Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 11, 2018

Total Value ($000): $687,992 (100.0% shares, 0.0% debt)

Holdings (271)

GMOM CAMBRIA GLOBAL MOMENTUM ETF 3.5%
Value ($000) $23,964 Shares 873,950 Est. Cost $24.67 Unrealized
GVAL CAMBRIA GLOBAL VALUE ETF 3.0%
Value ($000) $20,525 Shares 780,427 Est. Cost $23.86 Unrealized
EYLD CAMBRIA EMERG SHRHLDR YIE 3.0%
Value ($000) $20,391 Shares 550,932 Est. Cost $30.64 Unrealized
IWM ISHARES RUSSELL 2000 ETF 1.8%
Value ($000) $12,092 Shares 79,640 Est. Cost $148.22 Unrealized
SYLD CAMBRIA SHAREHOLDER YIELD 1.6%
Value ($000) $11,261 Shares 298,538 Est. Cost $35.69 Unrealized
FYLD CAMBRIA FORGN SHRHLDR ETF 1.5%
Value ($000) $10,573 Shares 404,333 Est. Cost $23.20 Unrealized
GLD SPDR GOLD SHARES 1.5%
Value ($000) $10,073 Shares 80,078 Est. Cost $118.02 Unrealized
CAMBRIA SOVEREIGN HIGH YI 1.3%
Value ($000) $9,235 Shares 322,890 Est. Cost $27.72 Unrealized
VWO VANGUARD FTSE EMERGING MA 1.2%
Value ($000) $8,559 Shares 182,183 Est. Cost $40.52 Unrealized
IYR ISHARES U.S. REAL ESTATE ETF 1.2%
Value ($000) $8,343 Shares 110,549 Est. Cost $79.88 Unrealized
BND VANGUARD TOTAL BOND MARKE 1.2%
Value ($000) $8,340 Shares 104,340 Est. Cost $81.33 Unrealized
VNQI VANGUARD GBL X US RE ETF 1.2%
Value ($000) $8,009 Shares 131,466 Est. Cost $58.79 Unrealized
EFA ISHARES MSCI EAFE ETF 1.1%
Value ($000) $7,604 Shares 109,134 Est. Cost $69.53 Unrealized
VEA VANGUARD FTSE DEVELOPED E 1.1%
Value ($000) $7,353 Shares 166,163 Est. Cost $41.29 Unrealized
POWERSHARES BASE ETF 1.1%
Value ($000) $7,280 Shares 399,991 Est. Cost $15.62 Unrealized
IXN ISHARES GLOBAL TECH ETF 1.0%
Value ($000) $6,969 Shares 44,018 Est. Cost $124.46 Unrealized
AAPL APPLE INC 1.0%
Value ($000) $6,897 Shares 41,109 Est. Cost $31.73 Unrealized +27.4%
MXI ISHARES GLOBAL MATERIALS 1.0%
Value ($000) $6,722 Shares 99,422 Est. Cost $59.56 Unrealized
DGS WISDOMTREE EM SMALL CAP 1.0%
Value ($000) $6,563 Shares 121,455 Est. Cost $45.27 Unrealized
CMI CUMMINS INC 0.9%
Value ($000) $6,398 Shares 39,472 Est. Cost $118.42 Unrealized +18.0%
WMT WAL-MART STORES INC 0.9%
Value ($000) $6,379 Shares 71,697 Est. Cost $21.67 Unrealized +30.8%
IXG ISHARES GLOBAL FINANCIALS 0.9%
Value ($000) $6,305 Shares 91,133 Est. Cost $64.70 Unrealized
AFL AFLAC INC 0.9%
Value ($000) $6,274 Shares 143,380 Est. Cost $32.13 Unrealized +14.5%
JPM JPMORGAN CHASE & CO 0.9%
Value ($000) $6,097 Shares 55,439 Est. Cost $69.93 Unrealized +30.7%
GD GENERAL DYNAMICS CORP 0.9%
Value ($000) $5,950 Shares 26,934 Est. Cost $155.98 Unrealized +16.7%
SPY SPDR S&P 500 ETF 0.8%
Value ($000) $5,679 Shares 21,581 Est. Cost $241.79 Unrealized
WTMF WISDOMTREE MANAGED FUTURES STRATEGY FUND 0.8%
Value ($000) $5,656 Shares 143,048 Est. Cost $39.99 Unrealized
VSS VANGUARD FTSE ALL WO X-US 0.8%
Value ($000) $5,643 Shares 47,328 Est. Cost $113.40 Unrealized
POWERSHARES DB OPTIMUM YI 0.8%
Value ($000) $5,567 Shares 313,274 Est. Cost $17.36 Unrealized
BR BROADRIDGE FINANCIAL SOLU 0.8%
Value ($000) $5,544 Shares 50,544 Est. Cost $65.27 Unrealized +33.2%
INTC INTEL CORP 0.8%
Value ($000) $5,506 Shares 105,718 Est. Cost $29.58 Unrealized +35.4%
IWC ISHARES MICRO-CAP ETF 0.8%
Value ($000) $5,255 Shares 54,708 Est. Cost $86.10 Unrealized
