Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EYLD | Sell | CAMBRIA ETF TRemrg sharehldr | $34,632,015 | -2.6% | 1,207,532 | -5.5% | 2.81% | -5.0% |
| GVAL | Sell | CAMBRIA ETF TRglobal value etf | $33,085,015 | -10.0% | 1,722,281 | -5.8% | 2.68% | -12.2% |
| FYLD | Buy | CAMBRIA ETF TRcambria fgn shr | $31,143,686 | +50.6% | 1,298,736 | +50.8% | 2.53% | +46.9% |
| SYLD | Buy | CAMBRIA ETF TR | $22,249,120 | +104.3% | 359,669 | +102.1% | 1.81% | +99.3% |
| CEIX | Buy | CONSOL ENERGY INC NEW | $15,555,635 | +65.5% | 148,276 | +7.0% | 1.26% | +61.4% |
| AMR | Buy | ALPHA METALLURGICAL RESOUR I | $15,519,387 | +68.5% | 59,752 | +6.6% | 1.26% | +64.4% |
| WTMF | Sell | WISDOMTREE TRfutre strat fd | $14,810,669 | -6.3% | 420,635 | -6.9% | 1.20% | -8.6% |
| VAMO | Sell | CAMBRIA ETF TRvalue momentum | $14,609,124 | +0.5% | 548,367 | -2.9% | 1.19% | -2.0% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $13,933,974 | +7.3% | 83,407 | +7.0% | 1.13% | +4.7% |
| TOL | Buy | TOLL BROTHERS INC | $13,915,796 | +0.4% | 188,153 | +7.4% | 1.13% | -2.1% |
| BAR | Sell | GRANITESHARES GOLD TR | $13,828,035 | -9.9% | 756,457 | -6.3% | 1.12% | -12.1% |
| AN | Buy | AUTONATION INC | $13,711,844 | -1.3% | 90,567 | +7.3% | 1.11% | -3.7% |
| DDS | Buy | DILLARDS INCcl a | $13,348,184 | +10.0% | 40,350 | +8.5% | 1.08% | +7.2% |
| CVI | Buy | CVR ENERGY INC | $13,300,864 | +23.2% | 390,857 | +8.5% | 1.08% | +20.2% |
| PHM | Buy | PULTE GROUP INC | $13,120,031 | +2.2% | 177,178 | +7.2% | 1.06% | -0.3% |
| RS | Buy | RELIANCE STEEL & ALUMINUM CO | $12,999,528 | +3.6% | 49,573 | +7.3% | 1.06% | +1.1% |
| IXN | Sell | ISHARES TRglobal tech etf | $12,767,775 | -13.8% | 220,743 | -7.4% | 1.04% | -16.0% |
| EXI | Sell | ISHARES TRglob indstrl etf | $12,395,389 | -12.9% | 109,684 | -7.3% | 1.01% | -15.0% |
| NUE | Buy | NUCOR CORP | $12,319,442 | +2.1% | 78,794 | +7.1% | 1.00% | -0.4% |
| IXC | New | ISHARES TRglobal energ etf | $11,981,863 | – | 290,399 | – | 0.97% | – |
| MPC | Buy | MARATHON PETE CORP | $11,841,447 | +38.8% | 78,244 | +7.0% | 0.96% | +35.4% |
| USCI | New | UNITED STS COMMODITY INDEX F | $11,832,365 | – | 199,994 | – | 0.96% | – |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $11,789,803 | -10.8% | 55,505 | -7.5% | 0.96% | -13.0% |
| EMLC | Sell | VANECK ETF TRUSTjp mrgan em loc | $11,763,199 | -9.2% | 495,453 | -2.2% | 0.96% | -11.3% |
| OC | Buy | OWENS CORNING NEW | $11,519,552 | +12.3% | 84,448 | +7.5% | 0.94% | +9.6% |
| GMOM | Sell | CAMBRIA ETF TRglb moment etf | $11,421,947 | -2.8% | 423,820 | -0.1% | 0.93% | -5.1% |
| PAGP | Buy | PLAINS GP HLDGS L Pltd partnr int a | $11,405,593 | +16.4% | 707,543 | +7.1% | 0.93% | +13.6% |
| BND | Sell | VANGUARD BD INDEX FDStotal bnd mrkt | $11,407,210 | -6.2% | 163,868 | -2.1% | 0.93% | -8.5% |
| ELD | Sell | WISDOMTREE TRem lcl debt fd | $11,399,903 | -11.6% | 434,117 | -7.1% | 0.92% | -13.8% |
| RXI | Sell | ISHARES TRglb cns disc etf | $11,221,659 | -13.3% | 76,567 | -7.3% | 0.91% | -15.4% |
| XOM | Buy | EXXON MOBIL CORP | $11,204,551 | +17.3% | 95,293 | +7.0% | 0.91% | +14.5% |
| RYI | Buy | RYERSON HLDG CORP | $10,976,908 | -28.0% | 377,343 | +7.3% | 0.89% | -29.8% |
| HCC | Buy | WARRIOR MET COAL INC | $10,963,658 | +40.1% | 214,637 | +6.8% | 0.89% | +36.7% |
| VLO | Buy | VALERO ENERGY CORP | $10,957,301 | +31.1% | 77,322 | +8.5% | 0.89% | +27.9% |
| AMP | Buy | AMERIPRISE FINL INC | $10,730,754 | +7.7% | 32,549 | +8.5% | 0.87% | +5.1% |
| CNX | Buy | CNX RES CORP | $10,641,683 | +38.2% | 471,288 | +8.5% | 0.86% | +34.8% |
| LPX | Buy | LOUISIANA PAC CORP | $10,600,620 | -20.0% | 191,797 | +8.5% | 0.86% | -22.0% |
| ATKR | Buy | ATKORE INC | $10,438,973 | +2.6% | 69,971 | +7.2% | 0.85% | 0.0% |
| CVX | Buy | CHEVRON CORP NEW | $10,362,373 | +37.6% | 61,454 | +28.4% | 0.84% | +34.1% |
| VGIT | Sell | VANGUARD SCOTTSDALE FDSinter term treas | $10,360,505 | -5.6% | 181,725 | -2.8% | 0.84% | -7.9% |
| AFL | Buy | AFLAC INC | $10,075,126 | +19.3% | 131,272 | +8.5% | 0.82% | +16.4% |
| Buy | CIVITAS RESOURCES INC | $10,014,294 | +24.5% | 123,832 | +6.8% | 0.81% | +21.5% | |
| AGO | Buy | ASSURED GUARANTY LTD | $9,784,208 | +17.6% | 161,669 | +8.5% | 0.79% | +14.7% |
| X | Buy | UNITED STATES STL CORP NEW | $9,496,795 | +40.8% | 292,389 | +8.4% | 0.77% | +37.4% |
| CRC | Buy | CALIFORNIA RES CORP | $9,401,615 | +34.1% | 167,856 | +8.5% | 0.76% | +30.9% |
| R | Buy | RYDER SYS INC | $9,355,023 | +36.8% | 87,471 | +8.5% | 0.76% | +33.4% |
| MATX | Buy | MATSON INC | $9,307,615 | +23.8% | 104,910 | +8.5% | 0.76% | +20.8% |
| STLD | Buy | STEEL DYNAMICS INC | $9,227,032 | +5.3% | 86,057 | +7.0% | 0.75% | +2.7% |
| MCK | Sell | MCKESSON CORP | $9,221,429 | -37.8% | 21,206 | -38.9% | 0.75% | -39.3% |
| COOP | Buy | MR COOPER GROUP INC | $9,020,736 | +12.8% | 168,423 | +6.6% | 0.73% | +10.1% |
| L | Buy | LOEWS CORP | $8,986,918 | +13.5% | 141,951 | +6.5% | 0.73% | +10.8% |
| JEF | Buy | JEFFERIES FINL GROUP INC | $8,848,709 | +19.8% | 241,570 | +8.4% | 0.72% | +16.7% |
| COP | Buy | CONOCOPHILLIPS | $8,797,753 | +25.4% | 73,437 | +8.5% | 0.71% | +22.3% |
| ATGE | Buy | ADTALEM GLOBAL ED INC | $8,785,321 | +33.6% | 205,025 | +7.0% | 0.71% | +30.3% |
| CI | Buy | THE CIGNA GROUP | $8,772,623 | +10.6% | 30,666 | +8.5% | 0.71% | +7.9% |
| EOG | Buy | EOG RES INC | $8,729,201 | +20.1% | 68,864 | +8.5% | 0.71% | +17.2% |
| SANM | Buy | SANMINA CORPORATION | $8,676,929 | -3.7% | 159,855 | +6.9% | 0.70% | -6.1% |
| VRTV | Sell | VERITIV CORP | $8,653,929 | -12.4% | 51,237 | -34.8% | 0.70% | -14.6% |
| MOS | Buy | MOSAIC CO NEW | $8,609,184 | +10.3% | 241,831 | +8.5% | 0.70% | +7.7% |
| RRC | Buy | RANGE RES CORP | $8,587,516 | +19.6% | 264,965 | +8.5% | 0.70% | +16.8% |
| OXY | Buy | OCCIDENTAL PETE CORP | $8,586,738 | +19.7% | 132,348 | +8.5% | 0.70% | +16.8% |
| ETH | Buy | ETHAN ALLEN INTERIORS INC | $8,557,858 | +14.7% | 286,216 | +8.5% | 0.70% | +11.9% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP IN | $8,549,592 | +3.1% | 118,629 | +8.5% | 0.69% | +0.6% |
| COG | Buy | COTERRA ENERGY INC | $8,477,064 | +16.0% | 313,385 | +8.5% | 0.69% | +13.2% |
| DD | Buy | DUPONT DE NEMOURS INC | $8,387,049 | +13.3% | 112,442 | +8.5% | 0.68% | +10.6% |
| WIRE | Buy | ENCORE WIRE CORP | $8,273,649 | +4.4% | 45,345 | +6.3% | 0.67% | +1.7% |
| ARW | Buy | ARROW ELECTRS INC | $8,247,681 | -6.2% | 65,855 | +7.3% | 0.67% | -8.5% |
| BLDG | Sell | CAMBRIA ETF TRgbl real est etf | $8,173,256 | -4.4% | 356,444 | -0.1% | 0.66% | -6.9% |
| PDBC | Sell | INVESCO ACTVELY MNGD ETC FDoptimum yield | $8,075,734 | +8.2% | 540,183 | -1.5% | 0.66% | +5.5% |
| ODP | Buy | THE ODP CORP | $8,045,883 | +5.3% | 174,342 | +6.8% | 0.65% | +2.7% |
| GEF | Buy | GREIF INCcl a | $8,015,463 | +5.2% | 119,974 | +8.5% | 0.65% | +2.7% |
| FHI | Buy | FEDERATED HERMES INCcl b | $7,999,484 | +2.5% | 236,182 | +8.5% | 0.65% | 0.0% |
| MRO | Buy | MARATHON OIL CORP | $7,980,087 | +26.0% | 298,321 | +8.5% | 0.65% | +23.0% |
| BLDR | Buy | BUILDERS FIRSTSOURCE INC | $7,952,545 | -2.8% | 63,881 | +6.2% | 0.64% | -5.1% |
| DOW | Buy | DOW INC | $7,697,650 | +5.0% | 149,295 | +8.5% | 0.62% | +2.5% |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $7,542,166 | -13.6% | 59,987 | +8.5% | 0.61% | -15.7% |
| PXD | Buy | PIONEER NAT RES CO | $7,533,372 | +20.2% | 32,818 | +8.5% | 0.61% | +17.3% |
| APA | Buy | APA CORPORATION | $7,506,956 | +30.5% | 182,651 | +8.5% | 0.61% | +27.1% |
| PFSI | Buy | PENNYMAC FINL SVCS INC NEW | $7,416,976 | +2.7% | 111,366 | +8.5% | 0.60% | +0.2% |
| OXM | Buy | OXFORD INDS INC | $7,318,089 | +5.9% | 76,127 | +8.5% | 0.59% | +3.3% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $7,260,176 | +11.9% | 76,665 | +8.5% | 0.59% | +9.1% |
| LKQ | Buy | LKQ CORP | $7,205,141 | -7.8% | 145,529 | +8.5% | 0.58% | -10.0% |
| FOXA | Buy | FOX CORP | $7,133,880 | -0.5% | 228,650 | +8.5% | 0.58% | -2.9% |
| AMG | Buy | AFFILIATED MANAGERS GROUP IN | $7,115,130 | -5.7% | 54,589 | +8.4% | 0.58% | -8.1% |
| MET | Buy | METLIFE INC | $7,073,726 | +20.7% | 112,442 | +8.5% | 0.57% | +17.6% |
| CALM | Buy | CAL MAINE FOODS INC | $7,030,681 | +15.3% | 145,202 | +7.1% | 0.57% | +12.6% |
| KLIC | Buy | KULICKE & SOFFA INDS INC | $7,027,521 | -11.3% | 144,510 | +8.5% | 0.57% | -13.5% |
| OLN | Buy | OLIN CORP | $7,018,092 | +5.5% | 140,418 | +8.5% | 0.57% | +3.1% |
| Buy | SYLVAMO CORP | $6,968,855 | +16.3% | 160,795 | +8.5% | 0.57% | +13.4% | |
| PRG | Buy | PROG HOLDINGS INC | $6,975,893 | +1504.5% | 210,054 | +1451.8% | 0.57% | +1472.2% |
| CATY | Buy | CATHAY GEN BANCORP | $6,881,924 | +17.1% | 197,984 | +8.5% | 0.56% | +14.3% |
| ALL | Buy | ALLSTATE CORP | $6,773,060 | +10.8% | 60,794 | +8.5% | 0.55% | +8.3% |
| KBH | Buy | KB HOME | $6,723,929 | +1480.9% | 145,288 | +1666.4% | 0.55% | +1460.0% |
| HPQ | Buy | HP INC | $6,678,248 | -9.2% | 259,854 | +8.5% | 0.54% | -11.4% |
| VTRS | New | VIATRIS INC | $6,511,071 | – | 660,352 | – | 0.53% | – |
| AFG | Buy | AMERICAN FINL GROUP INC OHIO | $6,488,474 | +2.0% | 58,104 | +8.5% | 0.53% | -0.4% |
| MAN | Buy | MANPOWERGROUP INC WIS | $6,488,893 | +0.2% | 88,501 | +8.5% | 0.53% | -2.2% |
| SM | New | SM ENERGY CO | $6,486,225 | – | 163,587 | – | 0.53% | – |
| DVN | Buy | DEVON ENERGY CORP NEW | $6,428,481 | +7.0% | 134,769 | +8.5% | 0.52% | +4.4% |
| HVT | Buy | HAVERTY FURNITURE COS INC | $6,387,002 | +3.3% | 221,925 | +8.5% | 0.52% | +0.8% |
| New | HF SINCLAIR CORP | $6,371,435 | – | 111,917 | – | 0.52% | – | |
| WHR | Buy | WHIRLPOOL CORP | $6,329,893 | -2.5% | 47,344 | +8.5% | 0.51% | -4.8% |
| HUN | Buy | HUNTSMAN CORP | $6,182,911 | -2.0% | 253,398 | +8.5% | 0.50% | -4.4% |
| IP | Buy | INTERNATIONAL PAPER CO | $6,154,222 | +20.9% | 173,505 | +8.5% | 0.50% | +18.0% |
| CF | Buy | CF INDS HLDGS INC | $6,111,976 | +34.0% | 71,285 | +8.5% | 0.50% | +30.5% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $5,966,022 | -6.0% | 48,958 | +8.5% | 0.48% | -8.3% |
| TPR | Buy | TAPESTRY INC | $5,924,053 | -27.1% | 206,054 | +8.5% | 0.48% | -28.8% |
| DFS | Buy | DISCOVER FINL SVCS | $5,849,171 | -19.6% | 67,519 | +8.5% | 0.48% | -21.5% |
| SLM | Buy | SLM CORP | $5,825,410 | -9.5% | 427,710 | +8.5% | 0.47% | -11.6% |
| AMN | Buy | AMN HEALTHCARE SVCS INC | $5,751,268 | -15.3% | 67,519 | +8.5% | 0.47% | -17.3% |
| ALLY | Buy | ALLY FINL INC | $5,332,452 | +7.1% | 199,867 | +8.5% | 0.43% | +4.6% |
| SYF | Buy | SYNCHRONY FINANCIAL | $5,090,241 | -2.2% | 166,511 | +8.5% | 0.41% | -4.6% |
| XRX | Buy | XEROX HOLDINGS CORP | $5,094,276 | +14.3% | 324,683 | +8.5% | 0.41% | +11.3% |
| WU | Buy | WESTERN UN CO | $4,928,134 | +21.9% | 373,910 | +8.5% | 0.40% | +19.0% |
| DXC | Buy | DXC TECHNOLOGY CO | $4,717,953 | -15.4% | 226,498 | +8.5% | 0.38% | -17.5% |
| SCHP | Sell | SCHWAB STRATEGIC TRus tips etf | $4,584,757 | -7.5% | 91,037 | -3.7% | 0.37% | -9.7% |
| Sell | LITMAN GREGORY FDS TRimgp dbi managed | $3,821,309 | -12.2% | 132,225 | -16.1% | 0.31% | -14.4% | |
| FMF | Sell | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $3,531,620 | -25.6% | 72,098 | -27.4% | 0.29% | -27.3% |
| FL | Buy | FOOT LOCKER INC | $3,425,688 | -30.6% | 197,446 | +8.5% | 0.28% | -32.4% |
| WIP | Sell | SPDR SER TRftse int gvt etf | $3,412,844 | -8.9% | 88,163 | -1.7% | 0.28% | -11.2% |
| BGFV | Buy | BIG 5 SPORTING GOODS CORP | $3,315,043 | -17.0% | 472,902 | +8.5% | 0.27% | -19.0% |
| BNDX | Buy | VANGUARD CHARLOTTE FDStotal int bd etf | $3,216,374 | +0.4% | 67,356 | +2.8% | 0.26% | -1.9% |
| LNC | Buy | LINCOLN NATL CORP IND | $2,789,476 | +4.0% | 112,980 | +8.5% | 0.23% | +1.3% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $2,557,679 | -13.7% | 45,730 | +8.5% | 0.21% | -15.8% |
| QMOM | Buy | EA SERIES TRUSTus quan momentum | $1,954,364 | -4.6% | 45,325 | +2.8% | 0.16% | -6.5% |
| HYEM | Sell | VANECK ETF TRUSTemerging mrkt hi | $1,943,372 | -87.0% | 109,668 | -86.6% | 0.16% | -87.3% |
| VOYA | Sell | VOYA FINANCIAL INC | $1,910,637 | -75.4% | 28,753 | -73.4% | 0.16% | -76.0% |
| VGLT | Buy | VANGUARD SCOTTSDALE FDSlong term treas | $1,598,972 | -10.5% | 28,897 | +2.8% | 0.13% | -12.8% |
| VCIT | Buy | VANGUARD SCOTTSDALE FDSint-term corp | $1,470,783 | -1.5% | 19,425 | +2.8% | 0.12% | -4.0% |
| MUB | Buy | ISHARES TRnational mun etf | $1,416,703 | +22.3% | 13,816 | +27.3% | 0.12% | +19.8% |
| HTH | Sell | HILLTOP HOLDINGS INC | $1,382,777 | -80.2% | 48,758 | -78.0% | 0.11% | -80.7% |
| New | SIMPLIFY EXCHANGE TRADED FUNmanaged futures | $1,240,466 | – | 45,026 | – | 0.10% | – | |
| Sell | CRANE COMPANY | $1,241,184 | -78.1% | 13,971 | -78.0% | 0.10% | -78.6% | |
| KMLM | New | KRANESHARES TRkfa mount lucas | $1,233,817 | – | 37,882 | – | 0.10% | – |
| VCSH | Buy | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,034,182 | +1.8% | 13,801 | +2.8% | 0.08% | -1.2% |
| VMOT | Sell | EA SERIES TRUSTval momtm trnd | $998,396 | -1.8% | 44,416 | -0.9% | 0.08% | -4.7% |
| IHY | Buy | VANECK ETF TRUSTinternational hi | $993,116 | -0.0% | 50,986 | +2.8% | 0.08% | -2.4% |
| IMOM | Buy | EA SERIES TRUSTintl quan momntm | $943,576 | -2.4% | 38,480 | +2.8% | 0.08% | -3.8% |
| MDRX | Sell | VERADIGM INC | $897,528 | -77.0% | 68,305 | -78.0% | 0.07% | -77.5% |
| BCC | Sell | BOISE CASCADE CO DEL | $857,293 | -2.9% | 8,320 | -14.9% | 0.07% | -4.1% |
| TMST | Sell | TIMKENSTEEL CORPORATION | $752,381 | -14.3% | 34,640 | -14.9% | 0.06% | -16.4% |
| Sell | PERMIAN RESOURCES CORP | $732,300 | +7.8% | 52,457 | -15.4% | 0.06% | +3.5% | |
| UNM | Sell | UNUM GROUP | $724,077 | -12.2% | 14,720 | -14.9% | 0.06% | -14.5% |
| HLX | Sell | HELIX ENERGY SOLUTIONS GRP I | $730,708 | +28.1% | 65,417 | -15.4% | 0.06% | +25.5% |
| PBF | Sell | PBF ENERGY INCcl a | $699,262 | +11.4% | 13,063 | -14.8% | 0.06% | +9.6% |
| IIPR | Buy | INNOVATIVE INDL PPTYS INC | $685,404 | +31.5% | 9,059 | +26.9% | 0.06% | +30.2% |
| AVT | Sell | AVNET INC | $645,746 | -18.7% | 13,400 | -14.9% | 0.05% | -21.2% |
| OAS | Sell | CHORD ENERGY CORPORATION | $636,935 | -10.3% | 3,930 | -14.9% | 0.05% | -11.9% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $612,659 | -11.4% | 2,280 | -14.9% | 0.05% | -13.8% |
| PRDO | Sell | PERDOCEO ED CORP | $578,083 | +18.7% | 33,806 | -14.8% | 0.05% | +14.6% |
| MHO | Sell | M/I HOMES INC | $583,826 | -17.9% | 6,947 | -14.8% | 0.05% | -20.3% |
| MLI | Sell | MUELLER INDS INC | $565,203 | -26.7% | 7,520 | -14.9% | 0.05% | -28.1% |
| SCPL | Sell | SCIPLAY CORPORATIONcl a | $572,233 | -1.4% | 25,131 | -14.8% | 0.05% | -4.2% |
| EME | Sell | EMCOR GROUP INC | $546,383 | -2.7% | 2,597 | -14.5% | 0.04% | -6.4% |
| TRV | Sell | TRAVELERS COMPANIES INC | $542,189 | -20.0% | 3,320 | -14.9% | 0.04% | -21.4% |
| GNW | Sell | GENWORTH FINL INC | $538,622 | -0.2% | 91,915 | -14.8% | 0.04% | -2.2% |
| REG | Buy | REGENCY CTRS CORP | $537,456 | +96.5% | 9,042 | +104.2% | 0.04% | +91.3% |
| GRBK | Sell | GREEN BRICK PARTNERS INC | $525,683 | -37.8% | 12,664 | -14.9% | 0.04% | -38.6% |
| TLRY | Buy | TILRAY BRANDS INC | $516,204 | +111.9% | 215,985 | +38.3% | 0.04% | +110.0% |
| AEL | Sell | AMERICAN EQTY INVT LIFE HLD | $523,526 | -12.4% | 9,760 | -14.9% | 0.04% | -16.0% |
| CAH | Sell | CARDINAL HEALTH INC | $507,126 | -22.1% | 5,875 | -14.6% | 0.04% | -24.1% |
| STRL | Sell | STERLING INFRASTRUCTURE INC | $505,542 | +12.1% | 6,880 | -14.9% | 0.04% | +7.9% |
| Sell | REMITLY GLOBAL INC | $502,382 | +14.0% | 19,920 | -14.9% | 0.04% | +10.8% | |
| CMC | Sell | COMMERCIAL METALS CO | $495,483 | -20.6% | 10,028 | -15.4% | 0.04% | -23.1% |
| WLK | Sell | WESTLAKE CORPORATION | $495,314 | -11.7% | 3,973 | -15.4% | 0.04% | -14.9% |
| ENVA | Sell | ENOVA INTL INC | $487,640 | -18.4% | 9,586 | -14.8% | 0.04% | -20.0% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $486,308 | -25.6% | 11,413 | -14.8% | 0.04% | -27.8% |
| GNL | Buy | GLOBAL NET LEASE INC | $474,532 | +100.5% | 49,379 | +114.4% | 0.04% | +95.0% |
| TBBK | Sell | BANCORP INC DEL | $483,345 | -9.7% | 14,010 | -14.6% | 0.04% | -13.3% |
| CCS | Sell | CENTURY CMNTYS INC | $466,659 | -25.8% | 6,988 | -14.8% | 0.04% | -26.9% |
| ARCB | Sell | ARCBEST CORP | $465,049 | -12.3% | 4,575 | -14.7% | 0.04% | -13.6% |
| ORI | Sell | OLD REP INTL CORP | $474,144 | -8.9% | 17,600 | -14.9% | 0.04% | -11.6% |
| ZEUS | Sell | OLYMPIC STEEL INC | $469,859 | -2.2% | 8,359 | -14.7% | 0.04% | -5.0% |
| ABG | Sell | ASBURY AUTOMOTIVE GROUP INC | $469,113 | -18.1% | 2,039 | -14.4% | 0.04% | -20.8% |
| SGOL | Sell | ABRDN GOLD ETF TRUST | $464,673 | -8.2% | 26,268 | -4.6% | 0.04% | -9.5% |
| DHI | Sell | D R HORTON INC | $465,130 | -24.7% | 4,328 | -14.8% | 0.04% | -25.5% |
| CRON | Buy | CRONOS GROUP INC | $464,660 | +34.2% | 232,330 | +32.2% | 0.04% | +31.0% |
| Buy | SNDL INC | $467,096 | +99.9% | 245,840 | +44.1% | 0.04% | +100.0% | |
| LEN | Sell | LENNAR CORPcl a | $453,634 | -23.7% | 4,042 | -14.8% | 0.04% | -24.5% |
| MTH | Sell | MERITAGE HOMES CORP | $460,921 | -26.8% | 3,766 | -14.9% | 0.04% | -28.8% |
| SCHL | Sell | SCHOLASTIC CORP | $453,103 | -16.5% | 11,880 | -14.9% | 0.04% | -17.8% |
| PATK | Sell | PATRICK INDS INC | $455,990 | -20.1% | 6,075 | -14.8% | 0.04% | -21.3% |
| CCRN | Sell | CROSS CTRY HEALTHCARE INC | $451,872 | -24.7% | 18,228 | -14.8% | 0.04% | -26.0% |
| JBL | Sell | JABIL INC | $446,653 | +0.1% | 3,520 | -14.9% | 0.04% | -2.7% |
| IIIN | Sell | INSTEEL INDS INC | $447,948 | -11.2% | 13,800 | -14.9% | 0.04% | -14.3% |
| GPOR | Sell | GULFPORT ENERGY CORP | $441,415 | -3.9% | 3,720 | -14.9% | 0.04% | -5.3% |
| PLAB | Sell | PHOTRONICS INC | $443,003 | -33.3% | 21,920 | -14.9% | 0.04% | -34.5% |
| CASH | Sell | PATHWARD FINANCIAL INC | $437,071 | -15.1% | 9,483 | -14.6% | 0.04% | -18.6% |
| GDX | Sell | VANECK ETF TRUSTgold miners etf | $412,207 | -96.7% | 15,318 | -96.3% | 0.03% | -96.8% |
| MTG | Sell | MGIC INVT CORP WIS | $396,554 | -10.0% | 23,760 | -14.9% | 0.03% | -13.5% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $386,428 | -8.5% | 280 | -14.9% | 0.03% | -11.4% |
| SKYW | Sell | SKYWEST INC | $387,526 | -12.3% | 9,240 | -14.9% | 0.03% | -16.2% |
| EHTH | Sell | EHEALTH INC | $380,027 | -21.7% | 51,355 | -15.0% | 0.03% | -22.5% |
| ARCT | Sell | ARCTURUS THERAPEUTICS HLDGS | $373,030 | -24.2% | 14,600 | -14.9% | 0.03% | -26.8% |
| TEX | Sell | TEREX CORP NEW | $364,158 | -18.0% | 6,320 | -14.9% | 0.03% | -18.9% |
| URBN | Sell | URBAN OUTFITTERS INC | $375,281 | -16.0% | 11,480 | -14.9% | 0.03% | -18.9% |
| RDN | Sell | RADIAN GROUP INC | $363,593 | -15.5% | 14,480 | -14.9% | 0.03% | -16.7% |
| PRI | Sell | PRIMERICA INC | $364,739 | -16.5% | 1,880 | -14.9% | 0.03% | -16.7% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $366,660 | -15.4% | 2,520 | -14.9% | 0.03% | -16.7% |
| Sell | FLUENCE ENERGY INC | $355,885 | -26.6% | 15,480 | -14.9% | 0.03% | -27.5% | |
| Sell | CRANE NXT CO | $362,316 | -16.2% | 6,520 | -14.9% | 0.03% | -19.4% | |
| MYRG | Sell | MYR GROUP INC DEL | $355,766 | -17.1% | 2,640 | -14.9% | 0.03% | -19.4% |
| RCII | Sell | UPBOUND GROUP INC | $343,498 | -20.4% | 11,800 | -14.9% | 0.03% | -22.2% |
| BIG | Sell | BIG LOTS INC | $339,273 | -87.3% | 66,394 | -78.0% | 0.03% | -87.4% |
| GMS | Sell | GMS INC | $337,762 | -21.3% | 5,280 | -14.9% | 0.03% | -25.0% |
| MDC | Sell | M D C HLDGS INC | $331,489 | -25.0% | 8,040 | -14.9% | 0.03% | -27.0% |
| PVH | Sell | PVH CORPORATION | $336,644 | -23.4% | 4,400 | -14.9% | 0.03% | -27.0% |
| IDCC | Sell | INTERDIGITAL INC | $317,750 | -29.3% | 3,960 | -14.9% | 0.03% | -29.7% |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $316,416 | -28.4% | 12,800 | -14.9% | 0.03% | -29.7% |
| ASO | Sell | ACADEMY SPORTS & OUTDOORS IN | $307,775 | -25.5% | 6,511 | -14.8% | 0.02% | -26.5% |
| TPH | Sell | TRI POINTE HOMES INC | $310,696 | -29.2% | 11,360 | -14.9% | 0.02% | -30.6% |
| VTEB | Sell | VANGUARD MUN BD FDStax exempt bd | $290,574 | -50.5% | 6,041 | -48.3% | 0.02% | -51.0% |
| WNC | Sell | WABASH NATL CORP | $293,146 | -29.9% | 13,880 | -14.9% | 0.02% | -31.4% |
| AFCG | Buy | AFC GAMMA INC | $289,685 | +41.1% | 24,675 | +49.7% | 0.02% | +41.2% |
| OI | Sell | O-I GLASS INC | $294,448 | -33.2% | 17,600 | -14.9% | 0.02% | -35.1% |
| MCFT | Sell | MASTERCRAFT BOAT HLDGS INC | $291,215 | -38.2% | 13,106 | -14.8% | 0.02% | -38.5% |
| HPP | New | HUDSON PAC PPTYS INC | $281,887 | – | 42,389 | – | 0.02% | – |
| PXF | Sell | INVESCO EXCH TRADED FD TR IIftse rafi dev | $279,362 | -6.8% | 6,418 | -3.7% | 0.02% | -8.0% |
| EPR | Sell | EPR PPTYS | $265,191 | -29.0% | 6,384 | -20.0% | 0.02% | -29.0% |
| VICI | Sell | VICI PPTYS INC | $270,921 | -35.2% | 9,310 | -30.0% | 0.02% | -37.1% |
| QSY | Sell | WISDOMTREE TRwisdomtree us va | $244,251 | -4.3% | 3,954 | -3.1% | 0.02% | -4.8% |
| ADC | Sell | AGREE RLTY CORP | $251,894 | -32.4% | 4,560 | -20.0% | 0.02% | -35.5% |
| OSCR | Sell | OSCAR HEALTH INCcl a | $239,510 | -41.2% | 43,000 | -14.9% | 0.02% | -44.1% |
| GRWG | Buy | GROWGENERATION CORP | $221,774 | +39.6% | 75,950 | +62.5% | 0.02% | +38.5% |
| ACB | Buy | AURORA CANNABIS INC | $226,024 | +135.8% | 386,365 | +115.5% | 0.02% | +125.0% |
| STAG | New | STAG INDL INC | $219,000 | – | 6,346 | – | 0.02% | – |
| AVB | New | AVALONBAY CMNTYS INC | $212,099 | – | 1,235 | – | 0.02% | – |
| GTY | Sell | GETTY RLTY CORP NEW | $214,963 | -42.6% | 7,752 | -30.0% | 0.02% | -45.2% |
| BNL | New | BROADSTONE NET LEASE INC | $201,330 | – | 14,079 | – | 0.02% | – |
| EPRT | New | ESSENTIAL PPTYS RLTY TR INC | $200,553 | – | 9,272 | – | 0.02% | – |
| LXP | New | LXP INDUSTRIAL TRUST | $192,605 | – | 21,641 | – | 0.02% | – |
| New | ORION OFFICE REIT INC | $183,230 | – | 35,169 | – | 0.02% | – | |
| HYFM | Buy | HYDROFARM HLDGS GROUP INC | $169,049 | +339.9% | 138,565 | +182.0% | 0.01% | +366.7% |
| Buy | MYMD PHARMACEUTICALS INC | $101,569 | +12.4% | 171,570 | +184.8% | 0.01% | 0.0% | |
| PGRE | Exit | PARAMOUNT GROUP INC | $0 | – | -41,800 | – | -0.02% | – |
| HT | Exit | HERSHA HOSPITALITY TR | $0 | – | -34,048 | – | -0.02% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -3,857 | – | -0.02% | – |
| PINE | Exit | ALPINE INCOME PPTY TR INC | $0 | – | -16,131 | – | -0.02% | – |
| BHR | Exit | BRAEMAR HOTELS & RESORTS INC | $0 | – | -64,315 | – | -0.02% | – |
| WPC | Exit | WP CAREY INC | $0 | – | -4,123 | – | -0.02% | – |
| IRM | Exit | IRON MTN INC DEL | $0 | – | -5,111 | – | -0.02% | – |
| WSR | Exit | WHITESTONE REIT | $0 | – | -33,953 | – | -0.03% | – |
| AFIN | Exit | THE NECESSITY RETAIL REIT IN | $0 | – | -49,172 | – | -0.03% | – |
| UBA | Exit | URSTADT BIDDLE PPTYS INCcl a | $0 | – | -19,000 | – | -0.03% | – |
| UNVR | Exit | UNIVAR SOLUTIONS INC | $0 | – | -11,797 | – | -0.04% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -131,108 | – | -0.78% | – |
| DBP | Exit | INVESCO DB MULTI-SECTOR COMMprecious metal | $0 | – | -274,007 | – | -1.12% | – |
| KXI | Exit | ISHARES TRglb cnsm stp etf | $0 | – | -223,296 | – | -1.14% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GVAL | New | CAMBRIA ETF TRglobal value etf | $36,768,503 | – | 1,827,460 | – | 3.06% | – |
| EYLD | New | CAMBRIA ETF TRemrg sharehldr | $35,562,612 | – | 1,277,834 | – | 2.96% | – |
| FYLD | New | CAMBRIA ETF TRcambria fgn shr | $20,683,707 | – | 861,462 | – | 1.72% | – |
| WTMF | New | WISDOMTREE TRfutre strat fd | $15,808,632 | – | 451,846 | – | 1.32% | – |
| BAR | New | GRANITESHARES GOLD TR | $15,353,351 | – | 807,646 | – | 1.28% | – |
| RYI | New | RYERSON HLDG CORP | $15,255,922 | – | 351,681 | – | 1.27% | – |
| HYEM | New | VANECK ETF TRUSTemerging mrkt hi | $14,958,712 | – | 817,416 | – | 1.24% | – |
| IXN | New | ISHARES TRglobal tech etf | $14,817,452 | – | 238,261 | – | 1.23% | – |
| MCK | New | MCKESSON CORP | $14,822,957 | – | 34,689 | – | 1.23% | – |
| VAMO | New | CAMBRIA ETF TRvalue momentum | $14,542,473 | – | 564,976 | – | 1.21% | – |
| EXI | New | ISHARES TRglob indstrl etf | $14,235,195 | – | 118,380 | – | 1.18% | – |
| AN | New | AUTONATION INC | $13,897,693 | – | 84,428 | – | 1.16% | – |
| TOL | New | TOLL BROTHERS INC | $13,854,250 | – | 175,215 | – | 1.15% | – |
| KXI | New | ISHARES TRglb cnsm stp etf | $13,663,482 | – | 223,296 | – | 1.14% | – |
| DBP | New | INVESCO DB MULTI-SECTOR COMMprecious metal | $13,523,479 | – | 274,007 | – | 1.12% | – |
| LPX | New | LOUISIANA PAC CORP | $13,258,264 | – | 176,824 | – | 1.10% | – |
| VTI | New | VANGUARD INDEX FDStotal stk mkt | $13,218,530 | – | 60,008 | – | 1.10% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $12,984,642 | – | 77,925 | – | 1.08% | – |
| RXI | New | ISHARES TRglb cns disc etf | $12,946,283 | – | 82,613 | – | 1.08% | – |
| EMLC | New | VANECK ETF TRUSTjp mrgan em loc | $12,951,819 | – | 506,722 | – | 1.08% | – |
| ELD | New | WISDOMTREE TRem lcl debt fd | $12,895,555 | – | 467,483 | – | 1.07% | – |
| PHM | New | PULTE GROUP INC | $12,834,445 | – | 165,222 | – | 1.07% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $12,547,187 | – | 46,199 | – | 1.04% | – |
| GDX | New | VANECK ETF TRUSTgold miners etf | $12,318,151 | – | 409,105 | – | 1.02% | – |
| BND | New | VANGUARD BD INDEX FDStotal bnd mrkt | $12,167,551 | – | 167,390 | – | 1.01% | – |
| DDS | New | DILLARDS INCcl a | $12,137,616 | – | 37,200 | – | 1.01% | – |
| NUE | New | NUCOR CORP | $12,068,764 | – | 73,599 | – | 1.00% | – |
| GMOM | New | CAMBRIA ETF TRglb moment etf | $11,747,559 | – | 424,406 | – | 0.98% | – |
| VGIT | New | VANGUARD SCOTTSDALE FDSinter term treas | $10,972,705 | – | 187,056 | – | 0.91% | – |
| SYLD | New | CAMBRIA ETF TR | $10,888,506 | – | 178,004 | – | 0.91% | – |
| CVI | New | CVR ENERGY INC | $10,795,906 | – | 360,344 | – | 0.90% | – |
| OC | New | OWENS CORNING NEW | $10,253,516 | – | 78,571 | – | 0.85% | – |
| ATKR | New | ATKORE INC | $10,176,645 | – | 65,260 | – | 0.85% | – |
| AMP | New | AMERIPRISE FINL INC | $9,967,457 | – | 30,008 | – | 0.83% | – |
| VRTV | New | VERITIV CORP | $9,874,956 | – | 78,616 | – | 0.82% | – |
| PAGP | New | PLAINS GP HLDGS L Pltd partnr int a | $9,798,166 | – | 660,699 | – | 0.82% | – |
| XOM | New | EXXON MOBIL CORP | $9,548,253 | – | 89,028 | – | 0.79% | – |
| CEIX | New | CONSOL ENERGY INC NEW | $9,400,229 | – | 138,626 | – | 0.78% | – |
| PDCE | New | PDC ENERGY INC | $9,327,023 | – | 131,108 | – | 0.78% | – |
| AMR | New | ALPHA METALLURGICAL RESOUR I | $9,212,213 | – | 56,049 | – | 0.77% | – |
| SANM | New | SANMINA CORPORATION | $9,009,641 | – | 149,488 | – | 0.75% | – |
| ARW | New | ARROW ELECTRS INC | $8,791,743 | – | 61,382 | – | 0.73% | – |
| STLD | New | STEEL DYNAMICS INC | $8,763,419 | – | 80,450 | – | 0.73% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $8,725,312 | – | 55,304 | – | 0.73% | – |
| BLDG | New | CAMBRIA ETF TRgbl real est etf | $8,553,066 | – | 356,973 | – | 0.71% | – |
| MPC | New | MARATHON PETE CORP | $8,529,057 | – | 73,148 | – | 0.71% | – |
| AFL | New | AFLAC INC | $8,447,475 | – | 121,024 | – | 0.70% | – |
| VLO | New | VALERO ENERGY CORP | $8,358,681 | – | 71,259 | – | 0.70% | – |
| AGO | New | ASSURED GUARANTY LTD | $8,316,878 | – | 149,048 | – | 0.69% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP IN | $8,294,469 | – | 109,368 | – | 0.69% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $8,179,448 | – | 60,143 | – | 0.68% | – |
| TPR | New | TAPESTRY INC | $8,130,630 | – | 189,968 | – | 0.68% | – |
| New | CIVITAS RESOURCES INC | $8,043,452 | – | 115,950 | – | 0.67% | – | |
| COOP | New | MR COOPER GROUP INC | $7,997,930 | – | 157,937 | – | 0.66% | – |
| WIRE | New | ENCORE WIRE CORP | $7,928,613 | – | 42,643 | – | 0.66% | – |
| CI | New | THE CIGNA GROUP | $7,933,123 | – | 28,272 | – | 0.66% | – |
| KLIC | New | KULICKE & SOFFA INDS INC | $7,919,632 | – | 133,215 | – | 0.66% | – |
| L | New | LOEWS CORP | $7,914,879 | – | 133,292 | – | 0.66% | – |
| HCC | New | WARRIOR MET COAL INC | $7,826,535 | – | 200,938 | – | 0.65% | – |
| LKQ | New | LKQ CORP | $7,817,969 | – | 134,168 | – | 0.65% | – |
| FHI | New | FEDERATED HERMES INCcl b | $7,806,122 | – | 217,744 | – | 0.65% | – |
| MOS | New | MOSAIC CO NEW | $7,803,320 | – | 222,952 | – | 0.65% | – |
| VOYA | New | VOYA FINANCIAL INC | $7,762,033 | – | 108,242 | – | 0.65% | – |
| CNX | New | CNX RES CORP | $7,699,269 | – | 434,496 | – | 0.64% | – |
| ODP | New | THE ODP CORP | $7,642,897 | – | 163,240 | – | 0.64% | – |
| GEF | New | GREIF INCcl a | $7,619,785 | – | 110,608 | – | 0.63% | – |
| AMG | New | AFFILIATED MANAGERS GROUP IN | $7,546,512 | – | 50,347 | – | 0.63% | – |
| CVX | New | CHEVRON CORP NEW | $7,531,086 | – | 47,862 | – | 0.63% | – |
| MATX | New | MATSON INC | $7,518,046 | – | 96,720 | – | 0.62% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $7,462,300 | – | 263,872 | – | 0.62% | – |
| PDBC | New | INVESCO ACTVELY MNGD ETC FDoptimum yield | $7,462,182 | – | 548,477 | – | 0.62% | – |
| DD | New | DUPONT DE NEMOURS INC | $7,405,756 | – | 103,664 | – | 0.62% | – |
| JEF | New | JEFFERIES FINL GROUP INC | $7,388,551 | – | 222,748 | – | 0.62% | – |
| HPQ | New | HP INC | $7,357,133 | – | 239,568 | – | 0.61% | – |
| DOW | New | DOW INC | $7,330,706 | – | 137,640 | – | 0.61% | – |
| COG | New | COTERRA ENERGY INC | $7,309,676 | – | 288,920 | – | 0.61% | – |
| DFS | New | DISCOVER FINL SVCS | $7,273,679 | – | 62,248 | – | 0.60% | – |
| EOG | New | EOG RES INC | $7,265,567 | – | 63,488 | – | 0.60% | – |
