Location: Manhattan Beach, CA
CIK: 0001529389 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 13, 2019
Total Value: $590M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GMOM | CAMBRIA ETF TR | 1,021,772 | $24.84M | 4.2% | $24.62 | — | GLB MOMENT ETF | 132061508 |
| BND | VANGUARD BD INDEX FD INC | 203,562 | $16.12M | 2.7% | $80.28 | — | TOTAL BND MRKT | 921937835 |
| WTMF | WISDOMTREE TR | 302,626 | $11.73M | 2.0% | $40.30 | — | FUTRE STRAT FD | 97717W125 |
| VAMO | CAMBRIA ETF TR | 504,965 | $11.06M | 1.9% | $24.40 | — | VALUE MOMENTUM | 132061888 |
| IWM | ISHARES TR | 72,711 | $9.736M | 1.7% | $148.22 | — | RUSSELL 2000 ETF | 464287655 |
| BNDX | VANGUARD CHARLOTTE FDS | 172,427 | $9.362M | 1.6% | $54.21 | — | INTL BD IDX ETF | 92203J407 |
| — | CAMBRIA ETF TR | 377,428 | $9.296M | 1.6% | $27.32 | — | SOVEREIGN BD ETF | 132061805 |
| GLD | SPDR GOLD TRUST | 73,011 | $8.853M | 1.5% | $118.02 | — | GOLD SHS | 78463V107 |
| VTI | VANGUARD INDEX FDS | 64,265 | $8.317M | 1.4% | $138.18 | — | TOTAL STK MKT | 922908769 |
| VCSH | VANGUARD SCOTTSDALE FDS | 97,055 | $7.565M | 1.3% | $78.20 | — | SHRT TRM CORP BD | 92206C409 |
| GVAL | CAMBRIA ETF TR | 356,713 | $7.491M | 1.3% | $23.72 | — | GLOBAL VALUE ETF | 132061409 |
| IYR | ISHARES TR | 97,136 | $7.279M | 1.2% | $79.88 | — | U.S. REAL ES ETF | 464287739 |
| EYLD | CAMBRIA ETF TR | 256,363 | $7.133M | 1.2% | $30.56 | — | EMRG SHAREHLDR | 132061706 |
| VNQ | VANGUARD INDEX FDS | 95,102 | $7.091M | 1.2% | $80.57 | — | REAL ESTATE ETF | 922908553 |
| IEI | ISHARES TR | 55,855 | $6.781M | 1.2% | $121.40 | — | 3 7 YR TREAS BD | 464288661 |
| IEF | ISHARES TR | 62,567 | $6.519M | 1.1% | $104.19 | — | BARCLAYS 7 10 YR | 464287440 |
| MBB | ISHARES TR | 61,755 | $6.463M | 1.1% | $104.66 | — | MBS ETF | 464288588 |
| BSV | VANGUARD BD INDEX FD INC | 81,583 | $6.41M | 1.1% | $78.57 | — | SHORT TRM BOND | 921937827 |
| SHY | ISHARES TR | 76,535 | $6.4M | 1.1% | $83.62 | — | 1 3 YR TREAS BD | 464287457 |
| SYLD | CAMBRIA ETF TR | 196,549 | $6.382M | 1.1% | $35.87 | — | SHSHLD YIELD ETF | 132061201 |
| JXI | ISHARES TR | 124,262 | $6.101M | 1.0% | $49.10 | — | GLOB UTILITS ETF | 464288711 |
| EFA | ISHARES TR | 102,191 | $6.007M | 1.0% | $69.53 | — | MSCI EAFE ETF | 464287465 |
| REZ | ISHARES TR | 95,131 | $5.93M | 1.0% | $62.89 | — | RESIDNL REAL EST | 464288562 |
| TXN | TEXAS INSTRS INC | 62,480 | $5.905M | 1.0% | $68.21 | +16.0% | COM | 882508104 |
| REM | ISHARES TR | 145,633 | $5.817M | 1.0% | $42.43 | — | MORTGE REL ETF | 46435G342 |
| IXJ | ISHARES TR | 101,800 | $5.767M | 1.0% | $61.47 | — | GLOB HLTHCRE ETF | 464287325 |
| AFL | AFLAC INC | 124,147 | $5.656M | 1.0% | $32.13 | +17.0% | COM | 001055102 |
| PDBC | INVESCO ACTIVELY MANAGD ETF | 355,301 | $5.354M | 0.9% | $18.16 | — | OPTIMUM YIELD | 46090F100 |