USB US BANCORP 0.8%
Value ($000) $5,250 Shares 103,951 Est. Cost $36.99 Unrealized +7.9%
HARRIS CORP 0.7%
Value ($000) $5,141 Shares 31,876 Est. Cost $123.66 Unrealized
NEE NEXTERA ENERGY INC 0.7%
Value ($000) $5,092 Shares 31,177 Est. Cost $27.62 Unrealized +14.7%
CSCO CISCO SYSTEMS INC 0.7%
Value ($000) $5,043 Shares 117,572 Est. Cost $25.24 Unrealized +32.5%
TLT ISHARES 20 YEAR TREASURY BOND ETF 0.7%
Value ($000) $5,020 Shares 41,185 Est. Cost $124.76 Unrealized
MSFT MICROSOFT CORP 0.7%
Value ($000) $5,013 Shares 54,928 Est. Cost $62.45 Unrealized +35.0%
VAMO CAMBRIA VALUE AND MOMENTUM ETF 0.7%
Value ($000) $5,008 Shares 202,426 Est. Cost $23.85 Unrealized
EATON VANCE CORP 0.7%
Value ($000) $4,981 Shares 89,477 Est. Cost $48.64 Unrealized
CME CME GROUP INC 0.7%
Value ($000) $4,974 Shares 30,753 Est. Cost $91.00 Unrealized +33.1%
ABT ABBOTT LABORATORIES 0.7%
Value ($000) $4,918 Shares 82,071 Est. Cost $38.90 Unrealized +35.2%
SYY SYSCO CORP 0.7%
Value ($000) $4,856 Shares 80,988 Est. Cost $42.20 Unrealized +16.7%
FDS FACTSET RESEARCH SYSTEMS 0.7%
Value ($000) $4,819 Shares 24,166 Est. Cost $151.13 Unrealized +23.6%
SBUX STARBUCKS CORP 0.7%
Value ($000) $4,803 Shares 82,970 Est. Cost $47.61 Unrealized +2.3%
ACN ACCENTURE PLC-CL A 0.7%
Value ($000) $4,745 Shares 30,911 Est. Cost $111.96 Unrealized +25.7%
GUNR FLEXSHARES GLOBAL UPSTREA 0.7%
Value ($000) $4,727 Shares 145,090 Est. Cost $32.58 Unrealized
WM WASTE MANAGEMENT INC 0.7%
Value ($000) $4,709 Shares 55,980 Est. Cost $62.59 Unrealized +19.7%
LMT LOCKHEED MARTIN CORP 0.7%
Value ($000) $4,702 Shares 13,913 Est. Cost $231.98 Unrealized +18.7%
DEO DIAGEO PLC-SPONSORED ADR 0.7%
Value ($000) $4,690 Shares 34,635 Est. Cost $134.98 Unrealized
APD AIR PRODUCTS & CHEMICALS 0.7%
Value ($000) $4,689 Shares 29,484 Est. Cost $114.88 Unrealized +18.2%
ITW ILLINOIS TOOL WORKS 0.7%
Value ($000) $4,677 Shares 29,854 Est. Cost $115.10 Unrealized +18.9%
UNH UNITEDHEALTH GROUP INC 0.7%
Value ($000) $4,652 Shares 21,739 Est. Cost $163.68 Unrealized +22.9%
UNITED TECHNOLOGIES CORP 0.7%
Value ($000) $4,633 Shares 36,824 Est. Cost $118.33 Unrealized
EMR EMERSON ELECTRIC CO 0.7%
Value ($000) $4,627 Shares 67,747 Est. Cost $48.91 Unrealized +20.6%
CVX CHEVRON CORP 0.7%
Value ($000) $4,625 Shares 40,557 Est. Cost $73.30 Unrealized +16.0%
MCD MCDONALD'S CORP 0.7%
Value ($000) $4,625 Shares 29,576 Est. Cost $118.40 Unrealized +15.4%
OXY OCCIDENTAL PETROLEUM CORP 0.7%
Value ($000) $4,594 Shares 70,723 Est. Cost $48.61 Unrealized +18.2%
SO SOUTHERN CO/THE 0.7%
Value ($000) $4,589 Shares 102,764 Est. Cost $34.64 Unrealized -7.2%
NSC NORFOLK SOUTHERN CORP COM 0.7%
Value ($000) $4,581 Shares 33,740 Est. Cost $98.76 Unrealized +24.2%
PEP PEPSICO INC 0.7%
Value ($000) $4,575 Shares 41,915 Est. Cost $88.28 Unrealized +1.1%
JNJ JOHNSON & JOHNSON 0.7%
Value ($000) $4,560 Shares 35,581 Est. Cost $104.09 Unrealized +4.1%
MO ALTRIA GROUP INC 0.7%
Value ($000) $4,528 Shares 72,659 Est. Cost $38.49 Unrealized -5.0%
MMM 3M CO 0.7%
Value ($000) $4,527 Shares 20,620 Est. Cost $129.19 Unrealized +16.2%
HSY HERSHEY CO/THE 0.7%
Value ($000) $4,523 Shares 45,709 Est. Cost $88.17 Unrealized -2.9%
PAYX PAYCHEX INC 0.7%