| PFSI | New | PENNYMAC FINL SVCS INC NEW | $7,218,868 | – | 102,672 | – | 0.60% | – |
| OXY | New | OCCIDENTAL PETE CORP | $7,174,541 | – | 122,016 | – | 0.60% | – |
| RRC | New | RANGE RES CORP | $7,181,832 | – | 244,280 | – | 0.60% | – |
| FOXA | New | FOX CORP | $7,167,200 | – | 210,800 | – | 0.60% | – |
| COP | New | CONOCOPHILLIPS | $7,014,811 | – | 67,704 | – | 0.58% | – |
| CRC | New | CALIFORNIA RES CORP | $7,008,718 | – | 154,752 | – | 0.58% | – |
| HTH | New | HILLTOP HOLDINGS INC | $6,967,257 | – | 221,464 | – | 0.58% | – |
| OXM | New | OXFORD INDS INC | $6,907,509 | – | 70,184 | – | 0.58% | – |
| R | New | RYDER SYS INC | $6,837,974 | – | 80,646 | – | 0.57% | – |
| AMN | New | AMN HEALTHCARE SVCS INC | $6,792,502 | – | 62,248 | – | 0.56% | – |
| X | New | UNITED STATES STL CORP NEW | $6,743,171 | – | 269,619 | – | 0.56% | – |
| OLN | New | OLIN CORP | $6,652,744 | – | 129,456 | – | 0.55% | – |
| ATGE | New | ADTALEM GLOBAL ED INC | $6,577,827 | – | 191,550 | – | 0.55% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $6,490,544 | – | 70,680 | – | 0.54% | – |
| WHR | New | WHIRLPOOL CORP | $6,494,386 | – | 43,648 | – | 0.54% | – |
| MAN | New | MANPOWERGROUP INC WIS | $6,478,405 | – | 81,592 | – | 0.54% | – |
| SLM | New | SLM CORP | $6,435,302 | – | 394,320 | – | 0.54% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $6,361,200 | – | 53,568 | – | 0.53% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $6,344,316 | – | 45,136 | – | 0.53% | – |
| MRO | New | MARATHON OIL CORP | $6,331,237 | – | 275,032 | – | 0.53% | – |
| HUN | New | HUNTSMAN CORP | $6,312,304 | – | 233,616 | – | 0.52% | – |
| PXD | New | PIONEER NAT RES CO | $6,268,438 | – | 30,256 | – | 0.52% | – |
| HVT | New | HAVERTY FURNITURE COS INC | $6,183,012 | – | 204,600 | – | 0.51% | – |
| ALL | New | ALLSTATE CORP | $6,111,474 | – | 56,048 | – | 0.51% | – |
| CALM | New | CAL MAINE FOODS INC | $6,098,265 | – | 135,517 | – | 0.51% | – |
| DVN | New | DEVON ENERGY CORP NEW | $6,006,148 | – | 124,248 | – | 0.50% | – |
| New | SYLVAMO CORP | $5,994,124 | – | 148,186 | – | 0.50% | – | |
| CATY | New | CATHAY GEN BANCORP | $5,875,576 | – | 182,528 | – | 0.49% | – |
| MET | New | METLIFE INC | $5,860,126 | – | 103,664 | – | 0.49% | – |
| APA | New | APA CORPORATION | $5,753,955 | – | 168,392 | – | 0.48% | – |
| New | CRANE COMPANY | $5,659,120 | – | 63,500 | – | 0.47% | – | |
| DXC | New | DXC TECHNOLOGY CO | $5,579,564 | – | 208,816 | – | 0.46% | – |
| SYF | New | SYNCHRONY FINANCIAL | $5,207,127 | – | 153,512 | – | 0.43% | – |
| IP | New | INTERNATIONAL PAPER CO | $5,088,328 | – | 159,960 | – | 0.42% | – |
| ALLY | New | ALLY FINL INC | $4,976,971 | – | 184,264 | – | 0.41% | – |
| SCHP | New | SCHWAB STRATEGIC TRus tips etf | $4,958,416 | – | 94,572 | – | 0.41% | – |
| FL | New | FOOT LOCKER INC | $4,934,888 | – | 182,032 | – | 0.41% | – |
| FMF | New | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $4,744,712 | – | 99,241 | – | 0.40% | – |
| CF | New | CF INDS HLDGS INC | $4,562,282 | – | 65,720 | – | 0.38% | – |
| XRX | New | XEROX HOLDINGS CORP | $4,457,113 | – | 299,336 | – | 0.37% | – |
| New | LITMAN GREGORY FDS TRimgp dbi managed | $4,354,237 | – | 157,591 | – | 0.36% | – | |
| WU | New | WESTERN UN CO | $4,043,566 | – | 344,720 | – | 0.34% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $3,993,613 | – | 435,984 | – | 0.33% | – |
| MDRX | New | VERADIGM INC | $3,909,125 | – | 310,248 | – | 0.32% | – |
| WIP | New | SPDR SER TRftse int gvt etf | $3,745,789 | – | 89,698 | – | 0.31% | – |
| BNDX | New | VANGUARD CHARLOTTE FDStotal int bd etf | $3,202,701 | – | 65,522 | – | 0.27% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $2,963,848 | – | 42,160 | – | 0.25% | – |
| LNC | New | LINCOLN NATL CORP IND | $2,683,162 | – | 104,160 | – | 0.22% | – |
| BIG | New | BIG LOTS INC | $2,662,845 | – | 301,568 | – | 0.22% | – |
| QMOM | New | EA SERIES TRUSTus quan momentum | $2,048,974 | – | 44,100 | – | 0.17% | – |
| VGLT | New | VANGUARD SCOTTSDALE FDSlong term treas | $1,786,209 | – | 28,116 | – | 0.15% | – |
| VCIT | New | VANGUARD SCOTTSDALE FDSint-term corp | $1,493,667 | – | 18,900 | – | 0.12% | – |
| MUB | New | ISHARES TRnational mun etf | $1,158,792 | – | 10,857 | – | 0.10% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $1,033,746 | – | 4,200 | – | 0.09% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,015,962 | – | 13,428 | – | 0.08% | – |
| VMOT | New | EA SERIES TRUSTval momtm trnd | $1,016,768 | – | 44,818 | – | 0.08% | – |
| IHY | New | VANECK ETF TRUSTinternational hi | $993,400 | – | 49,608 | – | 0.08% | – |
| IMOM | New | EA SERIES TRUSTintl quan momntm | $966,326 | – | 37,440 | – | 0.08% | – |
| TMST | New | TIMKENSTEEL CORPORATION | $877,942 | – | 40,702 | – | 0.07% | – |
| BCC | New | BOISE CASCADE CO DEL | $883,262 | – | 9,776 | – | 0.07% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $844,957 | – | 14,876 | – | 0.07% | – |
| UNM | New | UNUM GROUP | $825,019 | – | 17,296 | – | 0.07% | – |
| IEF | New | ISHARES TR7-10 yr trsy bd | $814,821 | – | 8,435 | – | 0.07% | – |
| AVT | New | AVNET INC | $794,335 | – | 15,745 | – | 0.07% | – |
| TIP | New | ISHARES TRtips bd etf | $780,675 | – | 7,254 | – | 0.06% | – |
| MLI | New | MUELLER INDS INC | $771,206 | – | 8,836 | – | 0.06% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $737,622 | – | 5,950 | – | 0.06% | – |
| PM | New | PHILIP MORRIS INTL INC | $717,507 | – | 7,350 | – | 0.06% | – |
| OAS | New | CHORD ENERGY CORPORATION | $709,941 | – | 4,616 | – | 0.06% | – |
| MHO | New | M/I HOMES INC | $711,296 | – | 8,158 | – | 0.06% | – |
| MO | New | ALTRIA GROUP INC | $713,475 | – | 15,750 | – | 0.06% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $691,450 | – | 2,679 | – | 0.06% | – |
| New | PERMIAN RESOURCES CORP | $679,268 | – | 61,977 | – | 0.06% | – | |
| TRV | New | TRAVELERS COMPANIES INC | $677,448 | – | 3,901 | – | 0.06% | – |
| PLAB | New | PHOTRONICS INC | $664,247 | – | 25,756 | – | 0.06% | – |
| SMG | New | SCOTTS MIRACLE-GRO COcl a | $658,245 | – | 10,500 | – | 0.06% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $653,225 | – | 13,394 | – | 0.05% | – |
| CAH | New | CARDINAL HEALTH INC | $650,925 | – | 6,883 | – | 0.05% | – |
| MTH | New | MERITAGE HOMES CORP | $629,402 | – | 4,424 | – | 0.05% | – |
| CCS | New | CENTURY CMNTYS INC | $628,744 | – | 8,206 | – | 0.05% | – |
| CMC | New | COMMERCIAL METALS CO | $623,916 | – | 11,848 | – | 0.05% | – |
| PBF | New | PBF ENERGY INCcl a | $627,651 | – | 15,331 | – | 0.05% | – |
| DHI | New | D R HORTON INC | $617,820 | – | 5,077 | – | 0.05% | – |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $600,491 | – | 21,385 | – | 0.05% | – |
| ENVA | New | ENOVA INTL INC | $597,334 | – | 11,245 | – | 0.05% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $597,597 | – | 11,468 | – | 0.05% | – |
| LEN | New | LENNAR CORPcl a | $594,220 | – | 4,742 | – | 0.05% | – |
| VTEB | New | VANGUARD MUN BD FDStax exempt bd | $586,653 | – | 11,682 | – | 0.05% | – |
| SCPL | New | SCIPLAY CORPORATIONcl a | $580,540 | – | 29,499 | – | 0.05% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $572,680 | – | 2,382 | – | 0.05% | – |
| WLK | New | WESTLAKE CORPORATION | $560,792 | – | 4,694 | – | 0.05% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $570,393 | – | 77,289 | – | 0.05% | – |
| EME | New | EMCOR GROUP INC | $561,362 | – | 3,038 | – | 0.05% | – |
| PATK | New | PATRICK INDS INC | $570,560 | – | 7,132 | – | 0.05% | – |
| SCHL | New | SCHOLASTIC CORP | $542,866 | – | 13,959 | – | 0.04% | – |
| TBBK | New | BANCORP INC DEL | $535,362 | – | 16,397 | – | 0.04% | – |
| GNW | New | GENWORTH FINL INC | $539,550 | – | 107,910 | – | 0.04% | – |
| ARCB | New | ARCBEST CORP | $530,161 | – | 5,366 | – | 0.04% | – |
| CASH | New | PATHWARD FINANCIAL INC | $514,921 | – | 11,107 | – | 0.04% | – |
| ORI | New | OLD REP INTL CORP | $520,516 | – | 20,680 | – | 0.04% | – |
| IIPR | New | INNOVATIVE INDL PPTYS INC | $521,291 | – | 7,140 | – | 0.04% | – |
| IIIN | New | INSTEEL INDS INC | $504,611 | – | 16,215 | – | 0.04% | – |
| SGOL | New | ABRDN GOLD ETF TRUST | $506,033 | – | 27,547 | – | 0.04% | – |
| ARCT | New | ARCTURUS THERAPEUTICS HLDGS | $492,005 | – | 17,155 | – | 0.04% | – |
| TPB | New | TURNING PT BRANDS INC | $487,403 | – | 20,300 | – | 0.04% | – |
| PRDO | New | PERDOCEO ED CORP | $486,947 | – | 39,686 | – | 0.04% | – |
| ZEUS | New | OLYMPIC STEEL INC | $480,249 | – | 9,801 | – | 0.04% | – |
| EHTH | New | EHEALTH INC | $485,552 | – | 60,392 | – | 0.04% | – |
| New | FLUENCE ENERGY INC | $484,555 | – | 18,189 | – | 0.04% | – | |
| MCFT | New | MASTERCRAFT BOAT HLDGS INC | $471,428 | – | 15,381 | – | 0.04% | – |
| GPOR | New | GULFPORT ENERGY CORP | $459,261 | – | 4,371 | – | 0.04% | – |
| STRL | New | STERLING INFRASTRUCTURE INC | $451,087 | – | 8,084 | – | 0.04% | – |
| URBN | New | URBAN OUTFITTERS INC | $446,891 | – | 13,489 | – | 0.04% | – |
| IDCC | New | INTERDIGITAL INC | $449,247 | – | 4,653 | – | 0.04% | – |
| MDC | New | M D C HLDGS INC | $441,836 | – | 9,447 | – | 0.04% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $442,176 | – | 15,040 | – | 0.04% | – |
| TEX | New | TEREX CORP NEW | $444,298 | – | 7,426 | – | 0.04% | – |
| New | REMITLY GLOBAL INC | $440,501 | – | 23,406 | – | 0.04% | – | |
| JBL | New | JABIL INC | $446,398 | – | 4,136 | – | 0.04% | – |
| SKYW | New | SKYWEST INC | $442,097 | – | 10,857 | – | 0.04% | – |
| PVH | New | PVH CORPORATION | $439,295 | – | 5,170 | – | 0.04% | – |
| OI | New | O-I GLASS INC | $441,104 | – | 20,680 | – | 0.04% | – |
| UVV | New | UNIVERSAL CORP VA | $445,715 | – | 8,925 | – | 0.04% | – |
| MTG | New | MGIC INVT CORP WIS | $440,825 | – | 27,918 | – | 0.04% | – |
| PRG | New | PROG HOLDINGS INC | $434,776 | – | 13,536 | – | 0.04% | – |
| RCII | New | UPBOUND GROUP INC | $431,617 | – | 13,865 | – | 0.04% | – |
| PRI | New | PRIMERICA INC | $436,852 | – | 2,209 | – | 0.04% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $433,313 | – | 2,961 | – | 0.04% | – |
| RDN | New | RADIAN GROUP INC | $430,114 | – | 17,014 | – | 0.04% | – |
| GMS | New | GMS INC | $429,317 | – | 6,204 | – | 0.04% | – |
| MYRG | New | MYR GROUP INC DEL | $429,131 | – | 3,102 | – | 0.04% | – |
| New | CRANE NXT CO | $432,387 | – | 7,661 | – | 0.04% | – | |
| TPH | New | TRI POINTE HOMES INC | $438,615 | – | 13,348 | – | 0.04% | – |
| VICI | New | VICI PPTYS INC | $418,019 | – | 13,300 | – | 0.04% | – |
| KBH | New | KB HOME | $425,315 | – | 8,225 | – | 0.04% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $422,255 | – | 329 | – | 0.04% | – |
| UNVR | New | UNIVAR SOLUTIONS INC | $422,804 | – | 11,797 | – | 0.04% | – |
| WNC | New | WABASH NATL CORP | $418,163 | – | 16,309 | – | 0.04% | – |
| UBA | New | URSTADT BIDDLE PPTYS INCcl a | $403,940 | – | 19,000 | – | 0.03% | – |
| OSCR | New | OSCAR HEALTH INCcl a | $407,232 | – | 50,525 | – | 0.03% | – |
| ASO | New | ACADEMY SPORTS & OUTDOORS IN | $413,212 | – | 7,645 | – | 0.03% | – |
| ADC | New | AGREE RLTY CORP | $372,723 | – | 5,700 | – | 0.03% | – |
| GTY | New | GETTY RLTY CORP NEW | $374,624 | – | 11,077 | – | 0.03% | – |
| EPR | New | EPR PPTYS | $373,464 | – | 7,980 | – | 0.03% | – |
| SKT | New | TANGER FACTORY OUTLET CTRS I | $361,882 | – | 16,397 | – | 0.03% | – |
| CRON | New | CRONOS GROUP INC | $346,267 | – | 175,770 | – | 0.03% | – |
| ESRT | New | EMPIRE ST RLTY TR INCcl a | $343,109 | – | 45,809 | – | 0.03% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $332,159 | – | 5,035 | – | 0.03% | – |
| AFIN | New | THE NECESSITY RETAIL REIT IN | $332,403 | – | 49,172 | – | 0.03% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $334,400 | – | 15,200 | – | 0.03% | – |
| FCPT | New | FOUR CORNERS PPTY TR INC | $321,412 | – | 12,654 | – | 0.03% | – |
| WSR | New | WHITESTONE REIT | $329,344 | – | 33,953 | – | 0.03% | – |
| UHT | New | UNIVERSAL HEALTH RLTY INCOMEsh ben int | $319,119 | – | 6,707 | – | 0.03% | – |
| NNN | New | NNN REIT INC | $325,204 | – | 7,600 | – | 0.03% | – |
| AHH | New | ARMADA HOFFLER PPTYS INC | $313,351 | – | 26,828 | – | 0.03% | – |
| NHF | New | NEXPOINT DIVERSIFIED REL ET | $310,671 | – | 24,814 | – | 0.03% | – |
| SITC | New | SITE CTRS CORP | $301,416 | – | 22,800 | – | 0.02% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $295,547 | – | 7,505 | – | 0.02% | – |
| CTRE | New | CARETRUST REIT INC | $304,136 | – | 15,314 | – | 0.02% | – |
| REXR | New | REXFORD INDL RLTY INC | $297,654 | – | 5,700 | – | 0.02% | – |
| OHI | New | OMEGA HEALTHCARE INVS INC | $306,133 | – | 9,975 | – | 0.02% | – |
| PXF | New | INVESCO EXCH TRADED FD TR IIftse rafi dev | $299,760 | – | 6,667 | – | 0.02% | – |
| New | INVENTRUST PPTYS CORP | $297,650 | – | 12,863 | – | 0.02% | – | |
| IRM | New | IRON MTN INC DEL | $290,407 | – | 5,111 | – | 0.02% | – |
| APLE | New | APPLE HOSPITALITY REIT INC | $294,267 | – | 19,475 | – | 0.02% | – |
| SBRA | New | SABRA HEALTH CARE REIT INC | $283,563 | – | 24,092 | – | 0.02% | – |
| WPC | New | WP CAREY INC | $278,550 | – | 4,123 | – | 0.02% | – |
| REG | New | REGENCY CTRS CORP | $273,456 | – | 4,427 | – | 0.02% | – |
| RPT | New | RPT REALTYsh ben int | $277,970 | – | 26,600 | – | 0.02% | – |
| BFS | New | SAUL CTRS INC | $279,908 | – | 7,600 | – | 0.02% | – |
| OFC | New | CORPORATE OFFICE PPTYS TRsh ben int | $270,750 | – | 11,400 | – | 0.02% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $265,927 | – | 5,073 | – | 0.02% | – |
| BHR | New | BRAEMAR HOTELS & RESORTS INC | $258,546 | – | 64,315 | – | 0.02% | – |
| PINE | New | ALPINE INCOME PPTY TR INC | $262,129 | – | 16,131 | – | 0.02% | – |
| GLPI | New | GAMING & LEISURE PPTYS INC | $251,362 | – | 5,187 | – | 0.02% | – |
| DOC | New | PHYSICIANS RLTY TR | $253,583 | – | 18,126 | – | 0.02% | – |
| QSY | New | WISDOMTREE TRwisdomtree us va | $255,340 | – | 4,082 | – | 0.02% | – |
| EQC | New | EQUITY COMWLTH | $247,516 | – | 12,217 | – | 0.02% | – |
| ROIC | New | RETAIL OPPORTUNITY INVTS COR | $256,690 | – | 19,000 | – | 0.02% | – |
| GNL | New | GLOBAL NET LEASE INC | $236,728 | – | 23,028 | – | 0.02% | – |
| LTC | New | LTC PPTYS INC | $244,051 | – | 7,391 | – | 0.02% | – |
| CHCT | New | COMMUNITY HEALTHCARE TR INC | $243,423 | – | 7,372 | – | 0.02% | – |
| TLRY | New | TILRAY BRANDS INC | $243,571 | – | 156,135 | – | 0.02% | – |
| New | SNDL INC | $233,660 | – | 170,555 | – | 0.02% | – | |
| CLDT | New | CHATHAM LODGING TR | $233,148 | – | 24,909 | – | 0.02% | – |
| BXP | New | BOSTON PROPERTIES INC | $222,125 | – | 3,857 | – | 0.02% | – |
| AFCG | New | AFC GAMMA INC | $205,238 | – | 16,485 | – | 0.02% | – |
| HT | New | HERSHA HOSPITALITY TR | $207,352 | – | 34,048 | – | 0.02% | – |
| PGRE | New | PARAMOUNT GROUP INC | $185,174 | – | 41,800 | – | 0.02% | – |
| GRWG | New | GROWGENERATION CORP | $158,865 | – | 46,725 | – | 0.01% | – |
| IRCLF | New | INTERCURE LTD | $98,592 | – | 57,995 | – | 0.01% | – |
| ACB | New | AURORA CANNABIS INC | $95,838 | – | 179,270 | – | 0.01% | – |
| New | MYMD PHARMACEUTICALS INC | $90,353 | – | 60,235 | – | 0.01% | – | |
| FSP | New | FRANKLIN STR PPTYS CORP | $96,425 | – | 66,500 | – | 0.01% | – |
| VFF | New | VILLAGE FARMS INTL INC | $73,521 | – | 122,780 | – | 0.01% | – |
| MAPS | New | WM TECHNOLOGY INC | $55,811 | – | 66,640 | – | 0.01% | – |
| UGRO | New | URBAN-GRO INC | $44,521 | – | 37,730 | – | 0.00% | – |
| HYFM | New | HYDROFARM HLDGS GROUP INC | $38,427 | – | 49,140 | – | 0.00% | – |
| CGC | New | CANOPY GROWTH CORP | $23,895 | – | 61,600 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGFY | Exit | AGRIFY CORP | $0 | – | -97,926 | – | -0.01% | – |
| Exit | GREENLANE HLDGS INCcl a new | $0 | – | -31,180 | – | -0.01% | – | |
| YCBD | Exit | CBDMD INC | $0 | – | -286,254 | – | -0.01% | – |
| HYFM | Exit | HYDROFARM HLDGS GROUP INC | $0 | – | -53,352 | – | -0.01% | – |
| UGRO | Exit | URBAN-GRO INC | $0 | – | -40,964 | – | -0.01% | – |
| MAPS | Exit | WM TECHNOLOGY INC | $0 | – | -72,352 | – | -0.01% | – |
| Exit | MYMD PHARMACEUTICALS INC | $0 | – | -65,398 | – | -0.02% | – | |
| GRWG | Exit | GROWGENERATION CORP | $0 | – | -50,730 | – | -0.02% | – |
| FSP | Exit | FRANKLIN STR PPTYS CORP | $0 | – | -70,000 | – | -0.02% | – |
| CGC | Exit | CANOPY GROWTH CORP | $0 | – | -66,880 | – | -0.02% | – |
| RPT | Exit | RPT REALTYsh ben int | $0 | – | -28,000 | – | -0.02% | – |
| PDM | Exit | PIEDMONT OFFICE REALTY TR IN | $0 | – | -20,000 | – | -0.02% | – |
| HIW | Exit | HIGHWOODS PPTYS INC | $0 | – | -8,000 | – | -0.02% | – |
| LSI | Exit | LIFE STORAGE INC | $0 | – | -2,000 | – | -0.02% | – |
| VTIP | Exit | VANGUARD MALVERN FDSstrm infproidx | $0 | – | -4,667 | – | -0.02% | – |
| CIO | Exit | CITY OFFICE REIT INC | $0 | – | -22,000 | – | -0.02% | – |
| Exit | SNDL INC | $0 | – | -111,606 | – | -0.03% | – | |
| ACB | Exit | AURORA CANNABIS INC | $0 | – | -194,636 | – | -0.03% | – |
| OLP | Exit | ONE LIBERTY PPTYS INC | $0 | – | -12,000 | – | -0.03% | – |
| BNL | Exit | BROADSTONE NET LEASE INC | $0 | – | -16,000 | – | -0.03% | – |
| KRC | Exit | KILROY RLTY CORP | $0 | – | -6,000 | – | -0.03% | – |
| NSA | Exit | NATIONAL STORAGE AFFILIATES | $0 | – | -6,000 | – | -0.03% | – |
| SITC | Exit | SITE CTRS CORP | $0 | – | -24,000 | – | -0.03% | – |
| VFF | Exit | VILLAGE FARMS INTL INC | $0 | – | -133,304 | – | -0.03% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -16,000 | – | -0.03% | – |
| OFC | Exit | CORPORATE OFFICE PPTYS TRsh ben int | $0 | – | -12,000 | – | -0.03% | – |
| ROIC | Exit | RETAIL OPPORTUNITY INVTS COR | $0 | – | -20,000 | – | -0.03% | – |
| PGRE | Exit | PARAMOUNT GROUP INC | $0 | – | -44,000 | – | -0.03% | – |
| WRE | Exit | WASHINGTON REAL ESTATE INVTsh ben int | $0 | – | -16,000 | – | -0.03% | – |
| AFCG | Exit | AFC GAMMA INC | $0 | – | -17,898 | – | -0.03% | – |
| IRCLF | Exit | INTERCURE LTD | $0 | – | -62,966 | – | -0.03% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -6,000 | – | -0.03% | – |
| KIM | Exit | KIMCO RLTY CORP | $0 | – | -16,000 | – | -0.03% | – |
| BFS | Exit | SAUL CTRS INC | $0 | – | -8,000 | – | -0.03% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -16,000 | – | -0.03% | – |
| UBA | Exit | URSTADT BIDDLE PPTYS INCcl a | $0 | – | -20,000 | – | -0.03% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -2,000 | – | -0.03% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES I | $0 | – | -8,000 | – | -0.03% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -6,000 | – | -0.03% | – |
| GDX | Exit | VANECK ETF TRUSTgold miners etf | $0 | – | -13,248 | – | -0.04% | – |
| CTO | Exit | CTO RLTY GROWTH INC NEW | $0 | – | -18,000 | – | -0.04% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -2,000 | – | -0.04% | – |
| BRG | Exit | BLUEROCK RESIDENTIAL GWT REI | $0 | – | -14,000 | – | -0.04% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -1,400 | – | -0.04% | – |
| ADC | Exit | AGREE RLTY CORP | $0 | – | -6,000 | – | -0.04% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -14,000 | – | -0.04% | – |
| TLRY | Exit | TILRAY BRANDS INC | $0 | – | -169,518 | – | -0.05% | – |
| VTEB | Exit | VANGUARD MUN BD FDStax exempt bd | $0 | – | -9,620 | – | -0.05% | – |
| SGOL | Exit | ABRDN GOLD ETF TRUST | $0 | – | -30,786 | – | -0.05% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -27,456 | – | -0.05% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -35,072 | – | -0.06% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -6,592 | – | -0.06% | – |
| SPTN | Exit | SPARTANNASH CO | $0 | – | -17,728 | – | -0.06% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -3,648 | – | -0.06% | – |
| SXC | Exit | SUNCOKE ENERGY INC | $0 | – | -91,264 | – | -0.06% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -3,712 | – | -0.06% | – |
| CRON | Exit | CRONOS GROUP INC | $0 | – | -190,836 | – | -0.06% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -19,328 | – | -0.06% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -13,834 | – | -0.06% | – |
| VST | Exit | VISTRA CORP | $0 | – | -26,048 | – | -0.06% | – |
| TPB | Exit | TURNING PT BRANDS INC | $0 | – | -26,676 | – | -0.06% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -11,968 | – | -0.06% | – |
| AA | Exit | ALCOA CORP | $0 | – | -17,088 | – | -0.06% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -15,616 | – | -0.06% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -19,776 | – | -0.06% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -19,008 | – | -0.06% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltd partnr int a | $0 | – | -53,056 | – | -0.06% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -10,496 | – | -0.06% | – |
| IIIN | Exit | INSTEEL INDS INC | $0 | – | -22,080 | – | -0.06% | – |
| ARCH | Exit | ARCH RESOURCES INCcl a | $0 | – | -4,928 | – | -0.06% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -28,160 | – | -0.06% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -6,208 | – | -0.06% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -21,632 | – | -0.06% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -19,328 | – | -0.06% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -5,248 | – | -0.06% | – |
| ESTE | Exit | EARTHSTONE ENERGY INCcl a | $0 | – | -49,216 | – | -0.06% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -155,072 | – | -0.06% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -5,952 | – | -0.07% | – |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -37,312 | – | -0.07% | – |
| FHN | Exit | FIRST HORIZON CORPORATION | $0 | – | -26,688 | – | -0.07% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -9,856 | – | -0.07% | – |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -145,344 | – | -0.07% | – |
| SMG | Exit | SCOTTS MIRACLE-GRO COcl a | $0 | – | -15,200 | – | -0.07% | – |
| Exit | CIVITAS RESOURCES INC | $0 | – | -11,264 | – | -0.07% | – | |
| PTEN | Exit | PATTERSON-UTI ENERGY INC | $0 | – | -55,168 | – | -0.07% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -14,288 | – | -0.07% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -28,480 | – | -0.07% | – |
| OVV | Exit | OVINTIV INC | $0 | – | -14,848 | – | -0.07% | – |
| IIPR | Exit | INNOVATIVE INDL PPTYS INC | $0 | – | -7,752 | – | -0.07% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -8,436 | – | -0.08% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -7,488 | – | -0.08% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -12,032 | – | -0.08% | – |
| CLR | Exit | CONTINENTAL RES INC | $0 | – | -10,688 | – | -0.08% | – |
| BTU | Exit | PEABODY ENERGY CORP | $0 | – | -29,824 | – | -0.08% | – |
| IMOM | Exit | EA SERIES TRUSTintl quan momntm | $0 | – | -33,280 | – | -0.08% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -13,056 | – | -0.08% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -19,000 | – | -0.08% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -25,284 | – | -0.08% | – |
| CEIX | Exit | CONSOL ENERGY INC NEW | $0 | – | -12,160 | – | -0.08% | – |
| IHY | Exit | VANECK ETF TRUSTinternational hi | $0 | – | -44,096 | – | -0.09% | – |
| TMST | Exit | TIMKENSTEEL CORPORATION | $0 | – | -55,424 | – | -0.09% | – |
| Exit | PERMIAN RESOURCES CORP | $0 | – | -124,352 | – | -0.09% | – | |
| ARCB | Exit | ARCBEST CORP | $0 | – | -11,584 | – | -0.09% | – |
| EOG | Exit | EOG RES INC | $0 | – | -7,680 | – | -0.09% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -11,936 | – | -0.10% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -7,106 | – | -0.10% | – |
| TIP | Exit | ISHARES TRtips bd etf | $0 | – | -9,548 | – | -0.11% | – |
| MTDR | Exit | MATADOR RES CO | $0 | – | -21,504 | – | -0.11% | – |
| AVT | Exit | AVNET INC | $0 | – | -30,656 | – | -0.12% | – |
| Y | Exit | ALLEGHANY CORP MD | $0 | – | -1,344 | – | -0.12% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -7,616 | – | -0.13% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -30,656 | – | -0.13% | – |
| SIGA | Exit | SIGA TECHNOLOGIES INC | $0 | – | -114,048 | – | -0.13% | – |
| WLK | Exit | WESTLAKE CORPORATION | $0 | – | -13,504 | – | -0.13% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -34,048 | – | -0.13% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -5,358 | – | -0.13% | – |
| METC | Exit | RAMACO RES INC | $0 | – | -136,512 | – | -0.14% | – |
| VCIT | Exit | VANGUARD SCOTTSDALE FDSint-term corp | $0 | – | -16,800 | – | -0.14% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -33,728 | – | -0.14% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -13,341 | – | -0.15% | – |
| VGLT | Exit | VANGUARD SCOTTSDALE FDSlong term treas | $0 | – | -24,992 | – | -0.17% | – |
| HYEM | Exit | VANECK ETF TRUSTemerging mrkt hi | $0 | – | -94,848 | – | -0.17% | – |
| QMOM | Exit | EA SERIES TRUSTus quan momentum | $0 | – | -39,200 | – | -0.19% | – |
| VMOT | Exit | EA SERIES TRUSTval momtm trnd | $0 | – | -116,341 | – | -0.31% | – |
| BAR | Exit | GRANITESHARES GOLD TR | $0 | – | -184,338 | – | -0.33% | – |
| WIP | Exit | SPDR SER TRftse int gvt etf | $0 | – | -76,071 | – | -0.33% | – |
| WTMF | Exit | WISDOMTREE TRfutre strat fd | $0 | – | -88,824 | – | -0.33% | – |
| BNDX | Exit | VANGUARD CHARLOTTE FDStotal int bd etf | $0 | – | -64,082 | – | -0.33% | – |
| XRX | Exit | XEROX HOLDINGS CORP | $0 | – | -235,365 | – | -0.33% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -198,719 | – | -0.33% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -212,312 | – | -0.36% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -88,530 | – | -0.36% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -120,705 | – | -0.37% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -81,900 | – | -0.39% | – |
| LUMN | Exit | LUMEN TECHNOLOGIES INC | $0 | – | -499,980 | – | -0.39% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -271,058 | – | -0.40% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -341,771 | – | -0.40% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -237,137 | – | -0.40% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -243,945 | – | -0.40% | – |
| SWBI | Exit | SMITH & WESSON BRANDS INC | $0 | – | -360,165 | – | -0.40% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -623,944 | – | -0.41% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -43,485 | – | -0.41% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -255,450 | – | -0.42% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -182,048 | – | -0.42% | – |
| M | Exit | MACYS INC | $0 | – | -253,305 | – | -0.43% | – |
| RGR | Exit | STURM RUGER & CO INC | $0 | – | -78,390 | – | -0.43% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -125,841 | – | -0.43% | – |
| HVT | Exit | HAVERTY FURNITURE COS INC | $0 | – | -160,875 | – | -0.43% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -164,190 | – | -0.43% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -144,909 | – | -0.44% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -81,510 | – | -0.44% | – |
| MAN | Exit | MANPOWERGROUP INC WIS | $0 | – | -64,192 | – | -0.45% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -55,575 | – | -0.45% | – |
| ODP | Exit | THE ODP CORP | $0 | – | -119,145 | – | -0.45% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -45,825 | – | -0.46% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -149,370 | – | -0.46% | – |
| Exit | CRANE HLDGS CO | $0 | – | -48,768 | – | -0.46% | – | |
| HIBB | Exit | HIBBETT INC | $0 | – | -86,811 | – | -0.47% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -174,135 | – | -0.47% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -35,308 | – | -0.47% | – |
| SLM | Exit | SLM CORP | $0 | – | -310,050 | – | -0.47% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -95,550 | – | -0.47% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -207,480 | – | -0.47% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -48,945 | – | -0.48% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -143,130 | – | -0.48% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -183,690 | – | -0.49% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -123,045 | – | -0.50% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -34,320 | – | -0.50% | – |
| MATX | Exit | MATSON INC | $0 | – | -76,050 | – | -0.51% | – |
| HPQ | Exit | HP INC | $0 | – | -188,370 | – | -0.51% | – |
| DOW | Exit | DOW INC | $0 | – | -108,225 | – | -0.51% | – |
| OLN | Exit | OLIN CORP | $0 | – | -114,974 | – | -0.53% | – |
| NWBI | Exit | NORTHWEST BANCSHARES INC MD | $0 | – | -364,963 | – | -0.53% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -104,954 | – | -0.54% | – |
| OXM | Exit | OXFORD INDS INC | $0 | – | -55,198 | – | -0.54% | – |
| LOPE | Exit | GRAND CANYON ED INC | $0 | – | -61,815 | – | -0.55% | – |
| CAL | Exit | CALERES INC | $0 | – | -211,380 | – | -0.55% | – |
| APA | Exit | APA CORPORATION | $0 | – | -150,389 | – | -0.56% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -86,970 | – | -0.56% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -49,530 | – | -0.56% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -33,150 | – | -0.56% | – |
| AMN | Exit | AMN HEALTHCARE SVCS INC | $0 | – | -49,022 | – | -0.56% | – |
| CRC | Exit | CALIFORNIA RES CORP | $0 | – | -137,232 | – | -0.57% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -131,297 | – | -0.58% | – |
