 132061300 |
| TLT | ISHARES TR | 40,394 | $4.737M | 0.7% | $124.76 | — | 20 YR TR BD ETF | 464287432 |
| MRK | MERCK & CO INC | 66,580 | $4.723M | 0.7% | $45.74 | +10.7% | COM | 58933Y105 |
| LMT | LOCKHEED MARTIN CORP | 13,558 | $4.691M | 0.7% | $231.98 | +13.9% | COM | 539830109 |
| — | HARRIS CORP DEL | 27,560 | $4.664M | 0.7% | $123.66 | — | COM | 413875105 |
| AMGN | AMGEN INC | 22,437 | $4.651M | 0.7% | $127.26 | +23.7% | COM | 031162100 |
| JNJ | JOHNSON & JOHNSON | 33,612 | $4.644M | 0.7% | $104.09 | +3.8% | COM | 478160104 |
| ORCL | ORACLE CORP | 90,074 | $4.644M | 0.7% | $43.84 | -0.6% | COM | 68389X105 |
| MSFT | MICROSOFT CORP | 40,507 | $4.633M | 0.7% | $62.45 | +61.4% | COM | 594918104 |
| — | UNITED TECHNOLOGIES CORP | 33,002 | $4.614M | 0.7% | $118.33 | — | COM | 913017109 |
| DG | DOLLAR GEN CORP NEW | 41,861 | $4.576M | 0.7% | $87.12 | +8.4% | COM | 256677105 |
| CSCO | CISCO SYS INC | 93,612 | $4.554M | 0.7% | $25.24 | +42.8% | COM | 17275R102 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 34,486 | $4.551M | 0.7% | $65.27 | +71.3% | COM | 11133T103 |
| KMB | KIMBERLY CLARK CORP | 39,928 | $4.537M | 0.7% | $92.20 | -6.1% | COM | 494368103 |
| PG | PROCTER AND GAMBLE CO | 54,095 | $4.502M | 0.7% | $70.26 | -3.5% | COM | 742718109 |
| XOM | EXXON MOBIL CORP | 52,921 | $4.5M | 0.7% | $54.90 | +6.0% | COM | 30231G102 |
| T | AT&T INC | 133,042 | $4.468M | 0.7% | $15.73 | -7.9% | COM | 00206R102 |
| SYY | SYSCO CORP | 60,987 | $4.467M | 0.7% | $42.20 | +40.4% | COM | 871829107 |
| MO | ALTRIA GROUP INC | 74,048 | $4.466M | 0.7% | $38.34 | -12.5% | COM | 02209S103 |
| WM | WASTE MGMT INC DEL | 49,348 | $4.459M | 0.7% | $62.59 | +25.0% | COM | 94106L109 |
| PAYX | PAYCHEX INC | 60,065 | $4.424M | 0.6% | $45.39 | +27.6% | COM | 704326107 |
| EMR | EMERSON ELEC CO | 57,638 | $4.414M | 0.6% | $48.91 | +26.7% | COM | 291011104 |
| PEP | PEPSICO INC | 39,442 | $4.41M | 0.6% | $88.28 | +2.3% | COM | 713448108 |
| ACN | ACCENTURE PLC IRELAND | 25,831 | $4.396M | 0.6% | $111.96 | +33.3% | SHS CLASS A | G1151C101 |
| GPC | GENUINE PARTS CO | 44,215 | $4.395M | 0.6% | $68.73 | +15.2% | COM | 372460105 |
| UNH | UNITEDHEALTH GROUP INC | 16,438 | $4.374M | 0.6% | $163.68 | +40.9% | COM | 91324P102 |
| SBUX | STARBUCKS CORP | 76,941 | $4.373M | 0.6% | $47.56 | -5.2% | COM | 855244109 |
| REM | ISHARES TR | 100,000 | $4.356M | 0.6% | $43.56 | — | MORTGE REL ETF | 46435G342 |
| FDS | FACTSET RESH SYS INC | 19,466 | $4.355M | 0.6% | $151.13 | +33.6% | COM | 303075105 |
| MMM | 3M CO | 20,649 | $4.351M | 0.6% | $129.19 | +2.3% | COM | 88579Y101 |
| MCD | MCDONALDS CORP | 25,962 | $4.343M | 0.6% | $118.40 | +13.9% | COM | 580135101 |