| AAPL | APPLE INC | 33,545 | $5.291M | 0.9% | $31.91 | +44.2% | COM | 037833100 |
| DG | DOLLAR GEN CORP NEW | 46,837 | $5.062M | 0.9% | $88.34 | +11.6% | COM | 256677105 |
| SPY | SPDR S&P 500 ETF TR | 19,592 | $4.896M | 0.8% | $241.79 | — | TR UNIT | 78462F103 |
| JPM | JPMORGAN CHASE & CO | 48,666 | $4.751M | 0.8% | $69.93 | +25.2% | COM | 46625H100 |
| WFC | WELLS FARGO CO NEW | 101,755 | $4.689M | 0.8% | $42.22 | -0.4% | COM | 949746101 |
| KXI | ISHARES TR | 101,162 | $4.65M | 0.8% | $45.97 | — | GLB CNSM STP ETF | 464288737 |
| FYLD | CAMBRIA ETF TR | 213,124 | $4.584M | 0.8% | $23.15 | — | CAMBRIA FGN SHR | 132061300 |
| XOM | EXXON MOBIL CORP | 66,857 | $4.559M | 0.8% | $55.21 | +2.1% | COM | 30231G102 |
| TLT | ISHARES TR | 37,233 | $4.524M | 0.8% | $124.76 | — | 20 YR TR BD ETF | 464287432 |
| LLY | LILLY ELI & CO | 38,078 | $4.407M | 0.7% | $71.90 | +41.0% | COM | 532457108 |
| USB | US BANCORP DEL | 96,307 | $4.401M | 0.7% | $36.99 | +3.5% | COM NEW | 902973304 |
| SBUX | STARBUCKS CORP | 67,945 | $4.375M | 0.7% | $47.56 | +12.8% | COM | 855244109 |
| ELV | ANTHEM INC | 16,641 | $4.37M | 0.7% | $209.58 | +19.4% | COM | 036752103 |
| MRK | MERCK & CO INC | 56,338 | $4.305M | 0.7% | $45.74 | +23.5% | COM | 58933Y105 |
| ABT | ABBOTT LABS | 58,906 | $4.261M | 0.7% | $38.90 | +59.8% | COM | 002824100 |
| CME | CME GROUP INC | 22,630 | $4.257M | 0.7% | $91.00 | +56.3% | COM CL A | 12572Q105 |
| PG | PROCTER AND GAMBLE CO | 45,885 | $4.218M | 0.7% | $70.26 | +6.4% | COM | 742718109 |
| MCD | MCDONALDS CORP | 23,552 | $4.183M | 0.7% | $118.40 | +26.8% | COM | 580135101 |
| AMGN | AMGEN INC | 21,113 | $4.111M | 0.7% | $127.26 | +23.2% | COM | 031162100 |
| DEO | DIAGEO P L C | 28,879 | $4.095M | 0.7% | $134.98 | — | SPON ADR NEW | 25243Q205 |
| APD | AIR PRODS & CHEMS INC | 25,452 | $4.073M | 0.7% | $114.88 | +15.9% | COM | 009158106 |
| NEE | NEXTERA ENERGY INC | 23,358 | $4.06M | 0.7% | $27.62 | +32.7% | COM | 65339F101 |
| VGIT | VANGUARD SCOTTSDALE FDS | 63,822 | $4.051M | 0.7% | $63.54 | — | INTER TERM TREAS | 92206C706 |
| WMT | WALMART INC | 43,472 | $4.049M | 0.7% | $21.67 | +32.7% | COM | 931142103 |
| KMB | KIMBERLY CLARK CORP | 35,513 | $4.046M | 0.7% | $92.20 | -6.3% | COM | 494368103 |
| WM | WASTE MGMT INC DEL | 45,051 | $4.009M | 0.7% | $62.59 | +27.3% | COM | 94106L109 |
| PEP | PEPSICO INC | 36,277 | $4.008M | 0.7% | $88.28 | +2.7% | COM | 713448108 |
| GPC | GENUINE PARTS CO | 41,556 | $3.99M | 0.7% | $68.73 | +17.1% | COM | 372460105 |
| JNJ | JOHNSON & JOHNSON | 30,692 | $3.961M | 0.7% | $104.09 | +9.6% | COM | 478160104 |
| SO | SOUTHERN CO | 89,738 | $3.941M | 0.7% | $34.63 | -1.1% | COM | 842587107 |
