Location: Manhattan Beach, CA
CIK: 0001529389 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 8, 2019
Total Value: $646M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GMOM | CAMBRIA ETF TR | 1,137,072 | $28.56M | 4.4% | $24.67 | — | GLB MOMENT ETF | 132061508 |
| BND | VANGUARD BD INDEX FD INC | 205,311 | $16.67M | 2.6% | $80.28 | — | TOTAL BND MRKT | 921937835 |
| IWM | ISHARES TR | 73,126 | $11.2M | 1.7% | $148.22 | — | RUSSELL 2000 ETF | 464287655 |
| — | CAMBRIA ETF TR | 401,277 | $10.02M | 1.6% | $27.18 | — | SOVEREIGN BD ETF | 132061805 |
| BNDX | VANGUARD CHARLOTTE FDS | 174,898 | $9.773M | 1.5% | $54.23 | — | INTL BD IDX ETF | 92203J407 |
| GLD | SPDR GOLD TRUST | 73,518 | $8.97M | 1.4% | $118.02 | — | GOLD SHS | 78463V107 |
| GVAL | CAMBRIA ETF TR | 389,696 | $8.819M | 1.4% | $23.63 | — | GLOBAL VALUE ETF | 132061409 |
| HYEM | VANECK VECTORS ETF TR | 374,120 | $8.743M | 1.4% | $23.56 | — | EMERGING MKTS HI | 92189F353 |
| EYLD | CAMBRIA ETF TR | 272,325 | $8.467M | 1.3% | $30.59 | — | EMRG SHAREHLDR | 132061706 |
| VNQ | VANGUARD INDEX FDS | 94,929 | $8.25M | 1.3% | $80.57 | — | REAL ESTATE ETF | 922908553 |
| IYR | ISHARES TR | 90,927 | $7.914M | 1.2% | $79.88 | — | U.S. REAL ES ETF | 464287739 |
| VCSH | VANGUARD SCOTTSDALE FDS | 98,317 | $7.842M | 1.2% | $78.22 | — | SHRT TRM CORP BD | 92206C409 |
| SYLD | CAMBRIA ETF TR | 210,705 | $7.587M | 1.2% | $35.88 | — | SHSHLD YIELD ETF | 132061201 |
| IEF | ISHARES TR | 70,390 | $7.509M | 1.2% | $104.47 | — | BARCLAYS 7 10 YR | 464287440 |
| DBP | INVESCO DB MLTI SECTR CMMTY | 202,299 | $7.333M | 1.1% | $36.25 | — | PRECIOUS METAL | 46140H502 |
| IEI | ISHARES TR | 55,677 | $6.859M | 1.1% | $121.40 | — | 3 7 YR TREAS BD | 464288661 |
| PCY | INVESCO EXCHNG TRADED FD TR | 244,510 | $6.852M | 1.1% | $28.02 | — | EMRNG MKT SVRG | 46138E784 |
| EFA | ISHARES TR | 105,529 | $6.845M | 1.1% | $69.38 | — | MSCI EAFE ETF | 464287465 |
| REZ | ISHARES TR | 96,224 | $6.803M | 1.1% | $62.98 | — | RESIDNL REAL EST | 464288562 |
| JXI | ISHARES TR | 125,690 | $6.794M | 1.1% | $49.15 | — | GLOB UTILITS ETF | 464288711 |
| MBB | ISHARES TR | 62,465 | $6.644M | 1.0% | $104.67 | — | MBS ETF | 464288588 |
| AAPL | APPLE INC | 34,205 | $6.497M | 1.0% | $32.08 | +26.1% | COM | 037833100 |
| TXN | TEXAS INSTRS INC | 61,068 | $6.477M | 1.0% | $68.21 | +25.2% | COM | 882508104 |
| IGF | ISHARES TR | 141,876 | $6.366M | 1.0% | $44.87 | — | GLB INFRASTR ETF | 464288372 |
| REM | ISHARES TR | 146,666 | $6.357M | 1.0% | $42.43 | — | MORTGE REL ETF | 46435G342 |
| PDBC | INVESCO ACTIVELY MANAGD ETF | 380,162 | $6.314M | 1.0% | $18.06 | — | OPTIMUM YIELD | 46090F100 |
| IXJ | ISHARES TR | 102,970 | $6.291M | 1.0% | $61.46 | — | GLOB HLTHCRE ETF | 464287325 |
| — | SPDR SERIES TRUST | 174,521 | $6.278M | 1.0% | $35.97 | — | BLOOMBERG BRCLYS | 78464A417 |
| AFL | AFLAC INC | 122,199 | $6.11M | 0.9% | $32.13 | +27.6% | COM | 001055102 |
| WTMF | WISDOMTREE TR | 154,551 | $6.01M | 0.9% | $40.30 | — | FUTRE STRAT FD | 97717W125 |
| VAMO | CAMBRIA ETF TR | 279,390 | $5.791M | 0.9% | $24.40 | — | VALUE MOMENTUM | 132061888 |
| SPY | SPDR S&P 500 ETF TR | 19,773 | $5.585M | 0.9% | $241.79 | — | TR UNIT | 78462F103 |
| DG | DOLLAR GEN CORP NEW | 45,940 | $5.481M | 0.8% | $88.34 | +20.3% | COM | 256677105 |
| XOM | EXXON MOBIL CORP | 67,475 | $5.452M | 0.8% | $55.21 | +0.4% | COM | 30231G102 |