| APD | AIR PRODS & CHEMS INC | 25,947 | $4.334M | 0.6% | $114.88 | +18.3% | COM | 009158106 |
| NEE | NEXTERA ENERGY INC | 25,844 | $4.332M | 0.6% | $27.62 | +28.4% | COM | 65339F101 |
| OXY | OCCIDENTAL PETE CORP DEL | 52,007 | $4.273M | 0.6% | $48.61 | +39.4% | COM | 674599105 |
| CME | CME GROUP INC | 24,987 | $4.253M | 0.6% | $91.00 | +41.9% | COM CL A | 12572Q105 |
| CVX | CHEVRON CORP NEW | 34,765 | $4.252M | 0.6% | $73.30 | +19.9% | COM | 166764100 |
| DEO | DIAGEO P L C | 29,812 | $4.224M | 0.6% | $134.98 | — | SPON ADR NEW | 25243Q205 |
| SO | SOUTHERN CO | 96,085 | $4.189M | 0.6% | $34.63 | -1.0% | COM | 842587107 |
| — | EATON VANCE CORP | 79,405 | $4.174M | 0.6% | $48.64 | — | COM NON VTG | 278265103 |
| MS | MORGAN STANLEY | 85,470 | $3.98M | 0.6% | $41.29 | -5.7% | COM NEW | 617446448 |
| WFC | WELLS FARGO CO NEW | 75,482 | $3.967M | 0.6% | $42.28 | +10.0% | COM | 949746101 |
| BNDX | VANGUARD CHARLOTTE FDS | 66,760 | $3.641M | 0.5% | $54.08 | — | INTL BD IDX ETF | 92203J407 |
| VGIT | VANGUARD SCOTTSDALE FDS | 52,118 | $3.236M | 0.5% | $63.55 | — | INTER TERM TREAS | 92206C706 |
| MTUM | ISHARES TR | 26,326 | $3.133M | 0.5% | $82.93 | — | USA MOMENTUM FCT | 46432F396 |
| FCN | FTI CONSULTING INC | 39,733 | $2.908M | 0.4% | $58.57 | +25.7% | COM | 302941109 |
| VNQI | VANGUARD INTL EQUITY INDEX F | 49,657 | $2.79M | 0.4% | $58.75 | — | GLB EX US ETF | 922042676 |
| HD | HOME DEPOT INC | 12,712 | $2.633M | 0.4% | $84.21 | +99.4% | COM | 437076102 |
| ITW | ILLINOIS TOOL WKS INC | 18,531 | $2.615M | 0.4% | $115.10 | +2.0% | COM | 452308109 |
| HYEM | VANECK VECTORS ETF TR | 111,199 | $2.545M | 0.4% | $24.06 | — | EMERGING MKTS HI | 92189F353 |
| BJRI | BJS RESTAURANTS INC | 35,056 | $2.531M | 0.4% | $52.79 | +24.9% | COM | 09180C106 |
| LOW | LOWES COS INC | 21,700 | $2.492M | 0.4% | $52.78 | +72.5% | COM | 548661107 |
| MUB | ISHARES TR | 23,024 | $2.485M | 0.4% | $110.75 | — | NATIONAL MUN ETF | 464288414 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 7,126 | $2.475M | 0.4% | $12.30 | +72.8% | COM | 67103H107 |
| VGLT | VANGUARD SCOTTSDALE FDS | 34,028 | $2.456M | 0.4% | $74.79 | — | LONG TERM TREAS | 92206C847 |
| INTC | INTEL CORP | 51,275 | $2.425M | 0.4% | $29.58 | +40.4% | COM | 458140100 |
| UAL | UNITED CONTL HLDGS INC | 26,652 | $2.374M | 0.3% | $50.54 | +63.2% | COM | 910047109 |
| BBY | BEST BUY INC | 29,387 | $2.332M | 0.3% | $31.73 | +84.4% | COM | 086516101 |
| VLO | VALERO ENERGY CORP NEW | 19,287 | $2.194M | 0.3% | $48.94 | +72.1% | COM | 91913Y100 |
| ORI | OLD REP INTL CORP | 94,821 | $2.122M | 0.3% | $11.52 | +4.3% | COM | 680223104 |