| AFL | Exit | AFLAC INC | $0 | – | -95,160 | – | -0.58% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -426,008 | – | -0.58% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -89,599 | – | -0.59% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -106,860 | – | -0.59% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -44,070 | – | -0.59% | – |
| RF | Exit | REGIONS FINANCIAL CORP NEW | $0 | – | -274,488 | – | -0.60% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -143,520 | – | -0.60% | – |
| MET | Exit | METLIFE INC | $0 | – | -91,430 | – | -0.60% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -249,919 | – | -0.61% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -171,210 | – | -0.61% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -117,195 | – | -0.61% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -157,469 | – | -0.62% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO | $0 | – | -46,856 | – | -0.62% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -26,684 | – | -0.62% | – |
| CMA | Exit | COMERICA INC | $0 | – | -82,485 | – | -0.63% | – |
| L | Exit | LOEWS CORP | $0 | – | -118,279 | – | -0.64% | – |
| CNX | Exit | CNX RES CORP | $0 | – | -380,552 | – | -0.64% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -23,595 | – | -0.64% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -60,247 | – | -0.65% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -104,572 | – | -0.67% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -51,789 | – | -0.67% | – |
| FYLD | Exit | CAMBRIA ETF TRcambria fgn shr | $0 | – | -307,387 | – | -0.68% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -65,484 | – | -0.68% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -227,565 | – | -0.68% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -137,530 | – | -0.68% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -73,139 | – | -0.69% | – |
| AMR | Exit | ALPHA METALLURGICAL RESOUR I | $0 | – | -46,803 | – | -0.69% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -37,651 | – | -0.71% | – |
| VRTV | Exit | VERITIV CORP | $0 | – | -68,090 | – | -0.72% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -24,534 | – | -0.74% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP IN | $0 | – | -95,339 | – | -0.74% | – |
| BLDG | Exit | CAMBRIA ETF TRgbl real est etf | $0 | – | -296,354 | – | -0.75% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -164,775 | – | -0.75% | – |
| AN | Exit | AUTONATION INC | $0 | – | -68,873 | – | -0.76% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -139,035 | – | -0.77% | – |
| RFP | Exit | RESOLUTE FST PRODS INC | $0 | – | -359,246 | – | -0.78% | – |
| RYI | Exit | RYERSON HLDG CORP | $0 | – | -286,665 | – | -0.80% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -79,001 | – | -0.84% | – |
| GVAL | Exit | CAMBRIA ETF TRglobal value etf | $0 | – | -495,086 | – | -0.86% | – |
| EYLD | Exit | CAMBRIA ETF TRemrg sharehldr | $0 | – | -328,425 | – | -0.88% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -283,335 | – | -0.89% | – |
| OAS | Exit | CHORD ENERGY CORPORATION | $0 | – | -62,930 | – | -0.93% | – |
| SYLD | Exit | CAMBRIA ETF TR | $0 | – | -163,768 | – | -0.93% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -32,329 | – | -0.95% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -186,441 | – | -0.97% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -84,208 | – | -0.97% | – |
| VGIT | Exit | VANGUARD SCOTTSDALE FDSinter term treas | $0 | – | -156,702 | – | -0.99% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -128,736 | – | -0.99% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -86,359 | – | -1.00% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -28,114 | – | -1.03% | – |
| EMLC | Exit | VANECK ETF TRUSTjp mrgan em loc | $0 | – | -450,205 | – | -1.11% | – |
| BND | Exit | VANGUARD BD INDEX FDStotal bnd mrkt | $0 | – | -146,834 | – | -1.13% | – |
| GMOM | Exit | CAMBRIA ETF TRglb moment etf | $0 | – | -470,766 | – | -1.44% | – |
| TAIL | Exit | CAMBRIA ETF TRtail risk | $0 | – | -810,965 | – | -1.48% | – |
| DBE | Exit | INVESCO DB MULTI-SECTOR COMMenergy fd | $0 | – | -614,371 | – | -1.50% | – |
| IEF | Exit | ISHARES TR7-10 yr trsy bd | $0 | – | -148,711 | – | -1.54% | – |
| FMF | Exit | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $0 | – | -282,386 | – | -1.57% | – |
| Exit | LITMAN GREGORY FDS TRimgp dbi managed | $0 | – | -478,467 | – | -1.76% | – | |
| IXC | Exit | ISHARES TRglobal energ etf | $0 | – | -544,271 | – | -1.96% | – |
| PDBC | Exit | INVESCO ACTVELY MNGD ETC FDoptimum yield | $0 | – | -1,192,941 | – | -2.09% | – |
| SCHP | Exit | SCHWAB STRATEGIC TRus tips etf | $0 | – | -408,300 | – | -2.28% | – |
| SHY | Exit | ISHARES TR1 3 yr treas bd | $0 | – | -317,918 | – | -2.79% | – |
| SHV | Exit | ISHARES TRshort treas bd | $0 | – | -235,436 | – | -2.80% | – |
| VAMO | Exit | CAMBRIA ETF TRvalue momentum | $0 | – | -1,594,427 | – | -4.46% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VAMO | Buy | CAMBRIA ETF TRvalue momentum | $41,296,000 | +64.7% | 1,594,427 | +63.4% | 4.46% | +37.3% |
| SHV | Buy | ISHARES TRshort treas bd | $25,897,000 | +3.5% | 235,436 | +3.6% | 2.80% | -13.8% |
| SHY | New | ISHARES TR1 3 yr treas bd | $25,818,000 | – | 317,918 | – | 2.79% | – |
| SCHP | Buy | SCHWAB STRATEGIC TRus tips etf | $21,150,000 | +544.6% | 408,300 | +594.3% | 2.28% | +437.6% |
| PDBC | Buy | INVESCO ACTVELY MNGD ETC FDoptimum yield | $19,302,000 | -0.1% | 1,192,941 | +11.4% | 2.09% | -16.7% |
| IXC | Buy | ISHARES TRglobal energ etf | $18,141,000 | +72.9% | 544,271 | +75.7% | 1.96% | +44.0% |
| Buy | LITMAN GREGORY FDS TRimgp dbi managed | $16,240,000 | +96.9% | 478,467 | +87.9% | 1.76% | +64.2% | |
| FMF | Buy | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $14,537,000 | +762.2% | 282,386 | +763.2% | 1.57% | +617.4% |
| IEF | Buy | ISHARES TR7-10 yr trsy bd | $14,276,000 | +1554.2% | 148,711 | +1662.8% | 1.54% | +1277.7% |
| DBE | Buy | INVESCO DB MULTI-SECTOR COMMenergy fd | $13,903,000 | +73.7% | 614,371 | +100.8% | 1.50% | +44.7% |
| TAIL | Buy | CAMBRIA ETF TRtail risk | $13,664,000 | +68.6% | 810,965 | +76.0% | 1.48% | +40.5% |
| GMOM | Sell | CAMBRIA ETF TRglb moment etf | $13,337,000 | -4.0% | 470,766 | -0.1% | 1.44% | -20.0% |
| BND | Buy | VANGUARD BD INDEX FDStotal bnd mrkt | $10,473,000 | +42.0% | 146,834 | +49.8% | 1.13% | +18.4% |
| EMLC | Buy | VANECK ETF TRUSTjp mrgan em loc | $10,264,000 | +70.7% | 450,205 | +83.3% | 1.11% | +42.4% |
| MCK | Buy | MCKESSON CORP | $9,555,000 | +16.2% | 28,114 | +11.5% | 1.03% | -3.1% |
| VLO | Buy | VALERO ENERGY CORP | $9,227,000 | +16.8% | 86,359 | +16.2% | 1.00% | -2.6% |
| STLD | Buy | STEEL DYNAMICS INC | $9,134,000 | +20.1% | 128,736 | +11.9% | 0.99% | +0.1% |
| VGIT | Buy | VANGUARD SCOTTSDALE FDSinter term treas | $9,137,000 | +53.7% | 156,702 | +61.2% | 0.99% | +28.0% |
| MOS | Buy | MOSAIC CO NEW | $9,010,000 | +14.4% | 186,441 | +11.8% | 0.97% | -4.6% |
| NUE | Buy | NUCOR CORP | $9,009,000 | +14.4% | 84,208 | +11.7% | 0.97% | -4.6% |
| DDS | Sell | DILLARDS INCcl a | $8,818,000 | -27.5% | 32,329 | -41.4% | 0.95% | -39.6% |
| SYLD | Buy | CAMBRIA ETF TR | $8,614,000 | +21.8% | 163,768 | +26.0% | 0.93% | +1.5% |
| OAS | Buy | CHORD ENERGY CORPORATION | $8,607,000 | +26.9% | 62,930 | +12.9% | 0.93% | +5.8% |
| CVI | Buy | CVR ENERGY INC | $8,211,000 | -6.3% | 283,335 | +8.3% | 0.89% | -21.9% |
| EYLD | Buy | CAMBRIA ETF TRemrg sharehldr | $8,158,000 | +25.9% | 328,425 | +35.4% | 0.88% | +5.0% |
| GVAL | Buy | CAMBRIA ETF TRglobal value etf | $7,936,000 | +22.0% | 495,086 | +37.3% | 0.86% | +1.7% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $7,776,000 | +5.5% | 79,001 | +12.2% | 0.84% | -12.1% |
| RYI | Buy | RYERSON HLDG CORP | $7,379,000 | +37.9% | 286,665 | +14.0% | 0.80% | +14.8% |
| RFP | Sell | RESOLUTE FST PRODS INC | $7,185,000 | -2.6% | 359,246 | -37.9% | 0.78% | -18.9% |
| LPX | Buy | LOUISIANA PAC CORP | $7,117,000 | +1.2% | 139,035 | +3.6% | 0.77% | -15.7% |
| AN | Buy | AUTONATION INC | $7,016,000 | +2.3% | 68,873 | +12.2% | 0.76% | -14.7% |
| TOL | Buy | TOLL BROTHERS INC | $6,921,000 | +2.0% | 164,775 | +8.3% | 0.75% | -15.0% |
| BLDG | Buy | CAMBRIA ETF TRgbl real est etf | $6,913,000 | +16.0% | 296,354 | +33.0% | 0.75% | -3.4% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP IN | $6,879,000 | +21.9% | 95,339 | +12.8% | 0.74% | +1.5% |
| CI | Buy | CIGNA CORP NEW | $6,807,000 | +18.6% | 24,534 | +12.6% | 0.74% | -1.1% |
| VRTV | Buy | VERITIV CORP | $6,657,000 | +1.6% | 68,090 | +12.8% | 0.72% | -15.3% |
| RS | Buy | RELIANCE STEEL & ALUMINUM CO | $6,567,000 | +15.1% | 37,651 | +12.1% | 0.71% | -3.9% |
| AMR | Buy | ALPHA METALLURGICAL RESOUR I | $6,405,000 | +1393.0% | 46,803 | +1307.6% | 0.69% | +1135.7% |
| XOM | Buy | EXXON MOBIL CORP | $6,386,000 | +15.2% | 73,139 | +13.0% | 0.69% | -4.0% |
| SANM | Buy | SANMINA CORPORATION | $6,337,000 | +1814.5% | 137,530 | +1593.7% | 0.68% | +1493.0% |
| SFM | Buy | SPROUTS FMRS MKT INC | $6,315,000 | +18.7% | 227,565 | +8.3% | 0.68% | -1.2% |
| CF | Buy | CF INDS HLDGS INC | $6,302,000 | +1710.9% | 65,484 | +1512.9% | 0.68% | +1413.3% |
| FYLD | Buy | CAMBRIA ETF TRcambria fgn shr | $6,274,000 | +26.8% | 307,387 | +44.6% | 0.68% | +5.8% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $6,238,000 | +19.7% | 51,789 | +20.4% | 0.67% | -0.3% |
| BCC | Buy | BOISE CASCADE CO DEL | $6,218,000 | +14.2% | 104,572 | +14.3% | 0.67% | -4.8% |
| MPC | New | MARATHON PETE CORP | $5,985,000 | – | 60,247 | – | 0.65% | – |
| AMP | Buy | AMERIPRISE FINL INC | $5,945,000 | +14.8% | 23,595 | +8.3% | 0.64% | -4.3% |
| CNX | Buy | CNX RES CORP | $5,910,000 | +13.9% | 380,552 | +20.7% | 0.64% | -5.1% |
| L | Buy | LOEWS CORP | $5,895,000 | +5.3% | 118,279 | +25.2% | 0.64% | -12.3% |
| CMA | Buy | COMERICA INC | $5,865,000 | +0.3% | 82,485 | +3.5% | 0.63% | -16.4% |
| PXD | New | PIONEER NAT RES CO | $5,778,000 | – | 26,684 | – | 0.62% | – |
| AFG | Buy | AMERICAN FINL GROUP INC OHIO | $5,760,000 | +0.1% | 46,856 | +13.0% | 0.62% | -16.6% |
| ATGE | New | ADTALEM GLOBAL ED INC | $5,740,000 | – | 157,469 | – | 0.62% | – |
| AGO | Buy | ASSURED GUARANTY LTD | $5,678,000 | -5.9% | 117,195 | +8.3% | 0.61% | -21.5% |
| FHI | Buy | FEDERATED HERMES INCcl b | $5,670,000 | +12.9% | 171,210 | +8.3% | 0.61% | -5.8% |
| MRO | Buy | MARATHON OIL CORP | $5,643,000 | +15.1% | 249,919 | +14.6% | 0.61% | -3.9% |
| MET | Buy | METLIFE INC | $5,557,000 | +9.7% | 91,430 | +13.3% | 0.60% | -8.7% |
| CATY | Buy | CATHAY GEN BANCORP | $5,520,000 | +6.4% | 143,520 | +8.3% | 0.60% | -11.4% |
| RF | Buy | REGIONS FINANCIAL CORP NEW | $5,509,000 | +1754.9% | 274,488 | +1631.2% | 0.60% | +1425.6% |
| ALL | Buy | ALLSTATE CORP | $5,488,000 | +6.5% | 44,070 | +8.3% | 0.59% | -11.2% |
| ZION | Buy | ZIONS BANCORPORATION N A | $5,435,000 | +8.2% | 106,860 | +8.3% | 0.59% | -9.8% |
| VOYA | Buy | VOYA FINANCIAL INC | $5,421,000 | +15.7% | 89,599 | +13.8% | 0.59% | -3.6% |
| HOPE | Buy | HOPE BANCORP INC | $5,385,000 | +2.6% | 426,008 | +12.4% | 0.58% | -14.4% |
| AFL | Buy | AFLAC INC | $5,348,000 | +10.0% | 95,160 | +8.3% | 0.58% | -8.3% |
| COOP | Buy | MR COOPER GROUP INC | $5,318,000 | +26.0% | 131,297 | +14.3% | 0.58% | +5.1% |
| CRC | Buy | CALIFORNIA RES CORP | $5,274,000 | +13.4% | 137,232 | +13.6% | 0.57% | -5.5% |
| AMN | New | AMN HEALTHCARE SVCS INC | $5,194,000 | – | 49,022 | – | 0.56% | – |
| GEF | Buy | GREIF INCcl a | $5,181,000 | +3.5% | 86,970 | +8.3% | 0.56% | -13.7% |
| DKS | Buy | DICKS SPORTING GOODS INC | $5,183,000 | +50.4% | 49,530 | +8.3% | 0.56% | +25.3% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $5,183,000 | -2.2% | 33,150 | +8.3% | 0.56% | -18.5% |
| APA | Buy | APA CORPORATION | $5,142,000 | +13.0% | 150,389 | +15.3% | 0.56% | -5.8% |
| CAL | Buy | CALERES INC | $5,120,000 | 0.0% | 211,380 | +8.3% | 0.55% | -16.7% |
| LOPE | Buy | GRAND CANYON ED INC | $5,084,000 | -5.4% | 61,815 | +8.3% | 0.55% | -21.2% |
| OXM | New | OXFORD INDS INC | $4,956,000 | – | 55,198 | – | 0.54% | – |
| LKQ | Buy | LKQ CORP | $4,949,000 | +4.1% | 104,954 | +8.4% | 0.54% | -13.1% |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $4,931,000 | – | 364,963 | – | 0.53% | – |
| OLN | Buy | OLIN CORP | $4,930,000 | +5.3% | 114,974 | +13.6% | 0.53% | -12.2% |
| DOW | Buy | DOW INC | $4,754,000 | -13.4% | 108,225 | +1.8% | 0.51% | -27.8% |
| HPQ | Buy | HP INC | $4,694,000 | -22.3% | 188,370 | +2.2% | 0.51% | -35.2% |
| MATX | Buy | MATSON INC | $4,679,000 | -12.0% | 76,050 | +4.2% | 0.51% | -26.7% |
| WHR | Buy | WHIRLPOOL CORP | $4,627,000 | -5.7% | 34,320 | +8.3% | 0.50% | -21.4% |
| PHM | Buy | PULTE GROUP INC | $4,614,000 | +2.5% | 123,045 | +8.3% | 0.50% | -14.6% |
| HUN | Buy | HUNTSMAN CORP | $4,508,000 | -10.7% | 183,690 | +3.1% | 0.49% | -25.6% |
| FL | Buy | FOOT LOCKER INC | $4,456,000 | +33.6% | 143,130 | +8.3% | 0.48% | +11.3% |
| DFS | Buy | DISCOVER FINL SVCS | $4,450,000 | +4.1% | 48,945 | +8.3% | 0.48% | -13.2% |
| ETH | Buy | ETHAN ALLEN INTERIORS INC | $4,386,000 | +13.3% | 207,480 | +8.3% | 0.47% | -5.6% |
| ECPG | Buy | ENCORE CAP GROUP INC | $4,346,000 | -20.4% | 95,550 | +1.1% | 0.47% | -33.6% |
| SLM | Buy | SLM CORP | $4,338,000 | -4.9% | 310,050 | +8.3% | 0.47% | -20.6% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $4,332,000 | 0.0% | 35,308 | +8.4% | 0.47% | -16.7% |
| HTH | Buy | HILLTOP HOLDINGS INC | $4,327,000 | +1.0% | 174,135 | +8.3% | 0.47% | -15.8% |
| HIBB | Buy | HIBBETT INC | $4,324,000 | +59.3% | 86,811 | +39.8% | 0.47% | +32.7% |
| New | CRANE HLDGS CO | $4,269,000 | – | 48,768 | – | 0.46% | – | |
| TPR | Buy | TAPESTRY INC | $4,247,000 | +0.9% | 149,370 | +8.3% | 0.46% | -15.9% |
| ARW | Buy | ARROW ELECTRS INC | $4,225,000 | -10.9% | 45,825 | +8.3% | 0.46% | -25.7% |
| ODP | Buy | THE ODP CORP | $4,188,000 | +25.9% | 119,145 | +8.3% | 0.45% | +5.1% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $4,184,000 | -6.8% | 55,575 | +8.3% | 0.45% | -22.3% |
| MAN | Buy | MANPOWERGROUP INC WIS | $4,153,000 | +20.3% | 64,192 | +42.1% | 0.45% | +0.2% |
| DD | Buy | DUPONT DE NEMOURS INC | $4,108,000 | -1.8% | 81,510 | +8.3% | 0.44% | -18.1% |
| ALLY | Buy | ALLY FINL INC | $4,033,000 | +19.0% | 144,909 | +43.2% | 0.44% | -0.9% |
| DXC | Buy | DXC TECHNOLOGY CO | $4,019,000 | -12.5% | 164,190 | +8.3% | 0.43% | -27.2% |
| HVT | Buy | HAVERTY FURNITURE COS INC | $4,006,000 | +16.4% | 160,875 | +8.3% | 0.43% | -2.9% |
| IP | Buy | INTERNATIONAL PAPER CO | $3,989,000 | +9.2% | 125,841 | +44.1% | 0.43% | -8.9% |
| RGR | Buy | STURM RUGER & CO INC | $3,981,000 | -13.6% | 78,390 | +8.3% | 0.43% | -28.0% |
| M | Buy | MACYS INC | $3,969,000 | -12.7% | 253,305 | +2.1% | 0.43% | -27.2% |
| ZUMZ | Buy | ZUMIEZ INC | $3,919,000 | +19.6% | 182,048 | +44.5% | 0.42% | -0.5% |
| TPH | Buy | TRI POINTE HOMES INC | $3,860,000 | -3.0% | 255,450 | +8.3% | 0.42% | -19.2% |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $3,835,000 | -5.1% | 43,485 | +8.3% | 0.41% | -21.0% |
| BBBY | Buy | BED BATH & BEYOND INC | $3,800,000 | +76.7% | 623,944 | +44.2% | 0.41% | +47.3% |
| SWBI | Buy | SMITH & WESSON BRANDS INC | $3,735,000 | -14.4% | 360,165 | +8.3% | 0.40% | -28.6% |
| MDRX | Buy | ALLSCRIPTS HEALTHCARE SOLUTN | $3,715,000 | +11.3% | 243,945 | +8.3% | 0.40% | -7.4% |
| BIG | Buy | BIG LOTS INC | $3,702,000 | +4.9% | 237,137 | +40.9% | 0.40% | -12.7% |
| BGFV | Buy | BIG 5 SPORTING GOODS CORP | $3,671,000 | +3.8% | 341,771 | +8.4% | 0.40% | -13.3% |
| WU | Buy | WESTERN UN CO | $3,659,000 | +22.5% | 271,058 | +49.4% | 0.40% | +2.1% |
| LUMN | Buy | LUMEN TECHNOLOGIES INC | $3,640,000 | -27.7% | 499,980 | +8.3% | 0.39% | -39.8% |
| LNC | Buy | LINCOLN NATL CORP IND | $3,596,000 | +1.7% | 81,900 | +8.3% | 0.39% | -15.1% |
| SYF | Buy | SYNCHRONY FINANCIAL | $3,403,000 | +10.6% | 120,705 | +8.3% | 0.37% | -7.8% |
| WOR | Buy | WORTHINGTON INDS INC | $3,377,000 | -6.3% | 88,530 | +8.3% | 0.36% | -21.8% |
| CTRN | Buy | CITI TRENDS INC | $3,293,000 | -0.6% | 212,312 | +51.6% | 0.36% | -17.0% |
| ANF | Buy | ABERCROMBIE & FITCH COcl a | $3,090,000 | +45.5% | 198,719 | +58.4% | 0.33% | +21.5% |
| XRX | Buy | XEROX HOLDINGS CORP | $3,079,000 | -4.6% | 235,365 | +8.3% | 0.33% | -20.3% |
| BNDX | Buy | VANGUARD CHARLOTTE FDStotal int bd etf | $3,058,000 | +9.9% | 64,082 | +14.1% | 0.33% | -8.6% |
| WTMF | Sell | WISDOMTREE TRfutre strat fd | $3,058,000 | -8.4% | 88,824 | -6.6% | 0.33% | -23.8% |
| WIP | Buy | SPDR SER TRftse int gvt etf | $3,045,000 | +40.7% | 76,071 | +59.0% | 0.33% | +17.1% |
| BAR | Buy | GRANITESHARES GOLD TR | $3,036,000 | +27.9% | 184,338 | +39.1% | 0.33% | +6.5% |
| VMOT | Buy | EA SERIES TRUSTval momtm trnd | $2,897,000 | +53.4% | 116,341 | +46.9% | 0.31% | +27.8% |
| MUB | Buy | ISHARES TRnational mun etf | $1,369,000 | +21.6% | 13,341 | +26.0% | 0.15% | +1.4% |
| UNM | Sell | UNUM GROUP | $1,309,000 | -77.8% | 33,728 | -80.5% | 0.14% | -81.5% |
| METC | Buy | RAMACO RES INC | $1,256,000 | +284.1% | 136,512 | +449.3% | 0.14% | +223.8% |
| STZ | Sell | CONSTELLATION BRANDS INCcl a | $1,231,000 | -34.3% | 5,358 | -33.4% | 0.13% | -45.3% |
| CMC | Buy | COMMERCIAL METALS CO | $1,208,000 | +277.5% | 34,048 | +252.5% | 0.13% | +219.5% |
| SIGA | Buy | SIGA TECHNOLOGIES INC | $1,175,000 | +289.1% | 114,048 | +337.4% | 0.13% | +225.6% |
| WLK | Buy | WESTLAKE CORPORATION | $1,173,000 | +238.0% | 13,504 | +282.0% | 0.13% | +182.2% |
| NRG | Buy | NRG ENERGY INC | $1,173,000 | +250.1% | 30,656 | +249.0% | 0.13% | +195.3% |
| TRV | Buy | TRAVELERS COMPANIES INC | $1,167,000 | +234.4% | 7,616 | +268.8% | 0.13% | +180.0% |
| Y | Buy | ALLEGHANY CORP MD | $1,128,000 | +251.4% | 1,344 | +249.1% | 0.12% | +190.5% |
| AVT | Buy | AVNET INC | $1,107,000 | +224.6% | 30,656 | +285.9% | 0.12% | +172.7% |
| MTDR | Buy | MATADOR RES CO | $1,052,000 | +92.0% | 21,504 | +82.9% | 0.11% | +60.6% |
| TIP | Buy | ISHARES TRtips bd etf | $1,002,000 | +14.4% | 9,548 | +24.2% | 0.11% | -5.3% |
| JAZZ | Sell | JAZZ PHARMACEUTICALS PLC | $947,000 | -18.9% | 7,106 | -5.0% | 0.10% | -32.5% |
| EOG | Buy | EOG RES INC | $858,000 | +84.9% | 7,680 | +82.9% | 0.09% | +55.0% |
| New | PERMIAN RESOURCES CORP | $846,000 | – | 124,352 | – | 0.09% | – | |
| ARCB | Buy | ARCBEST CORP | $843,000 | +89.0% | 11,584 | +82.9% | 0.09% | +56.9% |
| TMST | Buy | TIMKENSTEEL CORPORATION | $831,000 | +46.6% | 55,424 | +82.9% | 0.09% | +21.6% |
| CEIX | Buy | CONSOL ENERGY INC NEW | $782,000 | +138.4% | 12,160 | +82.9% | 0.08% | +97.7% |
| MO | Sell | ALTRIA GROUP INC | $767,000 | -8.1% | 19,000 | -5.0% | 0.08% | -23.1% |
| AR | Buy | ANTERO RESOURCES CORP | $772,000 | +82.1% | 25,284 | +82.8% | 0.08% | +50.9% |
| PDCE | Buy | PDC ENERGY INC | $755,000 | +71.6% | 13,056 | +82.9% | 0.08% | +43.9% |
| BTU | Buy | PEABODY ENERGY CORP | $740,000 | +150.0% | 29,824 | +115.2% | 0.08% | +110.5% |
| CLR | Buy | CONTINENTAL RES INC | $714,000 | +86.9% | 10,688 | +82.9% | 0.08% | +54.0% |
| MLI | Buy | MUELLER INDS INC | $715,000 | +103.7% | 12,032 | +82.9% | 0.08% | +67.4% |
| PM | Sell | PHILIP MORRIS INTL INC | $700,000 | -20.2% | 8,436 | -5.0% | 0.08% | -33.3% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $705,000 | +112.3% | 7,488 | +82.9% | 0.08% | +76.7% |
| OVV | Buy | OVINTIV INC | $683,000 | +90.3% | 14,848 | +82.9% | 0.07% | +57.4% |
| IIPR | Sell | INNOVATIVE INDL PPTYS INC | $686,000 | -23.5% | 7,752 | -5.0% | 0.07% | -36.2% |
| HAFC | Buy | HANMI FINL CORP | $674,000 | +92.6% | 28,480 | +82.9% | 0.07% | +62.2% |
| UVV | Sell | UNIVERSAL CORP VA | $658,000 | -47.5% | 14,288 | -31.0% | 0.07% | -56.2% |
| PTEN | Buy | PATTERSON-UTI ENERGY INC | $644,000 | +98.8% | 55,168 | +168.1% | 0.07% | +66.7% |
| SMG | Sell | SCOTTS MIRACLE-GRO COcl a | $650,000 | -48.6% | 15,200 | -5.0% | 0.07% | -57.3% |
| Buy | CIVITAS RESOURCES INC | $646,000 | +100.6% | 11,264 | +82.9% | 0.07% | +66.7% | |
| EGY | New | VAALCO ENERGY INC | $634,000 | – | 145,344 | – | 0.07% | – |
| SD | Buy | SANDRIDGE ENERGY INC | $609,000 | +90.3% | 37,312 | +82.9% | 0.07% | +61.0% |
| BXC | Buy | BLUELINX HLDGS INC | $612,000 | +104.7% | 9,856 | +120.0% | 0.07% | +69.2% |
| FHN | Sell | FIRST HORIZON CORPORATION | $611,000 | -88.0% | 26,688 | -88.5% | 0.07% | -90.0% |
| COP | Buy | CONOCOPHILLIPS | $609,000 | +108.6% | 5,952 | +82.9% | 0.07% | +73.7% |
| ESTE | Buy | EARTHSTONE ENERGY INCcl a | $606,000 | +65.1% | 49,216 | +82.9% | 0.06% | +35.4% |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $599,000 | – | 155,072 | – | 0.06% | – |
| ANDE | Buy | ANDERSONS INC | $600,000 | +156.4% | 19,328 | +172.0% | 0.06% | +116.7% |
| WIRE | Buy | ENCORE WIRE CORP | $606,000 | +103.4% | 5,248 | +82.9% | 0.06% | +66.7% |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $593,000 | – | 6,208 | – | 0.06% | – |
| ORI | Buy | OLD REP INTL CORP | $589,000 | +105.9% | 28,160 | +120.4% | 0.06% | +73.0% |
| BHLB | Buy | BERKSHIRE HILLS BANCORP INC | $591,000 | +101.7% | 21,632 | +82.9% | 0.06% | +68.4% |
| ARCH | Buy | ARCH RESOURCES INCcl a | $584,000 | +81.9% | 4,928 | +120.0% | 0.06% | +50.0% |
| IIIN | Buy | INSTEEL INDS INC | $586,000 | +76.5% | 22,080 | +123.7% | 0.06% | +46.5% |
| AEL | Buy | AMERICAN EQTY INVT LIFE HLD | $582,000 | +86.5% | 15,616 | +82.9% | 0.06% | +57.5% |
| JEF | Buy | JEFFERIES FINL GROUP INC | $583,000 | +136.0% | 19,776 | +120.7% | 0.06% | +96.9% |
| PAGP | Buy | PLAINS GP HLDGS L Pltd partnr int a | $579,000 | +93.6% | 53,056 | +82.9% | 0.06% | +61.5% |
| SCHL | New | SCHOLASTIC CORP | $585,000 | – | 19,008 | – | 0.06% | – |
| CALM | New | CAL MAINE FOODS INC | $583,000 | – | 10,496 | – | 0.06% | – |
| AA | Buy | ALCOA CORP | $575,000 | +103.9% | 17,088 | +175.8% | 0.06% | +67.6% |
| AIG | Buy | AMERICAN INTL GROUP INC | $568,000 | +105.1% | 11,968 | +120.6% | 0.06% | +69.4% |
| TPB | Sell | TURNING PT BRANDS INC | $566,000 | -25.7% | 26,676 | -5.0% | 0.06% | -38.4% |
| HCC | Buy | WARRIOR MET COAL INC | $550,000 | +107.5% | 19,328 | +123.6% | 0.06% | +73.5% |
| VST | Buy | VISTRA CORP | $547,000 | +68.3% | 26,048 | +82.9% | 0.06% | +40.5% |
| IPI | Buy | INTREPID POTASH INC | $547,000 | +153.2% | 13,834 | +190.0% | 0.06% | +110.7% |
| CRON | Buy | CRONOS GROUP INC | $538,000 | +46.6% | 190,836 | +46.7% | 0.06% | +20.8% |
| CVX | Buy | CHEVRON CORP NEW | $533,000 | +81.3% | 3,712 | +82.9% | 0.06% | +52.6% |
| SXC | Buy | SUNCOKE ENERGY INC | $530,000 | +55.9% | 91,264 | +82.9% | 0.06% | +29.5% |
| SPTN | Buy | SPARTANNASH CO | $514,000 | +76.0% | 17,728 | +82.9% | 0.06% | +47.4% |
| IMKTA | Buy | INGLES MKTS INCcl a | $522,000 | +66.8% | 6,592 | +82.9% | 0.06% | +36.6% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $521,000 | +53.7% | 3,648 | +82.9% | 0.06% | +27.3% |
| PLAB | Buy | PHOTRONICS INC | $513,000 | +37.2% | 35,072 | +82.9% | 0.06% | +14.6% |
| X | Buy | UNITED STATES STL CORP NEW | $498,000 | +85.1% | 27,456 | +82.9% | 0.05% | +54.3% |
| SGOL | Sell | ABRDN GOLD ETF TRUST | $490,000 | -11.7% | 30,786 | -3.9% | 0.05% | -26.4% |
| TLRY | Sell | TILRAY BRANDS INC | $466,000 | -16.3% | 169,518 | -5.0% | 0.05% | -30.6% |
| VTEB | Sell | VANGUARD MUN BD FDStax exempt bd | $463,000 | -43.5% | 9,620 | -41.4% | 0.05% | -52.8% |
| VICI | Buy | VICI PPTYS INC | $418,000 | +54.2% | 14,000 | +53.8% | 0.04% | +28.6% |
| PSA | Buy | PUBLIC STORAGE | $410,000 | +43.9% | 1,400 | +53.8% | 0.04% | +18.9% |
| ADC | Buy | AGREE RLTY CORP | $405,000 | +44.1% | 6,000 | +53.8% | 0.04% | +22.2% |
| BRG | Buy | BLUEROCK RESIDENTIAL GWT REI | $375,000 | +56.9% | 14,000 | +53.8% | 0.04% | +32.3% |
| EXR | Buy | EXTRA SPACE STORAGE INC | $345,000 | +56.1% | 2,000 | +53.8% | 0.04% | +27.6% |
| CTO | Buy | CTO RLTY GROWTH INC NEW | $337,000 | +41.6% | 18,000 | +361.5% | 0.04% | +16.1% |
| REXR | Buy | REXFORD INDL RLTY INC | $312,000 | +38.7% | 6,000 | +53.8% | 0.03% | +17.2% |
| NNN | Buy | NATIONAL RETAIL PROPERTIES I | $319,000 | +42.4% | 8,000 | +53.8% | 0.03% | +17.2% |
| UBA | Buy | URSTADT BIDDLE PPTYS INCcl a | $310,000 | +46.9% | 20,000 | +53.8% | 0.03% | +22.2% |
| MAA | Buy | MID-AMER APT CMNTYS INC | $310,000 | +36.6% | 2,000 | +53.8% | 0.03% | +13.8% |
| KIM | Buy | KIMCO RLTY CORP | $295,000 | +43.2% | 16,000 | +53.8% | 0.03% | +18.5% |
| BFS | Buy | SAUL CTRS INC | $300,000 | +22.4% | 8,000 | +53.8% | 0.03% | 0.0% |
| BRX | Buy | BRIXMOR PPTY GROUP INC | $296,000 | +41.0% | 16,000 | +53.8% | 0.03% | +18.5% |
| IRCLF | New | INTERCURE LTD | $284,000 | – | 62,966 | – | 0.03% | – |
| DRE | Buy | DUKE REALTY CORP | $289,000 | +35.0% | 6,000 | +53.8% | 0.03% | +10.7% |
| AFCG | New | AFC GAMMA INC | $274,000 | – | 17,898 | – | 0.03% | – |
| ROIC | Buy | RETAIL OPPORTUNITY INVTS COR | $275,000 | +34.1% | 20,000 | +53.8% | 0.03% | +11.1% |
| OFC | New | CORPORATE OFFICE PPTYS TRsh ben int | $279,000 | – | 12,000 | – | 0.03% | – |
| PGRE | Buy | PARAMOUNT GROUP INC | $274,000 | +32.4% | 44,000 | +53.8% | 0.03% | +11.1% |
| WRE | Buy | WASHINGTON REAL ESTATE INVTsh ben int | $281,000 | +26.6% | 16,000 | +53.8% | 0.03% | +3.4% |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $265,000 | – | 16,000 | – | 0.03% | – |
| VFF | Sell | VILLAGE FARMS INTL INC | $255,000 | -30.3% | 133,304 | -5.0% | 0.03% | -40.4% |
| SITC | Buy | SITE CTRS CORP | $257,000 | +22.4% | 24,000 | +53.8% | 0.03% | +3.7% |
| BNL | Buy | BROADSTONE NET LEASE INC | $248,000 | +16.4% | 16,000 | +53.8% | 0.03% | -3.6% |
| OLP | Buy | ONE LIBERTY PPTYS INC | $252,000 | +24.1% | 12,000 | +53.8% | 0.03% | +3.8% |
| KRC | New | KILROY RLTY CORP | $253,000 | – | 6,000 | – | 0.03% | – |
| NSA | New | NATIONAL STORAGE AFFILIATES | $249,000 | – | 6,000 | – | 0.03% | – |
| ACB | Buy | AURORA CANNABIS INC | $237,000 | +63.4% | 194,636 | +77.3% | 0.03% | +36.8% |
| New | SNDL INC | $243,000 | – | 111,606 | – | 0.03% | – | |
| CIO | Buy | CITY OFFICE REIT INC | $219,000 | +18.4% | 22,000 | +53.8% | 0.02% | 0.0% |
| VTIP | Sell | VANGUARD MALVERN FDSstrm infproidx | $225,000 | -11.1% | 4,667 | -7.5% | 0.02% | -27.3% |
| LSI | New | LIFE STORAGE INC | $222,000 | – | 2,000 | – | 0.02% | – |
| HIW | New | HIGHWOODS PPTYS INC | $216,000 | – | 8,000 | – | 0.02% | – |
| RPT | Buy | RPT REALTYsh ben int | $212,000 | +18.4% | 28,000 | +53.8% | 0.02% | 0.0% |
| PDM | Buy | PIEDMONT OFFICE REALTY TR IN | $211,000 | +23.4% | 20,000 | +53.8% | 0.02% | +4.5% |
| CGC | Sell | CANOPY GROWTH CORP | $183,000 | -9.0% | 66,880 | -5.0% | 0.02% | -23.1% |
| FSP | Buy | FRANKLIN STR PPTYS CORP | $184,000 | -3.2% | 70,000 | +53.8% | 0.02% | -20.0% |
| GRWG | Sell | GROWGENERATION CORP | $178,000 | -7.3% | 50,730 | -5.0% | 0.02% | -24.0% |
| New | MYMD PHARMACEUTICALS INC | $171,000 | – | 65,398 | – | 0.02% | – | |
| MAPS | Sell | WM TECHNOLOGY INC | $116,000 | -53.8% | 72,352 | -5.0% | 0.01% | -60.6% |
| UGRO | Sell | URBAN-GRO INC | $114,000 | -45.5% | 40,964 | -5.0% | 0.01% | -55.6% |
| HYFM | Buy | HYDROFARM HLDGS GROUP INC | $104,000 | -1.9% | 53,352 | +75.7% | 0.01% | -21.4% |
| YCBD | Buy | CBDMD INC | $64,000 | -37.3% | 286,254 | +23.4% | 0.01% | -46.2% |
| New | GREENLANE HLDGS INCcl a new | $51,000 | – | 31,180 | – | 0.01% | – | |
| AGFY | Buy | AGRIFY CORP | $43,000 | -76.2% | 97,926 | +6.5% | 0.01% | -78.3% |
| HEXO | Exit | HEXO CORP | $0 | – | -113,659 | – | -0.00% | – |
| GNLN | Exit | GREENLANE HLDGS INCcl a | $0 | – | -656,400 | – | -0.02% | – |
| NBEV | Exit | NEWAGE INC | $0 | – | -637,680 | – | -0.02% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -18,200 | – | -0.02% | – |
| LXP | Exit | LXP INDUSTRIAL TRUST | $0 | – | -16,900 | – | -0.02% | – |
| QSY | Exit | WISDOMTREE TRwisdomtree us va | $0 | – | -3,811 | – | -0.03% | – |
| GOOD | Exit | GLADSTONE COMMERCIAL CORP | $0 | – | -11,700 | – | -0.03% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -4,375 | – | -0.03% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -6,500 | – | -0.03% | – |
| PSB | Exit | PS BUSINESS PKS INC CALIF | $0 | – | -1,300 | – | -0.03% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -1,300 | – | -0.03% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -6,860 | – | -0.03% | – |
| MCB | Exit | METROPOLITAN BK HLDG CORP | $0 | – | -3,955 | – | -0.04% | – |
| ATKR | Exit | ATKORE INC | $0 | – | -3,500 | – | -0.04% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -10,010 | – | -0.04% | – |
| CDR | Exit | CEDAR REALTY TRUST INC | $0 | – | -11,700 | – | -0.04% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -3,920 | – | -0.04% | – |
| PXF | Exit | INVESCO EXCH TRADED FD TR IIftse rafi dev | $0 | – | -8,929 | – | -0.05% | – |
| ASIX | Exit | ADVANSIX INC | $0 | – | -11,130 | – | -0.05% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -1,750 | – | -0.05% | – |
| SHI | Exit | SINOPEC SHANGHAI PETROCHEMICspon adr h | $0 | – | -22,305 | – | -0.05% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -5,915 | – | -0.05% | – |
| CDEV | Exit | CENTENNIAL RESOURCE DEV INCcl a | $0 | – | -68,005 | – | -0.05% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -13,899 | – | -0.07% | – |
| SNP | Exit | CHINA PETROLEUM & CHEMICAL C | $0 | – | -12,731 | – | -0.07% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -28,800 | – | -0.42% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -147,546 | – | -0.48% | – |