| UNH | UNITEDHEALTH GROUP INC | 15,689 | $3.908M | 0.7% | $163.68 | +43.6% | COM | 91324P102 |
| PAYX | PAYCHEX INC | 59,770 | $3.894M | 0.7% | $45.39 | +21.3% | COM | 704326107 |
| ORCL | ORACLE CORP | 86,189 | $3.891M | 0.7% | $43.84 | -1.5% | COM | 68389X105 |
| CVX | CHEVRON CORP NEW | 35,685 | $3.882M | 0.7% | $73.59 | +15.2% | COM | 166764100 |
| CSCO | CISCO SYS INC | 89,207 | $3.866M | 0.7% | $25.24 | +46.2% | COM | 17275R102 |
| MMM | 3M CO | 20,225 | $3.853M | 0.7% | $129.19 | -0.7% | COM | 88579Y101 |
| MSFT | MICROSOFT CORP | 37,790 | $3.839M | 0.7% | $62.45 | +60.1% | COM | 594918104 |
| EMR | EMERSON ELEC CO | 64,224 | $3.838M | 0.7% | $49.74 | +14.6% | COM | 291011104 |
| NSC | NORFOLK SOUTHERN CORP | 25,579 | $3.825M | 0.6% | $98.76 | +44.1% | COM | 655844108 |
| SYY | SYSCO CORP | 60,346 | $3.781M | 0.6% | $42.20 | +32.1% | COM | 871829107 |
| MS | MORGAN STANLEY | 95,053 | $3.769M | 0.6% | $40.66 | -13.9% | COM NEW | 617446448 |
| FDS | FACTSET RESH SYS INC | 18,825 | $3.768M | 0.6% | $151.13 | +35.9% | COM | 303075105 |
| T | AT&T INC | 131,278 | $3.747M | 0.6% | $15.73 | -10.9% | COM | 00206R102 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 38,438 | $3.699M | 0.6% | $68.41 | +40.0% | COM | 11133T103 |
| — | HARRIS CORP DEL | 27,309 | $3.677M | 0.6% | $123.66 | — | COM | 413875105 |
| — | EATON VANCE CORP | 104,382 | $3.672M | 0.6% | $45.42 | — | COM NON VTG | 278265103 |
| MO | ALTRIA GROUP INC | 74,292 | $3.67M | 0.6% | $38.34 | -13.6% | COM | 02209S103 |
| OXY | OCCIDENTAL PETE CORP DEL | 59,762 | $3.668M | 0.6% | $50.02 | +19.0% | COM | 674599105 |
| ACN | ACCENTURE PLC IRELAND | 25,570 | $3.606M | 0.6% | $111.96 | +27.6% | SHS CLASS A | G1151C101 |
| — | UNITED TECHNOLOGIES CORP | 33,602 | $3.578M | 0.6% | $118.12 | — | COM | 913017109 |
| LMT | LOCKHEED MARTIN CORP | 13,632 | $3.57M | 0.6% | $231.98 | +7.8% | COM | 539830109 |
| INTC | INTEL CORP | 73,944 | $3.47M | 0.6% | $32.83 | +22.4% | COM | 458140100 |
| VNQI | VANGUARD INTL EQUITY INDEX F | 52,991 | $2.777M | 0.5% | $58.35 | — | GLB EX US ETF | 922042676 |
| ITW | ILLINOIS TOOL WKS INC | 19,652 | $2.49M | 0.4% | $114.84 | -3.8% | COM | 452308109 |
| MTUM | ISHARES TR | 24,065 | $2.412M | 0.4% | $82.93 | — | USA MOMENTUM FCT | 46432F396 |
| FCN | FTI CONSULTING INC | 35,570 | $2.371M | 0.4% | $58.57 | +14.7% | COM | 302941109 |
| VGLT | VANGUARD SCOTTSDALE FDS | 31,484 | $2.352M | 0.4% | $74.79 | — | LONG TERM TREAS | 92206C847 |
| HYEM | VANECK VECTORS ETF TR | 104,922 | $2.348M | 0.4% | $24.06 | — | EMERGING MKTS HI | 92189F353 |
| UAL | UNITED CONTL HLDGS INC | 26,996 | $2.26M | 0.4% | $51.01 | +72.2% | COM | 910047109 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 6,514 | $2.243M | 0.4% | $12.30 | +85.0% | COM | 67103H107 |