| SCHP | SCHWAB STRATEGIC TR | 38,797 | $2.093M | 0.3% | $55.28 | — | US TIPS ETF | 808524870 |
| LUV | SOUTHWEST AIRLS CO | 33,346 | $2.082M | 0.3% | $35.50 | +50.0% | COM | 844741108 |
| SCHH | SCHWAB STRATEGIC TR | 49,318 | $2.058M | 0.3% | $41.23 | — | US REIT ETF | 808524847 |
| ETN | EATON CORP PLC | 23,391 | $2.029M | 0.3% | $51.97 | +36.9% | SHS | G29183103 |
| BKE | BUCKLE INC | 86,974 | $2.005M | 0.3% | $11.16 | +0.5% | COM | 118440106 |
| WIP | SPDR SERIES TRUST | 37,511 | $1.973M | 0.3% | $55.78 | — | FTSE INT GVT ETF | 78464A490 |
| ALL | ALLSTATE CORP | 19,940 | $1.968M | 0.3% | $55.57 | +47.7% | COM | 020002101 |
| VCIT | VANGUARD SCOTTSDALE FDS | 23,391 | $1.954M | 0.3% | $86.73 | — | INT-TERM CORP | 92206C870 |
| KSS | KOHLS CORP | 26,165 | $1.95M | 0.3% | $57.14 | +32.4% | COM | 500255104 |
| — | SUNTRUST BKS INC | 29,089 | $1.943M | 0.3% | $41.62 | — | COM | 867914103 |
| BA | BOEING CO | 5,190 | $1.93M | 0.3% | $243.19 | +39.4% | COM | 097023105 |
| — | GANNETT CO INC | 190,384 | $1.905M | 0.3% | $10.59 | — | COM | 36473H104 |
| — | GUESS INC | 82,273 | $1.859M | 0.3% | $19.77 | — | COM | 401617105 |
| — | SIX FLAGS ENTMT CORP NEW | 25,839 | $1.804M | 0.3% | $46.94 | — | COM | 83001A102 |
| GLW | CORNING INC | 50,592 | $1.786M | 0.3% | $16.62 | +59.3% | COM | 219350105 |
| MPC | MARATHON PETE CORP | 22,286 | $1.782M | 0.3% | $60.06 | +4.1% | COM | 56585A102 |
| AGO | ASSURED GUARANTY LTD | 41,938 | $1.771M | 0.3% | $22.95 | +52.3% | COM | G0585R106 |
| VOYA | VOYA FINL INC | 35,333 | $1.755M | 0.3% | $46.41 | -4.3% | COM | 929089100 |
| — | WADDELL & REED FINL INC | 82,335 | $1.744M | 0.3% | $18.01 | — | CL A | 930059100 |
| LZB | LA Z BOY INC | 54,897 | $1.735M | 0.3% | $30.74 | +3.6% | COM | 505336107 |
| — | DISCOVER FINL SVCS | 22,431 | $1.715M | 0.3% | $70.50 | — | COM | 254709108 |
| — | ARCH COAL INC | 19,045 | $1.703M | 0.2% | $78.85 | — | CL A | 039380407 |
| AVT | AVNET INC | 37,763 | $1.691M | 0.2% | $33.69 | +13.5% | COM | 053807103 |
| TRV | TRAVELERS COMPANIES INC | 13,026 | $1.69M | 0.2% | $86.46 | +27.1% | COM | 89417E109 |
| HCC | WARRIOR MET COAL INC | 62,460 | $1.688M | 0.2% | $26.32 | -2.9% | COM | 93627C101 |
| VEA | VANGUARD TAX MANAGED INTL FD | 37,999 | $1.645M | 0.2% | $41.45 | — | FTSE DEV MKT ETF | 921943858 |
| HPQ | HP INC | 62,007 | $1.598M | 0.2% | $12.25 | +53.4% | COM | 40434L105 |
| CMI | CUMMINS INC | 10,750 | $1.57M | 0.2% | $118.39 | -1.9% | COM | 231021106 |
| SHV | ISHARES TR | 14,207 | $1.569M | 0.2% | $110.27 | — | SHORT TREAS BD | 464288679 |
| AMP | AMERIPRISE FINL INC | 10,507 | $1.551M | 0.2% | $104.48 | +19.1% | COM | 03076C106 |