Value ($000) $4,520 Shares 73,396 Est. Cost $45.39 Unrealized +15.4%
KMB KIMBERLY-CLARK CORP 0.7%
Value ($000) $4,500 Shares 40,862 Est. Cost $92.20 Unrealized -6.5%
GPC GENUINE PARTS CO 0.7%
Value ($000) $4,499 Shares 50,073 Est. Cost $68.73 Unrealized +11.8%
LLY ELI LILLY & CO 0.6%
Value ($000) $4,464 Shares 57,701 Est. Cost $71.90 Unrealized -0.3%
XOM EXXON MOBIL CORP 0.6%
Value ($000) $4,425 Shares 59,310 Est. Cost $54.90 Unrealized +1.5%
T AT&T INC 0.6%
Value ($000) $4,419 Shares 123,956 Est. Cost $15.82 Unrealized -0.0%
PG PROCTER & GAMBLE CO/THE 0.6%
Value ($000) $4,378 Shares 55,220 Est. Cost $70.33 Unrealized -3.5%
MRK MERCK & CO. INC. 0.6%
Value ($000) $4,357 Shares 79,993 Est. Cost $45.74 Unrealized -7.6%
AMGN AMGEN INC 0.6%
Value ($000) $4,311 Shares 25,286 Est. Cost $127.26 Unrealized +13.5%
ORCL ORACLE CORP 0.6%
Value ($000) $4,299 Shares 93,962 Est. Cost $43.84 Unrealized +1.0%
WFC WELLS FARGO & CO 0.6%
Value ($000) $4,281 Shares 81,692 Est. Cost $42.28 Unrealized +12.9%
GDOT GREEN DOT CORP-CLASS A 0.6%
Value ($000) $4,175 Shares 65,068 Est. Cost $28.84 Unrealized +118.5%
MAGELLAN MIDSTREAM PARTNE 0.6%
Value ($000) $4,089 Shares 70,073 Est. Cost $71.04 Unrealized
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $3,429 Shares 9,821 Est. Cost $131.58 Unrealized +123.7%
BNDX VANGUARD TOTAL INTL BOND 0.5%
Value ($000) $3,370 Shares 61,569 Est. Cost $54.01 Unrealized
MUB ISHARES NATIONAL MUNI BOND ETF 0.4%
Value ($000) $2,891 Shares 26,541 Est. Cost $110.75 Unrealized
VTI VANGUARD TOTAL STOCK MKT 0.4%
Value ($000) $2,761 Shares 20,340 Est. Cost $112.13 Unrealized
TXN TEXAS INSTRUMENTS INC 0.4%
Value ($000) $2,696 Shares 25,949 Est. Cost $42.22 Unrealized +105.7%
VGIT VANGUARD INTERMEDIATE-TER 0.4%
Value ($000) $2,657 Shares 42,190 Est. Cost $63.83 Unrealized
MTUM ISHARES MSCI USA MOMENTUM 0.4%
Value ($000) $2,566 Shares 24,222 Est. Cost $80.02 Unrealized
HD HOME DEPOT INC 0.4%
Value ($000) $2,493 Shares 13,986 Est. Cost $83.00 Unrealized +86.4%
HYEM VANECK VECTORS EMERGING M 0.4%
Value ($000) $2,459 Shares 102,303 Est. Cost $24.18 Unrealized
EDV VANGUARD EXTENDED DUR TRE 0.3%
Value ($000) $2,381 Shares 20,774 Est. Cost $120.16 Unrealized
AA ALCOA UPSTREAM CORP 0.3%
Value ($000) $2,372 Shares 52,769 Est. Cost $29.77 Unrealized +58.9%
DR PEPPER SNAPPLE GROUP I 0.3%
Value ($000) $2,306 Shares 19,481 Est. Cost $75.44 Unrealized
PLCE CHILDREN'S PLACE INC/THE 0.3%
Value ($000) $2,275 Shares 16,824 Est. Cost $67.99 Unrealized +113.8%
PKG PACKAGING CORP OF AMERICA 0.3%
Value ($000) $2,226 Shares 19,751 Est. Cost $53.84 Unrealized +76.5%
SUNTRUST BANKS INC 0.3%
Value ($000) $2,177 Shares 31,993 Est. Cost $41.26 Unrealized
BAC BANK OF AMERICA CORP 0.3%
Value ($000) $2,164 Shares 72,148 Est. Cost $17.75 Unrealized +46.8%
NUS NU SKIN ENTERPRISES INC - 0.3%
Value ($000) $2,138 Shares 29,006 Est. Cost $31.83 Unrealized +71.2%
HUN HUNTSMAN CORP 0.3%
Value ($000) $2,134 Shares 72,946 Est. Cost $18.60 Unrealized +76.0%
BBY BEST BUY CO INC 0.3%
Value ($000) $2,112 Shares 30,171 Est. Cost $30.52 Unrealized +75.7%
PH PARKER HANNIFIN CORP 0.3%
Value ($000) $2,103 Shares 12,298 Est. Cost $104.01 Unrealized +61.6%
LUV SOUTHWEST AIRLINES CO 0.3%
Value ($000) $2,101 Shares 36,678 Est. Cost $35.25 Unrealized +54.2%