| WIP | SPDR SERIES TRUST | 41,773 | $2.173M | 0.4% | $55.40 | — | FTSE INT GVT ETF | 78464A490 |
| MUB | ISHARES TR | 19,898 | $2.17M | 0.4% | $110.75 | — | NATIONAL MUN ETF | 464288414 |
| SCHP | SCHWAB STRATEGIC TR | 40,755 | $2.17M | 0.4% | $55.18 | — | US TIPS ETF | 808524870 |
| HD | HOME DEPOT INC | 11,620 | $1.997M | 0.3% | $84.21 | +78.6% | COM | 437076102 |
| LOW | LOWES COS INC | 19,840 | $1.832M | 0.3% | $52.78 | +60.3% | COM | 548661107 |
| VCIT | VANGUARD SCOTTSDALE FDS | 21,296 | $1.765M | 0.3% | $86.73 | — | INT-TERM CORP | 92206C870 |
| SCHH | SCHWAB STRATEGIC TR | 45,099 | $1.737M | 0.3% | $41.23 | — | US REIT ETF | 808524847 |
| ORI | OLD REP INTL CORP | 83,687 | $1.722M | 0.3% | $11.52 | +4.4% | COM | 680223104 |
| AGO | ASSURED GUARANTY LTD | 43,392 | $1.661M | 0.3% | $23.36 | +51.0% | COM | G0585R106 |
| BJRI | BJS RESTAURANTS INC | 32,050 | $1.621M | 0.3% | $52.79 | +12.4% | COM | 09180C106 |
| — | WADDELL & REED FINL INC | 86,055 | $1.556M | 0.3% | $18.01 | — | CL A | 930059100 |
| KSS | KOHLS CORP | 23,363 | $1.55M | 0.3% | $57.14 | +22.8% | COM | 500255104 |
| AAVM | ALPHA ARCHITECT ETF TR | 63,344 | $1.536M | 0.3% | $28.02 | — | VAL MOMTM TRND | 02072L508 |
| — | GUESS INC | 72,554 | $1.507M | 0.3% | $19.77 | — | COM | 401617105 |
| ALL | ALLSTATE CORP | 18,230 | $1.506M | 0.3% | $55.57 | +36.6% | COM | 020002101 |
| SHV | ISHARES TR | 13,377 | $1.483M | 0.3% | $110.27 | — | SHORT TREAS BD | 464288679 |
| BA | BOEING CO | 4,564 | $1.472M | 0.2% | $243.19 | +37.7% | COM | 097023105 |
| ETN | EATON CORP PLC | 21,387 | $1.468M | 0.2% | $51.97 | +25.1% | SHS | G29183103 |
| — | GANNETT CO INC | 167,250 | $1.426M | 0.2% | $10.59 | — | COM | 36473H104 |
| TRV | TRAVELERS COMPANIES INC | 11,910 | $1.426M | 0.2% | $86.46 | +24.0% | COM | 89417E109 |
| LUV | SOUTHWEST AIRLS CO | 30,490 | $1.417M | 0.2% | $35.50 | +36.5% | COM | 844741108 |
| — | ARCH COAL INC | 17,024 | $1.413M | 0.2% | $78.85 | — | CL A | 039380407 |
| GLW | CORNING INC | 46,254 | $1.397M | 0.2% | $16.62 | +57.4% | COM | 219350105 |
| HCC | WARRIOR MET COAL INC | 55,862 | $1.347M | 0.2% | $26.32 | -2.9% | COM | 93627C101 |
| — | SUNTRUST BKS INC | 26,593 | $1.341M | 0.2% | $41.62 | — | COM | 867914103 |
| — | SIX FLAGS ENTMT CORP NEW | 23,625 | $1.314M | 0.2% | $46.94 | — | COM | 83001A102 |
| CMI | CUMMINS INC | 9,826 | $1.313M | 0.2% | $118.39 | -0.8% | COM | 231021106 |
| DECK | DECKERS OUTDOOR CORP | 10,214 | $1.307M | 0.2% | $17.41 | +16.4% | COM | 243537107 |
| BKE | BUCKLE INC | 67,228 | $1.3M | 0.2% | $11.16 | -16.4% | COM | 118440106 |
| — | RENEWABLE ENERGY GROUP INC | 50,355 | $1.294M | 0.2% | $21.35 | — | COM NEW | 75972A301 |
| DAL | DELTA AIR LINES INC DEL | 25,782 | $1.286M | 0.2% | $41.33 | +23.6% | COM NEW | 247361702 |