| SYF | SYNCHRONY FINL | 49,120 | $1.527M | 0.2% | $28.33 | -6.6% | COM | 87165B103 |
| — | INTERPUBLIC GROUP COS INC | 65,502 | $1.498M | 0.2% | $17.32 | -2.8% | COM | 460690100 |
| — | HIBBETT SPORTS INC | 79,298 | $1.491M | 0.2% | $22.76 | — | COM | 428567101 |
| CFG | CITIZENS FINL GROUP INC | 38,104 | $1.47M | 0.2% | $30.59 | -4.0% | COM | 174610105 |
| GATX | GATX CORP | 16,867 | $1.461M | 0.2% | $49.35 | +44.0% | COM | 361448103 |
| AAVM | ALPHA ARCHITECT ETF TR | 50,344 | $1.459M | 0.2% | $28.99 | — | VAL MOMTM TRND | 02072L508 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 24,882 | $1.436M | 0.2% | $37.09 | +23.8% | SHS | G0692U109 |
| GNTX | GENTEX CORP | 65,403 | $1.404M | 0.2% | $23.72 | -2.4% | COM | 371901109 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 85,977 | $1.402M | 0.2% | $13.01 | -2.7% | COM | 42824C109 |
| DAL | DELTA AIR LINES INC DEL | 24,177 | $1.398M | 0.2% | $40.69 | +26.3% | COM NEW | 247361702 |
| FITB | FIFTH THIRD BANCORP | 49,980 | $1.395M | 0.2% | $14.60 | +50.7% | COM | 316773100 |
| — | EXPRESS SCRIPTS HLDG CO | 14,669 | $1.394M | 0.2% | $83.60 | — | COM | 30219G108 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 15,190 | $1.392M | 0.2% | $61.32 | — | COM CL A | 848574109 |
| DECK | DECKERS OUTDOOR CORP | 11,616 | $1.378M | 0.2% | $17.41 | +11.4% | COM | 243537107 |
| AXP | AMERICAN EXPRESS CO | 12,729 | $1.356M | 0.2% | $71.21 | +32.2% | COM | 025816109 |
| URBN | URBAN OUTFITTERS INC | 33,145 | $1.356M | 0.2% | $30.61 | +46.9% | COM | 917047102 |
| VCSH | VANGUARD SCOTTSDALE FDS | 17,179 | $1.343M | 0.2% | $79.39 | — | SHRT TRM CORP BD | 92206C409 |
| — | NEW YORK CMNTY BANCORP INC | 126,160 | $1.308M | 0.2% | $11.03 | — | COM | 649445103 |
| IHY | VANECK VECTORS ETF TR | 53,290 | $1.298M | 0.2% | $24.68 | — | INTL HIGH YIELD | 92189F445 |
| — | FOOT LOCKER INC | 25,349 | $1.293M | 0.2% | $52.56 | — | COM | 344849104 |
| CVI | CVR ENERGY INC | 31,940 | $1.285M | 0.2% | $16.05 | +29.9% | COM | 12662P108 |
| RHI | ROBERT HALF INTL INC | 18,060 | $1.271M | 0.2% | $47.89 | +53.0% | COM | 770323103 |
| — | MICHAEL KORS HLDGS LTD | 18,496 | $1.268M | 0.2% | $63.69 | — | SHS | G60754101 |
| — | DSW INC | 37,139 | $1.258M | 0.2% | $25.93 | — | CL A | 23334L102 |
| CNO | CNO FINL GROUP INC | 59,117 | $1.254M | 0.2% | $15.18 | +16.4% | COM | 12621E103 |
| STLD | STEEL DYNAMICS INC | 27,613 | $1.248M | 0.2% | $30.09 | +30.7% | COM | 858119100 |
| — | AETNA INC NEW | 6,106 | $1.239M | 0.2% | $161.52 | — | COM | 00817Y108 |
| — | MYLAN N V | 33,643 | $1.231M | 0.2% | $36.13 | — | SHS EURO | N59465109 |
| SANM | SANMINA CORPORATION | 44,529 | $1.229M | 0.2% | $26.52 | +13.0% | COM | 801056102 |