| FOX | Exit | FOX CORP | $0 | – | -129,780 | – | -0.50% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -19,980 | – | -0.50% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -109,530 | – | -0.51% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -22,140 | – | -0.57% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -180,540 | – | -0.67% | – |
| DBA | Exit | INVESCO DB MULTI-SECTOR COMMagriculture fd | $0 | – | -303,813 | – | -0.80% | – |
| ICOL | Exit | ISHARES INCmsci colmbia etf | $0 | – | -768,672 | – | -0.90% | – |
| IGF | Exit | ISHARES TRglb infrastr etf | $0 | – | -152,145 | – | -0.92% | – |
| JXI | Exit | ISHARES TRglob utilits etf | $0 | – | -119,630 | – | -0.93% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -190,620 | – | -1.06% | – |
| GUNR | Exit | FLEXSHARES TRmornstar upstr | $0 | – | -209,539 | – | -1.08% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VAMO | New | CAMBRIA ETF TRvalue momentum | $25,073,000 | – | 975,995 | – | 3.25% | – |
| SHV | New | ISHARES TRshort treas bd | $25,032,000 | – | 227,360 | – | 3.24% | – |
| PDBC | New | INVESCO ACTVELY MNGD ETC FDoptimum yield | $19,321,000 | – | 1,071,037 | – | 2.50% | – |
| GMOM | New | CAMBRIA ETF TRglb moment etf | $13,890,000 | – | 471,003 | – | 1.80% | – |
| DDS | New | DILLARDS INCcl a | $12,163,000 | – | 55,140 | – | 1.58% | – |
| IXC | New | ISHARES TRglobal energ etf | $10,494,000 | – | 309,735 | – | 1.36% | – |
| CVI | New | CVR ENERGY INC | $8,762,000 | – | 261,540 | – | 1.14% | – |
| GUNR | New | FLEXSHARES TRmornstar upstr | $8,312,000 | – | 209,539 | – | 1.08% | – |
| New | LITMAN GREGORY FDS TRimgp dbi managed | $8,248,000 | – | 254,585 | – | 1.07% | – | |
| MCK | New | MCKESSON CORP | $8,222,000 | – | 25,205 | – | 1.07% | – |
| HP | New | HELMERICH & PAYNE INC | $8,208,000 | – | 190,620 | – | 1.06% | – |
| TAIL | New | CAMBRIA ETF TRtail risk | $8,103,000 | – | 460,890 | – | 1.05% | – |
| DBE | New | INVESCO DB MULTI-SECTOR COMMenergy fd | $8,006,000 | – | 305,894 | – | 1.04% | – |
| VLO | New | VALERO ENERGY CORP | $7,901,000 | – | 74,340 | – | 1.02% | – |
| MOS | New | MOSAIC CO NEW | $7,878,000 | – | 166,790 | – | 1.02% | – |
| NUE | New | NUCOR CORP | $7,872,000 | – | 75,395 | – | 1.02% | – |
| STLD | New | STEEL DYNAMICS INC | $7,607,000 | – | 115,005 | – | 0.99% | – |
| RFP | New | RESOLUTE FST PRODS INC | $7,378,000 | – | 578,250 | – | 0.96% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $7,372,000 | – | 70,420 | – | 0.96% | – |
| BND | New | VANGUARD BD INDEX FDStotal bnd mrkt | $7,377,000 | – | 98,034 | – | 0.96% | – |
| JXI | New | ISHARES TRglob utilits etf | $7,191,000 | – | 119,630 | – | 0.93% | – |
| IGF | New | ISHARES TRglb infrastr etf | $7,113,000 | – | 152,145 | – | 0.92% | – |
| SYLD | New | CAMBRIA ETF TR | $7,073,000 | – | 129,996 | – | 0.92% | – |
| LPX | New | LOUISIANA PAC CORP | $7,032,000 | – | 134,185 | – | 0.91% | – |
| ICOL | New | ISHARES INCmsci colmbia etf | $6,928,000 | – | 768,672 | – | 0.90% | – |
| AN | New | AUTONATION INC | $6,858,000 | – | 61,360 | – | 0.89% | – |
| TOL | New | TOLL BROTHERS INC | $6,784,000 | – | 152,100 | – | 0.88% | – |
| OAS | New | OASIS PETROLEUM INC | $6,780,000 | – | 55,733 | – | 0.88% | – |
| VRTV | New | VERITIV CORP | $6,550,000 | – | 60,348 | – | 0.85% | – |
| GVAL | New | CAMBRIA ETF TRglobal value etf | $6,506,000 | – | 360,599 | – | 0.84% | – |
| EYLD | New | CAMBRIA ETF TRemrg sharehldr | $6,480,000 | – | 242,585 | – | 0.84% | – |
| DBA | New | INVESCO DB MULTI-SECTOR COMMagriculture fd | $6,191,000 | – | 303,813 | – | 0.80% | – |
| HPQ | New | HP INC | $6,043,000 | – | 184,345 | – | 0.78% | – |
| AGO | New | ASSURED GUARANTY LTD | $6,035,000 | – | 108,180 | – | 0.78% | – |
| EMLC | New | VANECK ETF TRUSTjp mrgan em loc | $6,012,000 | – | 245,591 | – | 0.78% | – |
| BLDG | New | CAMBRIA ETF TRgbl real est etf | $5,960,000 | – | 222,771 | – | 0.77% | – |
| VGIT | New | VANGUARD SCOTTSDALE FDSinter term treas | $5,944,000 | – | 97,194 | – | 0.77% | – |
| UNM | New | UNUM GROUP | $5,884,000 | – | 172,940 | – | 0.76% | – |
| CMA | New | COMERICA INC | $5,849,000 | – | 79,710 | – | 0.76% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $5,757,000 | – | 41,470 | – | 0.75% | – |
| CI | New | CIGNA CORP NEW | $5,739,000 | – | 21,780 | – | 0.74% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $5,703,000 | – | 33,575 | – | 0.74% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP IN | $5,643,000 | – | 84,490 | – | 0.73% | – |
| L | New | LOEWS CORP | $5,599,000 | – | 94,480 | – | 0.73% | – |
| XOM | New | EXXON MOBIL CORP | $5,543,000 | – | 64,720 | – | 0.72% | – |
| DOW | New | DOW INC | $5,488,000 | – | 106,340 | – | 0.71% | – |
| ECPG | New | ENCORE CAP GROUP INC | $5,459,000 | – | 94,500 | – | 0.71% | – |
| BCC | New | BOISE CASCADE CO DEL | $5,444,000 | – | 91,520 | – | 0.71% | – |
| LOPE | New | GRAND CANYON ED INC | $5,374,000 | – | 57,060 | – | 0.70% | – |
| RYI | New | RYERSON HLDG CORP | $5,352,000 | – | 251,385 | – | 0.69% | – |
| SFM | New | SPROUTS FMRS MKT INC | $5,319,000 | – | 210,060 | – | 0.69% | – |
| MATX | New | MATSON INC | $5,320,000 | – | 73,000 | – | 0.69% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $5,297,000 | – | 30,600 | – | 0.69% | – |
| HOPE | New | HOPE BANCORP INC | $5,246,000 | – | 379,105 | – | 0.68% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $5,212,000 | – | 43,020 | – | 0.68% | – |
| CATY | New | CATHAY GEN BANCORP | $5,187,000 | – | 132,480 | – | 0.67% | – |
| CNX | New | CNX RES CORP | $5,191,000 | – | 315,360 | – | 0.67% | – |
| AMP | New | AMERIPRISE FINL INC | $5,177,000 | – | 21,780 | – | 0.67% | – |
| ALL | New | ALLSTATE CORP | $5,155,000 | – | 40,680 | – | 0.67% | – |
| JNPR | New | JUNIPER NETWORKS INC | $5,145,000 | – | 180,540 | – | 0.67% | – |
| CAL | New | CALERES INC | $5,120,000 | – | 195,120 | – | 0.66% | – |
| FHN | New | FIRST HORIZON CORPORATION | $5,080,000 | – | 232,395 | – | 0.66% | – |
| MET | New | METLIFE INC | $5,065,000 | – | 80,665 | – | 0.66% | – |
| HUN | New | HUNTSMAN CORP | $5,049,000 | – | 178,100 | – | 0.66% | – |
| LUMN | New | LUMEN TECHNOLOGIES INC | $5,035,000 | – | 461,520 | – | 0.65% | – |
| FHI | New | FEDERATED HERMES INCcl b | $5,024,000 | – | 158,040 | – | 0.65% | – |
| ZION | New | ZIONS BANCORPORATION N A | $5,021,000 | – | 98,640 | – | 0.65% | – |
| GEF | New | GREIF INCcl a | $5,008,000 | – | 80,280 | – | 0.65% | – |
| FYLD | New | CAMBRIA ETF TRcambria fgn shr | $4,946,000 | – | 212,614 | – | 0.64% | – |
| WHR | New | WHIRLPOOL CORP | $4,906,000 | – | 31,680 | – | 0.64% | – |
| MRO | New | MARATHON OIL CORP | $4,901,000 | – | 218,030 | – | 0.64% | – |
| AFL | New | AFLAC INC | $4,860,000 | – | 87,840 | – | 0.63% | – |
| LKQ | New | LKQ CORP | $4,754,000 | – | 96,839 | – | 0.62% | – |
| ARW | New | ARROW ELECTRS INC | $4,741,000 | – | 42,300 | – | 0.62% | – |
| VOYA | New | VOYA FINANCIAL INC | $4,686,000 | – | 78,710 | – | 0.61% | – |
| OLN | New | OLIN CORP | $4,682,000 | – | 101,170 | – | 0.61% | – |
| CRC | New | CALIFORNIA RES CORP | $4,651,000 | – | 120,825 | – | 0.60% | – |
| RGR | New | STURM RUGER & CO INC | $4,606,000 | – | 72,360 | – | 0.60% | – |
| DXC | New | DXC TECHNOLOGY CO | $4,594,000 | – | 151,560 | – | 0.60% | – |
| SLM | New | SLM CORP | $4,562,000 | – | 286,200 | – | 0.59% | – |
| APA | New | APA CORPORATION | $4,551,000 | – | 130,410 | – | 0.59% | – |
| M | New | MACYS INC | $4,545,000 | – | 248,065 | – | 0.59% | – |
| PHM | New | PULTE GROUP INC | $4,501,000 | – | 113,580 | – | 0.58% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $4,487,000 | – | 51,300 | – | 0.58% | – |
| SNA | New | SNAP ON INC | $4,362,000 | – | 22,140 | – | 0.57% | – |
| SWBI | New | SMITH & WESSON BRANDS INC | $4,365,000 | – | 332,460 | – | 0.57% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $4,332,000 | – | 32,578 | – | 0.56% | – |
| HTH | New | HILLTOP HOLDINGS INC | $4,285,000 | – | 160,740 | – | 0.56% | – |
| DFS | New | DISCOVER FINL SVCS | $4,273,000 | – | 45,180 | – | 0.55% | – |
| COOP | New | MR COOPER GROUP INC | $4,220,000 | – | 114,865 | – | 0.55% | – |
| TPR | New | TAPESTRY INC | $4,208,000 | – | 137,880 | – | 0.55% | – |
| DD | New | DUPONT DE NEMOURS INC | $4,182,000 | – | 75,240 | – | 0.54% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $4,042,000 | – | 40,140 | – | 0.52% | – |
| TPH | New | TRI POINTE HOMES INC | $3,978,000 | – | 235,800 | – | 0.52% | – |
| CFG | New | CITIZENS FINL GROUP INC | $3,909,000 | – | 109,530 | – | 0.51% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $3,871,000 | – | 191,520 | – | 0.50% | – |
| CMI | New | CUMMINS INC | $3,867,000 | – | 19,980 | – | 0.50% | – |
| FOX | New | FOX CORP | $3,854,000 | – | 129,780 | – | 0.50% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $3,706,000 | – | 147,546 | – | 0.48% | – |
| IP | New | INTERNATIONAL PAPER CO | $3,652,000 | – | 87,300 | – | 0.47% | – |
| WOR | New | WORTHINGTON INDS INC | $3,604,000 | – | 81,720 | – | 0.47% | – |
| LNC | New | LINCOLN NATL CORP IND | $3,536,000 | – | 75,600 | – | 0.46% | – |
| BIG | New | BIG LOTS INC | $3,529,000 | – | 168,300 | – | 0.46% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $3,536,000 | – | 315,401 | – | 0.46% | – |
| MAN | New | MANPOWERGROUP INC WIS | $3,452,000 | – | 45,180 | – | 0.45% | – |
| DKS | New | DICKS SPORTING GOODS INC | $3,446,000 | – | 45,720 | – | 0.45% | – |
| HVT | New | HAVERTY FURNITURE COS INC | $3,442,000 | – | 148,500 | – | 0.45% | – |
| ALLY | New | ALLY FINL INC | $3,390,000 | – | 101,160 | – | 0.44% | – |
| FL | New | FOOT LOCKER INC | $3,336,000 | – | 132,120 | – | 0.43% | – |
| WTMF | New | WISDOMTREE TRfutre strat fd | $3,337,000 | – | 95,057 | – | 0.43% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $3,339,000 | – | 225,180 | – | 0.43% | – |
| ODP | New | THE ODP CORP | $3,326,000 | – | 109,980 | – | 0.43% | – |
| CTRN | New | CITI TRENDS INC | $3,312,000 | – | 140,040 | – | 0.43% | – |
| ZUMZ | New | ZUMIEZ INC | $3,276,000 | – | 126,000 | – | 0.42% | – |
| SCHP | New | SCHWAB STRATEGIC TRus tips etf | $3,281,000 | – | 58,806 | – | 0.42% | – |
| JPM | New | JPMORGAN CHASE & CO | $3,243,000 | – | 28,800 | – | 0.42% | – |
| XRX | New | XEROX HOLDINGS CORP | $3,226,000 | – | 217,260 | – | 0.42% | – |
| SYF | New | SYNCHRONY FINANCIAL | $3,077,000 | – | 111,420 | – | 0.40% | – |
| WU | New | WESTERN UN CO | $2,988,000 | – | 181,440 | – | 0.39% | – |
| BNDX | New | VANGUARD CHARLOTTE FDStotal int bd etf | $2,782,000 | – | 56,162 | – | 0.36% | – |
| HIBB | New | HIBBETT INC | $2,715,000 | – | 62,113 | – | 0.35% | – |
| BAR | New | GRANITESHARES GOLD TR | $2,373,000 | – | 132,506 | – | 0.31% | – |
| WIP | New | SPDR SER TRftse int gvt etf | $2,164,000 | – | 47,848 | – | 0.28% | – |
| BBBY | New | BED BATH & BEYOND INC | $2,150,000 | – | 432,622 | – | 0.28% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $2,123,000 | – | 125,479 | – | 0.28% | – |
| VMOT | New | EA SERIES TRUSTval momtm trnd | $1,888,000 | – | 79,177 | – | 0.24% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $1,874,000 | – | 8,040 | – | 0.24% | – |
| VGLT | New | VANGUARD SCOTTSDALE FDSlong term treas | $1,753,000 | – | 24,992 | – | 0.23% | – |
| HYEM | New | VANECK ETF TRUSTemerging mrkt hi | $1,686,000 | – | 94,848 | – | 0.22% | – |
| FMF | New | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $1,686,000 | – | 32,714 | – | 0.22% | – |
| QMOM | New | EA SERIES TRUSTus quan momentum | $1,666,000 | – | 39,200 | – | 0.22% | – |
| VCIT | New | VANGUARD SCOTTSDALE FDSint-term corp | $1,344,000 | – | 16,800 | – | 0.17% | – |
| SMG | New | SCOTTS MIRACLE-GRO COcl a | $1,264,000 | – | 16,000 | – | 0.16% | – |
| UVV | New | UNIVERSAL CORP VA | $1,253,000 | – | 20,710 | – | 0.16% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $1,167,000 | – | 7,480 | – | 0.15% | – |
| MUB | New | ISHARES TRnational mun etf | $1,126,000 | – | 10,587 | – | 0.15% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $910,000 | – | 11,936 | – | 0.12% | – |
| IIPR | New | INNOVATIVE INDL PPTYS INC | $897,000 | – | 8,160 | – | 0.12% | – |
| TIP | New | ISHARES TRtips bd etf | $876,000 | – | 7,688 | – | 0.11% | – |
| PM | New | PHILIP MORRIS INTL INC | $877,000 | – | 8,880 | – | 0.11% | – |
| IEF | New | ISHARES TR7-10 yr trsy bd | $863,000 | – | 8,436 | – | 0.11% | – |
| IHY | New | VANECK ETF TRUSTinternational hi | $845,000 | – | 44,096 | – | 0.11% | – |
| MO | New | ALTRIA GROUP INC | $835,000 | – | 20,000 | – | 0.11% | – |
| IMOM | New | EA SERIES TRUSTintl quan momntm | $819,000 | – | 33,280 | – | 0.11% | – |
| VTEB | New | VANGUARD MUN BD FDStax exempt bd | $819,000 | – | 16,415 | – | 0.11% | – |
| TPB | New | TURNING PT BRANDS INC | $762,000 | – | 28,080 | – | 0.10% | – |
| SNP | New | CHINA PETROLEUM & CHEMICAL C | $570,000 | – | 12,731 | – | 0.07% | – |
| TMST | New | TIMKENSTEEL CORPORATION | $567,000 | – | 30,310 | – | 0.07% | – |
| TLRY | New | TILRAY BRANDS INC | $557,000 | – | 178,440 | – | 0.07% | – |
| SGOL | New | ABRDN GOLD ETF TRUST | $555,000 | – | 32,047 | – | 0.07% | – |
| UNFI | New | UNITED NAT FOODS INC | $548,000 | – | 13,899 | – | 0.07% | – |
| MTDR | New | MATADOR RES CO | $548,000 | – | 11,760 | – | 0.07% | – |
| EOG | New | EOG RES INC | $464,000 | – | 4,200 | – | 0.06% | – |
| ARCB | New | ARCBEST CORP | $446,000 | – | 6,335 | – | 0.06% | – |
| PDCE | New | PDC ENERGY INC | $440,000 | – | 7,140 | – | 0.06% | – |
| AMR | New | ALPHA METALLURGICAL RESOUR I | $429,000 | – | 3,325 | – | 0.06% | – |
| AR | New | ANTERO RESOURCES CORP | $424,000 | – | 13,829 | – | 0.06% | – |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $407,000 | – | 68,005 | – | 0.05% | – |
| WLL | New | WHITING PETE CORP NEW | $402,000 | – | 5,915 | – | 0.05% | – |
| CLR | New | CONTINENTAL RES INC | $382,000 | – | 5,845 | – | 0.05% | – |
| SHI | New | SINOPEC SHANGHAI PETROCHEMICspon adr h | $377,000 | – | 22,305 | – | 0.05% | – |
| SAFM | New | SANDERSON FARMS INC | $377,000 | – | 1,750 | – | 0.05% | – |
| ASIX | New | ADVANSIX INC | $372,000 | – | 11,130 | – | 0.05% | – |
| PLAB | New | PHOTRONICS INC | $374,000 | – | 19,180 | – | 0.05% | – |
| ESTE | New | EARTHSTONE ENERGY INCcl a | $367,000 | – | 26,915 | – | 0.05% | – |
| CRON | New | CRONOS GROUP INC | $367,000 | – | 130,120 | – | 0.05% | – |
| GDX | New | VANECK ETF TRUSTgold miners etf | $363,000 | – | 13,248 | – | 0.05% | – |
| OVV | New | OVINTIV INC | $359,000 | – | 8,120 | – | 0.05% | – |
| VFF | New | VILLAGE FARMS INTL INC | $366,000 | – | 140,320 | – | 0.05% | – |
| MLI | New | MUELLER INDS INC | $351,000 | – | 6,580 | – | 0.05% | – |
| PXF | New | INVESCO EXCH TRADED FD TR IIftse rafi dev | $355,000 | – | 8,929 | – | 0.05% | – |
| WLK | New | WESTLAKE CORPORATION | $347,000 | – | 3,535 | – | 0.04% | – |
| HAFC | New | HANMI FINL CORP | $350,000 | – | 15,575 | – | 0.04% | – |
| TRV | New | TRAVELERS COMPANIES INC | $349,000 | – | 2,065 | – | 0.04% | – |
| CF | New | CF INDS HLDGS INC | $348,000 | – | 4,060 | – | 0.04% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $339,000 | – | 1,995 | – | 0.04% | – |
| SXC | New | SUNCOKE ENERGY INC | $340,000 | – | 49,910 | – | 0.04% | – |
| AVT | New | AVNET INC | $341,000 | – | 7,945 | – | 0.04% | – |
| CDR | New | CEDAR REALTY TRUST INC | $337,000 | – | 11,700 | – | 0.04% | – |
| TSN | New | TYSON FOODS INCcl a | $337,000 | – | 3,920 | – | 0.04% | – |
| IIIN | New | INSTEEL INDS INC | $332,000 | – | 9,870 | – | 0.04% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $332,000 | – | 4,095 | – | 0.04% | – |
| CEIX | New | CONSOL ENERGY INC NEW | $328,000 | – | 6,650 | – | 0.04% | – |
| SANM | New | SANMINA CORPORATION | $331,000 | – | 8,120 | – | 0.04% | – |
| NRG | New | NRG ENERGY INC | $335,000 | – | 8,785 | – | 0.04% | – |
| ARCH | New | ARCH RESOURCES INCcl a | $321,000 | – | 2,240 | – | 0.04% | – |
| PTEN | New | PATTERSON-UTI ENERGY INC | $324,000 | – | 20,580 | – | 0.04% | – |
| Y | New | ALLEGHANY CORP MD | $321,000 | – | 385 | – | 0.04% | – |
| VST | New | VISTRA CORP | $325,000 | – | 14,245 | – | 0.04% | – |
| New | CIVITAS RESOURCES INC | $322,000 | – | 6,160 | – | 0.04% | – | |
| METC | New | RAMACO RES INC | $327,000 | – | 24,850 | – | 0.04% | – |
| SD | New | SANDRIDGE ENERGY INC | $320,000 | – | 20,405 | – | 0.04% | – |
| CMC | New | COMMERCIAL METALS CO | $320,000 | – | 9,660 | – | 0.04% | – |
| IMKTA | New | INGLES MKTS INCcl a | $313,000 | – | 3,605 | – | 0.04% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $312,000 | – | 8,540 | – | 0.04% | – |
| MOV | New | MOVADO GROUP INC | $310,000 | – | 10,010 | – | 0.04% | – |
| SIGA | New | SIGA TECHNOLOGIES INC | $302,000 | – | 26,075 | – | 0.04% | – |
| PAGP | New | PLAINS GP HLDGS L Pltd partnr int a | $299,000 | – | 29,015 | – | 0.04% | – |
| BXC | New | BLUELINX HLDGS INC | $299,000 | – | 4,480 | – | 0.04% | – |
| WIRE | New | ENCORE WIRE CORP | $298,000 | – | 2,870 | – | 0.04% | – |
| RF | New | REGIONS FINANCIAL CORP NEW | $297,000 | – | 15,855 | – | 0.04% | – |
| ATKR | New | ATKORE INC | $291,000 | – | 3,500 | – | 0.04% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $293,000 | – | 11,830 | – | 0.04% | – |
| SPTN | New | SPARTANNASH CO | $292,000 | – | 9,695 | – | 0.04% | – |
| CVX | New | CHEVRON CORP NEW | $294,000 | – | 2,030 | – | 0.04% | – |
| BTU | New | PEABODY ENGR CORP | $296,000 | – | 13,860 | – | 0.04% | – |
| COP | New | CONOCOPHILLIPS | $292,000 | – | 3,255 | – | 0.04% | – |
| ORI | New | OLD REP INTL CORP | $286,000 | – | 12,775 | – | 0.04% | – |
| PSA | New | PUBLIC STORAGE | $285,000 | – | 910 | – | 0.04% | – |
| AA | New | ALCOA CORP | $282,000 | – | 6,195 | – | 0.04% | – |
| ADC | New | AGREE RLTY CORP | $281,000 | – | 3,900 | – | 0.04% | – |
| MCB | New | METROPOLITAN BK HLDG CORP | $275,000 | – | 3,955 | – | 0.04% | – |
| AIG | New | AMERICAN INTL GROUP INC | $277,000 | – | 5,425 | – | 0.04% | – |
| X | New | UNITED STATES STL CORP NEW | $269,000 | – | 15,015 | – | 0.04% | – |
| VICI | New | VICI PPTYS INC | $271,000 | – | 9,100 | – | 0.04% | – |
| HCC | New | WARRIOR MET COAL INC | $265,000 | – | 8,645 | – | 0.03% | – |
| MAPS | New | WM TECHNOLOGY INC | $251,000 | – | 76,160 | – | 0.03% | – |
| VTIP | New | VANGUARD MALVERN FDSstrm infproidx | $253,000 | – | 5,047 | – | 0.03% | – |
| AVB | New | AVALONBAY CMNTYS INC | $253,000 | – | 1,300 | – | 0.03% | – |
| MMI | New | MARCUS & MILLICHAP INC | $254,000 | – | 6,860 | – | 0.03% | – |
| PSB | New | PS BUSINESS PKS INC CALIF | $243,000 | – | 1,300 | – | 0.03% | – |
| BFS | New | SAUL CTRS INC | $245,000 | – | 5,200 | – | 0.03% | – |
| JEF | New | JEFFERIES FINL GROUP INC | $247,000 | – | 8,960 | – | 0.03% | – |
| BRG | New | BLUEROCK RESIDENTIAL GWT REI | $239,000 | – | 9,100 | – | 0.03% | – |
| CTO | New | CTO RLTY GROWTH INC NEW | $238,000 | – | 3,900 | – | 0.03% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $230,000 | – | 6,500 | – | 0.03% | – |
| ANDE | New | ANDERSONS INC | $234,000 | – | 7,105 | – | 0.03% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $235,000 | – | 4,375 | – | 0.03% | – |
| NNN | New | NATIONAL RETAIL PROPERTIES I | $224,000 | – | 5,200 | – | 0.03% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $227,000 | – | 1,300 | – | 0.03% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $221,000 | – | 1,300 | – | 0.03% | – |
| WRE | New | WASHINGTON REAL ESTATE INVTsh ben int | $222,000 | – | 10,400 | – | 0.03% | – |
| REXR | New | REXFORD INDL RLTY INC | $225,000 | – | 3,900 | – | 0.03% | – |
| GOOD | New | GLADSTONE COMMERCIAL CORP | $220,000 | – | 11,700 | – | 0.03% | – |
| BNL | New | BROADSTONE NET LEASE INC | $213,000 | – | 10,400 | – | 0.03% | – |
| DRE | New | DUKE REALTY CORP | $214,000 | – | 3,900 | – | 0.03% | – |
| IPI | New | INTREPID POTASH INC | $216,000 | – | 4,770 | – | 0.03% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $210,000 | – | 10,400 | – | 0.03% | – |
| SITC | New | SITE CTRS CORP | $210,000 | – | 15,600 | – | 0.03% | – |
| KIM | New | KIMCO RLTY CORP | $206,000 | – | 10,400 | – | 0.03% | – |
| UGRO | New | URBAN-GRO INC | $209,000 | – | 43,120 | – | 0.03% | – |
| UBA | New | URSTADT BIDDLE PPTYS INCcl a | $211,000 | – | 13,000 | – | 0.03% | – |
| ROIC | New | RETAIL OPPORTUNITY INVTS COR | $205,000 | – | 13,000 | – | 0.03% | – |
| PGRE | New | PARAMOUNT GROUP INC | $207,000 | – | 28,600 | – | 0.03% | – |
| OLP | New | ONE LIBERTY PPTYS INC | $203,000 | – | 7,800 | – | 0.03% | – |
| CGC | New | CANOPY GROWTH CORP | $201,000 | – | 70,400 | – | 0.03% | – |
| QSY | New | WISDOMTREE TRwisdomtree us va | $202,000 | – | 3,811 | – | 0.03% | – |
| GRWG | New | GROWGENERATION CORP | $192,000 | – | 53,400 | – | 0.02% | – |
| FSP | New | FRANKLIN STR PPTYS CORP | $190,000 | – | 45,500 | – | 0.02% | – |
| LXP | New | LXP INDUSTRIAL TRUST | $182,000 | – | 16,900 | – | 0.02% | – |
| CIO | New | CITY OFFICE REIT INC | $185,000 | – | 14,300 | – | 0.02% | – |
| BDN | New | BRANDYWINE RLTY TRsh ben int new | $175,000 | – | 18,200 | – | 0.02% | – |
| AGFY | New | AGRIFY CORP | $181,000 | – | 91,960 | – | 0.02% | – |
| RPT | New | RPT REALTYsh ben int | $179,000 | – | 18,200 | – | 0.02% | – |
| PDM | New | PIEDMONT OFFICE REALTY TR IN | $171,000 | – | 13,000 | – | 0.02% | – |
| ACB | New | AURORA CANNABIS INC | $145,000 | – | 109,800 | – | 0.02% | – |
| NBEV | New | NEWAGE INC | $143,000 | – | 637,680 | – | 0.02% | – |
| GNLN | New | GREENLANE HLDGS INCcl a | $129,000 | – | 656,400 | – | 0.02% | – |
| HYFM | New | HYDROFARM HLDGS GROUP INC | $106,000 | – | 30,360 | – | 0.01% | – |
| YCBD | New | CBDMD INC | $102,000 | – | 232,040 | – | 0.01% | – |
| HEXO | New | HEXO CORP | $24,000 | – | 113,659 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TCS | Exit | CONTAINER STORE GROUP INC | $0 | – | -10,317 | – | -0.02% | – |
| IEA | Exit | INFRA AND ENERGY ALTRNTIVE I | $0 | – | -10,123 | – | -0.02% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -11,362 | – | -0.02% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -14,269 | – | -0.04% | – |
| SKT | Exit | TANGER FACTORY OUTLET CTRS I | $0 | – | -12,324 | – | -0.04% | – |
| PTEN | Exit | PATTERSON-UTI ENERGY INC | $0 | – | -22,325 | – | -0.04% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -1,083 | – | -0.04% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -14,268 | – | -0.04% | – |
| BNL | Exit | BROADSTONE NET LEASE INC | $0 | – | -8,400 | – | -0.04% | – |
| SD | Exit | SANDRIDGE ENERGY INC | $0 | – | -15,827 | – | -0.04% | – |
| FSP | Exit | FRANKLIN STR PPTYS CORP | $0 | – | -44,460 | – | -0.04% | – |
| DFIN | Exit | DONNELLEY FINL SOLUTIONS INC | $0 | – | -6,213 | – | -0.04% | – |
| RRD | Exit | DONNELLEY R R & SONS CO | $0 | – | -41,800 | – | -0.04% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,194 | – | -0.04% | – |
| TMST | Exit | TIMKENSTEEL CORPORATION | $0 | – | -16,454 | – | -0.04% | – |
| PINE | Exit | ALPINE INCOME PPTY TR INC | $0 | – | -12,000 | – | -0.04% | – |
| CASH | Exit | META FINL GROUP INC | $0 | – | -4,195 | – | -0.04% | – |
| KRG | Exit | KITE RLTY GROUP TR | $0 | – | -11,076 | – | -0.04% | – |
| AFIN | Exit | AMERICAN FIN TR INC | $0 | – | -27,732 | – | -0.04% | – |
| PDM | Exit | PIEDMONT OFFICE REALTY TR IN | $0 | – | -12,804 | – | -0.04% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES I | $0 | – | -5,136 | – | -0.04% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -7,884 | – | -0.04% | – |
| HEXO | Exit | HEXO CORP | $0 | – | -122,182 | – | -0.04% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -1,200 | – | -0.04% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -5,244 | – | -0.04% | – |
| PGRE | Exit | PARAMOUNT GROUP INC | $0 | – | -25,200 | – | -0.04% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -10,488 | – | -0.04% | – |
| FAIL | Exit | CAMBRIA ETF TRgbl tail risk et | $0 | – | -10,072 | – | -0.04% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -17,076 | – | -0.04% | – |
| RPT | Exit | RPT REALTYsh ben int | $0 | – | -18,000 | – | -0.04% | – |
| STOR | Exit | STORE CAP CORP | $0 | – | -7,188 | – | -0.04% | – |
| O | Exit | REALTY INCOME CORP | $0 | – | -3,636 | – | -0.04% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -4,160 | – | -0.04% | – |
| SRC | Exit | SPIRIT RLTY CAP INC NEW | $0 | – | -5,088 | – | -0.04% | – |
| ROIC | Exit | RETAIL OPPORTUNITY INVTS COR | $0 | – | -13,524 | – | -0.04% | – |
| QSY | Exit | WISDOMTREE TRus qlt shrhd yld | $0 | – | -3,975 | – | -0.04% | – |
| HIW | Exit | HIGHWOODS PPTYS INC | $0 | – | -5,304 | – | -0.04% | – |
| BFS | Exit | SAUL CTRS INC | $0 | – | -5,424 | – | -0.04% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -7,353 | – | -0.04% | – |
| ASIX | Exit | ADVANSIX INC | $0 | – | -6,042 | – | -0.04% | – |
| KIM | Exit | KIMCO RLTY CORP | $0 | – | -11,532 | – | -0.04% | – |
| ILPT | Exit | INDUSTRIAL LOGISTICS PPTYS T | $0 | – | -9,456 | – | -0.04% | – |
| STAG | Exit | STAG INDL INC | $0 | – | -6,276 | – | -0.04% | – |
| CDEV | Exit | CENTENNIAL RESOURCE DEV INCcl a | $0 | – | -36,917 | – | -0.04% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -2,489 | – | -0.04% | – |
| UBA | Exit | URSTADT BIDDLE PPTYS INCcl a | $0 | – | -12,912 | – | -0.04% | – |
| SITC | Exit | SITE CTRS CORP | $0 | – | -16,032 | – | -0.04% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -5,244 | – | -0.05% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -6,600 | – | -0.05% | – |
| PSB | Exit | PS BUSINESS PKS INC CALIF | $0 | – | -1,608 | – | -0.05% | – |
| BRG | Exit | BLUEROCK RESIDENTIAL GWT REI | $0 | – | -20,160 | – | -0.05% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -864 | – | -0.05% | – |
| CXP | Exit | COLUMBIA PPTY TR INC | $0 | – | -13,572 | – | -0.05% | – |
| UMH | Exit | UMH PPTYS INC | $0 | – | -11,124 | – | -0.05% | – |
| AHH | Exit | ARMADA HOFFLER PPTYS INC | $0 | – | -19,116 | – | -0.05% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -1,608 | – | -0.05% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -1,200 | – | -0.05% | – |
| OLP | Exit | ONE LIBERTY PPTYS INC | $0 | – | -8,856 | – | -0.05% | – |
| CUBE | Exit | CUBESMART | $0 | – | -5,568 | – | -0.05% | – |
| LSI | Exit | LIFE STORAGE INC | $0 | – | -2,400 | – | -0.05% | – |
| TA | Exit | TRAVELCENTERS OF AMERICA INC | $0 | – | -5,529 | – | -0.05% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -10,965 | – | -0.05% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -3,439 | – | -0.05% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -14,900 | – | -0.05% | – |
| REET | Exit | ISHARES TRglobal reit etf | $0 | – | -10,264 | – | -0.05% | – |
| CDR | Exit | CEDAR REALTY TRUST INC | $0 | – | -13,200 | – | -0.05% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -7,108 | – | -0.05% | – |
| NEPT | Exit | NEPTUNE WELLNESS SOLUTIONS I | $0 | – | -480,181 | – | -0.05% | – |
| SI | Exit | SILVERGATE CAP CORPcl a | $0 | – | -2,526 | – | -0.05% | – |
| DBMF | Exit | MANAGER DIRECTED PORTFOLIOSim dbi mngd fu | $0 | – | -11,010 | – | -0.06% | – |
| RVI | Exit | RETAIL VALUE INC | $0 | – | -12,000 | – | -0.06% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -10,303 | – | -0.06% | – |
| AA | Exit | ALCOA CORP | $0 | – | -6,702 | – | -0.06% | – |
| SHI | Exit | SINOPEC SHANGHAI PETROCHEMICspon adr h | $0 | – | -14,759 | – | -0.06% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -7,547 | – | -0.07% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -7,976 | – | -0.07% | – |
| YCBD | Exit | CBDMD INC | $0 | – | -195,099 | – | -0.07% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -9,977 | – | -0.08% | – |
| SNP | Exit | CHINA PETROLEUM & CHEMICAL C | $0 | – | -8,419 | – | -0.08% | – |
| OVV | Exit | OVINTIV INC | $0 | – | -12,592 | – | -0.08% | – |
| Exit | LITMAN GREGORY FDS TRim dbi mngd fu | $0 | – | -16,281 | – | -0.08% | – | |
| NBEV | Exit | NEWAGE INC | $0 | – | -334,067 | – | -0.08% | – |
| BAR | Exit | GRANITESHARES GOLD TR | $0 | – | -26,697 | – | -0.08% | – |
| VTEB | Exit | VANGUARD MUN BD FDStax exempt bd | $0 | – | -8,590 | – | -0.09% | – |
| MTDR | Exit | MATADOR RES CO | $0 | – | -12,800 | – | -0.09% | – |
| SGOL | Exit | ABERDEEN STD GOLD ETF TR | $0 | – | -35,832 | – | -0.11% | – |
| ACB | Exit | AURORA CANNABIS INC | $0 | – | -88,593 | – | -0.11% | – |
| GRWG | Exit | GROWGENERATION CORP | $0 | – | -30,487 | – | -0.14% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -16,168 | – | -0.14% | – |
| CRON | Exit | CRONOS GROUP INC | $0 | – | -139,879 | – | -0.14% | – |
| SHV | Exit | ISHARES TRshort treas bd | $0 | – | -8,287 | – | -0.17% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -11,682 | – | -0.18% | – |
| IHY | Exit | VANECK ETF TRUSTinternational hi | $0 | – | -38,709 | – | -0.18% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -21,500 | – | -0.18% | – |
| CGC | Exit | CANOPY GROWTH CORP | $0 | – | -75,680 | – | -0.19% | – |
| GNLN | Exit | GREENLANE HLDGS INCcl a | $0 | – | -449,135 | – | -0.20% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -12,384 | – | -0.22% | – |
| IMOM | Exit | ALPHA ARCHITECT ETF TRintl quan momntm | $0 | – | -35,079 | – | -0.22% | – |
| FMF | Exit | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $0 | – | -25,144 | – | -0.22% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -9,454 | – | -0.22% | – |