| VEA | VANGUARD TAX MANAGED INTL FD | 33,497 | $1.252M | 0.2% | $41.45 | — | FTSE DEV MKT ETF | 921943858 |
| AVT | AVNET INC | 34,529 | $1.246M | 0.2% | $33.69 | +1.6% | COM | 053807103 |
| — | INTERPUBLIC GROUP COS INC | 59,886 | $1.235M | 0.2% | $17.32 | -1.1% | COM | 460690100 |
| — | DISCOVER FINL SVCS | 20,511 | $1.21M | 0.2% | $70.50 | — | COM | 254709108 |
| GNTX | GENTEX CORP | 59,799 | $1.209M | 0.2% | $23.72 | -11.7% | COM | 371901109 |
| — | FOOT LOCKER INC | 22,311 | $1.187M | 0.2% | $52.56 | — | COM | 344849104 |
| VO | VANGUARD INDEX FDS | 8,570 | $1.184M | 0.2% | $158.68 | — | MID CAP ETF | 922908629 |
| IHY | VANECK VECTORS ETF TR | 50,042 | $1.171M | 0.2% | $24.68 | — | INTL HIGH YIELD | 92189F445 |
| RHI | ROBERT HALF INTL INC | 19,849 | $1.135M | 0.2% | $49.11 | +25.0% | COM | 770323103 |
| SCVL | SHOE CARNIVAL INC | 33,224 | $1.113M | 0.2% | $17.13 | +8.3% | COM | 824889109 |
| BBY | BEST BUY INC | 20,993 | $1.112M | 0.2% | $31.73 | +56.5% | COM | 086516101 |
| HPQ | HP INC | 54,354 | $1.112M | 0.2% | $12.25 | +48.9% | COM | 40434L105 |
| — | NEW YORK CMNTY BANCORP INC | 115,348 | $1.085M | 0.2% | $11.03 | — | COM | 649445103 |
| VOYA | VOYA FINL INC | 26,799 | $1.076M | 0.2% | $46.41 | -14.0% | COM | 929089100 |
| FITB | FIFTH THIRD BANCORP | 45,696 | $1.075M | 0.2% | $14.60 | +36.0% | COM | 316773100 |
| SIG | SIGNET JEWELERS LIMITED | 33,798 | $1.073M | 0.2% | $43.36 | 0.0% | SHS | G81276100 |
| — | WALGREENS BOOTS ALLIANCE INC | 15,597 | $1.066M | 0.2% | $68.35 | — | COM | 931427108 |
| VLO | VALERO ENERGY CORP NEW | 14,091 | $1.056M | 0.2% | $48.94 | +34.0% | COM | 91913Y100 |
| SYF | SYNCHRONY FINL | 44,908 | $1.054M | 0.2% | $28.33 | -20.2% | COM | 87165B103 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 78,609 | $1.038M | 0.2% | $13.01 | -8.4% | COM | 42824C109 |
| CFG | CITIZENS FINL GROUP INC | 34,840 | $1.036M | 0.2% | $30.59 | -16.0% | COM | 174610105 |
| FHI | FEDERATED INVS INC PA | 38,462 | $1.021M | 0.2% | $18.02 | 0.0% | CL B | 314211103 |
| AMP | AMERIPRISE FINL INC | 9,607 | $1.003M | 0.2% | $104.48 | +5.2% | COM | 03076C106 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 13,888 | $1.001M | 0.2% | $61.32 | — | COM CL A | 848574109 |
| SANM | SANMINA CORPORATION | 40,713 | $980K | 0.2% | $26.52 | -5.1% | COM | 801056102 |
| ANF | ABERCROMBIE & FITCH CO | 48,658 | $976K | 0.2% | $22.66 | -22.8% | CL A | 002896207 |
| BEN | FRANKLIN RES INC | 32,525 | $965K | 0.2% | $21.92 | 0.0% | COM | 354613101 |
| RGA | REINSURANCE GROUP AMER INC | 6,841 | $959K | 0.2% | $141.72 | 0.0% | COM NEW | 759351604 |
| TRMK | TRUSTMARK CORP | 33,720 | $959K | 0.2% | $24.90 | 0.0% | COM | 898402102 |
| MTB | M & T BK CORP | 6,685 | $957K | 0.2% | $127.57 | 0.0% | COM | 55261F104 |
| RRX | REGAL BELOIT CORP | 13,616 | $954K | 0.2% | $75.57 | 0.0% | COM | 758750103 |