| FYLD | CAMBRIA ETF TR | 232,525 | $5.42M | 0.8% | $23.16 | — | CAMBRIA FGN SHR | 132061300 |
| SBUX | STARBUCKS CORP | 68,523 | $5.094M | 0.8% | $47.56 | +24.6% | COM | 855244109 |
| WFC | WELLS FARGO CO NEW | 103,596 | $5.006M | 0.8% | $42.19 | -3.4% | COM | 949746101 |
| JPM | JPMORGAN CHASE & CO | 49,276 | $4.988M | 0.8% | $70.12 | +21.7% | COM | 46625H100 |
| LLY | LILLY ELI & CO | 37,324 | $4.843M | 0.8% | $71.90 | +54.3% | COM | 532457108 |
| PG | PROCTER AND GAMBLE CO | 46,453 | $4.833M | 0.7% | $70.40 | +16.6% | COM | 742718109 |
| ABT | ABBOTT LABS | 59,882 | $4.787M | 0.7% | $39.34 | +68.0% | COM | 002824100 |
| VGIT | VANGUARD SCOTTSDALE FDS | 74,009 | $4.772M | 0.7% | $63.67 | — | INTER TERM TREAS | 92206C706 |
| CSCO | CISCO SYS INC | 88,335 | $4.769M | 0.7% | $25.24 | +56.5% | COM | 17275R102 |
| TLT | ISHARES TR | 37,670 | $4.763M | 0.7% | $124.78 | — | 20 YR TR BD ETF | 464287432 |
| MRK | MERCK & CO INC | 57,258 | $4.762M | 0.7% | $45.98 | +31.1% | COM | 58933Y105 |
| APD | AIR PRODS & CHEMS INC | 24,832 | $4.742M | 0.7% | $114.88 | +26.8% | COM | 009158106 |
| FDS | FACTSET RESH SYS INC | 18,921 | $4.698M | 0.7% | $151.13 | +38.4% | COM | 303075105 |
| USB | US BANCORP DEL | 97,455 | $4.696M | 0.7% | $37.00 | +1.6% | COM NEW | 902973304 |
| DEO | DIAGEO P L C | 28,690 | $4.694M | 0.7% | $134.98 | — | SPON ADR NEW | 25243Q205 |
| MCD | MCDONALDS CORP | 24,687 | $4.688M | 0.7% | $120.06 | +28.8% | COM | 580135101 |
| WM | WASTE MGMT INC DEL | 44,946 | $4.67M | 0.7% | $62.59 | +39.0% | COM | 94106L109 |
| SO | SOUTHERN CO | 90,309 | $4.667M | 0.7% | $34.63 | +8.1% | COM | 842587107 |
| ACN | ACCENTURE PLC IRELAND | 26,394 | $4.646M | 0.7% | $112.90 | +25.9% | SHS CLASS A | G1151C101 |
| PAYX | PAYCHEX INC | 57,883 | $4.642M | 0.7% | $45.39 | +33.2% | COM | 704326107 |
| MO | ALTRIA GROUP INC | 80,470 | $4.621M | 0.7% | $37.68 | -21.1% | COM | 02209S103 |
| NEE | NEXTERA ENERGY INC | 23,875 | $4.616M | 0.7% | $27.86 | +38.5% | COM | 65339F101 |
| PEP | PEPSICO INC | 37,596 | $4.607M | 0.7% | $88.43 | +4.5% | COM | 713448108 |
| MSFT | MICROSOFT CORP | 38,906 | $4.589M | 0.7% | $63.59 | +60.9% | COM | 594918104 |
| GPC | GENUINE PARTS CO | 40,940 | $4.586M | 0.7% | $68.73 | +23.3% | COM | 372460105 |
| ORCL | ORACLE CORP | 85,019 | $4.566M | 0.7% | $43.84 | +5.1% | COM | 68389X105 |
| KMB | KIMBERLY CLARK CORP | 36,588 | $4.533M | 0.7% | $92.17 | -0.9% | COM | 494368103 |
| NSC | NORFOLK SOUTHERN CORP | 24,167 | $4.517M | 0.7% | $98.76 | +52.4% | COM | 655844108 |
| ELV | ANTHEM INC | 15,691 | $4.503M | 0.7% | $209.58 | +25.8% | COM | 036752103 |
| CVX | CHEVRON CORP NEW | 36,210 | $4.46M | 0.7% | $73.79 | +18.5% | COM | 166764100 |
| JNJ | JOHNSON & JOHNSON | 31,838 | $4.451M | 0.7% | $104.32 | +5.8% | COM | 478160104 |
| — | UNITED TECHNOLOGIES CORP | 34,096 | $4.395M | 0.7% | $118.28 | — | COM | 913017109 |
| T | AT&T INC | 138,210 | $4.334M | 0.7% | $15.65 | -9.5% | COM | 00206R102 |
| EMR | EMERSON ELEC CO | 62,866 | $4.304M | 0.7% | $49.74 | +12.6% | COM | 291011104 |
| MMM | 3M CO | 20,707 | $4.303M | 0.7% | $129.23 | +1.4% | COM | 88579Y101 |
| WMT | WALMART INC | 44,071 | $4.298M | 0.7% | $21.77 | +34.3% | COM | 931142103 |
| — | HARRIS CORP DEL | 26,863 | $4.29M | 0.7% | $123.66 | — | COM | 413875105 |
| AMGN | AMGEN INC | 22,573 | $4.288M | 0.7% | $129.03 | +19.9% | COM | 031162100 |
| SYY | SYSCO CORP | 62,731 | $4.188M | 0.6% | $42.65 | +26.9% | COM | 871829107 |