| UNM | UNUM GROUP | 31,290 | $1.223M | 0.2% | $36.43 | +2.4% | COM | 91529Y106 |
| — | CIT GROUP INC | 23,364 | $1.206M | 0.2% | $50.43 | — | COM NEW | 125581801 |
| ANF | ABERCROMBIE & FITCH CO | 55,760 | $1.178M | 0.2% | $22.66 | -0.9% | CL A | 002896207 |
| LNC | LINCOLN NATL CORP IND | 17,189 | $1.163M | 0.2% | $40.37 | +17.8% | COM | 534187109 |
| MAN | MANPOWERGROUP INC | 13,372 | $1.149M | 0.2% | $95.91 | -7.2% | COM | 56418H100 |
| HIG | HARTFORD FINL SVCS GROUP INC | 22,920 | $1.145M | 0.2% | $38.08 | +14.3% | COM | 416515104 |
| PNC | PNC FINL SVCS GROUP INC | 8,328 | $1.134M | 0.2% | $93.26 | +17.4% | COM | 693475105 |
| GAP | GAP INC DEL | 38,920 | $1.123M | 0.2% | $19.11 | +20.7% | COM | 364760108 |
| TGT | TARGET CORP | 12,500 | $1.103M | 0.2% | $51.38 | +32.3% | COM | 87612E106 |
| — | INGERSOLL-RAND PLC | 10,694 | $1.094M | 0.2% | $89.27 | — | SHS | G47791101 |
| HII | HUNTINGTON INGALLS INDS INC | 4,214 | $1.079M | 0.2% | $179.05 | +14.1% | COM | 446413106 |
| — | CBS CORP NEW | 18,340 | $1.054M | 0.2% | $55.98 | — | CL B | 124857202 |
| — | SYNOVUS FINL CORP | 22,858 | $1.047M | 0.2% | $41.89 | — | COM NEW | 87161C501 |
| LEA | LEAR CORP | 7,128 | $1.034M | 0.2% | $123.14 | +19.5% | COM NEW | 521865204 |
| EMN | EASTMAN CHEM CO | 10,780 | $1.032M | 0.2% | $64.96 | +17.5% | COM | 277432100 |
| AES | AES CORP | 73,190 | $1.025M | 0.2% | $8.36 | +23.8% | COM | 00130H105 |
| LEN | LENNAR CORP | 21,871 | $1.021M | 0.1% | $55.13 | -16.2% | CL A | 526057104 |
| AIG | AMERICAN INTL GROUP INC | 19,041 | $1.014M | 0.1% | $43.36 | +1.9% | COM NEW | 026874784 |
| KALU | KAISER ALUMINUM CORP | 9,206 | $1.004M | 0.1% | $81.50 | +2.8% | COM PAR $0.01 | 483007704 |
| AMAT | APPLIED MATLS INC | 25,768 | $996K | 0.1% | $34.43 | +18.2% | COM | 038222105 |
| DDS | DILLARDS INC | 12,884 | $983K | 0.1% | $50.19 | +22.0% | CL A | 254067101 |
| UVV | UNIVERSAL CORP VA | 14,627 | $951K | 0.1% | $55.49 | +14.8% | COM | 913456109 |
| — | HEALTH INS INNOVATIONS INC | 15,400 | $949K | 0.1% | $34.00 | — | COM CL A | 42225K106 |
| LYB | LYONDELLBASELL INDUSTRIES N | 9,064 | $929K | 0.1% | $49.70 | +38.2% | SHS - A - | N53745100 |
| PGR | PROGRESSIVE CORP OHIO | 12,988 | $923K | 0.1% | $45.92 | +10.5% | COM | 743315103 |
| WOR | WORTHINGTON INDS INC | 20,970 | $909K | 0.1% | $26.80 | +4.8% | COM | 981811102 |
| WNC | WABASH NATL CORP | 49,331 | $899K | 0.1% | $16.42 | -2.1% | COM | 929566107 |
| GPI | GROUP 1 AUTOMOTIVE INC | 13,732 | $891K | 0.1% | $77.85 | -7.2% | COM | 398905109 |
| MCK | MCKESSON CORP | 6,703 | $889K | 0.1% | $136.92 | -10.1% | COM | 58155Q103 |
| CROX | CROCS INC | 40,801 | $869K | 0.1% | $14.93 | +28.6% | COM | 227046109 |