| GME | GAMESTOP CORP NEW | 75,211 | $949K | 0.2% | $3.31 | 0.0% | CL A | 36467W109 |
| TGT | TARGET CORP | 14,081 | $930K | 0.2% | $52.72 | +20.1% | COM | 87612E106 |
| COP | CONOCOPHILLIPS | 14,894 | $928K | 0.2% | $53.41 | 0.0% | COM | 20825C104 |
| GAP | GAP INC DEL | 35,584 | $917K | 0.2% | $19.11 | +8.5% | COM | 364760108 |
| NUE | NUCOR CORP | 17,646 | $914K | 0.2% | $50.72 | 0.0% | COM | 670346105 |
| — | XEROX CORP | 45,774 | $904K | 0.2% | $19.75 | — | COM NEW | 984121608 |
| UVV | UNIVERSAL CORP VA | 16,621 | $900K | 0.2% | $56.56 | +13.9% | COM | 913456109 |
| — | PATTERSON COMPANIES INC | 45,467 | $894K | 0.2% | $19.66 | — | COM | 703395103 |
| PNC | PNC FINL SVCS GROUP INC | 7,614 | $890K | 0.2% | $93.26 | +6.1% | COM | 693475105 |
| — | NANOMETRICS INC | 31,143 | $851K | 0.1% | $27.33 | — | COM | 630077105 |
| SGOL | ABERDEEN STD GOLD ETF TR | 6,838 | $846K | 0.1% | $123.72 | — | PHYSCL SWISS GLD | 00326A104 |
| CROX | CROCS INC | 32,401 | $842K | 0.1% | $14.93 | +56.6% | COM | 227046109 |
| UNM | UNUM GROUP | 28,608 | $841K | 0.1% | $36.43 | -3.9% | COM | 91529Y106 |
| — | CIT GROUP INC | 21,360 | $817K | 0.1% | $50.43 | — | COM NEW | 125581801 |
| LNC | LINCOLN NATL CORP IND | 15,713 | $806K | 0.1% | $40.37 | +9.0% | COM | 534187109 |
| — | JP MORGAN EXCHANGE TRADED FD | 34,306 | $803K | 0.1% | $23.41 | — | MANAGED FUTURE | 46641Q829 |
| LEA | LEAR CORP | 6,516 | $801K | 0.1% | $123.14 | -6.3% | COM NEW | 521865204 |
| MAN | MANPOWERGROUP INC | 12,226 | $792K | 0.1% | $95.91 | -20.8% | COM | 56418H100 |
| AMAT | APPLIED MATLS INC | 23,560 | $771K | 0.1% | $34.43 | -7.9% | COM | 038222105 |
| STLD | STEEL DYNAMICS INC | 25,249 | $758K | 0.1% | $30.09 | +7.7% | COM | 858119100 |
| KALU | KAISER ALUMINUM CORP | 8,414 | $751K | 0.1% | $81.50 | -8.1% | COM PAR $0.01 | 483007704 |
| — | CBS CORP NEW | 16,768 | $733K | 0.1% | $55.98 | — | CL B | 124857202 |
| HII | HUNTINGTON INGALLS INDS INC | 3,854 | $733K | 0.1% | $179.05 | +4.0% | COM | 446413106 |
| EMN | EASTMAN CHEM CO | 9,856 | $721K | 0.1% | $64.96 | -4.9% | COM | 277432100 |
| LYB | LYONDELLBASELL INDUSTRIES N | 8,290 | $689K | 0.1% | $49.70 | +16.7% | SHS - A - | N53745100 |
| AIG | AMERICAN INTL GROUP INC | 17,409 | $686K | 0.1% | $43.36 | -16.6% | COM NEW | 026874784 |
| MCK | MCKESSON CORP | 6,127 | $677K | 0.1% | $136.92 | -13.7% | COM | 58155Q103 |
| WOR | WORTHINGTON INDS INC | 19,170 | $668K | 0.1% | $26.80 | -7.1% | COM | 981811102 |
| — | SYNOVUS FINL CORP | 20,896 | $668K | 0.1% | $41.89 | — | COM NEW | 87161C501 |
| GPI | GROUP 1 AUTOMOTIVE INC | 12,556 | $662K | 0.1% | $77.85 | -28.6% | COM | 398905109 |
| PGR | PROGRESSIVE CORP OHIO | 10,314 | $622K | 0.1% | $45.92 | +14.3% | COM | 743315103 |