| MS | MORGAN STANLEY | 99,195 | $4.186M | 0.6% | $40.38 | -15.8% | COM NEW | 617446448 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 40,326 | $4.181M | 0.6% | $69.38 | +28.5% | COM | 11133T103 |
| LMT | LOCKHEED MARTIN CORP | 13,924 | $4.179M | 0.6% | $232.22 | +4.9% | COM | 539830109 |
| OXY | OCCIDENTAL PETE CORP | 62,502 | $4.138M | 0.6% | $50.31 | +12.3% | COM | 674599105 |
| — | EATON VANCE CORP | 101,629 | $4.097M | 0.6% | $45.42 | — | COM NON VTG | 278265103 |
| CME | CME GROUP INC | 24,546 | $4.04M | 0.6% | $94.67 | +45.7% | COM CL A | 12572Q105 |
| UNH | UNITEDHEALTH GROUP INC | 16,182 | $4.001M | 0.6% | $165.63 | +37.4% | COM | 91324P102 |
| INTC | INTEL CORP | 71,946 | $3.863M | 0.6% | $32.83 | +33.5% | COM | 458140100 |
| VNQI | VANGUARD INTL EQUITY INDEX F | 60,768 | $3.62M | 0.6% | $58.50 | — | GLB EX US ETF | 922042676 |
| VTI | VANGUARD INDEX FDS | 20,396 | $3.087M | 0.5% | $138.18 | — | TOTAL STK MKT | 922908769 |
| MTUM | ISHARES TR | 24,577 | $2.757M | 0.4% | $83.54 | — | USA MOMENTUM FCT | 46432F396 |
| ITW | ILLINOIS TOOL WKS INC | 18,816 | $2.701M | 0.4% | $114.84 | +1.9% | COM | 452308109 |
| FCN | FTI CONSULTING INC | 32,841 | $2.523M | 0.4% | $58.57 | +20.5% | COM | 302941109 |
| VGLT | VANGUARD SCOTTSDALE FDS | 32,154 | $2.5M | 0.4% | $74.85 | — | LONG TERM TREAS | 92206C847 |
| WIP | SPDR SERIES TRUST | 45,323 | $2.451M | 0.4% | $55.29 | — | FTSE INT GVT ETF | 78464A490 |
| SCHP | SCHWAB STRATEGIC TR | 44,165 | $2.429M | 0.4% | $55.17 | — | US TIPS ETF | 808524870 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 6,208 | $2.411M | 0.4% | $12.30 | +96.7% | COM | 67103H107 |
| MUB | ISHARES TR | 20,174 | $2.243M | 0.3% | $110.75 | — | NATIONAL MUN ETF | 464288414 |
| HD | HOME DEPOT INC | 11,074 | $2.125M | 0.3% | $84.21 | +83.7% | COM | 437076102 |
| LOW | LOWES COS INC | 18,910 | $2.07M | 0.3% | $52.78 | +66.8% | COM | 548661107 |
| SCHH | SCHWAB STRATEGIC TR | 46,058 | $2.046M | 0.3% | $41.30 | — | US REIT ETF | 808524847 |
| UAL | UNITED CONTL HLDGS INC | 25,174 | $2.008M | 0.3% | $51.01 | +65.4% | COM | 910047109 |
| VCIT | VANGUARD SCOTTSDALE FDS | 21,749 | $1.889M | 0.3% | $86.74 | — | INT-TERM CORP | 92206C870 |
| AGO | ASSURED GUARANTY LTD | 40,293 | $1.79M | 0.3% | $23.36 | +58.1% | COM | G0585R106 |
| AAVM | ALPHA ARCHITECT ETF TR | 69,507 | $1.722M | 0.3% | $27.73 | — | VAL MOMTM TRND | 02072L508 |
| SHV | ISHARES TR | 15,226 | $1.69M | 0.3% | $110.36 | — | SHORT TREAS BD | 464288679 |
| ETN | EATON CORP PLC | 20,385 | $1.642M | 0.3% | $51.97 | +27.9% | SHS | G29183103 |
| ALL | ALLSTATE CORP | 17,375 | $1.636M | 0.3% | $55.57 | +38.4% | COM | 020002101 |
| — | GANNETT CO INC | 155,167 | $1.635M | 0.3% | $10.59 | — | COM | 36473H104 |
| ORI | OLD REP INTL CORP | 75,544 | $1.58M | 0.2% | $11.52 | +2.3% | COM | 680223104 |
| HCC | WARRIOR MET COAL INC | 51,499 | $1.566M | 0.2% | $26.32 | +4.0% | COM | 93627C101 |
| BA | BOEING CO | 4,097 | $1.563M | 0.2% | $243.19 | +54.3% | COM | 097023105 |
| TRV | TRAVELERS COMPANIES INC | 11,352 | $1.557M | 0.2% | $86.46 | +27.5% | COM | 89417E109 |
| LUV | SOUTHWEST AIRLS CO | 29,062 | $1.509M | 0.2% | $35.50 | +36.0% | COM | 844741108 |
| — | SUNTRUST BKS INC | 25,345 | $1.502M | 0.2% | $41.62 | — | COM | 867914103 |
| CMI | CUMMINS INC | 9,364 | $1.478M | 0.2% | $118.39 | +6.2% | COM | 231021106 |
| KSS | KOHLS CORP | 21,479 | $1.477M | 0.2% | $57.14 | +18.7% | COM | 500255104 |