LOW LOWE'S COS INC 0.3%
Value ($000) $2,095 Shares 23,870 Est. Cost $52.22 Unrealized +56.8%
EG EVEREST RE GROUP LTD 0.3%
Value ($000) $2,091 Shares 8,140 Est. Cost $140.54 Unrealized +45.1%
ALL ALLSTATE CORP 0.3%
Value ($000) $2,079 Shares 21,935 Est. Cost $55.18 Unrealized +46.3%
ETN EATON CORP PLC 0.3%
Value ($000) $2,056 Shares 25,729 Est. Cost $51.69 Unrealized +35.9%
AEO AMERICAN EAGLE OUTFITTERS 0.3%
Value ($000) $2,050 Shares 102,868 Est. Cost $11.85 Unrealized +28.8%
UAL UNITED CONTINENTAL HOLDIN 0.3%
Value ($000) $2,037 Shares 29,319 Est. Cost $50.07 Unrealized +38.0%
TRV TRAVELERS COS INC/THE 0.3%
Value ($000) $1,990 Shares 14,328 Est. Cost $86.12 Unrealized +36.6%
MAN MANPOWERGROUP INC 0.3%
Value ($000) $1,978 Shares 17,186 Est. Cost $96.01 Unrealized +28.7%
WIP SPDR DB INTL GOV INFL-PRO 0.3%
Value ($000) $1,951 Shares 32,767 Est. Cost $56.06 Unrealized
ORLY O'REILLY AUTOMOTIVE INC 0.3%
Value ($000) $1,939 Shares 7,840 Est. Cost $12.17 Unrealized +39.0%
SCHP SCHWAB U.S. TIPS ETF 0.3%
Value ($000) $1,868 Shares 34,037 Est. Cost $55.36 Unrealized
VLO VALERO ENERGY CORP 0.3%
Value ($000) $1,848 Shares 19,915 Est. Cost $47.43 Unrealized +43.7%
VCIT VANGUARD INT-TERM CORPORA 0.3%
Value ($000) $1,826 Shares 21,523 Est. Cost $87.08 Unrealized
SIX FLAGS ENTERTAINMENT C 0.3%
Value ($000) $1,770 Shares 28,422 Est. Cost $46.61 Unrealized
FITB FIFTH THIRD BANCORP 0.3%
Value ($000) $1,746 Shares 54,978 Est. Cost $14.49 Unrealized +66.9%
AFG AMERICAN FINANCIAL GROUP 0.3%
Value ($000) $1,738 Shares 15,491 Est. Cost $43.98 Unrealized +31.3%
SCHH SCHWAB US REIT ETF 0.3%
Value ($000) $1,735 Shares 45,366 Est. Cost $41.17 Unrealized
GUESS INC 0.3%
Value ($000) $1,723 Shares 83,055 Est. Cost $19.62 Unrealized
BA BOEING CO/THE 0.2%
Value ($000) $1,710 Shares 5,216 Est. Cost $237.86 Unrealized +35.7%
AMP AMERIPRISE FINANCIAL INC 0.2%
Value ($000) $1,710 Shares 11,557 Est. Cost $104.19 Unrealized +34.3%
AGO ASSURED GUARANTY LTD 0.2%
Value ($000) $1,670 Shares 46,131 Est. Cost $22.77 Unrealized +34.9%
GBX GREENBRIER COMPANIES INC 0.2%
Value ($000) $1,667 Shares 33,175 Est. Cost $28.12 Unrealized +42.5%
UNM UNUM GROUP 0.2%
Value ($000) $1,639 Shares 34,419 Est. Cost $36.42 Unrealized +43.5%
TRINSEO SA 0.2%
Value ($000) $1,637 Shares 22,107 Est. Cost $60.91 Unrealized
LNC LINCOLN NATIONAL CORP 0.2%
Value ($000) $1,617 Shares 22,127 Est. Cost $40.26 Unrealized +39.0%
AIZ ASSURANT INC 0.2%
Value ($000) $1,588 Shares 17,377 Est. Cost $57.06 Unrealized +37.8%
AMAT APPLIED MATERIALS INC 0.2%
Value ($000) $1,576 Shares 28,344 Est. Cost $34.34 Unrealized +48.2%
AXS AXIS CAPITAL HOLDINGS LTD 0.2%
Value ($000) $1,576 Shares 27,367 Est. Cost $36.96 Unrealized +11.6%
GAP GAP INC/THE 0.2%
Value ($000) $1,574 Shares 50,459 Est. Cost $19.05 Unrealized +30.2%
SANM SANMINA CORP 0.2%
Value ($000) $1,566 Shares 59,896 Est. Cost $26.47 Unrealized +8.0%
GLW CORNING INC 0.2%
Value ($000) $1,552 Shares 55,653 Est. Cost $16.48 Unrealized +50.6%
KSS KOHLS CORP 0.2%
Value ($000) $1,546 Shares 23,601 Est. Cost $55.72 Unrealized +13.9%
LEA LEAR CORP 0.2%
Value ($000) $1,458 Shares 7,834 Est. Cost $122.79 Unrealized +30.8%
DAL DELTA AIR LINES INC 0.2%