| MET | METLIFE INC | 14,976 | $615K | 0.1% | $35.11 | -4.1% | COM | 59156R108 |
| — | MALLINCKRODT PUB LTD CO | 38,855 | $613K | 0.1% | $15.78 | — | SHS | G5785G107 |
| WNC | WABASH NATL CORP | 45,101 | $590K | 0.1% | $16.42 | -23.2% | COM | 929566107 |
| CNX | CNX RESOURCES CORPORATION | 51,175 | $584K | 0.1% | $16.04 | -14.0% | COM | 12653C108 |
| GDOT | GREEN DOT CORP | 7,153 | $569K | 0.1% | $36.83 | +114.5% | CL A | 39304D102 |
| WTV | WISDOMTREE TR | 7,172 | $533K | 0.1% | $79.48 | — | US QLT SHRHD YLD | 97717W547 |
| — | EXPRESS INC | 102,698 | $524K | 0.1% | $5.10 | — | COM | 30219E103 |
| DDS | DILLARDS INC | 8,255 | $498K | 0.1% | $50.19 | +3.5% | CL A | 254067101 |
| — | REALOGY HLDGS CORP | 32,602 | $479K | 0.1% | $29.07 | — | COM | 75605Y106 |
| EMLC | VANECK VECTORS ETF TR | 14,084 | $465K | 0.1% | $33.02 | — | JP MORGAN MKTS | 92189H300 |
| VTEB | VANGUARD MUN BD FD INC | 8,886 | $454K | 0.1% | $50.94 | — | TAX EXEMPT BD | 922907746 |
| VC | VISTEON CORP | 6,881 | $415K | 0.1% | $72.88 | +2.9% | COM NEW | 92839U206 |
| — | ELECTRO SCIENTIFIC INDS | 13,070 | $392K | 0.1% | $15.99 | — | COM | 285229100 |
| CNC | CENTENE CORP DEL | 3,272 | $377K | 0.1% | $55.16 | +21.4% | COM | 15135B101 |
| HUM | HUMANA INC | 1,275 | $365K | 0.1% | $262.57 | +13.5% | COM | 444859102 |
| OFG | OFG BANCORP | 21,589 | $355K | 0.1% | $13.92 | +20.9% | COM | 67103X102 |
| — | AMERICAN EQTY INVT LIFE HLD | 12,635 | $353K | 0.1% | $30.82 | — | COM | 025676206 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 14,424 | $351K | 0.1% | $23.72 | +7.6% | COM NEW | 205826209 |
| WRLD | WORLD ACCEP CORP DEL | 3,400 | $348K | 0.1% | $105.26 | -2.3% | COM | 981419104 |
| MOV | MOVADO GROUP INC | 10,861 | $343K | 0.1% | $35.11 | +5.1% | COM | 624580106 |
| — | VERSO CORP | 14,760 | $331K | 0.1% | $23.52 | — | CL A | 92531L207 |
| GNW | GENWORTH FINL INC | 70,004 | $326K | 0.1% | $3.61 | +19.7% | COM CL A | 37247D106 |
| ARCB | ARCBEST CORP | 9,342 | $320K | 0.1% | $35.21 | +4.6% | COM | 03937C105 |
| MPC | MARATHON PETE CORP | 5,249 | $310K | 0.1% | $60.06 | -9.7% | COM | 56585A102 |
| CVS | CVS HEALTH CORP | 4,680 | $307K | 0.1% | $59.39 | 0.0% | COM | 126650100 |
| FOSL | FOSSIL GROUP INC | 19,199 | $302K | 0.1% | $21.18 | -8.5% | COM | 34988V106 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 18,882 | $300K | 0.1% | $15.94 | — | COM SER A | 531465102 |
| — | KEMET CORP | 17,064 | $299K | 0.1% | $18.73 | — | COM NEW | 488360207 |
| — | HOLLYFRONTIER CORP | 5,645 | $289K | 0.0% | $53.74 | — | COM | 436106108 |
| UVE | UNIVERSAL INS HLDGS INC | 7,580 | $287K | 0.0% | $35.35 | +23.1% | COM | 91359V107 |
| — | WELLCARE HEALTH PLANS INC | 1,164 | $275K | 0.0% | $216.90 | — | COM | 94946T106 |
| TAIL | CAMBRIA ETF TR | 12,000 | $274K | 0.0% | $23.44 | — | TAIL RISK | 132061862 |