| GLW | CORNING INC | 44,085 | $1.459M | 0.2% | $16.62 | +62.7% | COM | 219350105 |
| BJRI | BJS RESTAURANTS INC | 30,547 | $1.444M | 0.2% | $52.79 | -6.4% | COM | 09180C106 |
| VEA | VANGUARD TAX MANAGED INTL FD | 34,859 | $1.434M | 0.2% | $41.43 | — | FTSE DEV MKT ETF | 921943858 |
| — | ARCH COAL INC | 15,681 | $1.431M | 0.2% | $78.85 | — | CL A | 039380407 |
| AVT | AVNET INC | 32,912 | $1.427M | 0.2% | $33.69 | +5.3% | COM | 053807103 |
| BBY | BEST BUY INC | 20,009 | $1.422M | 0.2% | $31.73 | +50.4% | COM | 086516101 |
| VO | VANGUARD INDEX FDS | 8,752 | $1.407M | 0.2% | $158.72 | — | MID CAP ETF | 922908629 |
| — | XEROX CORP | 43,629 | $1.395M | 0.2% | $19.75 | — | COM NEW | 984121608 |
| — | DISCOVER FINL SVCS | 19,551 | $1.391M | 0.2% | $70.50 | — | COM | 254709108 |
| — | WADDELL & REED FINL INC | 79,734 | $1.379M | 0.2% | $18.01 | — | CL A | 930059100 |
| SYF | SYNCHRONY FINL | 42,802 | $1.365M | 0.2% | $28.33 | -10.5% | COM | 87165B103 |
| DECK | DECKERS OUTDOOR CORP | 9,163 | $1.347M | 0.2% | $17.41 | +30.5% | COM | 243537107 |
| — | GUESS INC | 65,409 | $1.282M | 0.2% | $19.77 | — | COM | 401617105 |
| VOYA | VOYA FINL INC | 25,542 | $1.276M | 0.2% | $46.41 | -8.1% | COM | 929089100 |
| — | NEW YORK CMNTY BANCORP INC | 109,942 | $1.272M | 0.2% | $11.03 | — | COM | 649445103 |
| IHY | VANECK VECTORS ETF TR | 51,107 | $1.246M | 0.2% | $24.68 | — | INTL HIGH YIELD | 92189F445 |
| DAL | DELTA AIR LINES INC DEL | 23,795 | $1.229M | 0.2% | $41.33 | +13.2% | COM NEW | 247361702 |
| — | FOOT LOCKER INC | 20,050 | $1.215M | 0.2% | $52.56 | — | COM | 344849104 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 13,237 | $1.212M | 0.2% | $61.32 | — | COM CL A | 848574109 |
| BKE | BUCKLE INC | 64,078 | $1.2M | 0.2% | $11.16 | -20.1% | COM | 118440106 |
| — | INTERPUBLIC GROUP COS INC | 57,078 | $1.199M | 0.2% | $17.32 | -2.6% | COM | 460690100 |
| RHI | ROBERT HALF INTL INC | 18,214 | $1.187M | 0.2% | $49.11 | +29.2% | COM | 770323103 |
| ANF | ABERCROMBIE & FITCH CO | 43,119 | $1.182M | 0.2% | $22.66 | -6.5% | CL A | 002896207 |
| GNTX | GENTEX CORP | 56,997 | $1.179M | 0.2% | $23.72 | -11.9% | COM | 371901109 |
| AMP | AMERIPRISE FINL INC | 9,157 | $1.173M | 0.2% | $104.48 | +4.7% | COM | 03076C106 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 74,925 | $1.156M | 0.2% | $13.01 | -5.0% | COM | 42824C109 |
| VLO | VALERO ENERGY CORP NEW | 13,431 | $1.139M | 0.2% | $48.94 | +27.5% | COM | 91913Y100 |
| — | JP MORGAN EXCHANGE TRADED FD | 46,414 | $1.123M | 0.2% | $23.61 | — | MANAGED FUTURE | 46641Q829 |
| SANM | SANMINA CORPORATION | 38,805 | $1.12M | 0.2% | $26.52 | +11.1% | COM | 801056102 |
| — | SIX FLAGS ENTMT CORP NEW | 22,518 | $1.111M | 0.2% | $46.94 | — | COM | 83001A102 |
| FITB | FIFTH THIRD BANCORP | 43,554 | $1.098M | 0.2% | $14.60 | +38.9% | COM | 316773100 |
| TRMK | TRUSTMARK CORP | 32,142 | $1.081M | 0.2% | $24.90 | +6.3% | COM | 898402102 |
| CFG | CITIZENS FINL GROUP INC | 33,208 | $1.079M | 0.2% | $30.59 | -16.2% | COM | 174610105 |
| FHI | FEDERATED INVS INC PA | 36,662 | $1.075M | 0.2% | $18.02 | +13.0% | CL B | 314211103 |
| RRX | REGAL BELOIT CORP | 12,980 | $1.063M | 0.2% | $75.57 | +4.4% | COM | 758750103 |
| TGT | TARGET CORP | 12,858 | $1.032M | 0.2% | $52.72 | +15.1% | COM | 87612E106 |
| BEN | FRANKLIN RES INC | 31,001 | $1.027M | 0.2% | $21.92 | +3.6% | COM | 354613101 |
| SCVL | SHOE CARNIVAL INC | 29,701 | $1.011M | 0.2% | $17.13 | +6.1% | COM | 824889109 |