Value ($000) $1,458 Shares 26,592 Est. Cost $40.53 Unrealized +25.2%
LEN LENNAR CORP-A 0.2%
Value ($000) $1,418 Shares 24,055 Est. Cost $55.25 Unrealized 0.0%
CNO CNO FINANCIAL GROUP INC 0.2%
Value ($000) $1,409 Shares 65,024 Est. Cost $15.15 Unrealized +29.8%
SPIRIT AEROSYSTEMS HOLD-C 0.2%
Value ($000) $1,399 Shares 16,709 Est. Cost $60.88 Unrealized
PNC PNC FINANCIAL SERVICES GR 0.2%
Value ($000) $1,384 Shares 9,153 Est. Cost $93.03 Unrealized +27.1%
HPQ HP INC 0.2%
Value ($000) $1,352 Shares 61,672 Est. Cost $11.86 Unrealized +46.3%
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $1,343 Shares 30,371 Est. Cost $29.96 Unrealized +30.2%
AXP AMERICAN EXPRESS CO 0.2%
Value ($000) $1,305 Shares 13,995 Est. Cost $70.88 Unrealized +22.8%
HIG HARTFORD FINANCIAL SVCS G 0.2%
Value ($000) $1,299 Shares 25,217 Est. Cost $38.00 Unrealized +20.8%
GATX GATX CORP 0.2%
Value ($000) $1,270 Shares 18,546 Est. Cost $49.04 Unrealized +18.2%
AAVM ALPHA ARCHITECT VAL MOM E 0.2%
Value ($000) $1,261 Shares 43,172 Est. Cost $29.01 Unrealized
SHV ISHARES SHORT TREASURY BO 0.2%
Value ($000) $1,256 Shares 11,376 Est. Cost $110.23 Unrealized
SYNOVUS FINANCIAL CORP 0.2%
Value ($000) $1,255 Shares 25,139 Est. Cost $41.83 Unrealized
EMN EASTMAN CHEMICAL CO 0.2%
Value ($000) $1,252 Shares 11,858 Est. Cost $64.79 Unrealized +18.9%
IHY VANECK VECTORS INTERNATIO 0.2%
Value ($000) $1,250 Shares 49,026 Est. Cost $24.72 Unrealized
VO VANGUARD MID-CAP ETF 0.2%
Value ($000) $1,247 Shares 8,084 Est. Cost $131.68 Unrealized
VCSH VANGUARD-S/T CORP (ETF) 0.2%
Value ($000) $1,240 Shares 15,807 Est. Cost $79.54 Unrealized
XEROX CORP 0.2%
Value ($000) $1,210 Shares 42,057 Est. Cost $28.92 Unrealized
HII HUNTINGTON INGALLS INDUST 0.2%
Value ($000) $1,194 Shares 4,634 Est. Cost $178.69 Unrealized +17.8%
WHR WHIRLPOOL CORP 0.2%
Value ($000) $1,193 Shares 7,795 Est. Cost $175.68 Unrealized -4.9%
ETFS PHYSICAL SWISS GOLD SHARES 0.2%
Value ($000) $1,168 Shares 9,104 Est. Cost $124.32 Unrealized
RHI ROBERT HALF INTL INC 0.2%
Value ($000) $1,150 Shares 19,866 Est. Cost $47.53 Unrealized +20.3%
AIG AMERICAN INTERNATIONAL GR 0.2%
Value ($000) $1,140 Shares 20,945 Est. Cost $43.35 Unrealized +10.9%
AETNA INC 0.2%
Value ($000) $1,135 Shares 6,715 Est. Cost $160.92 Unrealized
WNC WABASH NATIONAL CORP 0.2%
Value ($000) $1,129 Shares 54,258 Est. Cost $16.42 Unrealized +15.9%
MRC GLOBAL INC 0.2%
Value ($000) $1,114 Shares 67,758 Est. Cost $16.54 Unrealized
EXPRESS SCRIPTS HOLDING C 0.2%
Value ($000) $1,114 Shares 16,131 Est. Cost $83.44 Unrealized
STT STATE STREET CORP 0.2%
Value ($000) $1,075 Shares 10,780 Est. Cost $65.46 Unrealized +25.2%
CVI CVR ENERGY INC 0.2%
Value ($000) $1,062 Shares 35,132 Est. Cost $15.98 Unrealized +12.4%
LYB LYONDELLBASELL INDU-CL A 0.2%
Value ($000) $1,053 Shares 9,967 Est. Cost $49.43 Unrealized +39.6%
CBS CORP-CLASS B NON VOTI 0.2%
Value ($000) $1,037 Shares 20,174 Est. Cost $55.96 Unrealized
CVS CVS HEALTH CORP 0.1%
Value ($000) $1,025 Shares 16,478 Est. Cost $63.97 Unrealized -12.7%
URBN URBAN OUTFITTERS INC 0.1%
Value ($000) $1,022 Shares 27,647 Est. Cost $28.21 Unrealized +24.3%
LEUCADIA NATIONAL CORP 0.1%
Value ($000) $1,013 Shares 44,565 Est. Cost $23.55 Unrealized
INGERSOLL-RAND PLC 0.1%