| VFF | Exit | VILLAGE FARMS INTL INC | $0 | – | -150,844 | – | -0.23% | – |
| TPB | Exit | TURNING PT BRANDS INC | $0 | – | -30,186 | – | -0.26% | – |
| ARNA | Exit | ARENA PHARMACEUTICALS INC | $0 | – | -24,894 | – | -0.27% | – |
| SMG | Exit | SCOTTS MIRACLE-GRO COcl a | $0 | – | -10,297 | – | -0.28% | – |
| VCIT | Exit | VANGUARD SCOTTSDALE FDSint-term corp | $0 | – | -15,939 | – | -0.28% | – |
| IEF | Exit | ISHARES TRbarclays 7 10 yr | $0 | – | -13,177 | – | -0.28% | – |
| TIP | Exit | ISHARES TRtips bd etf | $0 | – | -12,000 | – | -0.28% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -13,428 | – | -0.29% | – |
| VGLT | Exit | VANGUARD SCOTTSDALE FDSlong term treas | $0 | – | -19,371 | – | -0.31% | – |
| VMOT | Exit | ALPHA ARCHITECT ETF TRval momtm trnd | $0 | – | -66,659 | – | -0.33% | – |
| HYEM | Exit | VANECK ETF TRUSTemerging mrkt hi | $0 | – | -77,550 | – | -0.33% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -8,655 | – | -0.33% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -78,667 | – | -0.35% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -43,165 | – | -0.36% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -97,776 | – | -0.36% | – |
| QMOM | Exit | ALPHA ARCHITECT ETF TRus quan momentum | $0 | – | -42,207 | – | -0.38% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -120,837 | – | -0.38% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -87,688 | – | -0.40% | – |
| MSM | Exit | MSC INDL DIRECT INCcl a | $0 | – | -27,354 | – | -0.40% | – |
| WIP | Exit | SPDR SER TRftse int gvt etf | $0 | – | -40,887 | – | -0.41% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -47,724 | – | -0.41% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -52,283 | – | -0.42% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -44,038 | – | -0.42% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -140,941 | – | -0.43% | – |
| XRX | Exit | XEROX HOLDINGS CORP | $0 | – | -117,079 | – | -0.43% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -23,571 | – | -0.44% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -39,285 | – | -0.44% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -10,767 | – | -0.44% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -17,169 | – | -0.45% | – |
| AFL | Exit | AFLAC INC | $0 | – | -47,336 | – | -0.45% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -11,931 | – | -0.46% | – |
| MET | Exit | METLIFE INC | $0 | – | -40,546 | – | -0.46% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -53,835 | – | -0.46% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -67,296 | – | -0.46% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -15,520 | – | -0.46% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -17,472 | – | -0.46% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -22,795 | – | -0.47% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -66,445 | – | -0.47% | – |
| HPQ | Exit | HP INC | $0 | – | -93,702 | – | -0.47% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -63,826 | – | -0.47% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -27,645 | – | -0.48% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -12,998 | – | -0.48% | – |
| FOX | Exit | FOX CORP | $0 | – | -69,937 | – | -0.48% | – |
| HIBB | Exit | HIBBETT INC | $0 | – | -36,714 | – | -0.48% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -75,419 | – | -0.48% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -51,936 | – | -0.48% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -79,346 | – | -0.48% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -47,045 | – | -0.48% | – |
| MAN | Exit | MANPOWERGROUP INC WIS | $0 | – | -24,347 | – | -0.48% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -114,862 | – | -0.48% | – |
| QRTEA | Exit | QURATE RETAIL INC | $0 | – | -260,833 | – | -0.49% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -13,580 | – | -0.49% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -49,348 | – | -0.49% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -127,070 | – | -0.49% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -97,291 | – | -0.49% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -34,047 | – | -0.49% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -91,374 | – | -0.50% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -28,421 | – | -0.50% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -45,687 | – | -0.50% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -58,297 | – | -0.50% | – |
| R | Exit | RYDER SYS INC | $0 | – | -33,216 | – | -0.50% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -40,546 | – | -0.50% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -85,166 | – | -0.51% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -21,922 | – | -0.51% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -193,224 | – | -0.51% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -60,043 | – | -0.51% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -40,740 | – | -0.51% | – |
| CBT | Exit | CABOT CORP | $0 | – | -55,969 | – | -0.51% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -61,207 | – | -0.52% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -102,723 | – | -0.52% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -40,061 | – | -0.52% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -86,621 | – | -0.52% | – |
| NVT | Exit | NVENT ELECTRIC PLC | $0 | – | -88,367 | – | -0.52% | – |
| HVT | Exit | HAVERTY FURNITURE COS INC | $0 | – | -84,946 | – | -0.52% | – |
| SLM | Exit | SLM CORP | $0 | – | -162,818 | – | -0.52% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -52,671 | – | -0.52% | – |
| RGR | Exit | STURM RUGER & CO INC | $0 | – | -38,994 | – | -0.53% | – |
| INTC | Exit | INTEL CORP | $0 | – | -54,999 | – | -0.54% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -60,043 | – | -0.54% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -71,392 | – | -0.54% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -58,010 | – | -0.54% | – |
| OAS | Exit | OASIS PETROLEUM INC | $0 | – | -29,913 | – | -0.54% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -24,347 | – | -0.55% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -21,631 | – | -0.55% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -10,573 | – | -0.55% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -198,753 | – | -0.55% | – |
| IIPR | Exit | INNOVATIVE INDL PPTYS INC | $0 | – | -13,207 | – | -0.56% | – |
| VRTV | Exit | VERITIV CORP | $0 | – | -34,365 | – | -0.56% | – |
| LUMN | Exit | LUMEN TECHNOLOGIES INC | $0 | – | -248,708 | – | -0.56% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -11,737 | – | -0.57% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -20,952 | – | -0.57% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -73,429 | – | -0.57% | – |
| BNDX | Exit | VANGUARD CHARLOTTE FDStotal int bd etf | $0 | – | -55,412 | – | -0.58% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -43,353 | – | -0.58% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -18,915 | – | -0.60% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -53,156 | – | -0.60% | – |
| CMA | Exit | COMERICA INC | $0 | – | -41,031 | – | -0.60% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -134,005 | – | -0.61% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -16,490 | – | -0.63% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -17,072 | – | -0.64% | – |
| TLRY | Exit | TILRAY INC | $0 | – | -316,819 | – | -0.66% | – |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -5,533 | – | -0.66% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -79,528 | – | -0.66% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -91,258 | – | -0.66% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -35,987 | – | -0.66% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -61,997 | – | -0.66% | – |
| RFP | Exit | RESOLUTE FST PRODS INC | $0 | – | -311,745 | – | -0.68% | – |
| SCHP | Exit | SCHWAB STRATEGIC TRus tips etf | $0 | – | -60,448 | – | -0.69% | – |
| AN | Exit | AUTONATION INC | $0 | – | -31,331 | – | -0.70% | – |
| SWBI | Exit | SMITH & WESSON BRANDS INC | $0 | – | -187,708 | – | -0.71% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -40,643 | – | -0.73% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -37,680 | – | -0.78% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -72,334 | – | -0.81% | – |
| AAPL | Exit | APPLE INC | $0 | – | -31,816 | – | -0.82% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -82,827 | – | -0.83% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -81,965 | – | -0.83% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -30,633 | – | -0.97% | – |
| VB | Exit | VANGUARD INDEX FDSsmall cp etf | $0 | – | -24,344 | – | -0.98% | – |
| VGIT | Exit | VANGUARD SCOTTSDALE FDSinter term treas | $0 | – | -79,167 | – | -0.98% | – |
| WTMF | Exit | WISDOMTREE TRfutre strat fd | $0 | – | -133,877 | – | -1.00% | – |
| DBB | Exit | INVESCO DB MULTI-SECTOR COMMbase metals fd | $0 | – | -265,004 | – | -1.00% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -219,899 | – | -1.01% | – |
| MXI | Exit | ISHARES TRglobal mater etf | $0 | – | -65,320 | – | -1.02% | – |
| VBR | Exit | VANGUARD INDEX FDSsm cp val etf | $0 | – | -33,345 | – | -1.03% | – |
| DBE | Exit | INVESCO DB MULTI-SECTOR COMMenergy fd | $0 | – | -336,102 | – | -1.04% | – |
| EMLC | Exit | VANECK ETF TRUSTjp mrgan em loc | $0 | – | -193,999 | – | -1.06% | – |
| BND | Exit | VANGUARD BD INDEX FDStotal bnd mrkt | $0 | – | -89,889 | – | -1.41% | – |
| ICOL | Exit | ISHARES INCmsci colmbia etf | $0 | – | -853,400 | – | -1.61% | – |
| FYLD | Exit | CAMBRIA ETF TRcambria fgn shr | $0 | – | -386,489 | – | -1.91% | – |
| BLDG | Exit | CAMBRIA ETF TRgbl real est etf | $0 | – | -361,222 | – | -2.07% | – |
| GVAL | Exit | CAMBRIA ETF TRglobal value etf | $0 | – | -520,516 | – | -2.21% | – |
| PDBC | Exit | INVESCO ACTIVLY MANGD ETC FDoptimum yield | $0 | – | -608,245 | – | -2.34% | – |
| EYLD | Exit | CAMBRIA ETF TRemrg sharehldr | $0 | – | -401,700 | – | -2.61% | – |
| GMOM | Exit | CAMBRIA ETF TRglb moment etf | $0 | – | -542,807 | – | -2.91% | – |
| VAMO | Exit | CAMBRIA ETF TRvalue momentum | $0 | – | -762,609 | – | -3.35% | – |
| SYLD | Exit | CAMBRIA ETF TR | $0 | – | -369,366 | – | -4.07% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SYLD | Sell | CAMBRIA ETF TR | $22,232,000 | -7.6% | 369,366 | -1.7% | 4.07% | -1.5% |
| VAMO | Sell | CAMBRIA ETF TRvalue momentum | $18,288,000 | -3.0% | 762,609 | -0.9% | 3.35% | +3.5% |
| GMOM | Buy | CAMBRIA ETF TRglb moment etf | $15,883,000 | -2.3% | 542,807 | +0.5% | 2.91% | +4.2% |
| EYLD | Sell | CAMBRIA ETF TRemrg sharehldr | $14,240,000 | -9.3% | 401,700 | -1.8% | 2.61% | -3.3% |
| PDBC | Buy | INVESCO ACTIVLY MANGD ETC FDoptimum yield | $12,803,000 | +73.5% | 608,245 | +65.6% | 2.34% | +85.1% |
| GVAL | Sell | CAMBRIA ETF TRglobal value etf | $12,065,000 | +0.4% | 520,516 | -0.7% | 2.21% | +7.0% |
| BLDG | Buy | CAMBRIA ETF TRgbl real est etf | $11,304,000 | +74.8% | 361,222 | +77.6% | 2.07% | +86.5% |
| FYLD | Sell | CAMBRIA ETF TRcambria fgn shr | $10,415,000 | -4.0% | 386,489 | -1.2% | 1.91% | +2.3% |
| ICOL | Sell | ISHARES INCmsci colmbia etf | $8,790,000 | +2.3% | 853,400 | -0.9% | 1.61% | +9.1% |
| BND | Sell | VANGUARD BD INDEX FDStotal bnd mrkt | $7,681,000 | -1.6% | 89,889 | -1.1% | 1.41% | +5.0% |
| EMLC | Sell | VANECK ETF TRUSTjp mrgan em loc | $5,814,000 | -5.3% | 193,999 | -0.8% | 1.06% | +1.0% |
| DBE | Sell | INVESCO DB MULTI-SECTOR COMMenergy fd | $5,693,000 | +6.6% | 336,102 | -1.9% | 1.04% | +13.6% |
| VBR | Sell | VANGUARD INDEX FDSsm cp val etf | $5,644,000 | -4.6% | 33,345 | -2.1% | 1.03% | +1.8% |
| MXI | Sell | ISHARES TRglobal mater etf | $5,564,000 | -8.1% | 65,320 | -1.9% | 1.02% | -2.0% |
| MUR | Sell | MURPHY OIL CORP | $5,491,000 | +3.0% | 219,899 | -4.0% | 1.01% | +9.9% |
| DBB | Sell | INVESCO DB MULTI-SECTOR COMMbase metals fd | $5,486,000 | +0.5% | 265,004 | -1.8% | 1.00% | +7.1% |
| WTMF | Sell | WISDOMTREE TRfutre strat fd | $5,488,000 | -1.1% | 133,877 | -0.0% | 1.00% | +5.5% |
| VGIT | Sell | VANGUARD SCOTTSDALE FDSinter term treas | $5,348,000 | -1.4% | 79,167 | -1.0% | 0.98% | +5.0% |
| VB | Sell | VANGUARD INDEX FDSsmall cp etf | $5,323,000 | -4.8% | 24,344 | -1.9% | 0.98% | +1.6% |
| DDS | Sell | DILLARDS INCcl a | $5,285,000 | -8.2% | 30,633 | -3.7% | 0.97% | -2.0% |
| TOL | Sell | TOLL BROTHERS INC | $4,532,000 | -8.1% | 81,965 | -4.0% | 0.83% | -2.0% |
| UFS | Buy | DOMTAR CORP | $4,517,000 | -0.8% | 82,827 | +0.0% | 0.83% | +5.8% |
| AAPL | Sell | APPLE INC | $4,502,000 | -0.8% | 31,816 | -4.0% | 0.82% | +5.8% |
| LPX | Sell | LOUISIANA PAC CORP | $4,439,000 | -2.1% | 72,334 | -3.8% | 0.81% | +4.5% |
| PWR | Sell | QUANTA SVCS INC | $4,289,000 | +21.2% | 37,680 | -3.6% | 0.78% | +29.1% |
| NUE | Sell | NUCOR CORP | $4,003,000 | -1.2% | 40,643 | -3.8% | 0.73% | +5.3% |
| SWBI | Sell | SMITH & WESSON BRANDS INC | $3,896,000 | -42.5% | 187,708 | -3.8% | 0.71% | -38.7% |
| AN | Sell | AUTONATION INC | $3,815,000 | +23.3% | 31,331 | -4.0% | 0.70% | +31.6% |
| SCHP | Sell | SCHWAB STRATEGIC TRus tips etf | $3,783,000 | -1.3% | 60,448 | -1.4% | 0.69% | +5.3% |
| RFP | Buy | RESOLUTE FST PRODS INC | $3,710,000 | +1578.7% | 311,745 | +1619.9% | 0.68% | +1686.8% |
| STLD | Buy | STEEL DYNAMICS INC | $3,626,000 | -0.9% | 61,997 | +1.0% | 0.66% | +5.6% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $3,620,000 | +28.0% | 35,987 | -4.0% | 0.66% | +36.4% |
| BKE | Sell | BUCKLE INC | $3,613,000 | -23.4% | 91,258 | -3.7% | 0.66% | -18.3% |
| PACW | Sell | PACWEST BANCORP DEL | $3,604,000 | +6.0% | 79,528 | -3.8% | 0.66% | +13.0% |
| SIVB | Buy | SVB FINANCIAL GROUP | $3,580,000 | +1373.3% | 5,533 | +1166.1% | 0.66% | +1461.9% |
| TLRY | Buy | TILRAY INC | $3,577,000 | -34.5% | 316,819 | +4.9% | 0.66% | -30.2% |
| WHR | Sell | WHIRLPOOL CORP | $3,480,000 | -10.2% | 17,072 | -4.0% | 0.64% | -4.4% |
| AAP | New | ADVANCE AUTO PARTS INC | $3,445,000 | – | 16,490 | – | 0.63% | – |
| STL | Sell | STERLING BANCORP DEL | $3,345,000 | -3.1% | 134,005 | -3.8% | 0.61% | +3.4% |
| CMA | Sell | COMERICA INC | $3,303,000 | +8.4% | 41,031 | -4.0% | 0.60% | +15.7% |
| ZION | Sell | ZIONS BANCORPORATION N A | $3,290,000 | +12.4% | 53,156 | -4.0% | 0.60% | +19.9% |
| AYI | Sell | ACUITY BRANDS INC | $3,279,000 | -11.0% | 18,915 | -4.0% | 0.60% | -5.2% |
| CTRN | New | CITI TRENDS INC | $3,163,000 | – | 43,353 | – | 0.58% | – |
| BNDX | Sell | VANGUARD CHARLOTTE FDStotal int bd etf | $3,157,000 | -2.3% | 55,412 | -2.1% | 0.58% | +4.1% |
| ETN | Sell | EATON CORP PLC | $3,128,000 | -3.2% | 20,952 | -4.0% | 0.57% | +3.2% |
| UGI | New | UGI CORP NEW | $3,130,000 | – | 73,429 | – | 0.57% | – |
| AMP | Sell | AMERIPRISE FINL INC | $3,100,000 | +1.9% | 11,737 | -4.0% | 0.57% | +8.8% |
| LUMN | New | LUMEN TECHNOLOGIES INC | $3,081,000 | – | 248,708 | – | 0.56% | – |
| VRTV | Buy | VERITIV CORP | $3,077,000 | +1171.5% | 34,365 | +773.8% | 0.56% | +1240.5% |
| IIPR | Sell | INNOVATIVE INDL PPTYS INC | $3,053,000 | +17.2% | 13,207 | -3.1% | 0.56% | +25.1% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $3,003,000 | +1.8% | 198,753 | -4.0% | 0.55% | +8.5% |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $2,993,000 | -9.2% | 21,631 | -4.0% | 0.55% | -3.2% |
| BIIB | Sell | BIOGEN INC | $2,992,000 | -21.5% | 10,573 | -4.0% | 0.55% | -16.3% |
| DFS | Sell | DISCOVER FINL SVCS | $2,991,000 | -0.3% | 24,347 | -4.0% | 0.55% | +6.4% |
| OAS | New | OASIS PETROLEUM INC | $2,974,000 | – | 29,913 | – | 0.54% | – |
| ALLY | Sell | ALLY FINL INC | $2,961,000 | -1.4% | 58,010 | -3.7% | 0.54% | +5.0% |
| CATY | Sell | CATHAY GEN BANCORP | $2,955,000 | +1.0% | 71,392 | -4.0% | 0.54% | +7.8% |
| INTC | Buy | INTEL CORP | $2,930,000 | +30.8% | 54,999 | +37.9% | 0.54% | +39.5% |
| SYF | Sell | SYNCHRONY FINANCIAL | $2,935,000 | -3.2% | 60,043 | -4.0% | 0.54% | +3.1% |
| RGR | New | STURM RUGER & CO INC | $2,877,000 | – | 38,994 | – | 0.53% | – |
| SLM | Sell | SLM CORP | $2,865,000 | -19.1% | 162,818 | -3.8% | 0.52% | -13.7% |
| WBS | Sell | WEBSTER FINL CORP CONN | $2,868,000 | -1.9% | 52,671 | -4.0% | 0.52% | +4.6% |
| HVT | Sell | HAVERTY FURNITURE COS INC | $2,864,000 | -24.1% | 84,946 | -3.7% | 0.52% | -19.1% |
| NVT | Sell | NVENT ELECTRIC PLC | $2,857,000 | -0.6% | 88,367 | -4.0% | 0.52% | +5.9% |
| VLO | Sell | VALERO ENERGY CORP | $2,827,000 | -13.2% | 40,061 | -4.0% | 0.52% | -7.3% |
| HTH | Sell | HILLTOP HOLDINGS INC | $2,830,000 | -13.8% | 86,621 | -4.0% | 0.52% | -8.2% |
| HP | Sell | HELMERICH & PAYNE INC | $2,816,000 | -19.3% | 102,723 | -4.0% | 0.52% | -13.9% |
| PHM | New | PULTE GROUP INC | $2,811,000 | – | 61,207 | – | 0.52% | – |
| CBT | Sell | CABOT CORP | $2,805,000 | -15.5% | 55,969 | -4.0% | 0.51% | -9.8% |
| LNC | Sell | LINCOLN NATL CORP IND | $2,801,000 | +5.1% | 40,740 | -4.0% | 0.51% | +12.0% |
| AMCX | Sell | AMC NETWORKS INCcl a | $2,797,000 | -35.7% | 60,043 | -7.9% | 0.51% | -31.5% |
| ALL | Sell | ALLSTATE CORP | $2,791,000 | -6.2% | 21,922 | -4.0% | 0.51% | 0.0% |
| HOPE | Sell | HOPE BANCORP INC | $2,790,000 | -2.2% | 193,224 | -4.0% | 0.51% | +4.3% |
| FHI | Sell | FEDERATED HERMES INCcl b | $2,768,000 | -7.9% | 85,166 | -4.0% | 0.51% | -1.7% |
| DD | Sell | DUPONT DE NEMOURS INC | $2,757,000 | -15.6% | 40,546 | -4.0% | 0.50% | -10.0% |
| R | New | RYDER SYS INC | $2,747,000 | – | 33,216 | – | 0.50% | – |
| AGO | Sell | ASSURED GUARANTY LTD | $2,729,000 | -5.3% | 58,297 | -4.0% | 0.50% | +1.0% |
| USB | Sell | US BANCORP DEL | $2,716,000 | +0.2% | 45,687 | -4.0% | 0.50% | +6.9% |
| BC | Sell | BRUNSWICK CORP | $2,708,000 | -8.1% | 28,421 | -4.0% | 0.50% | -2.0% |
| HUN | Sell | HUNTSMAN CORP | $2,704,000 | +7.2% | 91,374 | -4.0% | 0.50% | +14.3% |
| TSN | Sell | TYSON FOODS INCcl a | $2,688,000 | +2.8% | 34,047 | -4.0% | 0.49% | +9.6% |
| JNPR | Sell | JUNIPER NETWORKS INC | $2,677,000 | -3.4% | 97,291 | -4.0% | 0.49% | +2.9% |
| TPH | Sell | TRI POINTE HOMES INC | $2,671,000 | -5.8% | 127,070 | -4.0% | 0.49% | +0.4% |
| BCC | Sell | BOISE CASCADE CO DEL | $2,663,000 | -10.9% | 49,348 | -3.7% | 0.49% | -4.9% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $2,657,000 | -1.5% | 13,580 | -4.0% | 0.49% | +5.2% |
| QRTEA | Sell | QURATE RETAIL INC | $2,658,000 | -29.0% | 260,833 | -8.9% | 0.49% | -24.3% |
| BGFV | Buy | BIG 5 SPORTING GOODS CORP | $2,646,000 | +582.0% | 114,862 | +659.8% | 0.48% | +623.9% |
| MAN | Sell | MANPOWERGROUP INC WIS | $2,636,000 | -12.5% | 24,347 | -4.0% | 0.48% | -6.8% |
| IP | Sell | INTERNATIONAL PAPER CO | $2,631,000 | -12.4% | 47,045 | -4.0% | 0.48% | -6.6% |
| HFC | Sell | HOLLYFRONTIER CORP | $2,629,000 | -3.3% | 79,346 | -4.0% | 0.48% | +3.0% |
| SWM | Buy | SCHWEITZER-MAUDUIT INTL INC | $2,614,000 | +21.4% | 75,419 | +41.4% | 0.48% | +29.5% |
| LKQ | New | LKQ CORP | $2,613,000 | – | 51,936 | – | 0.48% | – |
| HIBB | Buy | HIBBETT INC | $2,597,000 | +751.5% | 36,714 | +979.2% | 0.48% | +815.4% |
| FOX | Sell | FOX CORP | $2,596,000 | +1.3% | 69,937 | -4.0% | 0.48% | +8.0% |
| MCK | Sell | MCKESSON CORP | $2,592,000 | +0.2% | 12,998 | -4.0% | 0.48% | +7.0% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $2,594,000 | -12.4% | 27,645 | -4.0% | 0.48% | -6.5% |
| NUS | Sell | NU SKIN ENTERPRISES INCcl a | $2,583,000 | -33.5% | 63,826 | -6.9% | 0.47% | -29.1% |
| HPQ | Sell | HP INC | $2,564,000 | -13.0% | 93,702 | -4.0% | 0.47% | -7.1% |
| ARW | Sell | ARROW ELECTRS INC | $2,560,000 | -5.3% | 22,795 | -4.0% | 0.47% | +1.1% |
| SANM | Sell | SANMINA CORPORATION | $2,561,000 | -5.0% | 66,445 | -4.0% | 0.47% | +1.3% |
| DGX | New | QUEST DIAGNOSTICS INC | $2,539,000 | – | 17,472 | – | 0.46% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $2,540,000 | +1.0% | 15,520 | -4.0% | 0.46% | +7.6% |
| ANF | New | ABERCROMBIE & FITCH COcl a | $2,532,000 | – | 67,296 | – | 0.46% | – |
| CFG | Sell | CITIZENS FINL GROUP INC | $2,529,000 | -1.6% | 53,835 | -4.0% | 0.46% | +4.8% |
| MET | Sell | METLIFE INC | $2,503,000 | -0.9% | 40,546 | -4.0% | 0.46% | +5.5% |
| SNA | Sell | SNAP ON INC | $2,493,000 | -10.2% | 11,931 | -4.0% | 0.46% | -4.2% |
| AFL | Sell | AFLAC INC | $2,468,000 | -6.7% | 47,336 | -4.0% | 0.45% | -0.4% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO | $2,445,000 | -9.4% | 17,169 | -4.0% | 0.45% | -3.2% |
| CMI | Sell | CUMMINS INC | $2,418,000 | -11.5% | 10,767 | -4.0% | 0.44% | -5.5% |
| VOYA | Sell | VOYA FINANCIAL INC | $2,412,000 | -4.1% | 39,285 | -4.0% | 0.44% | +2.3% |
| CVX | Sell | CHEVRON CORP NEW | $2,391,000 | -7.0% | 23,571 | -4.0% | 0.44% | -0.9% |
| XRX | Sell | XEROX HOLDINGS CORP | $2,361,000 | -17.6% | 117,079 | -4.0% | 0.43% | -12.2% |
| CVI | Sell | CVR ENERGY INC | $2,348,000 | -10.9% | 140,941 | -4.0% | 0.43% | -5.1% |
| WOR | Sell | WORTHINGTON INDS INC | $2,321,000 | -21.2% | 44,038 | -8.5% | 0.42% | -16.0% |
| BIG | New | BIG LOTS INC | $2,267,000 | – | 52,283 | – | 0.42% | – |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $2,245,000 | -14.1% | 47,724 | -4.0% | 0.41% | -8.5% |
| WIP | Sell | SPDR SER TRftse int gvt etf | $2,225,000 | -5.4% | 40,887 | -1.8% | 0.41% | +0.7% |
| UNM | Sell | UNUM GROUP | $2,197,000 | -15.3% | 87,688 | -4.0% | 0.40% | -9.7% |
| MSM | Sell | MSC INDL DIRECT INCcl a | $2,194,000 | -14.2% | 27,354 | -4.0% | 0.40% | -8.4% |
| BBBY | Buy | BED BATH & BEYOND INC | $2,088,000 | +709.3% | 120,837 | +1459.4% | 0.38% | +768.2% |
| QMOM | Sell | ALPHA ARCHITECT ETF TRus quan momentum | $2,080,000 | -6.9% | 42,207 | -2.9% | 0.38% | -0.5% |
| WU | Sell | WESTERN UN CO | $1,977,000 | -15.5% | 97,776 | -4.0% | 0.36% | -10.0% |
| FL | Sell | FOOT LOCKER INC | $1,971,000 | -28.8% | 43,165 | -4.0% | 0.36% | -24.2% |
| DISCK | Sell | DISCOVERY INC | $1,909,000 | -19.6% | 78,667 | -4.0% | 0.35% | -14.2% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $1,824,000 | -5.5% | 8,655 | +4.9% | 0.33% | +0.9% |
| HYEM | Sell | VANECK ETF TRUSTemerging mrkt hi | $1,799,000 | -5.7% | 77,550 | -2.9% | 0.33% | +0.3% |
| VMOT | Sell | ALPHA ARCHITECT ETF TRval momtm trnd | $1,778,000 | -4.7% | 66,659 | -1.5% | 0.33% | +1.9% |
| VGLT | Sell | VANGUARD SCOTTSDALE FDSlong term treas | $1,699,000 | -2.9% | 19,371 | -2.9% | 0.31% | +3.3% |
| MUB | Sell | ISHARES TRnational mun etf | $1,560,000 | -3.0% | 13,428 | -2.1% | 0.29% | +3.6% |
| TIP | Sell | ISHARES TRtips bd etf | $1,532,000 | -0.3% | 12,000 | -0.0% | 0.28% | +6.4% |
| SMG | Buy | SCOTTS MIRACLE-GRO COcl a | $1,507,000 | -20.0% | 10,297 | +4.9% | 0.28% | -14.8% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $1,505,000 | -3.6% | 15,939 | -2.9% | 0.28% | +3.0% |
| ARNA | Buy | ARENA PHARMACEUTICALS INC | $1,482,000 | +25.3% | 24,894 | +43.5% | 0.27% | +33.5% |
| TPB | Buy | TURNING PT BRANDS INC | $1,441,000 | +9.4% | 30,186 | +4.9% | 0.26% | +16.8% |
| VFF | Buy | VILLAGE FARMS INTL INC | $1,258,000 | -18.3% | 150,844 | +4.9% | 0.23% | -12.9% |
| JAZZ | Buy | JAZZ PHARMACEUTICALS PLC | $1,231,000 | -23.2% | 9,454 | +4.9% | 0.22% | -18.2% |
| IMOM | Sell | ALPHA ARCHITECT ETF TRintl quan momntm | $1,195,000 | -4.7% | 35,079 | -2.9% | 0.22% | +1.9% |
| PM | Buy | PHILIP MORRIS INTL INC | $1,174,000 | +0.3% | 12,384 | +4.9% | 0.22% | +7.0% |
| GNLN | Buy | GREENLANE HLDGS INCcl a | $1,064,000 | -44.4% | 449,135 | +4.9% | 0.20% | -40.7% |
| CGC | Buy | CANOPY GROWTH CORP | $1,049,000 | -39.9% | 75,680 | +4.9% | 0.19% | -36.0% |
| MO | Buy | ALTRIA GROUP INC | $979,000 | +0.2% | 21,500 | +4.9% | 0.18% | +6.5% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $963,000 | -3.2% | 11,682 | -2.9% | 0.18% | +2.9% |
| IHY | Sell | VANECK ETF TRUSTinternational hi | $963,000 | -6.3% | 38,709 | -2.9% | 0.18% | -0.6% |
| SHV | Sell | ISHARES TRshort treas bd | $915,000 | -3.0% | 8,287 | -2.9% | 0.17% | +3.7% |
| CRON | Buy | CRONOS GROUP INC | $792,000 | -31.0% | 139,879 | +4.9% | 0.14% | -26.4% |
| UVV | Buy | UNIVERSAL CORP VA | $781,000 | -11.0% | 16,168 | +4.9% | 0.14% | -5.3% |
| GRWG | Buy | GROWGENERATION CORP | $752,000 | -46.2% | 30,487 | +4.9% | 0.14% | -42.5% |
| ACB | Buy | AURORA CANNABIS INC | $613,000 | -19.8% | 88,593 | +4.9% | 0.11% | -14.5% |
| SGOL | Buy | ABERDEEN STD GOLD ETF TR | $604,000 | 0.0% | 35,832 | +0.7% | 0.11% | +6.7% |
| VTEB | Sell | VANGUARD MUN BD FDStax exempt bd | $470,000 | -1.3% | 8,590 | -0.2% | 0.09% | +4.9% |
| NBEV | Buy | NEWAGE INC | $464,000 | -34.6% | 334,067 | +4.9% | 0.08% | -30.3% |
| BAR | Sell | GRANITESHARES GOLD TR | $466,000 | -3.7% | 26,697 | -2.9% | 0.08% | +2.4% |
| New | LITMAN GREGORY FDS TRim dbi mngd fu | $454,000 | – | 16,281 | – | 0.08% | – | |
| SNP | Buy | CHINA PETROLEUM & CHEMICAL C | $414,000 | +18.6% | 8,419 | +22.9% | 0.08% | +26.7% |
| YCBD | Buy | CBDMD INC | $406,000 | -24.7% | 195,099 | +4.9% | 0.07% | -20.4% |
| SHI | Buy | SINOPEC SHANGHAI PETROCHEMICspon adr h | $357,000 | +27.0% | 14,759 | +22.8% | 0.06% | +35.4% |
| RVI | Sell | RETAIL VALUE INC | $316,000 | +14.5% | 12,000 | -5.4% | 0.06% | +23.4% |
| DBMF | Sell | MANAGER DIRECTED PORTFOLIOSim dbi mngd fu | $307,000 | -60.8% | 11,010 | -60.0% | 0.06% | -58.5% |
| NEPT | Buy | NEPTUNE WELLNESS SOLUTIONS I | $290,000 | -45.9% | 480,181 | +4.9% | 0.05% | -42.4% |
| CDR | New | CEDAR REALTY TRUST INC | $286,000 | – | 13,200 | – | 0.05% | – |
| REET | Sell | ISHARES TRglobal reit etf | $281,000 | -5.1% | 10,264 | -3.8% | 0.05% | 0.0% |
| AR | Sell | ANTERO RESOURCES CORP | $280,000 | -58.3% | 14,900 | -66.7% | 0.05% | -55.7% |
| TA | New | TRAVELCENTERS OF AMERICA INC | $275,000 | – | 5,529 | – | 0.05% | – |
| LSI | New | LIFE STORAGE INC | $275,000 | – | 2,400 | – | 0.05% | – |
| AVB | New | AVALONBAY CMNTYS INC | $266,000 | – | 1,200 | – | 0.05% | – |
| EXR | Buy | EXTRA SPACE STORAGE INC | $270,000 | +23.9% | 1,608 | +20.7% | 0.05% | +32.4% |
| CUBE | Buy | CUBESMART | $270,000 | +14.9% | 5,568 | +9.7% | 0.05% | +22.5% |
| OLP | New | ONE LIBERTY PPTYS INC | $270,000 | – | 8,856 | – | 0.05% | – |
| UMH | New | UMH PPTYS INC | $255,000 | – | 11,124 | – | 0.05% | – |
| PSA | Buy | PUBLIC STORAGE | $257,000 | +23.6% | 864 | +24.7% | 0.05% | +30.6% |
| AHH | New | ARMADA HOFFLER PPTYS INC | $256,000 | – | 19,116 | – | 0.05% | – |
| CXP | Buy | COLUMBIA PPTY TR INC | $258,000 | +27.7% | 13,572 | +16.7% | 0.05% | +34.3% |
| BRG | Buy | BLUEROCK RESIDENTIAL GWT REI | $257,000 | +66.9% | 20,160 | +33.3% | 0.05% | +80.8% |
| PSB | New | PS BUSINESS PKS INC CALIF | $252,000 | – | 1,608 | – | 0.05% | – |
| AMH | Buy | AMERICAN HOMES 4 RENTcl a | $252,000 | +25.4% | 6,600 | +27.5% | 0.05% | +31.4% |
| DRE | New | DUKE REALTY CORP | $251,000 | – | 5,244 | – | 0.05% | – |
| STAG | New | STAG INDL INC | $246,000 | – | 6,276 | – | 0.04% | – |
| UBA | New | URSTADT BIDDLE PPTYS INCcl a | $244,000 | – | 12,912 | – | 0.04% | – |
| SITC | Buy | SITE CTRS CORP | $248,000 | +27.8% | 16,032 | +24.5% | 0.04% | +36.4% |
| ILPT | New | INDUSTRIAL LOGISTICS PPTYS T | $240,000 | – | 9,456 | – | 0.04% | – |
| ASIX | New | ADVANSIX INC | $240,000 | – | 6,042 | – | 0.04% | – |
| BFS | New | SAUL CTRS INC | $239,000 | – | 5,424 | – | 0.04% | – |
| KIM | New | KIMCO RLTY CORP | $239,000 | – | 11,532 | – | 0.04% | – |
| HIW | New | HIGHWOODS PPTYS INC | $233,000 | – | 5,304 | – | 0.04% | – |
| SRC | New | SPIRIT RLTY CAP INC NEW | $234,000 | – | 5,088 | – | 0.04% | – |
| ROIC | New | RETAIL OPPORTUNITY INVTS COR | $236,000 | – | 13,524 | – | 0.04% | – |
| RCII | Sell | RENT A CTR INC NEW | $234,000 | -95.9% | 4,160 | -96.2% | 0.04% | -95.7% |
| O | New | REALTY INCOME CORP | $236,000 | – | 3,636 | – | 0.04% | – |
| QSY | Buy | WISDOMTREE TRus qlt shrhd yld | $236,000 | +2.6% | 3,975 | +3.3% | 0.04% | +10.3% |
| BDN | Buy | BRANDYWINE RLTY TRsh ben int new | $229,000 | +18.0% | 17,076 | +20.9% | 0.04% | +27.3% |
| BRX | Sell | BRIXMOR PPTY GROUP INC | $232,000 | -19.2% | 10,488 | -16.2% | 0.04% | -14.3% |
| STOR | New | STORE CAP CORP | $230,000 | – | 7,188 | – | 0.04% | – |
| PGRE | New | PARAMOUNT GROUP INC | $227,000 | – | 25,200 | – | 0.04% | – |
| RPT | New | RPT REALTYsh ben int | $230,000 | – | 18,000 | – | 0.04% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $224,000 | – | 1,200 | – | 0.04% | – |
| NNN | New | NATIONAL RETAIL PROPERTIES I | $222,000 | – | 5,136 | – | 0.04% | – |
| PDM | Buy | PIEDMONT OFFICE REALTY TR IN | $223,000 | +16.8% | 12,804 | +23.9% | 0.04% | +24.2% |
| KRG | New | KITE RLTY GROUP TR | $226,000 | – | 11,076 | – | 0.04% | – |
| HEXO | Buy | HEXO CORP | $225,000 | -66.7% | 122,182 | +4.9% | 0.04% | -64.7% |
| VICI | New | VICI PPTYS INC | $224,000 | – | 7,884 | – | 0.04% | – |
| AFIN | Buy | AMERICAN FIN TR INC | $223,000 | +14.9% | 27,732 | +21.2% | 0.04% | +24.2% |
| PINE | New | ALPINE INCOME PPTY TR INC | $220,000 | – | 12,000 | – | 0.04% | – |
| SD | New | SANDRIDGE ENERGY INC | $206,000 | – | 15,827 | – | 0.04% | – |
| SBRA | New | SABRA HEALTH CARE REIT INC | $210,000 | – | 14,268 | – | 0.04% | – |
| BNL | New | BROADSTONE NET LEASE INC | $208,000 | – | 8,400 | – | 0.04% | – |
| FSP | Buy | FRANKLIN STR PPTYS CORP | $206,000 | +17.7% | 44,460 | +33.3% | 0.04% | +26.7% |