| — | HEIDRICK & STRUGGLES INTL IN | 8,517 | $266K | 0.0% | $34.82 | — | COM | 422819102 |
| — | FEDNAT HLDG CO | 13,330 | $266K | 0.0% | $23.41 | — | COM | 31431B109 |
| KMPR | KEMPER CORP DEL | 3,943 | $262K | 0.0% | $64.68 | +12.7% | COM | 488401100 |
| SUSA | ISHARES TR | 2,491 | $257K | 0.0% | $110.87 | — | MSCI USA ESG SLC | 464288802 |
| RILY | B RILEY FINL INC | 18,095 | $257K | 0.0% | $19.62 | -6.3% | COM | 05580M108 |
| — | ON DECK CAP INC | 42,174 | $249K | 0.0% | $7.08 | — | COM | 682163100 |
| M | MACYS INC | 8,154 | $243K | 0.0% | $40.92 | -19.5% | COM | 55616P104 |
| — | AARONS INC | 5,589 | $235K | 0.0% | $47.50 | — | COM PAR $0.50 | 002535300 |
| WTI | W & T OFFSHORE INC | 56,490 | $233K | 0.0% | $6.58 | -2.9% | COM | 92922P106 |
| — | NAVIGATORS GROUP INC | 3,360 | $233K | 0.0% | $69.35 | — | COM | 638904102 |
| — | RESOLUTE FST PRODS INC | 27,976 | $222K | 0.0% | $10.73 | — | COM | 76117W109 |
| FBP | FIRST BANCORP P R | 25,681 | $221K | 0.0% | $7.30 | 0.0% | COM NEW | 318672706 |
| IDV | ISHARES TR | 7,657 | $220K | 0.0% | $32.00 | — | INTL SEL DIV ETF | 464288448 |
| EAT | BRINKER INTL INC | 4,999 | $220K | 0.0% | $45.03 | 0.0% | COM | 109641100 |
| CNNE | CANNAE HLDGS INC | 12,675 | $217K | 0.0% | $18.94 | -9.5% | COM | 13765N107 |
| GCO | GENESCO INC | 4,888 | $217K | 0.0% | $43.20 | 0.0% | COM | 371532102 |
| BPOP | POPULAR INC | 4,509 | $213K | 0.0% | $41.72 | 0.0% | COM NEW | 733174700 |
| HCA | HCA HEALTHCARE INC | 1,679 | $209K | 0.0% | $126.05 | 0.0% | COM | 40412C101 |
| DNOW | NOW INC | 17,516 | $204K | 0.0% | $13.98 | 0.0% | COM | 67011P100 |
| DKS | DICKS SPORTING GOODS INC | 6,502 | $203K | 0.0% | $27.83 | 0.0% | COM | 253393102 |
| NWBI | NORTHWEST BANCSHARES INC MD | 11,900 | $202K | 0.0% | $10.85 | 0.0% | COM | 667340103 |
| THG | HANOVER INS GROUP INC | 1,717 | $200K | 0.0% | $89.53 | 0.0% | COM | 410867105 |
| ARCC | ARES CAP CORP | 12,356 | $193K | 0.0% | $8.36 | 0.0% | COM | 04010L103 |
| — | STEELCASE INC | 12,735 | $189K | 0.0% | $14.84 | — | CL A | 858155203 |
| SBH | SALLY BEAUTY HLDGS INC | 10,959 | $187K | 0.0% | $18.71 | 0.0% | COM | 79546E104 |
| — | CENTURYLINK INC | 12,093 | $183K | 0.0% | $15.13 | — | COM | 156700106 |
| TBCH | TURTLE BEACH CORP | 12,421 | $177K | 0.0% | $17.20 | 0.0% | COM NEW | 900450206 |
| GTN | GRAY TELEVISION INC | 11,969 | $176K | 0.0% | $17.36 | 0.0% | COM | 389375106 |
| MGY | MAGNOLIA OIL & GAS CORP | 15,542 | $174K | 0.0% | $12.58 | 0.0% | CL A | 559663109 |
| — | RTW RETAILWINDS INC | 61,012 | $173K | 0.0% | $2.84 | — | COM | 74980D100 |
| UIS | UNISYS CORP | 11,440 | $133K | 0.0% | $15.74 | 0.0% | COM NEW | 909214306 |
| — | VITAMIN SHOPPE INC | 22,544 | $107K | 0.0% | $4.75 | — | COM | 92849E101 |