Value ($000) $1,005 Shares 11,757 Est. Cost $89.08 Unrealized
WOR WORTHINGTON INDUSTRIES 0.1%
Value ($000) $990 Shares 23,070 Est. Cost $26.78 Unrealized +4.8%
GPI GROUP 1 AUTOMOTIVE INC 0.1%
Value ($000) $987 Shares 15,104 Est. Cost $77.93 Unrealized -5.0%
HRB H&R BLOCK INC 0.1%
Value ($000) $986 Shares 38,799 Est. Cost $20.77 Unrealized -6.8%
COOPER TIRE & RUBBER 0.1%
Value ($000) $975 Shares 33,270 Est. Cost $38.97 Unrealized
MUR MURPHY OIL CORP 0.1%
Value ($000) $961 Shares 37,185 Est. Cost $20.37 Unrealized +6.6%
TGT TARGET CORP 0.1%
Value ($000) $954 Shares 13,745 Est. Cost $51.14 Unrealized +14.3%
NTAP NETAPP INC 0.1%
Value ($000) $940 Shares 15,243 Est. Cost $32.51 Unrealized +52.2%
MICHAEL KORS HOLDINGS LTD 0.1%
Value ($000) $937 Shares 15,087 Est. Cost $62.92 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $929 Shares 14,168 Est. Cost $56.93 Unrealized +10.3%
AES AES CORP 0.1%
Value ($000) $915 Shares 80,512 Est. Cost $8.34 Unrealized -1.8%
VC VISTEON CORP 0.1%
Value ($000) $913 Shares 8,285 Est. Cost $72.27 Unrealized +72.2%
SUSA ISHARES MSCI USA ESG SELECT ETF 0.1%
Value ($000) $901 Shares 8,127 Est. Cost $110.87 Unrealized
VNQ VANGUARD REAL ESTATE ETF 0.1%
Value ($000) $873 Shares 11,568 Est. Cost $81.79 Unrealized
MET METLIFE INC 0.1%
Value ($000) $827 Shares 18,018 Est. Cost $35.10 Unrealized +5.5%
REALOGY HOLDINGS CORP 0.1%
Value ($000) $815 Shares 29,876 Est. Cost $31.87 Unrealized
MCK MCKESSON CORP 0.1%
Value ($000) $792 Shares 5,621 Est. Cost $141.48 Unrealized +3.5%
AEIS ADVANCED ENERGY INDUSTRIE 0.1%
Value ($000) $778 Shares 12,168 Est. Cost $65.97 Unrealized +2.7%
RGR STURM RUGER & CO INC 0.1%
Value ($000) $736 Shares 14,014 Est. Cost $61.07 Unrealized -16.8%
FINISH LINE/THE - CL A 0.1%
Value ($000) $652 Shares 48,149 Est. Cost $20.84 Unrealized
PGR PROGRESSIVE CORP 0.1%
Value ($000) $605 Shares 9,932 Est. Cost $44.72 Unrealized 0.0%
GTLS CHART INDUSTRIES INC 0.1%
Value ($000) $594 Shares 10,061 Est. Cost $53.79 Unrealized 0.0%
SIGI SELECTIVE INSURANCE GROUP 0.1%
Value ($000) $592 Shares 9,750 Est. Cost $52.36 Unrealized 0.0%
DDS DILLARDS INC-CL A 0.1%
Value ($000) $578 Shares 7,189 Est. Cost $41.38 Unrealized +31.4%
LNTH LANTHEUS HOLDINGS INC 0.1%
Value ($000) $577 Shares 36,278 Est. Cost $18.91 Unrealized +3.1%
WTV WISDOMTREE U.S. QUALITY SHAREHOLDER YIELD FUND 0.1%
Value ($000) $544 Shares 6,745 Est. Cost $80.65 Unrealized
ADM ARCHER-DANIELS-MIDLAND CO 0.1%
Value ($000) $539 Shares 12,434 Est. Cost $34.32 Unrealized -2.8%
VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF 0.1%
Value ($000) $530 Shares 27,061 Est. Cost $18.92 Unrealized
CROX CROCS INC 0.1%
Value ($000) $507 Shares 31,201 Est. Cost $13.87 Unrealized 0.0%
RGA REINSURANCE GROUP OF AMER 0.1%
Value ($000) $496 Shares 3,224 Est. Cost $157.16 Unrealized 0.0%
CAREER EDUCATION CORP 0.1%
Value ($000) $466 Shares 35,489 Est. Cost $12.27 Unrealized
M MACY'S INC 0.1%
Value ($000) $452 Shares 15,197 Est. Cost $41.56 Unrealized -35.0%
OFFICE DEPOT INC 0.1%
Value ($000) $445 Shares 207,092 Est. Cost $5.00 Unrealized
CMTL COMTECH TELECOMMUNICATION 0.1%
Value ($000) $415 Shares 13,890 Est. Cost $21.77 Unrealized 0.0%
CONN'S INC 0.1%
Value ($000) $412 Shares 12,117 Est. Cost $34.00 Unrealized