| SKT | Buy | TANGER FACTORY OUTLET CTRS I | $201,000 | -2.0% | 12,324 | +13.4% | 0.04% | +5.7% |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $203,000 | – | 1,083 | – | 0.04% | – |
| MRO | New | MARATHON OIL CORP | $195,000 | – | 14,269 | – | 0.04% | – |
| WPG | Exit | WASHINGTON PRIME GROUP NEW | $0 | – | -28,154 | – | -0.01% | – |
| ALTO | Exit | ALTO INGREDIENTS INC | $0 | – | -18,601 | – | -0.02% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -18,316 | – | -0.02% | – |
| YELL | Exit | YELLOW CORP | $0 | – | -25,384 | – | -0.03% | – |
| LXP | Exit | LEXINGTON REALTY TRUST | $0 | – | -13,554 | – | -0.03% | – |
| MNR | Exit | MONMOUTH REAL ESTATE INVT COcl a | $0 | – | -10,629 | – | -0.03% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -26,296 | – | -0.04% | – |
| IRM | Exit | IRON MTN INC NEW | $0 | – | -4,806 | – | -0.04% | – |
| SCHF | Exit | SCHWAB STRATEGIC TRintl eqty etf | $0 | – | -5,354 | – | -0.04% | – |
| LPRO | Exit | OPEN LENDING CORP | $0 | – | -4,959 | – | -0.04% | – |
| OSTK | Exit | OVERSTOCK COM INC DEL | $0 | – | -2,403 | – | -0.04% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -3,254 | – | -0.04% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -34,236 | – | -0.04% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -7,559 | – | -0.04% | – |
| PXF | Exit | INVESCO EXCH TRADED FD TR IIftse rafi dev | $0 | – | -4,877 | – | -0.04% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -5,629 | – | -0.04% | – |
| NLS | Exit | NAUTILUS INC | $0 | – | -15,768 | – | -0.05% | – |
| VTI | Exit | VANGUARD INDEX FDStotal stk mkt | $0 | – | -1,219 | – | -0.05% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -15,383 | – | -0.06% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -21,825 | – | -0.06% | – |
| UCTT | Exit | ULTRA CLEAN HLDGS INC | $0 | – | -9,101 | – | -0.08% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -15,554 | – | -0.39% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -167,559 | – | -0.42% | – |
| TNL | Exit | TRAVEL PLUS LEISURE CO | $0 | – | -43,834 | – | -0.45% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -84,335 | – | -0.46% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -196,232 | – | -0.48% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -91,304 | – | -0.50% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -24,947 | – | -0.50% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -65,448 | – | -0.51% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -69,387 | – | -0.51% | – |
| GES | Exit | GUESS INC | $0 | – | -128,573 | – | -0.58% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -232,704 | – | -0.59% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -74,235 | – | -0.61% | – |
| ESI | Exit | ELEMENT SOLUTIONS INC | $0 | – | -160,792 | – | -0.65% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -36,202 | – | -0.66% | – |
| OLN | Exit | OLIN CORP | $0 | – | -95,243 | – | -0.76% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -80,194 | – | -0.84% | – |
| RXI | Exit | ISHARES TRglb cns disc etf | $0 | – | -30,242 | – | -0.89% | – |
| VEA | Exit | VANGUARD TAX-MANAGED INTL FDftse dev mkt etf | $0 | – | -100,917 | – | -0.89% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SYLD | New | CAMBRIA ETF TR | $24,066,000 | – | 375,846 | – | 4.13% | – |
| VAMO | New | CAMBRIA ETF TRvalue momentum | $18,850,000 | – | 769,913 | – | 3.24% | – |
| GMOM | New | CAMBRIA ETF TRglb moment etf | $16,259,000 | – | 539,975 | – | 2.79% | – |
| EYLD | New | CAMBRIA ETF TRemrg sharehldr | $15,701,000 | – | 408,874 | – | 2.70% | – |
| GVAL | New | CAMBRIA ETF TRglobal value etf | $12,019,000 | – | 524,167 | – | 2.06% | – |
| FYLD | New | CAMBRIA ETF TRcambria fgn shr | $10,852,000 | – | 391,021 | – | 1.86% | – |
| ICOL | New | ISHARES INCmsci colmbia etf | $8,593,000 | – | 861,450 | – | 1.48% | – |
| BND | New | VANGUARD BD INDEX FDStotal bnd mrkt | $7,804,000 | – | 90,852 | – | 1.34% | – |
| PDBC | New | INVESCO ACTIVLY MANGD ETC FDoptimum yield | $7,380,000 | – | 367,294 | – | 1.27% | – |
| SWBI | New | SMITH & WESSON BRANDS INC | $6,770,000 | – | 195,096 | – | 1.16% | – |
| BLDG | New | CAMBRIA ETF TRgbl real est etf | $6,466,000 | – | 203,402 | – | 1.11% | – |
| EMLC | New | VANECK VECTORS ETF TRjp morgan mkts | $6,138,000 | – | 195,597 | – | 1.05% | – |
| MXI | New | ISHARES TRglobal mater etf | $6,055,000 | – | 66,588 | – | 1.04% | – |
| VBR | New | VANGUARD INDEX FDSsm cp val etf | $5,914,000 | – | 34,052 | – | 1.02% | – |
| RCII | New | RENT A CTR INC NEW | $5,759,000 | – | 108,518 | – | 0.99% | – |
| DDS | New | DILLARDS INCcl a | $5,756,000 | – | 31,821 | – | 0.99% | – |
| VB | New | VANGUARD INDEX FDSsmall cp etf | $5,590,000 | – | 24,813 | – | 0.96% | – |
| WTMF | New | WISDOMTREE TRfutre strat fd | $5,547,000 | – | 133,919 | – | 0.95% | – |
| TLRY | New | TILRAY INC | $5,462,000 | – | 302,086 | – | 0.94% | – |
| DBB | New | INVESCO DB MULTI-SECTOR COMMbase metals fd | $5,460,000 | – | 269,991 | – | 0.94% | – |
| VGIT | New | VANGUARD SCOTTSDALE FDSinter term treas | $5,425,000 | – | 80,000 | – | 0.93% | – |
| DBE | New | INVESCO DB MULTI-SECTOR COMMenergy fd | $5,343,000 | – | 342,747 | – | 0.92% | – |
| MUR | New | MURPHY OIL CORP | $5,330,000 | – | 228,967 | – | 0.92% | – |
| VEA | New | VANGUARD TAX-MANAGED INTL FDftse dev mkt etf | $5,200,000 | – | 100,917 | – | 0.89% | – |
| RXI | New | ISHARES TRglb cns disc etf | $5,184,000 | – | 30,242 | – | 0.89% | – |
| TOL | New | TOLL BROTHERS INC | $4,934,000 | – | 85,345 | – | 0.85% | – |
| COP | New | CONOCOPHILLIPS | $4,884,000 | – | 80,194 | – | 0.84% | – |
| BKE | New | BUCKLE INC | $4,716,000 | – | 94,794 | – | 0.81% | – |
| UFS | New | DOMTAR CORP | $4,552,000 | – | 82,820 | – | 0.78% | – |
| AAPL | New | APPLE INC | $4,537,000 | – | 33,128 | – | 0.78% | – |
| LPX | New | LOUISIANA PAC CORP | $4,533,000 | – | 75,186 | – | 0.78% | – |
| OLN | New | OLIN CORP | $4,406,000 | – | 95,243 | – | 0.76% | – |
| AMCX | New | AMC NETWORKS INCcl a | $4,352,000 | – | 65,160 | – | 0.75% | – |
| NUE | New | NUCOR CORP | $4,053,000 | – | 42,243 | – | 0.70% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $3,883,000 | – | 68,548 | – | 0.67% | – |
| WHR | New | WHIRLPOOL CORP | $3,876,000 | – | 17,776 | – | 0.67% | – |
| MTZ | New | MASTEC INC | $3,841,000 | – | 36,202 | – | 0.66% | – |
| SCHP | New | SCHWAB STRATEGIC TRus tips etf | $3,833,000 | – | 61,320 | – | 0.66% | – |
| BIIB | New | BIOGEN INC | $3,812,000 | – | 11,009 | – | 0.66% | – |
| HVT | New | HAVERTY FURNITURE COS INC | $3,773,000 | – | 88,246 | – | 0.65% | – |
| ESI | New | ELEMENT SOLUTIONS INC | $3,759,000 | – | 160,792 | – | 0.65% | – |
| QRTEA | New | QURATE RETAIL INC | $3,746,000 | – | 286,218 | – | 0.64% | – |
| AYI | New | ACUITY BRANDS INC | $3,684,000 | – | 19,695 | – | 0.63% | – |
| STLD | New | STEEL DYNAMICS INC | $3,660,000 | – | 61,408 | – | 0.63% | – |
| DLX | New | DELUXE CORP | $3,546,000 | – | 74,235 | – | 0.61% | – |
| PWR | New | QUANTA SVCS INC | $3,540,000 | – | 39,084 | – | 0.61% | – |
| SLM | New | SLM CORP | $3,543,000 | – | 169,178 | – | 0.61% | – |
| HP | New | HELMERICH & PAYNE INC | $3,490,000 | – | 106,959 | – | 0.60% | – |
| STL | New | STERLING BANCORP DEL | $3,452,000 | – | 139,245 | – | 0.59% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $3,432,000 | – | 232,704 | – | 0.59% | – |
| PACW | New | PACWEST BANCORP DEL | $3,401,000 | – | 82,632 | – | 0.58% | – |
| GES | New | GUESS INC | $3,394,000 | – | 128,573 | – | 0.58% | – |
| CBT | New | CABOT CORP | $3,318,000 | – | 58,277 | – | 0.57% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $3,298,000 | – | 22,523 | – | 0.57% | – |
| HTH | New | HILLTOP HOLDINGS INC | $3,283,000 | – | 90,193 | – | 0.56% | – |
| DD | New | DUPONT DE NEMOURS INC | $3,268,000 | – | 42,218 | – | 0.56% | – |
| VLO | New | VALERO ENERGY CORP | $3,257,000 | – | 41,713 | – | 0.56% | – |
| BNDX | New | VANGUARD CHARLOTTE FDSintl bd idx etf | $3,231,000 | – | 56,583 | – | 0.56% | – |
| ETN | New | EATON CORP PLC | $3,233,000 | – | 21,816 | – | 0.56% | – |
| AN | New | AUTONATION INC | $3,093,000 | – | 32,623 | – | 0.53% | – |
| CMA | New | COMERICA INC | $3,048,000 | – | 42,723 | – | 0.52% | – |
| AMP | New | AMERIPRISE FINL INC | $3,042,000 | – | 12,221 | – | 0.52% | – |
| SYF | New | SYNCHRONY FINANCIAL | $3,033,000 | – | 62,519 | – | 0.52% | – |
| MAN | New | MANPOWERGROUP INC WIS | $3,014,000 | – | 25,351 | – | 0.52% | – |
| IP | New | INTERNATIONAL PAPER CO | $3,003,000 | – | 48,985 | – | 0.52% | – |
| FHI | New | FEDERATED HERMES INCcl b | $3,007,000 | – | 88,678 | – | 0.52% | – |
| ALLY | New | ALLY FINL INC | $3,003,000 | – | 60,258 | – | 0.52% | – |
| DFS | New | DISCOVER FINL SVCS | $2,999,000 | – | 25,351 | – | 0.52% | – |
| BCC | New | BOISE CASCADE CO DEL | $2,989,000 | – | 51,220 | – | 0.51% | – |
| ALL | New | ALLSTATE CORP | $2,977,000 | – | 22,826 | – | 0.51% | – |
| BKU | New | BANKUNITED INC | $2,962,000 | – | 69,387 | – | 0.51% | – |
| WFC | New | WELLS FARGO CO NEW | $2,964,000 | – | 65,448 | – | 0.51% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $2,961,000 | – | 28,785 | – | 0.51% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $2,951,000 | – | 206,949 | – | 0.51% | – |
| HPQ | New | HP INC | $2,946,000 | – | 97,566 | – | 0.51% | – |
| WOR | New | WORTHINGTON INDS INC | $2,946,000 | – | 48,153 | – | 0.51% | – |
| BC | New | BRUNSWICK CORP | $2,948,000 | – | 29,593 | – | 0.51% | – |
| RL | New | RALPH LAUREN CORPcl a | $2,939,000 | – | 24,947 | – | 0.50% | – |
| ZION | New | ZIONS BANCORPORATION N A | $2,926,000 | – | 55,348 | – | 0.50% | – |
| SLB | New | SCHLUMBERGER LTD | $2,923,000 | – | 91,304 | – | 0.50% | – |
| CATY | New | CATHAY GEN BANCORP | $2,926,000 | – | 74,336 | – | 0.50% | – |
| WBS | New | WEBSTER FINL CORP CONN | $2,925,000 | – | 54,843 | – | 0.50% | – |
| AGO | New | ASSURED GUARANTY LTD | $2,882,000 | – | 60,701 | – | 0.50% | – |
| NVT | New | NVENT ELECTRIC PLC | $2,874,000 | – | 92,011 | – | 0.49% | – |
| XRX | New | XEROX HOLDINGS CORP | $2,864,000 | – | 121,907 | – | 0.49% | – |
| HOPE | New | HOPE BANCORP INC | $2,853,000 | – | 201,192 | – | 0.49% | – |
| TPH | New | TRI POINTE HOMES INC | $2,835,000 | – | 132,310 | – | 0.49% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $2,829,000 | – | 37,471 | – | 0.49% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,800,000 | – | 196,232 | – | 0.48% | – |
| SNA | New | SNAP ON INC | $2,776,000 | – | 12,423 | – | 0.48% | – |
| JNPR | New | JUNIPER NETWORKS INC | $2,771,000 | – | 101,303 | – | 0.48% | – |
| FL | New | FOOT LOCKER INC | $2,770,000 | – | 44,945 | – | 0.48% | – |
| CMI | New | CUMMINS INC | $2,733,000 | – | 11,211 | – | 0.47% | – |
| HFC | New | HOLLYFRONTIER CORP | $2,718,000 | – | 82,618 | – | 0.47% | – |
| USB | New | US BANCORP DEL | $2,710,000 | – | 47,571 | – | 0.46% | – |
| ARW | New | ARROW ELECTRS INC | $2,702,000 | – | 23,735 | – | 0.46% | – |
| SANM | New | SANMINA CORPORATION | $2,695,000 | – | 69,185 | – | 0.46% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $2,697,000 | – | 14,140 | – | 0.46% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $2,698,000 | – | 17,877 | – | 0.46% | – |
| INT | New | WORLD FUEL SVCS CORP | $2,676,000 | – | 84,335 | – | 0.46% | – |
| LNC | New | LINCOLN NATL CORP IND | $2,666,000 | – | 42,420 | – | 0.46% | – |
| AFL | New | AFLAC INC | $2,645,000 | – | 49,288 | – | 0.45% | – |
| CVI | New | CVR ENERGY INC | $2,636,000 | – | 146,753 | – | 0.45% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $2,614,000 | – | 49,692 | – | 0.45% | – |
| TSN | New | TYSON FOODS INCcl a | $2,615,000 | – | 35,451 | – | 0.45% | – |
| TNL | New | TRAVEL PLUS LEISURE CO | $2,606,000 | – | 43,834 | – | 0.45% | – |
| IIPR | New | INNOVATIVE INDL PPTYS INC | $2,604,000 | – | 13,628 | – | 0.45% | – |
| UNM | New | UNUM GROUP | $2,593,000 | – | 91,304 | – | 0.44% | – |
| MCK | New | MCKESSON CORP | $2,588,000 | – | 13,534 | – | 0.44% | – |
| CFG | New | CITIZENS FINL GROUP INC | $2,571,000 | – | 56,055 | – | 0.44% | – |
| CVX | New | CHEVRON CORP NEW | $2,571,000 | – | 24,543 | – | 0.44% | – |
| FOX | New | FOX CORP | $2,563,000 | – | 72,821 | – | 0.44% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $2,556,000 | – | 28,482 | – | 0.44% | – |
| MET | New | METLIFE INC | $2,527,000 | – | 42,218 | – | 0.43% | – |
| HUN | New | HUNTSMAN CORP | $2,523,000 | – | 95,142 | – | 0.43% | – |
| JPM | New | JPMORGAN CHASE & CO | $2,514,000 | – | 16,160 | – | 0.43% | – |
| VOYA | New | VOYA FINANCIAL INC | $2,516,000 | – | 40,905 | – | 0.43% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $2,443,000 | – | 167,559 | – | 0.42% | – |
| DISCK | New | DISCOVERY INC | $2,374,000 | – | 81,911 | – | 0.41% | – |
| WIP | New | SPDR SER TRftse int gvt etf | $2,351,000 | – | 41,654 | – | 0.40% | – |
| WU | New | WESTERN UN CO | $2,339,000 | – | 101,808 | – | 0.40% | – |
| MTB | New | M & T BK CORP | $2,260,000 | – | 15,554 | – | 0.39% | – |
| INTC | New | INTEL CORP | $2,240,000 | – | 39,895 | – | 0.38% | – |
| QMOM | New | ALPHA ARCHITECT ETF TRus quan momentum | $2,233,000 | – | 43,486 | – | 0.38% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $2,154,000 | – | 53,342 | – | 0.37% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $1,930,000 | – | 8,253 | – | 0.33% | – |
| GNLN | New | GREENLANE HLDGS INCcl a | $1,914,000 | – | 428,245 | – | 0.33% | – |
| HYEM | New | VANECK VECTORS ETF TRemerging mkts hi | $1,908,000 | – | 79,900 | – | 0.33% | – |
| SMG | New | SCOTTS MIRACLE-GRO COcl a | $1,884,000 | – | 9,819 | – | 0.32% | – |
| VMOT | New | ALPHA ARCHITECT ETF TRval momtm trnd | $1,865,000 | – | 67,697 | – | 0.32% | – |
| VGLT | New | VANGUARD SCOTTSDALE FDSlong term treas | $1,750,000 | – | 19,958 | – | 0.30% | – |
| CGC | New | CANOPY GROWTH CORP | $1,745,000 | – | 72,160 | – | 0.30% | – |
| MUB | New | ISHARES TRnational mun etf | $1,608,000 | – | 13,722 | – | 0.28% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $1,602,000 | – | 9,016 | – | 0.28% | – |
| VCIT | New | VANGUARD SCOTTSDALE FDSint-term corp | $1,561,000 | – | 16,422 | – | 0.27% | – |
| TIP | New | ISHARES TRtips bd etf | $1,536,000 | – | 12,003 | – | 0.26% | – |
| VFF | New | VILLAGE FARMS INTL INC | $1,539,000 | – | 143,828 | – | 0.26% | – |
| IEF | New | ISHARES TRbarclays 7 10 yr | $1,522,000 | – | 13,177 | – | 0.26% | – |
| GRWG | New | GROWGENERATION CORP | $1,398,000 | – | 29,069 | – | 0.24% | – |
| TPB | New | TURNING PT BRANDS INC | $1,317,000 | – | 28,782 | – | 0.23% | – |
| IMOM | New | ALPHA ARCHITECT ETF TRintl quan momntm | $1,254,000 | – | 36,142 | – | 0.22% | – |
| FMF | New | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $1,226,000 | – | 25,144 | – | 0.21% | – |
| ARNA | New | ARENA PHARMACEUTICALS INC | $1,183,000 | – | 17,343 | – | 0.20% | – |
| PM | New | PHILIP MORRIS INTL INC | $1,170,000 | – | 11,808 | – | 0.20% | – |
| CRON | New | CRONOS GROUP INC | $1,147,000 | – | 133,373 | – | 0.20% | – |
| IHY | New | VANECK VECTORS ETF TRintl high yield | $1,028,000 | – | 39,882 | – | 0.18% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $995,000 | – | 12,036 | – | 0.17% | – |
| MO | New | ALTRIA GROUP INC | $977,000 | – | 20,500 | – | 0.17% | – |
| SHV | New | ISHARES TRshort treas bd | $943,000 | – | 8,538 | – | 0.16% | – |
| UVV | New | UNIVERSAL CORP VA | $878,000 | – | 15,416 | – | 0.15% | – |
| DBMF | New | MANAGER DIRECTED PORTFOLIOSim dbi mngd fu | $784,000 | – | 27,504 | – | 0.14% | – |
| ACB | New | AURORA CANNABIS INC | $764,000 | – | 84,473 | – | 0.13% | – |
| NBEV | New | NEWAGE INC | $710,000 | – | 318,529 | – | 0.12% | – |
| HEXO | New | HEXO CORP | $676,000 | – | 116,500 | – | 0.12% | – |
| AR | New | ANTERO RESOURCES CORP | $672,000 | – | 44,683 | – | 0.12% | – |
| SGOL | New | ABERDEEN STD GOLD ETF TR | $604,000 | – | 35,570 | – | 0.10% | – |
| YCBD | New | CBDMD INC | $539,000 | – | 186,025 | – | 0.09% | – |
| NEPT | New | NEPTUNE WELLNESS SOLUTIONS I | $536,000 | – | 457,847 | – | 0.09% | – |
| UCTT | New | ULTRA CLEAN HLDGS INC | $489,000 | – | 9,101 | – | 0.08% | – |
| BAR | New | GRANITESHARES GOLD TR | $484,000 | – | 27,506 | – | 0.08% | – |
| VTEB | New | VANGUARD MUN BD FDStax exempt bd | $476,000 | – | 8,611 | – | 0.08% | – |
| MTDR | New | MATADOR RES CO | $461,000 | – | 12,800 | – | 0.08% | – |
| OMI | New | OWENS & MINOR INC NEW | $436,000 | – | 10,303 | – | 0.08% | – |
| OVV | New | OVINTIV INC | $396,000 | – | 12,592 | – | 0.07% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $388,000 | – | 15,118 | – | 0.07% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $375,000 | – | 7,976 | – | 0.06% | – |
| RRC | New | RANGE RES CORP | $366,000 | – | 21,825 | – | 0.06% | – |
| SNP | New | CHINA PETROLEUM & CHEMICAL C | $349,000 | – | 6,851 | – | 0.06% | – |
| DK | New | DELEK US HLDGS INC NEW | $333,000 | – | 15,383 | – | 0.06% | – |
| COOP | New | MR COOPER GROUP INC | $330,000 | – | 9,977 | – | 0.06% | – |
| VSTO | New | VISTA OUTDOOR INC | $329,000 | – | 7,108 | – | 0.06% | – |
| HIBB | New | HIBBETT INC | $305,000 | – | 3,402 | – | 0.05% | – |
| REET | New | ISHARES TRglobal reit etf | $296,000 | – | 10,667 | – | 0.05% | – |
| SI | New | SILVERGATE CAP CORPcl a | $286,000 | – | 2,526 | – | 0.05% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $287,000 | – | 12,519 | – | 0.05% | – |
| SHI | New | SINOPEC SHANGHAI PETROCHEMICspon adr h | $281,000 | – | 12,015 | – | 0.05% | – |
| UNFI | New | UNITED NAT FOODS INC | $279,000 | – | 7,547 | – | 0.05% | – |
| VTI | New | VANGUARD INDEX FDStotal stk mkt | $272,000 | – | 1,219 | – | 0.05% | – |
| RVI | New | RETAIL VALUE INC | $276,000 | – | 12,691 | – | 0.05% | – |
| NLS | New | NAUTILUS INC | $266,000 | – | 15,768 | – | 0.05% | – |
| RRD | New | DONNELLEY R R & SONS CO | $263,000 | – | 41,800 | – | 0.04% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $260,000 | – | 10,965 | – | 0.04% | – |
| BBBY | New | BED BATH & BEYOND INC | $258,000 | – | 7,749 | – | 0.04% | – |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $250,000 | – | 36,917 | – | 0.04% | – |
| GPRE | New | GREEN PLAINS INC | $247,000 | – | 7,353 | – | 0.04% | – |
| VRTV | New | VERITIV CORP | $242,000 | – | 3,933 | – | 0.04% | – |
| AA | New | ALCOA CORP | $247,000 | – | 6,702 | – | 0.04% | – |
| SIVB | New | SVB FINANCIAL GROUP | $243,000 | – | 437 | – | 0.04% | – |
| PXF | New | INVESCO EXCH TRADED FD TR IIftse rafi dev | $235,000 | – | 4,877 | – | 0.04% | – |
| COWN | New | COWEN INCcl a new | $231,000 | – | 5,629 | – | 0.04% | – |
| FAIL | New | CAMBRIA ETF TRgbl tail risk et | $231,000 | – | 10,072 | – | 0.04% | – |
| CUBE | New | CUBESMART | $235,000 | – | 5,076 | – | 0.04% | – |
| TMST | New | TIMKENSTEEL CORPORATION | $233,000 | – | 16,454 | – | 0.04% | – |
| AIV | New | APARTMENT INVT & MGMT COcl a | $230,000 | – | 34,236 | – | 0.04% | – |
| MYRG | New | MYR GROUP INC DEL | $226,000 | – | 2,489 | – | 0.04% | – |
| QSY | New | WISDOMTREE TRus qlt shrhd yld | $230,000 | – | 3,847 | – | 0.04% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $227,000 | – | 7,559 | – | 0.04% | – |
| RFP | New | RESOLUTE FST PRODS INC | $221,000 | – | 18,126 | – | 0.04% | – |
| OSTK | New | OVERSTOCK COM INC DEL | $222,000 | – | 2,403 | – | 0.04% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $222,000 | – | 3,254 | – | 0.04% | – |
| PTEN | New | PATTERSON-UTI ENERGY INC | $222,000 | – | 22,325 | – | 0.04% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $218,000 | – | 1,332 | – | 0.04% | – |
| LPRO | New | OPEN LENDING CORP | $214,000 | – | 4,959 | – | 0.04% | – |
| SCHF | New | SCHWAB STRATEGIC TRintl eqty etf | $211,000 | – | 5,354 | – | 0.04% | – |
| PSA | New | PUBLIC STORAGE | $208,000 | – | 693 | – | 0.04% | – |
| CASH | New | META FINL GROUP INC | $212,000 | – | 4,195 | – | 0.04% | – |
| DFIN | New | DONNELLEY FINL SOLUTIONS INC | $205,000 | – | 6,213 | – | 0.04% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $204,000 | – | 5,244 | – | 0.04% | – |
| OIS | New | OIL STS INTL INC | $206,000 | – | 26,296 | – | 0.04% | – |
| MS | New | MORGAN STANLEY | $201,000 | – | 2,194 | – | 0.04% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $201,000 | – | 5,175 | – | 0.04% | – |
| SKT | New | TANGER FACTORY OUTLET CTRS I | $205,000 | – | 10,872 | – | 0.04% | – |
| CXP | New | COLUMBIA PPTY TR INC | $202,000 | – | 11,628 | – | 0.04% | – |
| IRM | New | IRON MTN INC NEW | $203,000 | – | 4,806 | – | 0.04% | – |
| MNR | New | MONMOUTH REAL ESTATE INVT COcl a | $199,000 | – | 10,629 | – | 0.03% | – |
| ARCB | New | ARCBEST CORP | $200,000 | – | 3,439 | – | 0.03% | – |
| AFIN | New | AMERICAN FIN TR INC | $194,000 | – | 22,878 | – | 0.03% | – |
| SITC | New | SITE CTRS CORP | $194,000 | – | 12,879 | – | 0.03% | – |
| BDN | New | BRANDYWINE RLTY TRsh ben int new | $194,000 | – | 14,121 | – | 0.03% | – |
| PDM | New | PIEDMONT OFFICE REALTY TR IN | $191,000 | – | 10,332 | – | 0.03% | – |
| FSP | New | FRANKLIN STR PPTYS CORP | $175,000 | – | 33,345 | – | 0.03% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $175,000 | – | 11,362 | – | 0.03% | – |
| YELL | New | YELLOW CORP | $165,000 | – | 25,384 | – | 0.03% | – |
| LXP | New | LEXINGTON REALTY TRUST | $162,000 | – | 13,554 | – | 0.03% | – |
| BRG | New | BLUEROCK RESIDENTIAL GWT REI | $154,000 | – | 15,120 | – | 0.03% | – |
| TCS | New | CONTAINER STORE GROUP INC | $135,000 | – | 10,317 | – | 0.02% | – |
| IEA | New | INFRA AND ENERGY ALTRNTIVE I | $130,000 | – | 10,123 | – | 0.02% | – |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $123,000 | – | 18,316 | – | 0.02% | – |
| ALTO | New | ALTO INGREDIENTS INC | $114,000 | – | 18,601 | – | 0.02% | – |
| WPG | New | WASHINGTON PRIME GROUP NEW | $61,000 | – | 28,154 | – | 0.01% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WPG | Exit | WASHINGTON PRIME GROUP NEW | $0 | – | -56,310 | – | -0.01% | – |
| ESGC | Exit | EROS STX GLOBAL CORPORATION | $0 | – | -26,512 | – | -0.02% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LIMI | $0 | – | -17,322 | – | -0.02% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -16,032 | – | -0.02% | – |
| VHC | Exit | VIRNETX HLDG CORP | $0 | – | -12,352 | – | -0.02% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -30,833 | – | -0.03% | – |
| HEXO | Exit | HEXO CORP | $0 | – | -116,403 | – | -0.03% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -28,219 | – | -0.03% | – |
| CRBP | Exit | CORBUS PHARMACEUTICALS HLDGS | $0 | – | -43,890 | – | -0.03% | – |
| PEIX | Exit | PACIFIC ETHANOL INC | $0 | – | -11,748 | – | -0.03% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -13,782 | – | -0.03% | – |
| ACB | Exit | AURORA CANNABIS INC | $0 | – | -22,987 | – | -0.04% | – |
| TLRY | Exit | TILRAY INC | $0 | – | -24,444 | – | -0.04% | – |
| HL | Exit | HECLA MNG CO | $0 | – | -27,474 | – | -0.05% | – |
| NEPT | Exit | NEPTUNE WELLNESS SOLUTIONS I | $0 | – | -89,082 | – | -0.07% | – |
| NBEV | Exit | NEWAGE INC | $0 | – | -116,655 | – | -0.08% | – |
| DBMF | Exit | MANAGER DIRECTED PORTFOLIOSim dbi mngd fu | $0 | – | -8,743 | – | -0.08% | – |
| GRWG | Exit | GROWGENERATION CORP | $0 | – | -14,889 | – | -0.09% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -14,040 | – | -0.10% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -15,405 | – | -0.10% | – |
| TPB | Exit | TURNING PT BRANDS INC | $0 | – | -11,214 | – | -0.12% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -13,689 | – | -0.12% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -15,608 | – | -0.12% | – |
| VFF | Exit | VILLAGE FARMS INTL INC | $0 | – | -73,668 | – | -0.12% | – |
| CRON | Exit | CRONOS GROUP INC | $0 | – | -68,313 | – | -0.13% | – |
| ARNA | Exit | ARENA PHARMACEUTICALS INC | $0 | – | -4,662 | – | -0.13% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -28,236 | – | -0.13% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -8,269 | – | -0.13% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -11,466 | – | -0.13% | – |
| QSY | Exit | WISDOMTREE TRus qlt shrhd yld | $0 | – | -4,344 | – | -0.13% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -11,908 | – | -0.14% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -12,090 | – | -0.15% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -23,556 | – | -0.15% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -10,959 | – | -0.15% | – |
| ARCH | Exit | ARCH RESOURCES INCcl a | $0 | – | -9,399 | – | -0.15% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -10,500 | – | -0.15% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -5,616 | – | -0.15% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -4,407 | – | -0.15% | – |
| XRX | Exit | XEROX HOLDINGS CORP | $0 | – | -22,936 | – | -0.16% | – |
| GES | Exit | GUESS INC | $0 | – | -37,635 | – | -0.16% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -46,885 | – | -0.16% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -12,597 | – | -0.17% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -6,048 | – | -0.17% | – |
| OLN | Exit | OLIN CORP | $0 | – | -36,777 | – | -0.17% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -34,983 | – | -0.17% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -12,870 | – | -0.17% | – |
| EMLC | Exit | VANECK VECTORS ETF TRjp morgan mkts | $0 | – | -15,071 | – | -0.17% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -15,405 | – | -0.18% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -32,838 | – | -0.18% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -24,570 | – | -0.18% | – |
| AFL | Exit | AFLAC INC | $0 | – | -13,464 | – | -0.18% | – |
| BEN | Exit | FRANKLIN RESOURCES INC | $0 | – | -24,297 | – | -0.18% | – |
| VTEB | Exit | VANGUARD MUN BD FDStax exempt bd | $0 | – | -9,055 | – | -0.18% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -8,541 | – | -0.18% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -19,696 | – | -0.18% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -7,416 | – | -0.19% | – |
| CGC | Exit | CANOPY GROWTH CORP | $0 | – | -36,960 | – | -0.20% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -39,975 | – | -0.20% | – |
| SGOL | Exit | ABERDEEN STD GOLD ETF TR | $0 | – | -29,428 | – | -0.20% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -4,953 | – | -0.20% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -20,798 | – | -0.20% | – |
| GNLN | Exit | GREENLANE HLDGS INCcl a | $0 | – | -243,285 | – | -0.20% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -35,256 | – | -0.20% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -16,575 | – | -0.20% | – |
| MET | Exit | METLIFE INC | $0 | – | -14,742 | – | -0.20% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -7,878 | – | -0.21% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -14,781 | – | -0.21% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -5,932 | – | -0.21% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -40,057 | – | -0.22% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -9,984 | – | -0.22% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -12,714 | – | -0.23% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -6,485 | – | -0.23% | – |
| CBT | Exit | CABOT CORP | $0 | – | -16,965 | – | -0.23% | – |
| NVT | Exit | NVENT ELECTRIC PLC | $0 | – | -34,827 | – | -0.23% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -5,811 | – | -0.23% | – |
| FOX | Exit | FOX CORP | $0 | – | -22,308 | – | -0.23% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -28,860 | – | -0.23% | – |
| HWM | Exit | HOWMET AEROSPACE INC | $0 | – | -37,557 | – | -0.23% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -45,279 | – | -0.23% | – |
| DISH | Exit | DISH NETWORK CORPORATIONcl a | $0 | – | -22,113 | – | -0.24% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -24,609 | – | -0.24% | – |
| UAL | Exit | UNITED AIRLS HLDGS INC | $0 | – | -18,564 | – | -0.24% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -30,147 | – | -0.24% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -30,308 | – | -0.24% | – |
| ESI | Exit | ELEMENT SOLUTIONS INC | $0 | – | -62,088 | – | -0.24% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -11,427 | – | -0.25% | – |
| MSM | Exit | MSC INDL DIRECT INCcl a | $0 | – | -10,686 | – | -0.25% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -16,770 | – | -0.25% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -23,712 | – | -0.25% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -44,109 | – | -0.25% | – |
| FOXA | Exit | FOX CORP | $0 | – | -24,648 | – | -0.25% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -13,650 | – | -0.25% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -8,775 | – | -0.26% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -27,417 | – | -0.26% | – |
| INTC | Exit | INTEL CORP | $0 | – | -13,728 | – | -0.26% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -28,314 | – | -0.26% | – |
| HPQ | Exit | HP INC | $0 | – | -37,674 | – | -0.26% | – |
| SCVL | Exit | SHOE CARNIVAL INC | $0 | – | -21,372 | – | -0.27% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -17,706 | – | -0.27% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -51,402 | – | -0.27% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -4,723 | – | -0.27% | – |
| VIAC | Exit | VIACOMCBS INCcl b | $0 | – | -26,091 | – | -0.27% | – |