| — | COOPER TIRE & RUBR CO | 30,246 | $856K | 0.1% | $38.82 | — | COM | 216831107 |
| — | ETFS GOLD TR | 7,204 | $829K | 0.1% | $124.32 | — | SHS | 26922Y105 |
| STT | STATE STR CORP | 9,800 | $821K | 0.1% | $65.51 | +5.8% | COM | 857477103 |
| CNX | CNX RESOURCES CORPORATION | 55,975 | $801K | 0.1% | $16.04 | -1.1% | COM | 12653C108 |
| GDOT | GREEN DOT CORP | 9,008 | $800K | 0.1% | $36.83 | +125.7% | CL A | 39304D102 |
| ADM | ARCHER DANIELS MIDLAND CO | 15,340 | $771K | 0.1% | $35.73 | +10.5% | COM | 039483102 |
| MET | METLIFE INC | 16,380 | $765K | 0.1% | $35.11 | +1.2% | COM | 59156R108 |
| — | REALOGY HLDGS CORP | 35,656 | $736K | 0.1% | $29.07 | — | COM | 75605Y106 |
| VC | VISTEON CORP | 7,529 | $699K | 0.1% | $72.88 | +57.9% | COM NEW | 92839U206 |
| WTI | W & T OFFSHORE INC | 71,134 | $686K | 0.1% | $6.58 | +10.0% | COM | 92922P106 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 18,162 | $659K | 0.1% | $23.72 | +31.3% | COM NEW | 205826209 |
| — | VERSO CORP | 18,582 | $626K | 0.1% | $23.52 | — | CL A | 92531L207 |
| — | RENEWABLE ENERGY GROUP INC | 21,662 | $624K | 0.1% | $15.60 | — | COM NEW | 75972A301 |
| KDP | KEURIG DR PEPPER INC | 26,199 | $607K | 0.1% | $19.52 | 0.0% | COM | 49271V100 |
| CNC | CENTENE CORP DEL | 4,119 | $596K | 0.1% | $55.16 | +25.9% | COM | 15135B101 |
| MOV | MOVADO GROUP INC | 13,675 | $573K | 0.1% | $35.11 | +33.5% | COM | 624580106 |
| ARCB | ARCBEST CORP | 11,764 | $571K | 0.1% | $35.21 | +26.6% | COM | 03937C105 |
| — | AMERICAN EQTY INVT LIFE HLD | 15,911 | $563K | 0.1% | $30.82 | — | COM | 025676206 |
| FOSL | FOSSIL GROUP INC | 24,176 | $563K | 0.1% | $21.18 | +18.9% | COM | 34988V106 |
| — | CONNS INC | 15,845 | $560K | 0.1% | $34.11 | — | COM | 208242107 |
| ENVA | ENOVA INTL INC | 18,873 | $544K | 0.1% | $23.08 | +47.6% | COM | 29357K103 |
| HUM | HUMANA INC | 1,604 | $543K | 0.1% | $262.57 | +16.1% | COM | 444859102 |
| RILY | B RILEY FINL INC | 22,785 | $516K | 0.1% | $19.62 | +13.9% | COM | 05580M108 |
| WTV | WISDOMTREE TR | 5,849 | $511K | 0.1% | $80.65 | — | US QLT SHRHD YLD | 97717W547 |
| — | HOLLYFRONTIER CORP | 7,108 | $497K | 0.1% | $53.74 | — | COM | 436106108 |
| WRLD | WORLD ACCEP CORP DEL | 4,282 | $490K | 0.1% | $105.26 | +9.0% | COM | 981419104 |
| KFY | KORN FERRY INTL | 9,795 | $482K | 0.1% | $42.97 | +28.5% | COM NEW | 500643200 |
| PENN | PENN NATL GAMING INC | 14,517 | $478K | 0.1% | $29.74 | +11.9% | COM | 707569109 |
| — | WELLCARE HEALTH PLANS INC | 1,465 | $470K | 0.1% | $216.90 | — | COM | 94946T106 |
| UVE | UNIVERSAL INS HLDGS INC | 9,540 | $463K | 0.1% | $35.35 | +21.6% | COM | 91359V107 |