| MTB | M & T BK CORP | 6,373 | $1.001M | 0.2% | $127.57 | +3.4% | COM | 55261F104 |
| NUE | NUCOR CORP | 16,821 | $982K | 0.2% | $50.72 | -0.0% | COM | 670346105 |
| — | CIT GROUP INC | 20,358 | $977K | 0.2% | $50.43 | — | COM NEW | 125581801 |
| SGOL | ABERDEEN STD GOLD ETF TR | 7,829 | $975K | 0.2% | $123.82 | — | PHYSCL SWISS GLD | 00326A104 |
| — | RENEWABLE ENERGY GROUP INC | 44,342 | $974K | 0.2% | $21.35 | — | COM NEW | 75972A301 |
| MAN | MANPOWERGROUP INC | 11,653 | $964K | 0.1% | $95.91 | -17.8% | COM | 56418H100 |
| — | PATTERSON COMPANIES INC | 43,337 | $947K | 0.1% | $19.66 | — | COM | 703395103 |
| HPQ | HP INC | 48,522 | $943K | 0.1% | $12.25 | +36.3% | COM | 40434L105 |
| RGA | REINSURANCE GRP OF AMERICA I | 6,523 | $926K | 0.1% | $141.72 | +1.6% | COM NEW | 759351604 |
| UNM | UNUM GROUP | 27,267 | $922K | 0.1% | $36.43 | -4.4% | COM | 91529Y106 |
| — | WALGREENS BOOTS ALLIANCE INC | 14,301 | $905K | 0.1% | $68.35 | — | COM | 931427108 |
| COP | CONOCOPHILLIPS | 13,537 | $903K | 0.1% | $53.41 | -0.8% | COM | 20825C104 |
| AMAT | APPLIED MATLS INC | 22,456 | $891K | 0.1% | $34.43 | +2.6% | COM | 038222105 |
| PNC | PNC FINL SVCS GROUP INC | 7,257 | $890K | 0.1% | $93.26 | +3.8% | COM | 693475105 |
| GAP | GAP INC | 33,916 | $888K | 0.1% | $19.11 | +4.7% | COM | 364760108 |
| LNC | LINCOLN NATL CORP IND | 14,975 | $879K | 0.1% | $40.37 | +6.9% | COM | 534187109 |
| — | NANOMETRICS INC | 28,337 | $875K | 0.1% | $27.33 | — | COM | 630077105 |
| UVV | UNIVERSAL CORP VA | 15,154 | $873K | 0.1% | $56.56 | +1.6% | COM | 913456109 |
| SIG | SIGNET JEWELERS LIMITED | 31,472 | $855K | 0.1% | $43.36 | -44.3% | SHS | G81276100 |
| STLD | STEEL DYNAMICS INC | 24,067 | $849K | 0.1% | $30.09 | +1.9% | COM | 858119100 |
| LEA | LEAR CORP | 6,210 | $843K | 0.1% | $123.14 | +3.3% | COM NEW | 521865204 |
| KALU | KAISER ALUMINUM CORP | 8,018 | $840K | 0.1% | $81.50 | -2.4% | COM PAR $0.01 | 483007704 |
| GPI | GROUP 1 AUTOMOTIVE INC | 11,968 | $774K | 0.1% | $77.85 | -21.9% | COM | 398905109 |
| — | MALLINCKRODT PUB LTD CO | 35,348 | $768K | 0.1% | $15.78 | — | SHS | G5785G107 |
| HII | HUNTINGTON INGALLS INDS INC | 3,674 | $761K | 0.1% | $179.05 | -1.5% | COM | 446413106 |
| — | CBS CORP NEW | 15,982 | $760K | 0.1% | $55.98 | — | CL B | 124857202 |
| GME | GAMESTOP CORP NEW | 71,686 | $728K | 0.1% | $3.31 | -8.7% | CL A | 36467W109 |
| AIG | AMERICAN INTL GROUP INC | 16,593 | $714K | 0.1% | $43.36 | -17.6% | COM NEW | 026874784 |
| EMN | EASTMAN CHEMICAL CO | 9,394 | $713K | 0.1% | $64.96 | -4.4% | COM | 277432100 |
| MCK | MCKESSON CORP | 5,839 | $684K | 0.1% | $136.92 | -14.4% | COM | 58155Q103 |
| — | SYNOVUS FINL CORP | 19,915 | $684K | 0.1% | $41.89 | — | COM NEW | 87161C501 |
| WOR | WORTHINGTON INDS INC | 18,270 | $682K | 0.1% | $26.80 | -14.5% | COM | 981811102 |
| LYB | LYONDELLBASELL INDUSTRIES N | 7,903 | $664K | 0.1% | $49.70 | +11.6% | SHS - A - | N53745100 |
| CROX | CROCS INC | 24,001 | $618K | 0.1% | $14.93 | +83.4% | COM | 227046109 |
| MET | METLIFE INC | 14,274 | $608K | 0.1% | $35.11 | -0.2% | COM | 59156R108 |
| WTV | WISDOMTREE TR | 7,085 | $600K | 0.1% | $79.48 | — | US QLT SHRHD YLD | 97717W547 |
| WNC | WABASH NATL CORP | 42,986 | $582K | 0.1% | $16.42 | -25.9% | COM | 929566107 |
| DDS | DILLARDS INC | 7,868 | $567K | 0.1% | $50.19 | +3.7% | CL A | 254067101 |
| PGR | PROGRESSIVE CORP OHIO | 7,640 | $551K | 0.1% | $45.92 | +20.8% | COM | 743315103 |