ORI OLD REPUBLIC INTL CORP 0.1%
Value ($000) $410 Shares 19,136 Est. Cost $11.30 Unrealized 0.0%
MOV MOVADO GROUP INC 0.1%
Value ($000) $402 Shares 10,459 Est. Cost $31.92 Unrealized 0.0%
KFY KORN/FERRY INTERNATIONAL 0.1%
Value ($000) $386 Shares 7,491 Est. Cost $39.77 Unrealized 0.0%
TBBK BANCORP INC/THE 0.1%
Value ($000) $385 Shares 35,653 Est. Cost $9.77 Unrealized +9.2%
CENX CENTURY ALUMINUM COMPANY 0.1%
Value ($000) $381 Shares 23,063 Est. Cost $20.90 Unrealized 0.0%
ANF ABERCROMBIE & FITCH CO-CL 0.1%
Value ($000) $358 Shares 14,772 Est. Cost $19.24 Unrealized 0.0%
AMERICAN EQUITY INVT LIFE 0.1%
Value ($000) $357 Shares 12,167 Est. Cost $29.34 Unrealized
FAF FIRST AMERICAN FINANCIAL 0.1%
Value ($000) $354 Shares 6,034 Est. Cost $45.00 Unrealized 0.0%
WRLD WORLD ACCEPTANCE CORP 0.1%
Value ($000) $345 Shares 3,274 Est. Cost $102.99 Unrealized 0.0%
ILG INC 0.0%
Value ($000) $343 Shares 11,025 Est. Cost $31.11 Unrealized
CFG CITIZENS FINANCIAL GROUP 0.0%
Value ($000) $342 Shares 8,137 Est. Cost $32.31 Unrealized 0.0%
HEALTH INSURANCE INNOVATI 0.0%
Value ($000) $340 Shares 11,776 Est. Cost $28.87 Unrealized
RILY B. RILEY FINANCIAL INC 0.0%
Value ($000) $340 Shares 17,425 Est. Cost $18.96 Unrealized 0.0%
SCHNITZER STEEL INDS INC- 0.0%
Value ($000) $338 Shares 10,459 Est. Cost $32.32 Unrealized
CNC CENTENE CORP 0.0%
Value ($000) $337 Shares 3,151 Est. Cost $52.13 Unrealized 0.0%
MYRG MYR GROUP INC/DELAWARE 0.0%
Value ($000) $333 Shares 10,806 Est. Cost $33.97 Unrealized 0.0%
TPC TUTOR PERINI CORP 0.0%
Value ($000) $332 Shares 15,035 Est. Cost $23.67 Unrealized 0.0%
HUM HUMANA INC 0.0%
Value ($000) $330 Shares 1,228 Est. Cost $253.12 Unrealized 0.0%
DK DELEK US HOLDINGS INC 0.0%
Value ($000) $328 Shares 8,059 Est. Cost $27.75 Unrealized 0.0%
LNWO SCIENTIFIC GAMES CORP-A 0.0%
Value ($000) $323 Shares 7,774 Est. Cost $46.81 Unrealized 0.0%
CNA CNA FINANCIAL CORP 0.0%
Value ($000) $321 Shares 6,501 Est. Cost $29.65 Unrealized 0.0%
HERITAGE-CRYSTAL CLEAN IN 0.0%
Value ($000) $319 Shares 13,552 Est. Cost $23.54 Unrealized
ENVA ENOVA INTERNATIONAL INC 0.0%
Value ($000) $318 Shares 14,433 Est. Cost $20.12 Unrealized 0.0%
CVSA ADTALEM GLOBAL EDUCATION 0.0%
Value ($000) $318 Shares 6,680 Est. Cost $46.77 Unrealized 0.0%
OC OWENS CORNING 0.0%
Value ($000) $308 Shares 3,825 Est. Cost $87.14 Unrealized 0.0%
LPX LOUISIANA-PACIFIC CORP 0.0%
Value ($000) $299 Shares 10,377 Est. Cost $28.66 Unrealized 0.0%
WERN WERNER ENTERPRISES INC 0.0%
Value ($000) $299 Shares 8,196 Est. Cost $38.92 Unrealized 0.0%
KEMET CORP 0.0%
Value ($000) $298 Shares 16,432 Est. Cost $18.14 Unrealized
FIAT CHRYSLER AUTOMOBILES 0.0%
Value ($000) $297 Shares 14,482 Est. Cost $20.51 Unrealized
CTRN CITI TRENDS INC 0.0%
Value ($000) $296 Shares 9,571 Est. Cost $23.66 Unrealized 0.0%
PENN PENN NATIONAL GAMING INC 0.0%
Value ($000) $292 Shares 11,101 Est. Cost $28.89 Unrealized 0.0%
VTV VANGUARD VALUE INDEX FUND 0.0%
Value ($000) $291 Shares 2,818 Est. Cost $95.60 Unrealized
ARCB ARCBEST CORP 0.0%
Value ($000) $288 Shares 8,996 Est. Cost $32.97 Unrealized 0.0%
TRONOX LTD-CL A 0.0%
Value ($000) $277 Shares 15,006 Est. Cost $18.46 Unrealized
PFG PRINCIPAL FINANCIAL GROUP 0.0%
Value ($000) $276 Shares 4,524 Est. Cost $48.41 Unrealized 0.0%