| SNDR | Exit | SCHNEIDER NATIONAL INCcl b | $0 | – | -29,625 | – | -0.27% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -7,329 | – | -0.28% | – |
| QRTEA | Exit | QURATE RETAIL INC | $0 | – | -104,871 | – | -0.28% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -2,652 | – | -0.28% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -8,094 | – | -0.28% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -16,338 | – | -0.28% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -37,964 | – | -0.29% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -88,413 | – | -0.29% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -27,066 | – | -0.30% | – |
| IIPR | Exit | INNOVATIVE INDL PPTYS INC | $0 | – | -6,453 | – | -0.30% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -36,738 | – | -0.30% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -27,808 | – | -0.30% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -5,643 | – | -0.31% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -8,429 | – | -0.32% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -10,777 | – | -0.33% | – |
| SHV | Exit | ISHARES TRshort treas bd | $0 | – | -8,148 | – | -0.33% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -16,302 | – | -0.34% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -5,993 | – | -0.34% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -75,621 | – | -0.34% | – |
| IHY | Exit | VANECK VECTORS ETF TRintl high yield | $0 | – | -38,336 | – | -0.35% | – |
| APHA | Exit | APHRIA INC | $0 | – | -212,730 | – | -0.35% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -11,542 | – | -0.35% | – |
| VAC | Exit | MARRIOTT VACTINS WORLDWID CO | $0 | – | -10,686 | – | -0.36% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -23,244 | – | -0.36% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -5,187 | – | -0.36% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -17,199 | – | -0.37% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -4,991 | – | -0.39% | – |
| GWPH | Exit | GW PHARMACEUTICALS PLCads | $0 | – | -11,151 | – | -0.40% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -90,441 | – | -0.40% | – |
| IMOM | Exit | ALPHA ARCHITECT ETF TRintl quan momntm | $0 | – | -38,307 | – | -0.41% | – |
| FMF | Exit | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $0 | – | -25,901 | – | -0.42% | – |
| VNQI | Exit | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $0 | – | -25,874 | – | -0.47% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -6,864 | – | -0.47% | – |
| VTI | Exit | VANGUARD INDEX FDStotal stk mkt | $0 | – | -7,477 | – | -0.47% | – |
| VNQ | Exit | VANGUARD INDEX FDSreal estate etf | $0 | – | -16,468 | – | -0.48% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -43,948 | – | -0.49% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -129,363 | – | -0.49% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -26,982 | – | -0.50% | – |
| STMP | Exit | STAMPS COM INC | $0 | – | -5,666 | – | -0.51% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -12,658 | – | -0.54% | – |
| AAPL | Exit | APPLE INC | $0 | – | -12,832 | – | -0.55% | – |
| VCIT | Exit | VANGUARD SCOTTSDALE FDSint-term corp | $0 | – | -16,313 | – | -0.58% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -32,955 | – | -0.59% | – |
| VMOT | Exit | ALPHA ARCHITECT ETF TRval momtm trnd | $0 | – | -70,789 | – | -0.63% | – |
| HYEM | Exit | VANECK VECTORS ETF TRemerging mkts hi | $0 | – | -80,370 | – | -0.68% | – |
| VGLT | Exit | VANGUARD SCOTTSDALE FDSlong term treas | $0 | – | -19,958 | – | -0.74% | – |
| WIP | Exit | SPDR SER TRftse int gvt etf | $0 | – | -41,899 | – | -0.84% | – |
| BNDX | Exit | VANGUARD CHARLOTTE FDSintl bd idx etf | $0 | – | -41,617 | – | -0.90% | – |
| BLDG | Exit | CAMBRIA ETF TRgbl real est etf | $0 | – | -95,000 | – | -0.91% | – |
| QMOM | Exit | ALPHA ARCHITECT ETF TRus quan momentum | $0 | – | -80,002 | – | -1.24% | – |
| FYLD | Exit | CAMBRIA ETF TRcambria fgn shr | $0 | – | -224,030 | – | -1.65% | – |
| SPIP | Exit | SPDR SER TRportfli tips etf | $0 | – | -151,092 | – | -1.73% | – |
| IEF | Exit | ISHARES TRbarclays 7 10 yr | $0 | – | -38,451 | – | -1.74% | – |
| WTMF | Exit | WISDOMTREE TRfutre strat fd | $0 | – | -133,934 | – | -1.74% | – |
| PDBC | Exit | INVESCO ACTIVLY MANGD ETC FDoptimum yield | $0 | – | -350,181 | – | -1.77% | – |
| DBB | Exit | INVESCO DB MULTI-SECTOR COMMbase metals fd | $0 | – | -336,587 | – | -1.89% | – |
| RXI | Exit | ISHARES TRglb cns disc etf | $0 | – | -37,827 | – | -1.89% | – |
| VGIT | Exit | VANGUARD SCOTTSDALE FDSinter term treas | $0 | – | -81,743 | – | -2.13% | – |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -35,750 | – | -2.16% | – |
| BLV | Exit | VANGUARD BD INDEX FDSlong term bond | $0 | – | -53,310 | – | -2.21% | – |
| IXJ | Exit | ISHARES TRglob hlthcre etf | $0 | – | -85,028 | – | -2.26% | – |
| GVAL | Exit | CAMBRIA ETF TRglobal value etf | $0 | – | -365,671 | – | -2.33% | – |
| IXN | Exit | ISHARES TRglobal tech etf | $0 | – | -23,978 | – | -2.34% | – |
| VAMO | Exit | CAMBRIA ETF TRvalue momentum | $0 | – | -357,979 | – | -2.38% | – |
| MXI | Exit | ISHARES TRglobal mater etf | $0 | – | -93,486 | – | -2.42% | – |
| DBP | Exit | INVESCO DB MULTI-SECTOR COMMprecious metal | $0 | – | -131,724 | – | -2.50% | – |
| RING | Exit | ISHARES INCmsci gbl gold mn | $0 | – | -211,223 | – | -2.56% | – |
| EYLD | Exit | CAMBRIA ETF TRemrg sharehldr | $0 | – | -248,665 | – | -2.58% | – |
| SCHP | Exit | SCHWAB STRATEGIC TRus tips etf | $0 | – | -114,446 | – | -2.61% | – |
| ICOL | Exit | ISHARES INCmsci colmbia etf | $0 | – | -877,550 | – | -2.70% | – |
| BND | Exit | VANGUARD BD INDEX FDStotal bnd mrkt | $0 | – | -86,460 | – | -2.82% | – |
| FAIL | Exit | CAMBRIA ETF TRsovereign bd etf | $0 | – | -484,408 | – | -4.40% | – |
| SYLD | Exit | CAMBRIA ETF TR | $0 | – | -361,157 | – | -4.63% | – |
| GMOM | Exit | CAMBRIA ETF TRglb moment etf | $0 | – | -549,827 | – | -4.89% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | Sell | CAMBRIA ETF TRglb moment etf | $13,190,000 | -5.0% | 549,827 | -6.6% | 4.89% | -5.0% |
| SYLD | Buy | CAMBRIA ETF TR | $12,494,000 | +68.0% | 361,157 | +56.4% | 4.63% | +67.9% |
| FAIL | Sell | CAMBRIA ETF TRsovereign bd etf | $11,891,000 | -6.8% | 484,408 | -6.4% | 4.40% | -6.9% |
| BND | Sell | VANGUARD BD INDEX FDStotal bnd mrkt | $7,627,000 | -43.7% | 86,460 | -43.7% | 2.82% | -43.8% |
| ICOL | Sell | ISHARES INCmsci colmbia etf | $7,299,000 | -1.9% | 877,550 | -2.7% | 2.70% | -2.0% |
| SCHP | Sell | SCHWAB STRATEGIC TRus tips etf | $7,054,000 | -5.0% | 114,446 | -7.5% | 2.61% | -5.1% |
| EYLD | Sell | CAMBRIA ETF TRemrg sharehldr | $6,974,000 | +0.1% | 248,665 | -4.1% | 2.58% | 0.0% |
| RING | Sell | ISHARES INCmsci gbl gold mn | $6,899,000 | -2.5% | 211,223 | -9.9% | 2.56% | -2.6% |
| DBP | Sell | INVESCO DB MULTI-SECTOR COMMprecious metal | $6,763,000 | -3.1% | 131,724 | -9.7% | 2.50% | -3.1% |
| MXI | New | ISHARES TRglobal mater etf | $6,531,000 | – | 93,486 | – | 2.42% | – |
| VAMO | Sell | CAMBRIA ETF TRvalue momentum | $6,432,000 | +6.7% | 357,979 | -3.6% | 2.38% | +6.6% |
| IXN | Sell | ISHARES TRglobal tech etf | $6,323,000 | +1.2% | 23,978 | -9.6% | 2.34% | +1.1% |
| GVAL | Sell | CAMBRIA ETF TRglobal value etf | $6,301,000 | -5.4% | 365,671 | -3.5% | 2.33% | -5.5% |
| IXJ | Sell | ISHARES TRglob hlthcre etf | $6,107,000 | -5.8% | 85,028 | -9.8% | 2.26% | -5.9% |
| BLV | Sell | VANGUARD BD INDEX FDSlong term bond | $5,962,000 | -9.3% | 53,310 | -9.4% | 2.21% | -9.4% |
| TLT | Sell | ISHARES TR20 yr tr bd etf | $5,837,000 | -10.0% | 35,750 | -9.7% | 2.16% | -10.1% |
| VGIT | Sell | VANGUARD SCOTTSDALE FDSinter term treas | $5,762,000 | -2.0% | 81,743 | -1.9% | 2.13% | -2.1% |
| RXI | New | ISHARES TRglb cns disc etf | $5,104,000 | – | 37,827 | – | 1.89% | – |
| DBB | New | INVESCO DB MULTI-SECTOR COMMbase metals fd | $5,096,000 | – | 336,587 | – | 1.89% | – |
| PDBC | Buy | INVESCO ACTIVLY MANGD ETC FDoptimum yield | $4,787,000 | +7.5% | 350,181 | +1.8% | 1.77% | +7.5% |
| WTMF | Sell | WISDOMTREE TRfutre strat fd | $4,689,000 | -2.3% | 133,934 | -2.4% | 1.74% | -2.4% |
| IEF | Sell | ISHARES TRbarclays 7 10 yr | $4,684,000 | -9.9% | 38,451 | -9.8% | 1.74% | -10.0% |
| SPIP | Sell | SPDR SER TRportfli tips etf | $4,664,000 | -7.6% | 151,092 | -9.8% | 1.73% | -7.6% |
| FYLD | Sell | CAMBRIA ETF TRcambria fgn shr | $4,460,000 | +0.2% | 224,030 | -3.4% | 1.65% | +0.2% |
| QMOM | Sell | ALPHA ARCHITECT ETF TRus quan momentum | $3,358,000 | +11.7% | 80,002 | -5.3% | 1.24% | +11.7% |
| BLDG | New | CAMBRIA ETF TRgbl real est etf | $2,456,000 | – | 95,000 | – | 0.91% | – |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $2,422,000 | -4.3% | 41,617 | -5.1% | 0.90% | -4.4% |
| WIP | Sell | SPDR SER TRftse int gvt etf | $2,272,000 | -0.1% | 41,899 | -3.3% | 0.84% | -0.1% |
| VGLT | Sell | VANGUARD SCOTTSDALE FDSlong term treas | $1,989,000 | -5.7% | 19,958 | -5.3% | 0.74% | -5.8% |
| HYEM | Sell | VANECK VECTORS ETF TRemerging mkts hi | $1,828,000 | -3.3% | 80,370 | -5.3% | 0.68% | -3.4% |
| VMOT | Buy | ALPHA ARCHITECT ETF TRval momtm trnd | $1,693,000 | +10.9% | 70,789 | +3.3% | 0.63% | +10.8% |
| TOL | Buy | TOLL BROTHERS INC | $1,604,000 | +53.3% | 32,955 | +2.6% | 0.59% | +53.1% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $1,563,000 | -4.6% | 16,313 | -5.3% | 0.58% | -4.6% |
| AAPL | Buy | APPLE INC | $1,486,000 | +30.4% | 12,832 | +310.5% | 0.55% | +30.0% |
| MUB | Sell | ISHARES TRnational mun etf | $1,467,000 | -6.1% | 12,658 | -6.6% | 0.54% | -6.2% |
| STMP | Sell | STAMPS COM INC | $1,366,000 | -29.0% | 5,666 | -45.9% | 0.51% | -29.0% |
| NUS | Buy | NU SKIN ENTERPRISES INCcl a | $1,351,000 | +41.3% | 26,982 | +7.9% | 0.50% | +41.2% |
| GME | Buy | GAMESTOP CORP NEWcl a | $1,320,000 | +141.3% | 129,363 | +2.6% | 0.49% | +140.9% |
| RCII | Buy | RENT A CTR INC NEW | $1,313,000 | +8.8% | 43,948 | +1.3% | 0.49% | +8.7% |
| VNQ | Buy | VANGUARD INDEX FDSreal estate etf | $1,300,000 | +1.7% | 16,468 | +1.1% | 0.48% | +1.7% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $1,274,000 | +4.3% | 7,477 | -4.3% | 0.47% | +4.2% |
| WHR | Buy | WHIRLPOOL CORP | $1,262,000 | +45.7% | 6,864 | +2.6% | 0.47% | +45.5% |
| VNQI | Sell | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $1,258,000 | -47.3% | 25,874 | -49.4% | 0.47% | -47.3% |
| FMF | Buy | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $1,128,000 | +162.3% | 25,901 | +166.6% | 0.42% | +162.9% |
| IMOM | Sell | ALPHA ARCHITECT ETF TRintl quan momntm | $1,100,000 | +3.4% | 38,307 | -5.3% | 0.41% | +3.3% |
| HAL | Buy | HALLIBURTON CO | $1,090,000 | -4.7% | 90,441 | +2.6% | 0.40% | -4.7% |
| GWPH | Buy | GW PHARMACEUTICALS PLCads | $1,086,000 | -2.0% | 11,151 | +23.5% | 0.40% | -2.2% |
| CMI | Buy | CUMMINS INC | $1,053,000 | +23.2% | 4,991 | +1.2% | 0.39% | +23.0% |
| DKS | Buy | DICKS SPORTING GOODS INC | $995,000 | +44.0% | 17,199 | +2.6% | 0.37% | +44.1% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $983,000 | +33.7% | 5,187 | +23.5% | 0.36% | +33.8% |
| WERN | Buy | WERNER ENTERPRISES INC | $976,000 | -1.8% | 23,244 | +1.8% | 0.36% | -1.6% |
| VAC | Buy | MARRIOTT VACTINS WORLDWID CO | $970,000 | +13.3% | 10,686 | +2.6% | 0.36% | +13.2% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $956,000 | -5.1% | 11,542 | -5.3% | 0.35% | -5.1% |
| APHA | Buy | APHRIA INC | $942,000 | +27.5% | 212,730 | +23.5% | 0.35% | +27.4% |
| IHY | Sell | VANECK VECTORS ETF TRintl high yield | $937,000 | -2.4% | 38,336 | -5.3% | 0.35% | -2.5% |
| FCAU | Buy | FIAT CHRYSLER AUTOMOBILES N | $924,000 | +22.4% | 75,621 | +2.6% | 0.34% | +22.1% |
| SMG | Buy | SCOTTS MIRACLE GRO COcl a | $916,000 | +40.3% | 5,993 | +23.5% | 0.34% | +40.1% |
| DD | Buy | DUPONT DE NEMOURS INC | $904,000 | +7.1% | 16,302 | +2.6% | 0.34% | +7.0% |
| SHV | Sell | ISHARES TRshort treas bd | $902,000 | -5.3% | 8,148 | -5.3% | 0.33% | -5.4% |
| LEN | New | LENNAR CORPcl a | $881,000 | – | 10,777 | – | 0.33% | – |
| ETN | Buy | EATON CORP PLC | $860,000 | +19.8% | 8,429 | +2.6% | 0.32% | +19.9% |
| MCK | Buy | MCKESSON CORP | $840,000 | -1.3% | 5,643 | +1.7% | 0.31% | -1.3% |
| LPX | Buy | LOUISIANA PAC CORP | $821,000 | +18.1% | 27,808 | +2.6% | 0.30% | +17.8% |
| HUN | Buy | HUNTSMAN CORP | $816,000 | +26.9% | 36,738 | +2.6% | 0.30% | +26.9% |
| IIPR | Buy | INNOVATIVE INDL PPTYS INC | $801,000 | +74.1% | 6,453 | +23.5% | 0.30% | +73.7% |
| GM | Buy | GENERAL MTRS CO | $801,000 | +20.1% | 27,066 | +2.6% | 0.30% | +20.2% |
| MUR | Buy | MURPHY OIL CORP | $789,000 | -33.6% | 88,413 | +2.6% | 0.29% | -33.8% |
| BKE | Buy | BUCKLE INC | $774,000 | +32.1% | 37,964 | +1.6% | 0.29% | +32.3% |
| MU | Buy | MICRON TECHNOLOGY INC | $767,000 | -7.7% | 16,338 | +1.3% | 0.28% | -7.8% |
| RBC | Buy | REGAL BELOIT CORP | $760,000 | +20.6% | 8,094 | +12.1% | 0.28% | +20.5% |
| BIIB | Sell | BIOGEN INC | $752,000 | -0.4% | 2,652 | -6.1% | 0.28% | -0.4% |
| QRTEA | New | QURATE RETAIL INC | $753,000 | – | 104,871 | – | 0.28% | – |
| RS | Buy | RELIANCE STEEL & ALUMINUM CO | $748,000 | +8.7% | 7,329 | +1.1% | 0.28% | +8.6% |
| VIAC | Buy | VIACOMCBS INCcl b | $731,000 | +23.3% | 26,091 | +2.6% | 0.27% | +23.2% |
| SNDR | Buy | SCHNEIDER NATIONAL INCcl b | $732,000 | +1.4% | 29,625 | +1.3% | 0.27% | +1.1% |
| AMP | Buy | AMERIPRISE FINL INC | $728,000 | +5.5% | 4,723 | +2.6% | 0.27% | +5.5% |
| WOR | Buy | WORTHINGTON INDS INC | $722,000 | +12.3% | 17,706 | +2.6% | 0.27% | +12.2% |
| NWSA | Buy | NEWS CORP NEWcl a | $721,000 | +21.4% | 51,402 | +2.6% | 0.27% | +21.4% |
| SCVL | Buy | SHOE CARNIVAL INC | $718,000 | +17.7% | 21,372 | +2.6% | 0.27% | +17.7% |
| HPQ | Buy | HP INC | $715,000 | +11.7% | 37,674 | +2.6% | 0.26% | +11.8% |
| AER | Buy | AERCAP HOLDINGS NV | $713,000 | -16.1% | 28,314 | +2.6% | 0.26% | -16.2% |
| INTC | Buy | INTEL CORP | $711,000 | -11.1% | 13,728 | +2.6% | 0.26% | -11.4% |
| TSE | Buy | TRINSEO S A | $703,000 | +18.8% | 27,417 | +2.6% | 0.26% | +18.7% |
| ARW | New | ARROW ELECTRS INC | $690,000 | – | 8,775 | – | 0.26% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $687,000 | – | 44,109 | – | 0.25% | – |
| CPA | Buy | COPA HOLDINGS SAcl a | $687,000 | +2.2% | 13,650 | +2.6% | 0.25% | +2.0% |
| FOXA | New | FOX CORP | $686,000 | – | 24,648 | – | 0.25% | – |
| STLD | Buy | STEEL DYNAMICS INC | $679,000 | +12.6% | 23,712 | +2.6% | 0.25% | +12.5% |
| IP | Buy | INTERNATIONAL PAPER CO | $680,000 | +18.3% | 16,770 | +2.6% | 0.25% | +18.3% |
| MSM | New | MSC INDL DIRECT INCcl a | $676,000 | – | 10,686 | – | 0.25% | – |
| BC | New | BRUNSWICK CORP | $673,000 | – | 11,427 | – | 0.25% | – |
| ESI | New | ELEMENT SOLUTIONS INC | $653,000 | – | 62,088 | – | 0.24% | – |
| WU | Buy | WESTERN UN CO | $650,000 | +1.9% | 30,308 | +2.6% | 0.24% | +1.7% |
| JNPR | New | JUNIPER NETWORKS INC | $648,000 | – | 30,147 | – | 0.24% | – |
| UFS | Buy | DOMTAR CORP | $646,000 | +27.7% | 24,609 | +2.6% | 0.24% | +27.1% |
| UAL | Buy | UNITED AIRLS HLDGS INC | $645,000 | +3.0% | 18,564 | +2.6% | 0.24% | +3.0% |
| DISH | New | DISH NETWORK CORPORATIONcl a | $642,000 | – | 22,113 | – | 0.24% | – |
| ANF | Buy | ABERCROMBIE & FITCH COcl a | $631,000 | +34.5% | 45,279 | +2.6% | 0.23% | +34.5% |
| HWM | New | HOWMET AEROSPACE INC | $628,000 | – | 37,557 | – | 0.23% | – |
| DISCA | New | DISCOVERY INC | $628,000 | – | 28,860 | – | 0.23% | – |
| FOX | Buy | FOX CORP | $624,000 | +7.0% | 22,308 | +2.6% | 0.23% | +6.9% |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $622,000 | – | 5,811 | – | 0.23% | – |
| NVT | Buy | NVENT ELECTRIC PLC | $616,000 | -3.1% | 34,827 | +2.6% | 0.23% | -3.4% |
| CBT | Buy | CABOT CORP | $611,000 | -0.2% | 16,965 | +2.6% | 0.23% | -0.4% |
| ALL | Buy | ALLSTATE CORP | $610,000 | -0.5% | 6,485 | +2.6% | 0.23% | -0.4% |
| VOYA | Buy | VOYA FINANCIAL INC | $609,000 | +5.4% | 12,714 | +2.6% | 0.23% | +5.6% |
| WDR | Buy | WADDELL & REED FINL INCcl a | $595,000 | -1.7% | 40,057 | +2.6% | 0.22% | -1.8% |
| TSN | Buy | TYSON FOODS INCcl a | $594,000 | +2.2% | 9,984 | +2.6% | 0.22% | +2.3% |
| JPM | Buy | JPMORGAN CHASE & CO | $571,000 | +5.0% | 5,932 | +2.6% | 0.21% | +5.0% |
| CALM | Buy | CAL MAINE FOODS INC | $567,000 | -11.5% | 14,781 | +2.6% | 0.21% | -11.8% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $555,000 | +10.1% | 7,878 | +2.6% | 0.21% | +10.2% |
| FL | Buy | FOOT LOCKER INC | $547,000 | +16.1% | 16,575 | +2.6% | 0.20% | +16.0% |
| MET | Buy | METLIFE INC | $548,000 | +4.4% | 14,742 | +2.6% | 0.20% | +4.1% |
| SLB | Buy | SCHLUMBERGER LTD | $549,000 | -13.1% | 35,256 | +2.6% | 0.20% | -13.2% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $544,000 | +7.1% | 4,953 | +2.6% | 0.20% | +7.4% |
| SYF | Buy | SYNCHRONY FINANCIAL | $544,000 | +21.2% | 20,798 | +2.6% | 0.20% | +21.7% |
| GNLN | Buy | GREENLANE HLDGS INCcl a | $545,000 | -30.5% | 243,285 | +23.5% | 0.20% | -30.6% |
| SGOL | Sell | ABERDEEN STD GOLD ETF TR | $534,000 | +1.1% | 29,428 | -4.5% | 0.20% | +1.0% |
| BKR | Buy | BAKER HUGHES COMPANYcl a | $531,000 | -11.4% | 39,975 | +2.6% | 0.20% | -11.3% |
| CGC | Buy | CANOPY GROWTH CORP | $529,000 | +9.3% | 36,960 | +23.5% | 0.20% | +9.5% |
| RL | Buy | RALPH LAUREN CORPcl a | $504,000 | -3.8% | 7,416 | +2.6% | 0.19% | -3.6% |
| CFG | Buy | CITIZENS FINL GROUP INC | $498,000 | +2.9% | 19,696 | +2.6% | 0.18% | +2.8% |
| VTEB | Sell | VANGUARD MUN BD FDStax exempt bd | $493,000 | +0.4% | 9,055 | -0.3% | 0.18% | +0.5% |
| DFS | Buy | DISCOVER FINL SVCS | $493,000 | +18.2% | 8,541 | +2.6% | 0.18% | +18.1% |
| BEN | Buy | FRANKLIN RESOURCES INC | $494,000 | -0.4% | 24,297 | +2.6% | 0.18% | -0.5% |
| AFL | Buy | AFLAC INC | $489,000 | +3.4% | 13,464 | +2.6% | 0.18% | +3.4% |
| HFC | Buy | HOLLYFRONTIER CORP | $484,000 | -30.8% | 24,570 | +2.6% | 0.18% | -30.9% |
| HP | Buy | HELMERICH & PAYNE INC | $481,000 | -22.9% | 32,838 | +2.6% | 0.18% | -22.9% |
| WYND | Buy | WYNDHAM DESTINATIONS INC | $474,000 | +12.1% | 15,405 | +2.6% | 0.18% | +12.1% |
| EMLC | Sell | VANECK VECTORS ETF TRjp morgan mkts | $465,000 | -4.3% | 15,071 | -4.7% | 0.17% | -4.4% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $462,000 | -13.2% | 12,870 | +2.6% | 0.17% | -13.2% |
| MDP | Buy | MEREDITH CORP | $459,000 | -7.5% | 34,983 | +2.6% | 0.17% | -7.6% |
| OLN | Buy | OLIN CORP | $455,000 | +10.4% | 36,777 | +2.6% | 0.17% | +10.5% |
| PM | Buy | PHILIP MORRIS INTL INC | $454,000 | +32.4% | 6,048 | +23.5% | 0.17% | +32.3% |
| USB | Buy | US BANCORP DEL | $452,000 | 0.0% | 12,597 | +2.6% | 0.17% | -0.6% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $439,000 | -1.1% | 46,885 | +2.6% | 0.16% | -1.2% |
| GES | Buy | GUESS INC | $437,000 | +23.1% | 37,635 | +2.6% | 0.16% | +22.7% |
| XRX | Buy | XEROX HOLDINGS CORP | $431,000 | +26.0% | 22,936 | +2.6% | 0.16% | +26.0% |
| MTB | Buy | M & T BK CORP | $406,000 | -9.0% | 4,407 | +2.6% | 0.15% | -9.1% |
| CVX | Buy | CHEVRON CORP NEW | $404,000 | -17.2% | 5,616 | +2.6% | 0.15% | -17.1% |
| MO | Buy | ALTRIA GROUP INC | $406,000 | +21.6% | 10,500 | +23.5% | 0.15% | +21.0% |
| ARCH | Buy | ARCH RESOURCES INCcl a | $399,000 | +53.5% | 9,399 | +2.6% | 0.15% | +54.2% |
| DDS | Buy | DILLARDS INCcl a | $400,000 | +45.5% | 10,959 | +2.6% | 0.15% | +45.1% |
| UNM | Buy | UNUM GROUP | $396,000 | +3.9% | 23,556 | +2.6% | 0.15% | +4.3% |
| COP | Buy | CONOCOPHILLIPS | $397,000 | -19.8% | 12,090 | +2.6% | 0.15% | -20.1% |
| DAL | Buy | DELTA AIR LINES INC DEL | $364,000 | +12.0% | 11,908 | +2.6% | 0.14% | +12.5% |
| VLO | Buy | VALERO ENERGY CORP | $358,000 | -24.5% | 8,269 | +2.6% | 0.13% | -24.4% |
| LNC | Buy | LINCOLN NATL CORP IND | $359,000 | -12.7% | 11,466 | +2.6% | 0.13% | -12.5% |
| QSY | Sell | WISDOMTREE TRus qlt shrhd yld | $360,000 | -1.4% | 4,344 | -6.3% | 0.13% | -1.5% |
| CVI | Buy | CVR ENERGY INC | $350,000 | -36.7% | 28,236 | +2.6% | 0.13% | -36.6% |
| ARNA | Buy | ARENA PHARMACEUTICALS INC | $349,000 | +46.6% | 4,662 | +23.5% | 0.13% | +46.6% |
| CRON | Buy | CRONOS GROUP INC | $342,000 | +3.0% | 68,313 | +23.5% | 0.13% | +3.3% |
| VFF | Buy | VILLAGE FARMS INTL INC | $337,000 | +17.8% | 73,668 | +23.5% | 0.12% | +17.9% |
| AGO | Buy | ASSURED GUARANTY LTD | $335,000 | -9.7% | 15,608 | +2.6% | 0.12% | -10.1% |
| WFC | Buy | WELLS FARGO CO NEW | $322,000 | -5.6% | 13,689 | +2.6% | 0.12% | -5.6% |
| TPB | Buy | TURNING PT BRANDS INC | $313,000 | +38.5% | 11,214 | +23.5% | 0.12% | +38.1% |
| CIT | Buy | CIT GROUP INC | $273,000 | -12.2% | 15,405 | +2.6% | 0.10% | -12.2% |
| KSS | Buy | KOHLS CORP | $260,000 | -8.5% | 14,040 | +2.6% | 0.10% | -8.6% |
| GRWG | New | GROWGENERATION CORP | $238,000 | – | 14,889 | – | 0.09% | – |
| NBEV | New | NEWAGE INC | $202,000 | – | 116,655 | – | 0.08% | – |
| NEPT | Buy | NEPTUNE WELLNESS SOLUTIONS I | $188,000 | -6.9% | 89,082 | +23.5% | 0.07% | -6.7% |
| HL | Sell | HECLA MNG CO | $140,000 | +44.3% | 27,474 | -7.7% | 0.05% | +44.4% |
| TLRY | Buy | TILRAY INC | $119,000 | -15.6% | 24,444 | +23.5% | 0.04% | -15.4% |
| ACB | Buy | AURORA CANNABIS INC | $107,000 | -53.7% | 22,987 | +23.5% | 0.04% | -53.5% |
| RRC | Sell | RANGE RES CORP | $91,000 | +8.3% | 13,782 | -7.7% | 0.03% | +9.7% |
| PEIX | New | PACIFIC ETHANOL INC | $86,000 | – | 11,748 | – | 0.03% | – |
| CRBP | Buy | CORBUS PHARMACEUTICALS HLDGS | $79,000 | -73.5% | 43,890 | +23.5% | 0.03% | -73.6% |
| AR | Sell | ANTERO RESOURCES CORP | $78,000 | 0.0% | 28,219 | -7.7% | 0.03% | 0.0% |
| HEXO | Buy | HEXO CORP | $77,000 | +10.0% | 116,403 | +23.5% | 0.03% | +11.5% |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $72,000 | -16.3% | 30,833 | -7.7% | 0.03% | -15.6% |
| VHC | Sell | VIRNETX HLDG CORP | $65,000 | -25.3% | 12,352 | -7.7% | 0.02% | -25.0% |
| YRCW | New | YRC WORLDWIDE INC | $63,000 | – | 16,032 | – | 0.02% | – |
| ESGC | Sell | EROS STX GLOBAL CORPORATION | $59,000 | -35.2% | 26,512 | -7.7% | 0.02% | -35.3% |
| NAT | Sell | NORDIC AMERICAN TANKERS LIMI | $60,000 | -21.1% | 17,322 | -7.7% | 0.02% | -21.4% |
| WPG | New | WASHINGTON PRIME GROUP NEW | $36,000 | – | 56,310 | – | 0.01% | – |
| MEET | Exit | MEET GROUP INC | $0 | – | -12,461 | – | -0.03% | – |
| CNX | Exit | CNX RESOURCES CORPORATION | $0 | – | -10,759 | – | -0.03% | – |
| NLS | Exit | NAUTILUS INC | $0 | – | -10,788 | – | -0.04% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -14,103 | – | -0.04% | – |
| NBEV | Exit | NEW AGE BEVERAGES CORP | $0 | – | -94,435 | – | -0.05% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -13,573 | – | -0.10% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -27,398 | – | -0.14% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -39,064 | – | -0.15% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -47,386 | – | -0.16% | – |
| AVT | Exit | AVNET INC | $0 | – | -15,361 | – | -0.16% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -46,056 | – | -0.18% | – |
| GPS | Exit | GAP INC | $0 | – | -39,406 | – | -0.18% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -35,454 | – | -0.20% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -58,824 | – | -0.22% | – |
| LEA | Exit | LEAR CORP | $0 | – | -5,738 | – | -0.23% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -11,687 | – | -0.33% | – |
| QRVO | Exit | QORVO INC | $0 | – | -9,207 | – | -0.38% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -7,411 | – | -0.40% | – |
| SCHH | Exit | SCHWAB STRATEGIC TRus reit etf | $0 | – | -36,468 | – | -0.48% | – |
| IEI | Exit | ISHARES TR3 7 yr treas bd | $0 | – | -38,027 | – | -1.88% | – |
| TAIL | Exit | CAMBRIA ETF TRtail risk | $0 | – | -234,911 | – | -1.94% | – |
| MBB | Exit | ISHARES TRmbs etf | $0 | – | -67,114 | – | -2.75% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | New | CAMBRIA ETF TRglb moment etf | $13,879,000 | – | 588,634 | – | 5.14% | – |
| BND | New | VANGUARD BD INDEX FDStotal bnd mrkt | $13,554,000 | – | 153,434 | – | 5.02% | – |
| FAIL | New | CAMBRIA ETF TRsovereign bd etf | $12,753,000 | – | 517,370 | – | 4.73% | – |
| ICOL | New | ISHARES INCmsci colmbia etf | $7,439,000 | – | 901,700 | – | 2.76% | – |
| SYLD | New | CAMBRIA ETF TR | $7,438,000 | – | 230,859 | – | 2.76% | – |
| SCHP | New | SCHWAB STRATEGIC TRus tips etf | $7,429,000 | – | 123,778 | – | 2.75% | – |
| MBB | New | ISHARES TRmbs etf | $7,430,000 | – | 67,114 | – | 2.75% | – |
| RING | New | ISHARES INCmsci gbl gold mn | $7,078,000 | – | 234,386 | – | 2.62% | – |
| DBP | New | POWERSHARES DB MULTI-SECTORprecious metal | $6,977,000 | – | 145,864 | – | 2.59% | – |
| EYLD | New | CAMBRIA ETF TRemrg sharehldr | $6,967,000 | – | 259,312 | – | 2.58% | – |
| GVAL | New | CAMBRIA ETF TRglobal value etf | $6,664,000 | – | 378,932 | – | 2.47% | – |
| BLV | New | VANGUARD BD INDEX FDSlong term bond | $6,572,000 | – | 58,861 | – | 2.44% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $6,489,000 | – | 39,586 | – | 2.41% | – |
| IXJ | New | ISHARES TRglob hlthcre etf | $6,486,000 | – | 94,296 | – | 2.40% | – |
| IXN | New | ISHARES TRglobal tech etf | $6,248,000 | – | 26,526 | – | 2.32% | – |
| VAMO | New | CAMBRIA ETF TRvalue momentum | $6,028,000 | – | 371,407 | – | 2.24% | – |
| VGIT | New | VANGUARD SCOTTSDALE FDSinter term treas | $5,880,000 | – | 83,325 | – | 2.18% | – |
| TAIL | New | CAMBRIA ETF TRtail risk | $5,227,000 | – | 234,911 | – | 1.94% | – |
| IEF | New | ISHARES TRbarclays 7 10 yr | $5,198,000 | – | 42,651 | – | 1.93% | – |
| IEI | New | ISHARES TR3 7 yr treas bd | $5,083,000 | – | 38,027 | – | 1.88% | – |
| SPIP | New | SPDR SER TRportfli tips etf | $5,046,000 | – | 167,423 | – | 1.87% | – |
| WTMF | New | WISDOMTREE TRfutre strat fd | $4,801,000 | – | 137,198 | – | 1.78% | – |
| PDBC | New | INVESCO ACTIVLY MANGD ETC FDoptimum yield | $4,451,000 | – | 344,021 | – | 1.65% | – |
| FYLD | New | CAMBRIA ETF TRcambria fgn shr | $4,449,000 | – | 231,982 | – | 1.65% | – |
| QMOM | New | ALPHA ARCHITECT ETF TRus quan momentum | $3,005,000 | – | 84,446 | – | 1.11% | – |
| BNDX | New | VANGUARD CHARLOTTE FDSintl bd idx etf | $2,531,000 | – | 43,846 | – | 0.94% | – |
| VNQI | New | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $2,387,000 | – | 51,154 | – | 0.88% | – |
| WIP | New | SPDR SER TRftse int gvt etf | $2,275,000 | – | 43,335 | – | 0.84% | – |
| VGLT | New | VANGUARD SCOTTSDALE FDSlong term treas | $2,109,000 | – | 21,066 | – | 0.78% | – |
| STMP | New | STAMPS COM INC | $1,924,000 | – | 10,475 | – | 0.71% | – |
| HYEM | New | VANECK VECTORS ETF TRemerging mkts hi | $1,890,000 | – | 84,834 | – | 0.70% | – |
| VCIT | New | VANGUARD SCOTTSDALE FDSint-term corp | $1,638,000 | – | 17,219 | – | 0.61% | – |
| MUB | New | ISHARES TRnational mun etf | $1,563,000 | – | 13,551 | – | 0.58% | – |
| VMOT | New | ALPHA ARCHITECT ETF TRval momtm trnd | $1,526,000 | – | 68,518 | – | 0.57% | – |
| SCHH | New | SCHWAB STRATEGIC TRus reit etf | $1,284,000 | – | 36,468 | – | 0.48% | – |
| VNQ | New | VANGUARD INDEX FDSreal estate etf | $1,278,000 | – | 16,287 | – | 0.47% | – |
| VTI | New | VANGUARD INDEX FDStotal stk mkt | $1,222,000 | – | 7,814 | – | 0.45% | – |
| RCII | New | RENT A CTR INC NEW | $1,207,000 | – | 43,394 | – | 0.45% | – |
| MUR | New | MURPHY OIL CORP | $1,189,000 | – | 86,146 | – | 0.44% | – |
| HAL | New | HALLIBURTON CO | $1,144,000 | – | 88,122 | – | 0.42% | – |
| AAPL | New | APPLE INC | $1,140,000 | – | 3,126 | – | 0.42% | – |
| GWPH | New | GW PHARMACEUTICALS PLCads | $1,108,000 | – | 9,027 | – | 0.41% | – |
| TECD | New | TECH DATA CORP | $1,075,000 | – | 7,411 | – | 0.40% | – |
| IMOM | New | ALPHA ARCHITECT ETF TRintl quan momntm | $1,064,000 | – | 40,433 | – | 0.39% | – |
| TOL | New | TOLL BROTHERS INC | $1,046,000 | – | 32,110 | – | 0.39% | – |
| QRVO | New | QORVO INC | $1,018,000 | – | 9,207 | – | 0.38% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,007,000 | – | 12,182 | – | 0.37% | – |
| WERN | New | WERNER ENTERPRISES INC | $994,000 | – | 22,835 | – | 0.37% | – |
| IHY | New | VANECK VECTORS ETF TRintl high yield | $960,000 | – | 40,464 | – | 0.36% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $956,000 | – | 25,004 | – | 0.35% | – |
| SHV | New | ISHARES TRshort treas bd | $952,000 | – | 8,600 | – | 0.35% | – |
| MTH | New | MERITAGE HOMES CORP | $890,000 | – | 11,687 | – | 0.33% | – |
| WHR | New | WHIRLPOOL CORP | $866,000 | – | 6,688 | – | 0.32% | – |
| VAC | New | MARRIOTT VACTINS WORLDWID CO | $856,000 | – | 10,412 | – | 0.32% | – |
| CMI | New | CUMMINS INC | $855,000 | – | 4,934 | – | 0.32% | – |
| MCK | New | MCKESSON CORP | $851,000 | – | 5,548 | – | 0.32% | – |
| AER | New | AERCAP HOLDINGS NV | $850,000 | – | 27,588 | – | 0.32% | – |
| DD | New | DUPONT DE NEMOURS INC | $844,000 | – | 15,884 | – | 0.31% | – |
| MU | New | MICRON TECHNOLOGY INC | $831,000 | – | 16,135 | – | 0.31% | – |
| INTC | New | INTEL CORP | $800,000 | – | 13,376 | – | 0.30% | – |
| GNLN | New | GREENLANE HLDGS INCcl a | $784,000 | – | 196,945 | – | 0.29% | – |
| BIIB | New | BIOGEN INC | $755,000 | – | 2,823 | – | 0.28% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $755,000 | – | 73,682 | – | 0.28% | – |
| APHA | New | APHRIA INC | $739,000 | – | 172,210 | – | 0.27% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $735,000 | – | 4,199 | – | 0.27% | – |
| SNDR | New | SCHNEIDER NATIONAL INCcl b | $722,000 | – | 29,259 | – | 0.27% | – |