| CNX | CNX RESOURCES CORPORATION | 48,775 | $525K | 0.1% | $16.04 | -29.7% | COM | 12653C108 |
| EMLC | VANECK VECTORS ETF TR | 14,423 | $482K | 0.1% | $33.03 | — | JP MORGAN MKTS | 92189H300 |
| VTEB | VANGUARD MUN BD FD INC | 9,013 | $470K | 0.1% | $50.96 | — | TAX EXEMPT BD | 922907746 |
| VC | VISTEON CORP | 6,557 | $442K | 0.1% | $72.88 | +2.7% | COM NEW | 92839U206 |
| — | EXPRESS INC | 93,424 | $400K | 0.1% | $5.10 | — | COM | 30219E103 |
| — | REALOGY HLDGS CORP | 31,075 | $354K | 0.1% | $29.07 | — | COM | 75605Y106 |
| GDOT | GREEN DOT CORP | 5,298 | $321K | 0.0% | $36.83 | +89.4% | CL A | 39304D102 |
| OFG | OFG BANCORP | 15,996 | $317K | 0.0% | $13.92 | +39.1% | COM | 67103X102 |
| SUSA | ISHARES TR | 2,491 | $295K | 0.0% | $110.87 | — | MSCI USA ESG SLC | 464288802 |
| WRLD | WORLD ACCEP CORP DEL | 2,518 | $295K | 0.0% | $105.26 | +7.5% | COM | 981419104 |
| MOV | MOVADO GROUP INC | 8,047 | $293K | 0.0% | $35.11 | -4.5% | COM | 624580106 |
| WTI | W & T OFFSHORE INC | 41,846 | $289K | 0.0% | $6.58 | -17.4% | COM | 92922P106 |
| CNC | CENTENE CORP DEL | 4,850 | $258K | 0.0% | $56.96 | +6.6% | COM | 15135B101 |
| — | AMERICAN EQTY INVT LIFE HLD | 9,359 | $253K | 0.0% | $30.82 | — | COM | 025676206 |
| HUM | HUMANA INC | 946 | $252K | 0.0% | $262.57 | +3.3% | COM | 444859102 |
| TAIL | CAMBRIA ETF TR | 12,300 | $251K | 0.0% | $23.37 | — | TAIL RISK | 132061862 |
| CMTL | COMTECH TELECOMMUNICATIONS C | 10,686 | $248K | 0.0% | $23.72 | -4.6% | COM NEW | 205826209 |
| — | HEIDRICK & STRUGGLES INTL IN | 6,312 | $242K | 0.0% | $34.82 | — | COM | 422819102 |
| CVS | CVS HEALTH CORP | 4,464 | $241K | 0.0% | $59.39 | -16.7% | COM | 126650100 |
| EHTH | EHEALTH INC | 3,769 | $235K | 0.0% | $55.11 | 0.0% | COM | 28238P109 |
| — | VERSO CORP | 10,938 | $234K | 0.0% | $23.52 | — | CL A | 92531L207 |
| MPC | MARATHON PETE CORP | 3,905 | $234K | 0.0% | $60.06 | -16.0% | COM | 56585A102 |
| — | WELLCARE HEALTH PLANS INC | 863 | $233K | 0.0% | $216.90 | — | COM | 94946T106 |
| CNNE | CANNAE HLDGS INC | 9,392 | $228K | 0.0% | $18.94 | +5.7% | COM | 13765N107 |
| RILY | B RILEY FINL INC | 13,405 | $224K | 0.0% | $19.62 | -18.8% | COM | 05580M108 |
| KMPR | KEMPER CORP DEL | 2,921 | $222K | 0.0% | $64.68 | +18.6% | COM | 488401100 |
| IVW | ISHARES TR | 1,276 | $220K | 0.0% | $172.41 | — | S&P 500 GRWT ETF | 464287309 |
| — | AARONS INC | 4,140 | $218K | 0.0% | $47.50 | — | COM PAR $0.50 | 002535300 |
| FBP | FIRST BANCORP P R | 19,024 | $218K | 0.0% | $7.30 | +18.4% | COM NEW | 318672706 |
| — | KEMET CORP | 12,640 | $215K | 0.0% | $18.73 | — | COM NEW | 488360207 |
| ARCB | ARCBEST CORP | 6,920 | $213K | 0.0% | $35.21 | -2.3% | COM | 03937C105 |
| — | HOLLYFRONTIER CORP | 4,182 | $206K | 0.0% | $53.74 | — | COM | 436106108 |
| IDV | ISHARES TR | 6,619 | $204K | 0.0% | $32.00 | — | INTL SEL DIV ETF | 464288448 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 13,989 | $199K | 0.0% | $15.94 | — | COM SER A | 531465102 |
| GNW | GENWORTH FINL INC | 51,860 | $199K | 0.0% | $3.61 | +21.5% | COM CL A | 37247D106 |
| FOSL | FOSSIL GROUP INC | 14,222 | $195K | 0.0% | $21.18 | -24.8% | COM | 34988V106 |
| GTN | GRAY TELEVISION INC | 8,868 | $189K | 0.0% | $17.36 | +7.4% | COM | 389375106 |
| DNOW | NOW INC | 12,980 | $181K | 0.0% | $13.98 | -0.6% | COM | 67011P100 |
| DKS | DICKS SPORTING GOODS INC | 4,822 | $177K | 0.0% | $27.83 | +3.3% | COM | 253393102 |