| — | RESOLUTE FST PRODS INC | 35,228 | $456K | 0.1% | $10.73 | — | COM | 76117W109 |
| SCVL | SHOE CARNIVAL INC | 11,689 | $450K | 0.1% | $14.51 | +22.4% | COM | 824889109 |
| TBBK | BANCORP INC DEL | 46,621 | $447K | 0.1% | $9.93 | +1.8% | COM | 05969A105 |
| DK | DELEK US HLDGS INC NEW | 10,539 | $447K | 0.1% | $30.28 | +27.1% | COM | 24665A103 |
| — | VANECK VECTORS ETF TR | 26,843 | $442K | 0.1% | $18.70 | — | JP MORGAN MKTS | 92189F494 |
| PBF | PBF ENERGY INC | 8,807 | $440K | 0.1% | $42.68 | +11.3% | CL A | 69318G106 |
| OFG | OFG BANCORP | 27,182 | $439K | 0.1% | $13.92 | +16.3% | COM | 67103X102 |
| — | FEDNAT HLDG CO | 16,781 | $428K | 0.1% | $23.41 | — | COM | 31431B109 |
| CVSA | ADTALEM GLOBAL ED INC | 8,736 | $421K | 0.1% | $47.39 | +6.3% | COM | 00737L103 |
| TLYS | TILLYS INC | 22,105 | $419K | 0.1% | $9.84 | +26.0% | CL A | 886885102 |
| RL | RALPH LAUREN CORP | 3,016 | $415K | 0.1% | $105.98 | +8.7% | CL A | 751212101 |
| — | ON DECK CAP INC | 53,108 | $402K | 0.1% | $7.08 | — | COM | 682163100 |
| KMPR | KEMPER CORP DEL | 4,965 | $399K | 0.1% | $64.68 | +21.1% | COM | 488401100 |
| — | KEMET CORP | 21,488 | $399K | 0.1% | $18.73 | — | COM NEW | 488360207 |
| — | XCERRA CORP | 27,987 | $399K | 0.1% | $13.99 | — | COM | 98400J108 |
| SUSA | ISHARES TR | 3,321 | $396K | 0.1% | $110.87 | — | MSCI USA ESG SLC | 464288802 |
| AA | ALCOA CORP | 9,552 | $386K | 0.1% | $31.49 | +31.8% | COM | 013872106 |
| — | AARONS INC | 7,038 | $383K | 0.1% | $47.50 | — | COM PAR $0.50 | 002535300 |
| WERN | WERNER ENTERPRISES INC | 10,716 | $379K | 0.1% | $38.50 | -3.7% | COM | 950755108 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 14,978 | $372K | 0.1% | $13.17 | +58.3% | COM | 02553E106 |
| — | SCHNITZER STL INDS | 13,675 | $370K | 0.1% | $31.66 | — | CL A | 806882106 |
| GNW | GENWORTH FINL INC | 88,148 | $368K | 0.1% | $3.61 | +25.3% | COM CL A | 37247D106 |
| — | TCF FINL CORP | 15,417 | $367K | 0.1% | $24.51 | — | COM | 872275102 |
| — | HEIDRICK & STRUGGLES INTL IN | 10,722 | $363K | 0.1% | $34.82 | — | COM | 422819102 |
| CTRN | CITI TRENDS INC | 12,515 | $360K | 0.1% | $24.89 | +15.4% | COM | 17306X102 |
| LPX | LOUISIANA PAC CORP | 13,569 | $359K | 0.1% | $28.65 | -0.5% | COM | 546347105 |
| RF | REGIONS FINL CORP NEW | 19,450 | $357K | 0.1% | $13.90 | +0.3% | COM | 7591EP100 |
| M | MACYS INC | 10,268 | $357K | 0.1% | $40.92 | -9.1% | COM | 55616P104 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 23,775 | $353K | 0.1% | $15.94 | — | COM SER A | 531465102 |
| CNNE | CANNAE HLDGS INC | 15,958 | $334K | 0.0% | $18.94 | -1.7% | COM | 13765N107 |
| — | FIAT CHRYSLER AUTOMOBILES N | 18,938 | $332K | 0.0% | $19.93 | — | SHS | N31738102 |