RF REGIONS FINANCIAL CORP 0.0%
Value ($000) $276 Shares 14,874 Est. Cost $13.90 Unrealized 0.0%
TAIL CAMBRIA TAIL RISK ETF 0.0%
Value ($000) $268 Shares 12,000 Est. Cost $23.44 Unrealized
CIGNA CORP 0.0%
Value ($000) $267 Shares 1,593 Est. Cost $167.61 Unrealized
HOLLYFRONTIER CORP 0.0%
Value ($000) $266 Shares 5,436 Est. Cost $48.93 Unrealized
BHE BENCHMARK ELECTRONICS INC 0.0%
Value ($000) $266 Shares 8,915 Est. Cost $24.93 Unrealized 0.0%
TRIPLE-S MANAGEMENT CORP- 0.0%
Value ($000) $265 Shares 10,121 Est. Cost $26.18 Unrealized
FSLR FIRST SOLAR INC 0.0%
Value ($000) $264 Shares 3,722 Est. Cost $68.06 Unrealized 0.0%
KBH KB HOME 0.0%
Value ($000) $263 Shares 9,235 Est. Cost $27.99 Unrealized 0.0%
WD WALKER & DUNLOP INC 0.0%
Value ($000) $260 Shares 4,372 Est. Cost $40.71 Unrealized 0.0%
INTREPID POTASH INC 0.0%
Value ($000) $252 Shares 69,244 Est. Cost $3.86 Unrealized
AARON'S INC 0.0%
Value ($000) $251 Shares 5,382 Est. Cost $46.64 Unrealized
RUSHA RUSH ENTERPRISES INC-CL A 0.0%
Value ($000) $250 Shares 5,877 Est. Cost $20.78 Unrealized 0.0%
KIMBALL INTERNATIONAL-B 0.0%
Value ($000) $237 Shares 13,888 Est. Cost $17.07 Unrealized
ELV ANTHEM INC 0.0%
Value ($000) $236 Shares 1,072 Est. Cost $211.75 Unrealized 0.0%
SD SANDRIDGE ENERGY INC 0.0%
Value ($000) $232 Shares 16,019 Est. Cost $16.89 Unrealized 0.0%
HRTG HERITAGE INSURANCE HOLDIN 0.0%
Value ($000) $231 Shares 15,241 Est. Cost $17.12 Unrealized 0.0%
ECPG ENCORE CAPITAL GROUP INC 0.0%
Value ($000) $229 Shares 5,076 Est. Cost $42.77 Unrealized 0.0%
VSH VISHAY INTERTECHNOLOGY IN 0.0%
Value ($000) $228 Shares 12,277 Est. Cost $17.11 Unrealized 0.0%
EIG EMPLOYERS HOLDINGS INC 0.0%
Value ($000) $227 Shares 5,615 Est. Cost $32.24 Unrealized 0.0%
CYD CHINA YUCHAI INTL LTD 0.0%
Value ($000) $225 Shares 10,639 Est. Cost $15.56 Unrealized 0.0%
GANNETT CO INC 0.0%
Value ($000) $224 Shares 22,418 Est. Cost $9.99 Unrealized
LUMBER LIQUIDATORS HOLDIN 0.0%
Value ($000) $223 Shares 9,307 Est. Cost $23.96 Unrealized
WELLCARE HEALTH PLANS INC 0.0%
Value ($000) $217 Shares 1,121 Est. Cost $193.58 Unrealized
SANDERSON FARMS INC 0.0%
Value ($000) $217 Shares 1,822 Est. Cost $119.10 Unrealized
KMPR KEMPER CORP 0.0%
Value ($000) $216 Shares 3,797 Est. Cost $61.41 Unrealized 0.0%
RENEWABLE ENERGY GROUP IN 0.0%
Value ($000) $212 Shares 16,566 Est. Cost $12.80 Unrealized
TMHC TAYLOR MORRISON HOME CORP 0.0%
Value ($000) $205 Shares 8,792 Est. Cost $24.93 Unrealized 0.0%
AMERICAN NATIONAL INSURAN 0.0%
Value ($000) $204 Shares 1,745 Est. Cost $116.91 Unrealized
UCTT ULTRA CLEAN HOLDINGS INC 0.0%
Value ($000) $196 Shares 10,198 Est. Cost $21.09 Unrealized 0.0%
TLYS TILLY'S INC-CLASS A SHRS 0.0%
Value ($000) $191 Shares 16,905 Est. Cost $9.42 Unrealized 0.0%
KE KIMBALL ELECTRONICS INC 0.0%
Value ($000) $189 Shares 11,728 Est. Cost $17.98 Unrealized 0.0%
CAESARS ENTERTAINMENT COR 0.0%
Value ($000) $187 Shares 16,641 Est. Cost $11.24 Unrealized
ASYS AMTECH SYSTEMS INC 0.0%
Value ($000) $187 Shares 25,534 Est. Cost $9.00 Unrealized 0.0%
MONEYGRAM INTERNATIONAL I 0.0%
Value ($000) $156 Shares 18,042 Est. Cost $8.65 Unrealized
SPARK ENERGY INC-CLASS A 0.0%
Value ($000) $128 Shares 10,825 Est. Cost $11.82 Unrealized