| NSIT | INSIGHT ENTERPRISES INC | 3,173 | $175K | 0.0% | $50.42 | 0.0% | COM | 45765U103 |
| — | NAVIGATORS GROUP INC | 2,492 | $174K | 0.0% | $69.35 | — | COM | 638904102 |
| BPOP | POPULAR INC | 3,340 | $174K | 0.0% | $41.72 | +3.6% | COM NEW | 733174700 |
| UVE | UNIVERSAL INS HLDGS INC | 5,620 | $174K | 0.0% | $35.35 | +1.5% | COM | 91359V107 |
| SCHF | SCHWAB STRATEGIC TR | 5,427 | $170K | 0.0% | $31.32 | — | INTL EQTY ETF | 808524805 |
| — | ON DECK CAP INC | 31,240 | $169K | 0.0% | $7.08 | — | COM | 682163100 |
| VWO | VANGUARD INTL EQUITY INDEX F | 3,645 | $169K | 0.0% | $46.36 | — | FTSE EMR MKT ETF | 922042858 |
| CVNA | CARVANA CO | 2,870 | $167K | 0.0% | $42.08 | 0.0% | CL A | 146869102 |
| EAT | BRINKER INTL INC | 3,711 | $165K | 0.0% | $45.03 | -4.3% | COM | 109641100 |
| GCO | GENESCO INC | 3,628 | $165K | 0.0% | $43.20 | +6.1% | COM | 371532102 |
| — | RESOLUTE FST PRODS INC | 20,724 | $164K | 0.0% | $10.73 | — | COM | 76117W109 |
| HCA | HCA HEALTHCARE INC | 1,245 | $162K | 0.0% | $126.05 | +0.3% | COM | 40412C101 |
| — | FEDNAT HLDG CO | 9,879 | $158K | 0.0% | $23.41 | — | COM | 31431B109 |
| CINF | CINCINNATI FINL CORP | 1,830 | $157K | 0.0% | $69.09 | 0.0% | COM | 172062101 |
| ARCC | ARES CAP CORP | 9,157 | $157K | 0.0% | $8.36 | +3.8% | COM | 04010L103 |
| NWBI | NORTHWEST BANCSHARES INC MD | 8,820 | $150K | 0.0% | $10.85 | +6.2% | COM | 667340103 |
| SBH | SALLY BEAUTY HLDGS INC | 8,124 | $150K | 0.0% | $18.71 | -4.5% | COM | 79546E104 |
| — | CONSOL ENERGY INC NEW | 4,385 | $150K | 0.0% | $34.21 | — | COM | 20854L108 |
| WSM | WILLIAMS SONOMA INC | 2,631 | $148K | 0.0% | $23.84 | 0.0% | COM | 969904101 |
| SIGI | SELECTIVE INS GROUP INC | 2,328 | $147K | 0.0% | $56.57 | 0.0% | COM | 816300107 |
| THG | HANOVER INS GROUP INC | 1,276 | $146K | 0.0% | $89.53 | +7.3% | COM | 410867105 |
| M | MACYS INC | 6,040 | $145K | 0.0% | $40.92 | -38.3% | COM | 55616P104 |
| FN | FABRINET | 2,747 | $144K | 0.0% | $54.48 | 0.0% | SHS | G3323L100 |
| MGY | MAGNOLIA OIL & GAS CORP | 11,517 | $138K | 0.0% | $12.58 | -3.2% | CL A | 559663109 |
| EIG | EMPLOYERS HOLDINGS INC | 3,412 | $137K | 0.0% | $33.45 | 0.0% | COM | 292218104 |
| — | NATIONAL GEN HLDGS CORP | 5,785 | $137K | 0.0% | $23.68 | — | COM | 636220303 |
| — | STEELCASE INC | 9,438 | $137K | 0.0% | $14.84 | — | CL A | 858155203 |
| MCY | MERCURY GENL CORP NEW | 2,683 | $134K | 0.0% | $51.91 | 0.0% | COM | 589400100 |
| — | COOPER TIRE & RUBR CO | 4,404 | $132K | 0.0% | $29.97 | — | COM | 216831107 |
| — | PREMIER INC | 3,812 | $131K | 0.0% | $34.37 | — | CL A | 74051N102 |
| TDS | TELEPHONE & DATA SYS INC | 4,228 | $130K | 0.0% | $34.05 | 0.0% | COM NEW | 879433829 |
| VTV | VANGUARD INDEX FDS | 1,114 | $121K | 0.0% | $108.62 | — | VALUE ETF | 922908744 |
| — | VITAMIN SHOPPE INC | 16,706 | $118K | 0.0% | $4.75 | — | COM | 92849E101 |
| CAL | CALERES INC | 4,781 | $118K | 0.0% | $25.57 | 0.0% | COM | 129500104 |
| — | DSW INC | 5,045 | $112K | 0.0% | $22.20 | — | CL A | 23334L102 |
| — | RTW RETAILWINDS INC | 45,199 | $108K | 0.0% | $2.84 | — | COM | 74980D100 |
| — | CENTURYLINK INC | 8,964 | $107K | 0.0% | $15.13 | — | COM | 156700106 |
| TBCH | TURTLE BEACH CORP | 9,201 | $105K | 0.0% | $17.20 | -12.4% | COM NEW | 900450206 |
| UIS | UNISYS CORP | 8,479 | $99,000 | 0.0% | $15.74 | -18.0% | COM NEW | 909214306 |
| GBX | GREENBRIER COS INC | 2,868 | $92,000 | 0.0% | $32.04 | 0.0% | COM | 393657101 |