| — | INTREPID POTASH INC | 90,548 | $325K | 0.0% | $3.84 | — | COM | 46121Y102 |
| ZUMZ | ZUMIEZ INC | 12,250 | $323K | 0.0% | $25.09 | +4.5% | COM | 989817101 |
| VSH | VISHAY INTERTECHNOLOGY INC | 15,863 | $323K | 0.0% | $17.63 | +14.9% | COM | 928298108 |
| VTEB | VANGUARD MUN BD FD INC | 6,208 | $314K | 0.0% | $50.88 | — | TAX EXEMPT BD | 922907746 |
| WD | WALKER & DUNLOP INC | 5,716 | $302K | 0.0% | $42.09 | +9.3% | COM | 93148P102 |
| — | ZAGG INC | 20,456 | $302K | 0.0% | $16.93 | — | COM | 98884U108 |
| RUSHA | RUSH ENTERPRISES INC | 7,685 | $302K | 0.0% | $20.37 | -6.3% | CL A | 781846209 |
| — | NEW YORK & CO INC | 76,825 | $297K | 0.0% | $4.94 | — | COM | 649295102 |
| HRTG | HERITAGE INS HLDGS INC | 19,929 | $295K | 0.0% | $16.87 | -6.4% | COM | 42727J102 |
| — | TAILORED BRANDS INC | 11,635 | $293K | 0.0% | $25.45 | — | COM | 87403A107 |
| — | ELECTRO SCIENTIFIC INDS | 16,458 | $287K | 0.0% | $15.99 | — | COM | 285229100 |
| HUN | HUNTSMAN CORP | 10,510 | $286K | 0.0% | $20.35 | +49.7% | COM | 447011107 |
| BTU | PEABODY ENERGY CORP NEW | 8,001 | $285K | 0.0% | $36.06 | +4.3% | COM | 704551100 |
| TUSK | MAMMOTH ENERGY SVCS INC | 9,596 | $279K | 0.0% | $34.81 | -5.4% | COM | 56155L108 |
| — | CORPORATE CAP TR INC | 17,558 | $268K | 0.0% | $15.57 | — | COM | 219880101 |
| MU | MICRON TECHNOLOGY INC | 5,904 | $267K | 0.0% | $52.25 | -5.8% | COM | 595112103 |
| VAC | MARRIOTT VACATIONS WRLDWDE C | 2,378 | $266K | 0.0% | $118.20 | 0.0% | COM | 57164Y107 |
| LNWO | SCIENTIFIC GAMES CORP | 10,166 | $258K | 0.0% | $45.79 | -20.8% | COM | 80874P109 |
| VWO | VANGUARD INTL EQUITY INDEX F | 6,135 | $252K | 0.0% | $40.70 | — | FTSE EMR MKT ETF | 922042858 |
| — | TRIPLE-S MGMT CORP | 13,233 | $250K | 0.0% | $26.25 | — | CL B | 896749108 |
| JLL | JONES LANG LASALLE INC | 1,722 | $249K | 0.0% | $166.48 | -6.4% | COM | 48020Q107 |
| KELYA | KELLY SVCS INC | 10,287 | $247K | 0.0% | $21.97 | 0.0% | CL A | 488152208 |
| EZPW | EZCORP INC | 23,111 | $247K | 0.0% | $12.85 | -11.4% | CL A NON VTG | 302301106 |
| CYD | CHINA YUCHAI INTL LTD | 13,911 | $240K | 0.0% | $15.16 | -9.1% | COM | G21082105 |
| TAIL | CAMBRIA ETF TR | 12,000 | $240K | 0.0% | $23.44 | — | TAIL RISK | 132061862 |
| — | TRONOX LTD | 19,622 | $234K | 0.0% | $17.60 | — | SHS CL A | Q9235V101 |
| — | CONCERT PHARMACEUTICALS INC | 15,046 | $223K | 0.0% | $16.53 | — | COM | 206022105 |
| VTV | VANGUARD INDEX FDS | 1,931 | $214K | 0.0% | $95.60 | — | VALUE ETF | 922908744 |
| IDV | ISHARES TR | 6,473 | $211K | 0.0% | $32.60 | — | INTL SEL DIV ETF | 464288448 |
| — | COSAN LTD | 28,950 | $195K | 0.0% | $7.48 | — | SHS A | G25343107 |