| TIP | ISHARES TR | 756 | $85,000 | 0.0% | $112.43 | — | TIPS BD ETF | 464287176 |
| SPIP | SPDR SERIES TRUST | 1,501 | $84,000 | 0.0% | $55.96 | — | BLOMBRG BRC TIPS | 78464A656 |
| NEAR | ISHARES US ETF TR | 1,441 | $81,000 | 0.0% | $56.21 | — | SHT MAT BD ETF | 46431W507 |
| VOE | VANGUARD INDEX FDS | 682 | $81,000 | 0.0% | $118.77 | — | MCAP VL IDXVIP | 922908512 |
| SCHB | SCHWAB STRATEGIC TR | 1,145 | $78,000 | 0.0% | $68.12 | — | US BRD MKT ETF | 808524102 |
| CI | CIGNA CORP NEW | 450 | $72,000 | 0.0% | $167.01 | 0.0% | COM | 125523100 |
| OUNZ | VANECK MERK GOLD TRUST | 4,969 | $63,000 | 0.0% | $12.68 | — | GOLD TRUST | 921078101 |
| RWX | SPDR INDEX SHS FDS | 1,562 | $61,000 | 0.0% | $39.05 | — | DJ INTL RL ETF | 78463X863 |
| GAA | CAMBRIA ETF TR | 2,060 | $55,000 | 0.0% | $26.70 | — | GLB ASSET ALLO | 132061607 |
| — | TAILORED BRANDS INC | 6,847 | $54,000 | 0.0% | $7.89 | — | COM | 87403A107 |
| USCI | UNITED STS COMMODITY INDEX F | 1,356 | $53,000 | 0.0% | $39.09 | — | COMM IDX FND | 911717106 |
| COHU | COHU INC | 3,480 | $51,000 | 0.0% | $16.77 | 0.0% | COM | 192576106 |
| VBR | VANGUARD INDEX FDS | 308 | $42,000 | 0.0% | $136.36 | — | SM CP VAL ETF | 922908611 |
| TFI | SPDR SER TR | 759 | $37,000 | 0.0% | $48.75 | — | NUVEEN BRC MUNIC | 78468R721 |
| IVE | ISHARES TR | 1 | $24,000 | 0.0% | $24000.00 | — | S&P 500 VAL ETF | 464287408 |
| IWN | ISHARES TR | 184 | $22,000 | 0.0% | $119.57 | — | RUS 2000 VAL ETF | 464287630 |
| VTIP | VANGUARD MALVERN FDS | 247 | $20,000 | 0.0% | $80.97 | — | STRM INFPROIDX | 922020805 |
| IWS | ISHARES TR | 1 | $19,000 | 0.0% | $19000.00 | — | RUS MDCP VAL ETF | 464287473 |
| EMB | ISHARES TR | 159 | $18,000 | 0.0% | $113.21 | — | JPMORGAN USD EMG | 464288281 |
| AGG | ISHARES TR | 108 | $16,000 | 0.0% | $148.15 | — | CORE US AGGBD ET | 464287226 |
| VWOB | VANGUARD WHITEHALL FDS INC | 29 | $11,000 | 0.0% | $379.31 | — | EMERG MKT BD ETF | 921946885 |
| SPYV | SPDR SERIES TRUST | 211 | $6,000 | 0.0% | $28.44 | — | PRTFLO S&P500 VL | 78464A508 |
| SLYV | SPDR SERIES TRUST | 4 | $5,000 | 0.0% | $1250.00 | — | S&P 600 SMCP VAL | 78464A300 |
| GSLC | GOLDMAN SACHS ETF TR | 72 | $4,000 | 0.0% | $55.56 | — | EQUITY ETF | 381430503 |
| ITOT | ISHARES TR | 62 | $4,000 | 0.0% | $64.52 | — | CORE S&P TTL STK | 464287150 |
| IEMG | ISHARES INC | 62 | $3,000 | 0.0% | $48.39 | — | CORE MSCI EMKT | 46434G103 |
| GSIE | GOLDMAN SACHS ETF TR | 54 | $2,000 | 0.0% | $37.04 | — | ACTIVEBETA INT | 381430107 |
| GBIL | GOLDMAN SACHS ETF TR | 17 | $2,000 | 0.0% | $117.65 | — | ACCES TREASURY | 381430529 |
| LQD | ISHARES TR | 11 | $1,000 | 0.0% | $90.91 | — | IBOXX INV CP ETF | 464287242 |
| VCLT | VANGUARD SCOTTSDALE FDS | 10 | $1,000 | 0.0% | $100.00 | — | LG-TERM COR BD | 92206C813 |
| LEMB | ISHARES INC | 19 | $1,000 | 0.0% | $52.63 | — | JP MORGAN EM ETF | 464286517 |
| IEFA | ISHARES TR | 13 | $1,000 | 0.0% | $76.92 | — | CORE MSCI EAFE | 46432F842 |
| IJJ | ISHARES TR | 2 | $0 | 0.0% | — | — | S&P MC 400VL ETF | 464287705 |
| SCZ | ISHARES TR | 3 | $0 | 0.0% | — | — | EAFE SML CP ETF | 464288273 |
| VB | VANGUARD INDEX FDS | 1 | $0 | 0.0% | — | — | SMALL CP ETF | 922908751 |
| VOO | VANGUARD INDEX FDS | 1 | $0 | 0.0% | — | — | S&P 500 ETF SHS | 922908363 |
| GHYB | GOLDMAN SACHS ETF TR | 4 | $0 | 0.0% | — | — | ACCESS HIG YLD | 381430453 |
| GIGB | GOLDMAN SACHS ETF TR | 2 | $0 | 0.0% | — | — | ACCESS INVT GR | 381430479 |