| ETN | New | EATON CORP PLC | $718,000 | – | 8,213 | – | 0.27% | – |
| HFC | New | HOLLYFRONTIER CORP | $699,000 | – | 23,940 | – | 0.26% | – |
| LPX | New | LOUISIANA PAC CORP | $695,000 | – | 27,095 | – | 0.26% | – |
| AMP | New | AMERIPRISE FINL INC | $690,000 | – | 4,602 | – | 0.26% | – |
| DKS | New | DICKS SPORTING GOODS INC | $691,000 | – | 16,758 | – | 0.26% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $688,000 | – | 7,247 | – | 0.26% | – |
| CPA | New | COPA HOLDINGS SAcl a | $672,000 | – | 13,300 | – | 0.25% | – |
| GM | New | GENERAL MTRS CO | $667,000 | – | 26,372 | – | 0.25% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $653,000 | – | 4,853 | – | 0.24% | – |
| HUN | New | HUNTSMAN CORP | $643,000 | – | 35,796 | – | 0.24% | – |
| CALM | New | CAL MAINE FOODS INC | $641,000 | – | 14,402 | – | 0.24% | – |
| WOR | New | WORTHINGTON INDS INC | $643,000 | – | 17,252 | – | 0.24% | – |
| WU | New | WESTERN UN CO | $638,000 | – | 29,531 | – | 0.24% | – |
| HPQ | New | HP INC | $640,000 | – | 36,708 | – | 0.24% | – |
| NVT | New | NVENT ELECTRIC PLC | $636,000 | – | 33,934 | – | 0.24% | – |
| RBC | New | REGAL BELOIT CORP | $630,000 | – | 7,220 | – | 0.23% | – |
| SLB | New | SCHLUMBERGER LTD | $632,000 | – | 34,352 | – | 0.23% | – |
| LEA | New | LEAR CORP | $626,000 | – | 5,738 | – | 0.23% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $626,000 | – | 18,088 | – | 0.23% | – |
| HP | New | HELMERICH & PAYNE INC | $624,000 | – | 31,996 | – | 0.23% | – |
| CBT | New | CABOT CORP | $612,000 | – | 16,530 | – | 0.23% | – |
| ALL | New | ALLSTATE CORP | $613,000 | – | 6,319 | – | 0.23% | – |
| SCVL | New | SHOE CARNIVAL INC | $610,000 | – | 20,824 | – | 0.23% | – |
| STLD | New | STEEL DYNAMICS INC | $603,000 | – | 23,104 | – | 0.22% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $605,000 | – | 39,030 | – | 0.22% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $599,000 | – | 38,950 | – | 0.22% | – |
| VIAC | New | VIACOMCBS INCcl b | $593,000 | – | 25,422 | – | 0.22% | – |
| NWSA | New | NEWS CORP NEWcl a | $594,000 | – | 50,084 | – | 0.22% | – |
| TSE | New | TRINSEO S A | $592,000 | – | 26,714 | – | 0.22% | – |
| LUMN | New | CENTURYLINK INC | $590,000 | – | 58,824 | – | 0.22% | – |
| BKE | New | BUCKLE INC | $586,000 | – | 37,370 | – | 0.22% | – |
| FOX | New | FOX CORP | $583,000 | – | 21,736 | – | 0.22% | – |
| TSN | New | TYSON FOODS INCcl a | $581,000 | – | 9,728 | – | 0.22% | – |
| VOYA | New | VOYA FINANCIAL INC | $578,000 | – | 12,388 | – | 0.21% | – |
| IP | New | INTL PAPER CO | $575,000 | – | 16,340 | – | 0.21% | – |
| CVI | New | CVR ENERGY INC | $553,000 | – | 27,512 | – | 0.20% | – |
| GME | New | GAMESTOP CORP NEWcl a | $547,000 | – | 126,046 | – | 0.20% | – |
| JPM | New | JPMORGAN CHASE & CO | $544,000 | – | 5,780 | – | 0.20% | – |
| HCC | New | WARRIOR MET COAL INC | $546,000 | – | 35,454 | – | 0.20% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $532,000 | – | 12,540 | – | 0.20% | – |
| SGOL | New | ABERDEEN STD GOLD ETF TR | $528,000 | – | 30,808 | – | 0.20% | – |
| MET | New | METLIFE INC | $525,000 | – | 14,364 | – | 0.20% | – |
| RL | New | RALPH LAUREN CORPcl a | $524,000 | – | 7,226 | – | 0.19% | – |
| UFS | New | DOMTAR CORP | $506,000 | – | 23,978 | – | 0.19% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $508,000 | – | 4,826 | – | 0.19% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $504,000 | – | 7,676 | – | 0.19% | – |
| BEN | New | FRANKLIN RESOURCES INC | $496,000 | – | 23,674 | – | 0.18% | – |
| GPS | New | GAP INC | $497,000 | – | 39,406 | – | 0.18% | – |
| MDP | New | MEREDITH CORP | $496,000 | – | 34,086 | – | 0.18% | – |
| COP | New | CONOCOPHILLIPS | $495,000 | – | 11,780 | – | 0.18% | – |
| VTEB | New | VANGUARD MUN BD FDStax exempt bd | $491,000 | – | 9,080 | – | 0.18% | – |
| WNC | New | WABASH NATL CORP | $489,000 | – | 46,056 | – | 0.18% | – |
| CVX | New | CHEVRON CORP NEW | $488,000 | – | 5,472 | – | 0.18% | – |
| EMLC | New | VANECK VECTORS ETF TRjp morgan mkts | $486,000 | – | 15,817 | – | 0.18% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $484,000 | – | 19,191 | – | 0.18% | – |
| CGC | New | CANOPY GROWTH CORP | $484,000 | – | 29,920 | – | 0.18% | – |
| VLO | New | VALERO ENERGY CORP | $474,000 | – | 8,057 | – | 0.18% | – |
| FL | New | FOOT LOCKER INC | $471,000 | – | 16,150 | – | 0.18% | – |
| AFL | New | AFLAC INC | $473,000 | – | 13,119 | – | 0.18% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $469,000 | – | 44,118 | – | 0.17% | – |
| IIPR | New | INNOVATIVE INDL PPTYS INC | $460,000 | – | 5,225 | – | 0.17% | – |
| USB | New | US BANCORP DEL | $452,000 | – | 12,274 | – | 0.17% | – |
| SYF | New | SYNCHRONY FINANCIAL | $449,000 | – | 20,265 | – | 0.17% | – |
| MTB | New | M & T BK CORP | $446,000 | – | 4,294 | – | 0.16% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $444,000 | – | 45,683 | – | 0.16% | – |
| AVT | New | AVNET INC | $428,000 | – | 15,361 | – | 0.16% | – |
| FMF | New | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $430,000 | – | 9,715 | – | 0.16% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $423,000 | – | 15,010 | – | 0.16% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $422,000 | – | 47,386 | – | 0.16% | – |
| DFS | New | DISCOVER FINL SVCS | $417,000 | – | 8,322 | – | 0.16% | – |
| OLN | New | OLIN CORP | $412,000 | – | 35,834 | – | 0.15% | – |
| LNC | New | LINCOLN NATL CORP IND | $411,000 | – | 11,172 | – | 0.15% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $401,000 | – | 39,064 | – | 0.15% | – |
| UNM | New | UNUM GROUP | $381,000 | – | 22,952 | – | 0.14% | – |
| KAR | New | KAR AUCTION SVCS INC | $377,000 | – | 27,398 | – | 0.14% | – |
| AGO | New | ASSURED GUARANTY LTD | $371,000 | – | 15,208 | – | 0.14% | – |
| QSY | New | WISDOMTREE TRus qlt shrhd yld | $365,000 | – | 4,636 | – | 0.14% | – |
| GES | New | GUESS INC | $355,000 | – | 36,670 | – | 0.13% | – |
| XRX | New | XEROX HOLDINGS CORP | $342,000 | – | 22,348 | – | 0.13% | – |
| PM | New | PHILIP MORRIS INTL INC | $343,000 | – | 4,896 | – | 0.13% | – |
| WFC | New | WELLS FARGO CO NEW | $341,000 | – | 13,338 | – | 0.13% | – |
| MO | New | ALTRIA GROUP INC | $334,000 | – | 8,500 | – | 0.12% | – |
| CRON | New | CRONOS GROUP INC | $332,000 | – | 55,301 | – | 0.12% | – |
| DAL | New | DELTA AIR LINES INC DEL | $325,000 | – | 11,603 | – | 0.12% | – |
| CIT | New | CIT GROUP INC | $311,000 | – | 15,010 | – | 0.12% | – |
| CRBP | New | CORBUS PHARMACEUTICALS HLDGS | $298,000 | – | 35,530 | – | 0.11% | – |
| VFF | New | VILLAGE FARMS INTL INC | $286,000 | – | 59,636 | – | 0.11% | – |
| KSS | New | KOHLS CORP | $284,000 | – | 13,680 | – | 0.10% | – |
| DDS | New | DILLARDS INCcl a | $275,000 | – | 10,678 | – | 0.10% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $261,000 | – | 13,573 | – | 0.10% | – |
| ARCH | New | ARCH RESOURCES INCcl a | $260,000 | – | 9,158 | – | 0.10% | – |
| ARNA | New | ARENA PHARMACEUTICALS INC | $238,000 | – | 3,774 | – | 0.09% | – |
| ACB | New | AURORA CANNABIS INC | $231,000 | – | 18,611 | – | 0.09% | – |
| TPB | New | TURNING PT BRANDS INC | $226,000 | – | 9,078 | – | 0.08% | – |
| DBMF | New | MANAGER DIRECTED PORTFOLIOSim dbi mngd fu | $215,000 | – | 8,743 | – | 0.08% | – |
| NEPT | New | NEPTUNE WELLNESS SOLUTIONS I | $202,000 | – | 72,114 | – | 0.08% | – |
| NBEV | New | NEW AGE BEVERAGES CORP | $144,000 | – | 94,435 | – | 0.05% | – |
| TLRY | New | TILRAY INC | $141,000 | – | 19,788 | – | 0.05% | – |
| OMI | New | OWENS & MINOR INC NEW | $107,000 | – | 14,103 | – | 0.04% | – |
| NLS | New | NAUTILUS INC | $100,000 | – | 10,788 | – | 0.04% | – |
| HL | New | HECLA MNG CO | $97,000 | – | 29,764 | – | 0.04% | – |
| CNX | New | CNX RESOURCES CORPORATION | $93,000 | – | 10,759 | – | 0.03% | – |
| ESGC | New | EROS INTL PLC | $91,000 | – | 28,721 | – | 0.03% | – |
| VHC | New | VIRNETX HLDG CORP | $87,000 | – | 13,381 | – | 0.03% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $86,000 | – | 33,402 | – | 0.03% | – |
| RRC | New | RANGE RES CORP | $84,000 | – | 14,931 | – | 0.03% | – |
| AR | New | ANTERO RESOURCES CORP | $78,000 | – | 30,571 | – | 0.03% | – |
| MEET | New | MEET GROUP INC | $78,000 | – | 12,461 | – | 0.03% | – |
| NAT | New | NORDIC AMERICAN TANKERS LIMI | $76,000 | – | 18,765 | – | 0.03% | – |
| HEXO | New | HEXO CORP | $70,000 | – | 94,231 | – | 0.03% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NBEV | Exit | NEW AGE BEVERAGES CORP | $0 | – | -31,779 | – | -0.01% | – |
| CRBP | Exit | CORBUS PHARMACEUTICALS HLDGS | $0 | – | -18,810 | – | -0.01% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -10,339 | – | -0.01% | – |
| RUBI | Exit | RUBICON PROJ INC | $0 | – | -12,673 | – | -0.02% | – |
| LPG | Exit | DORIAN LPG LTD | $0 | – | -10,636 | – | -0.02% | – |
| XPEL | Exit | XPEL INC | $0 | – | -10,225 | – | -0.02% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -13,318 | – | -0.02% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -17,265 | – | -0.02% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -11,636 | – | -0.03% | – |
| IIPR | Exit | INNOVATIVE INDL PPTYS INC | $0 | – | -2,187 | – | -0.03% | – |
| GNLN | Exit | GREENLANE HLDGS INCcl a | $0 | – | -59,130 | – | -0.03% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -2,169 | – | -0.03% | – |
| IVW | Exit | ISHARES TRs&p 500 grwt etf | $0 | – | -1,276 | – | -0.03% | – |
| IDV | Exit | ISHARES TRintl sel div etf | $0 | – | -7,673 | – | -0.04% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -10,304 | – | -0.04% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -11,202 | – | -0.04% | – |
| TLRY | Exit | TILRAY INC | $0 | – | -10,476 | – | -0.04% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -2,590 | – | -0.04% | – |
| SUSA | Exit | ISHARES TRmsci usa esg slc | $0 | – | -2,491 | – | -0.05% | – |
| TRTY | Exit | CAMBRIA ETF TRtrinity | $0 | – | -16,200 | – | -0.06% | – |
| GWPH | Exit | GW PHARMACEUTICALS PLCads | $0 | – | -3,483 | – | -0.06% | – |
| EMLC | Exit | VANECK VECTORS ETF TRjp morgan mkts | $0 | – | -13,046 | – | -0.06% | – |
| TAIL | Exit | CAMBRIA ETF TRtail risk | $0 | – | -22,300 | – | -0.07% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -2,223 | – | -0.07% | – |
| VTEB | Exit | VANGUARD MUN BD FD INCtax exempt bd | $0 | – | -8,520 | – | -0.07% | – |
| VGSH | Exit | VANGUARD SCOTTSDALE FDSshort term treas | $0 | – | -8,000 | – | -0.07% | – |
| BSV | Exit | VANGUARD BD INDEX FD INCshort trm bond | $0 | – | -6,500 | – | -0.08% | – |
| QSY | Exit | WISDOMTREE TRus qlt shrhd yld | $0 | – | -7,605 | – | -0.10% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -39,077 | – | -0.10% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -14,961 | – | -0.12% | – |
| BDC | Exit | BELDEN INC | $0 | – | -15,911 | – | -0.13% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -470,502 | – | -0.14% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -55,512 | – | -0.14% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -65,448 | – | -0.14% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -6,447 | – | -0.14% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -67,338 | – | -0.14% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -16,740 | – | -0.14% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -22,188 | – | -0.14% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -143,208 | – | -0.14% | – |
| OLN | Exit | OLIN CORP | $0 | – | -50,922 | – | -0.14% | – |
| RGA | Exit | REINSURANCE GRP OF AMERICA I | $0 | – | -5,994 | – | -0.14% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -4,536 | – | -0.14% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -15,876 | – | -0.14% | – |
| MET | Exit | METLIFE INC | $0 | – | -20,412 | – | -0.14% | – |
| LEA | Exit | LEAR CORP | $0 | – | -8,154 | – | -0.14% | – |
| SCVL | Exit | SHOE CARNIVAL INC | $0 | – | -29,592 | – | -0.14% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -6,858 | – | -0.14% | – |
| ARCH | Exit | ARCH COAL INCcl a | $0 | – | -13,014 | – | -0.14% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -19,440 | – | -0.14% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -9,774 | – | -0.14% | – |
| GES | Exit | GUESS INC | $0 | – | -52,110 | – | -0.14% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -21,330 | – | -0.14% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -6,102 | – | -0.14% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -26,838 | – | -0.14% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -13,230 | – | -0.14% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -32,616 | – | -0.14% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -23,220 | – | -0.15% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -33,642 | – | -0.15% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -17,550 | – | -0.15% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -10,908 | – | -0.15% | – |
| EMN | Exit | EASTMAN CHEMICAL CO | $0 | – | -13,230 | – | -0.15% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -23,814 | – | -0.15% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -28,465 | – | -0.15% | – |
| GPS | Exit | GAP INC | $0 | – | -55,998 | – | -0.15% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -11,935 | – | -0.15% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -50,382 | – | -0.15% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -7,182 | – | -0.15% | – |
| CNX | Exit | CNX RESOURCES CORPORATION | $0 | – | -134,730 | – | -0.15% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -19,278 | – | -0.15% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -62,694 | – | -0.15% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -21,330 | – | -0.15% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -32,832 | – | -0.15% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -65,394 | – | -0.15% | – |
| HPQ | Exit | HP INC | $0 | – | -52,164 | – | -0.15% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -17,820 | – | -0.15% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -179,118 | – | -0.15% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -19,903 | – | -0.15% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -22,950 | – | -0.15% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -15,174 | – | -0.15% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -66,329 | – | -0.15% | – |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -53,892 | – | -0.15% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -19,957 | – | -0.15% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -11,897 | – | -0.15% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -575,802 | – | -0.15% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -294,030 | – | -0.15% | – |
| SGOL | Exit | ABERDEEN STD GOLD ETF TR | $0 | – | -7,234 | – | -0.15% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -29,441 | – | -0.16% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -32,509 | – | -0.16% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -19,749 | – | -0.16% | – |
| KAR | Exit | KAR AUCTION SVCS INC | $0 | – | -43,480 | – | -0.16% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -12,748 | – | -0.16% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -14,144 | – | -0.16% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -63,666 | – | -0.16% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -30,026 | – | -0.16% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -10,962 | – | -0.16% | – |
| BA | Exit | BOEING CO | $0 | – | -2,894 | – | -0.16% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -11,526 | – | -0.16% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -14,622 | – | -0.17% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -12,032 | – | -0.17% | – |
| GLW | Exit | CORNING INC | $0 | – | -39,113 | – | -0.17% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -29,097 | – | -0.17% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -14,422 | – | -0.18% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -56,914 | – | -0.18% | – |
| IHY | Exit | VANECK VECTORS ETF TRintl high yield | $0 | – | -47,912 | – | -0.18% | – |
| TGT | Exit | TARGET CORP | $0 | – | -11,029 | – | -0.18% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -20,602 | – | -0.18% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -8,134 | – | -0.18% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -97,730 | – | -0.18% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -17,776 | – | -0.18% | – |
| IMOM | Exit | ALPHA ARCHITECT ETF TRintl quan momntm | $0 | – | -47,874 | – | -0.18% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -51,229 | – | -0.19% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -8,122 | – | -0.19% | – |
| XRX | Exit | XEROX HOLDINGS CORP | $0 | – | -42,900 | – | -0.19% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -38,061 | – | -0.19% | – |
| AVT | Exit | AVNET INC | $0 | – | -29,273 | – | -0.20% | – |
| GCI | Exit | GANNETT CO INC | $0 | – | -126,555 | – | -0.20% | – |
| VO | Exit | VANGUARD INDEX FDSmid cap etf | $0 | – | -8,206 | – | -0.21% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -25,369 | – | -0.21% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -25,880 | – | -0.21% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -17,412 | – | -0.21% | – |
| SHV | Exit | ISHARES TRshort treas bd | $0 | – | -12,938 | – | -0.22% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -9,188 | – | -0.22% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -18,165 | – | -0.23% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -54,926 | – | -0.23% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -10,236 | – | -0.23% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -65,973 | – | -0.23% | – |
| JPMF | Exit | JP MORGAN EXCHANGE TRADED FDmanaged future | $0 | – | -60,540 | – | -0.23% | – |
| QRVO | Exit | QORVO INC | $0 | – | -20,751 | – | -0.23% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -14,765 | – | -0.23% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -22,587 | – | -0.23% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -35,186 | – | -0.23% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -15,499 | – | -0.25% | – |
| VMOT | Exit | ALPHA ARCHITECT ETF TRval momtm trnd | $0 | – | -72,368 | – | -0.26% | – |
| VCIT | Exit | VANGUARD SCOTTSDALE FDSint-term corp | $0 | – | -20,390 | – | -0.28% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -28,812 | – | -0.30% | – |
| SCHH | Exit | SCHWAB STRATEGIC TRus reit etf | $0 | – | -43,181 | – | -0.30% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -18,315 | – | -0.31% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -9,904 | – | -0.34% | – |
| HYEM | Exit | VANECK VECTORS ETF TRemerging mkts hi | $0 | – | -100,458 | – | -0.35% | – |
| WIP | Exit | SPDR SERIES TRUSTftse int gvt etf | $0 | – | -46,473 | – | -0.38% | – |
| SCHP | Exit | SCHWAB STRATEGIC TRus tips etf | $0 | – | -45,210 | – | -0.38% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -16,629 | – | -0.39% | – |
| VGLT | Exit | VANGUARD SCOTTSDALE FDSlong term treas | $0 | – | -30,144 | – | -0.40% | – |
| MTUM | Exit | ISHARES TRusa momentum fct | $0 | – | -23,041 | – | -0.41% | – |
| VTI | Exit | VANGUARD INDEX FDStotal stk mkt | $0 | – | -19,026 | – | -0.46% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -74,981 | – | -0.50% | – |
| INTC | Exit | INTEL CORP | $0 | – | -66,097 | – | -0.51% | – |
| VNQI | Exit | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $0 | – | -61,046 | – | -0.54% | – |
| MMM | Exit | 3M CO | $0 | – | -22,095 | – | -0.54% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -89,573 | – | -0.55% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -16,684 | – | -0.60% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -82,507 | – | -0.61% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -18,875 | – | -0.62% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -23,432 | – | -0.63% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -17,350 | – | -0.63% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -42,589 | – | -0.64% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -38,012 | – | -0.64% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -100,333 | – | -0.64% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -33,266 | – | -0.64% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -65,047 | – | -0.65% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -27,680 | – | -0.68% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -55,310 | – | -0.69% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -83,395 | – | -0.69% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -33,706 | – | -0.69% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -24,265 | – | -0.70% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -25,082 | – | -0.72% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -57,350 | – | -0.72% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -57,840 | – | -0.73% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -107,882 | – | -0.73% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -42,642 | – | -0.74% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -69,856 | – | -0.74% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -36,112 | – | -0.74% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -39,807 | – | -0.74% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -23,160 | – | -0.74% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -22,882 | – | -0.76% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -36,488 | – | -0.76% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -36,032 | – | -0.77% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -58,236 | – | -0.77% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -65,415 | – | -0.78% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -55,668 | – | -0.78% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -40,354 | – | -0.78% | – |
| FYLD | Exit | CAMBRIA ETF TRcambria fgn shr | $0 | – | -234,231 | – | -0.78% | – |
| WMT | Exit | WALMART INC | $0 | – | -44,267 | – | -0.79% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -86,384 | – | -0.80% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -42,949 | – | -0.80% | – |
| CME | Exit | CME GROUP INC | $0 | – | -25,537 | – | -0.81% | – |
| T | Exit | AT&T INC | $0 | – | -142,789 | – | -0.81% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -18,299 | – | -0.81% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -45,777 | – | -0.81% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -23,470 | – | -0.82% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -14,036 | – | -0.82% | – |
| VGIT | Exit | VANGUARD SCOTTSDALE FDSinter term treas | $0 | – | -82,598 | – | -0.83% | – |
| LHX | Exit | L3HARRIS TECHNOLOGIES INC | $0 | – | -26,581 | – | -0.83% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -113,829 | – | -0.86% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -49,817 | – | -0.88% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -106,473 | – | -0.88% | – |
| WTMF | Exit | WISDOMTREE TRfutre strat fd | $0 | – | -155,780 | – | -0.89% | – |
| PDBC | Exit | INVESCO ACTIVELY MANAGD ETFoptimum yield | $0 | – | -381,956 | – | -0.89% | – |
| VAMO | Exit | CAMBRIA ETF TRvalue momentum | $0 | – | -314,389 | – | -0.94% | – |
| AFL | Exit | AFLAC INC | $0 | – | -119,750 | – | -0.94% | – |
| KXI | Exit | ISHARES TRglb cnsm stp etf | $0 | – | -124,894 | – | -1.03% | – |
| JXI | Exit | ISHARES TRglob utilits etf | $0 | – | -117,652 | – | -1.03% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -43,496 | – | -1.04% | – |
| IXN | Exit | ISHARES TRglobal tech etf | $0 | – | -37,576 | – | -1.04% | – |
| IGF | Exit | ISHARES TRglb infrastr etf | $0 | – | -149,936 | – | -1.05% | – |
| AAPL | Exit | APPLE INC | $0 | – | -31,880 | – | -1.07% | – |
| BLV | Exit | VANGUARD BD INDEX FD INClong term bond | $0 | – | -70,118 | – | -1.08% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -110,577 | – | -1.08% | – |
| SYLD | Exit | CAMBRIA ETF TR | $0 | – | -205,580 | – | -1.12% | – |
| PCY | Exit | INVESCO EXCHNG TRADED FD TRemrng mkt svrg | $0 | – | -258,335 | – | -1.13% | – |
| IEI | Exit | ISHARES TR3 7 yr treas bd | $0 | – | -59,930 | – | -1.14% | – |
| DBP | Exit | INVESCO DB MLTI SECTR CMMTYprecious metal | $0 | – | -187,880 | – | -1.15% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -61,193 | – | -1.17% | – |
| REZ | Exit | ISHARES TRresidnl real est | $0 | – | -101,689 | – | -1.21% | – |
| IEF | Exit | ISHARES TRbarclays 7 10 yr | $0 | – | -74,390 | – | -1.25% | – |
| GVAL | Exit | CAMBRIA ETF TRglobal value etf | $0 | – | -374,142 | – | -1.25% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -67,281 | – | -1.40% | – |
| VNQ | Exit | VANGUARD INDEX FDSreal estate etf | $0 | – | -100,342 | – | -1.40% | – |
| BNDX | Exit | VANGUARD CHARLOTTE FDSintl bd idx etf | $0 | – | -169,124 | – | -1.50% | – |
| BND | Exit | VANGUARD BD INDEX FD INCtotal bnd mrkt | $0 | – | -123,940 | – | -1.57% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -73,569 | – | -1.67% | – |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -87,151 | – | -1.87% | – |
| EYLD | Exit | CAMBRIA ETF TRemrg sharehldr | $0 | – | -496,698 | – | -2.24% | – |
| FAIL | Exit | CAMBRIA ETF TRsovereign bd etf | $0 | – | -686,288 | – | -2.58% | – |
| GMOM | Exit | CAMBRIA ETF TRglb moment etf | $0 | – | -1,207,995 | – | -4.59% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | Buy | CAMBRIA ETF TRglb moment etf | $30,635,000 | +5.6% | 1,207,995 | +4.8% | 4.59% | +3.0% |
| FAIL | Buy | CAMBRIA ETF TRsovereign bd etf | $17,195,000 | +65.4% | 686,288 | +71.8% | 2.58% | +61.3% |
| EYLD | Buy | CAMBRIA ETF TRemrg sharehldr | $14,924,000 | +72.8% | 496,698 | +82.0% | 2.24% | +68.4% |
| TLT | Sell | ISHARES TR20 yr tr bd etf | $12,470,000 | +3.4% | 87,151 | -4.0% | 1.87% | +0.8% |
| IWM | Buy | ISHARES TRrussell 2000 etf | $11,134,000 | -1.5% | 73,569 | +1.3% | 1.67% | -3.9% |
| BND | Sell | VANGUARD BD INDEX FD INCtotal bnd mrkt | $10,464,000 | -41.6% | 123,940 | -42.5% | 1.57% | -43.0% |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $9,972,000 | -7.8% | 169,124 | -10.2% | 1.50% | -10.1% |
| VNQ | Sell | VANGUARD INDEX FDSreal estate etf | $9,357,000 | +2.5% | 100,342 | -4.0% | 1.40% | -0.1% |
| GLD | Sell | SPDR GOLD TRUST | $9,343,000 | -5.3% | 67,281 | -9.2% | 1.40% | -7.6% |
| IEF | Sell | ISHARES TRbarclays 7 10 yr | $8,367,000 | -4.0% | 74,390 | -6.1% | 1.25% | -6.3% |
| GVAL | Buy | CAMBRIA ETF TRglobal value etf | $8,366,000 | -5.3% | 374,142 | +0.2% | 1.25% | -7.7% |
| REZ | Sell | ISHARES TRresidnl real est | $8,081,000 | +2.4% | 101,689 | -6.1% | 1.21% | -0.2% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $7,800,000 | -3.7% | 61,193 | -6.1% | 1.17% | -6.1% |
| DBP | New | INVESCO DB MLTI SECTR CMMTYprecious metal | $7,699,000 | – | 187,880 | – | 1.15% | – |
| IEI | Sell | ISHARES TR3 7 yr treas bd | $7,599,000 | -1.7% | 59,930 | -2.5% | 1.14% | -4.1% |
| PCY | Sell | INVESCO EXCHNG TRADED FD TRemrng mkt svrg | $7,536,000 | -5.7% | 258,335 | -6.1% | 1.13% | -8.1% |
| SYLD | Sell | CAMBRIA ETF TR | $7,486,000 | +0.5% | 205,580 | -0.7% | 1.12% | -2.0% |
| EFA | Buy | ISHARES TRmsci eafe etf | $7,211,000 | +5.2% | 110,577 | +6.0% | 1.08% | +2.6% |
| BLV | New | VANGUARD BD INDEX FD INClong term bond | $7,199,000 | – | 70,118 | – | 1.08% | – |
| AAPL | Sell | APPLE INC | $7,140,000 | +10.7% | 31,880 | -2.2% | 1.07% | +7.9% |
| IGF | Sell | ISHARES TRglb infrastr etf | $6,980,000 | -5.3% | 149,936 | -6.1% | 1.05% | -7.8% |
| IXN | New | ISHARES TRglobal tech etf | $6,950,000 | – | 37,576 | – | 1.04% | – |
| DG | Sell | DOLLAR GEN CORP NEW | $6,913,000 | +14.4% | 43,496 | -2.7% | 1.04% | +11.5% |
| JXI | Sell | ISHARES TRglob utilits etf | $6,865,000 | +0.4% | 117,652 | -6.1% | 1.03% | -2.1% |
| KXI | New | ISHARES TRglb cnsm stp etf | $6,847,000 | – | 124,894 | – | 1.03% | – |
| AFL | Sell | AFLAC INC | $6,265,000 | -7.1% | 119,750 | -2.7% | 0.94% | -9.5% |
| VAMO | Buy | CAMBRIA ETF TRvalue momentum | $6,256,000 | +5.1% | 314,389 | +7.5% | 0.94% | +2.5% |
| PDBC | Buy | INVESCO ACTIVELY MANAGD ETFoptimum yield | $5,966,000 | -4.2% | 381,956 | +0.4% | 0.89% | -6.6% |
| WTMF | Buy | WISDOMTREE TRfutre strat fd | $5,929,000 | +2.8% | 155,780 | +2.1% | 0.89% | +0.3% |
| USB | Buy | US BANCORP DEL | $5,892,000 | +9.0% | 106,473 | +3.2% | 0.88% | +6.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $5,863,000 | +4.5% | 49,817 | -0.8% | 0.88% | +1.9% |
| WFC | Buy | WELLS FARGO CO NEW | $5,741,000 | +7.1% | 113,829 | +0.5% | 0.86% | +4.5% |
| LHX | New | L3HARRIS TECHNOLOGIES INC | $5,546,000 | – | 26,581 | – | 0.83% | – |
| VGIT | Buy | VANGUARD SCOTTSDALE FDSinter term treas | $5,507,000 | +7.1% | 82,598 | +6.0% | 0.83% | +4.6% |
| LMT | Sell | LOCKHEED MARTIN CORP | $5,475,000 | +5.8% | 14,036 | -1.4% | 0.82% | +3.1% |
| NEE | Sell | NEXTERA ENERGY INC | $5,468,000 | +11.8% | 23,470 | -1.7% | 0.82% | +9.0% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $5,431,000 | -4.0% | 18,299 | -5.3% | 0.81% | -6.4% |
| CVX | Buy | CHEVRON CORP NEW | $5,430,000 | +14.9% | 45,777 | +20.6% | 0.81% | +12.1% |
| T | Buy | AT&T INC | $5,403,000 | +14.2% | 142,789 | +1.1% | 0.81% | +11.4% |
| CME | Sell | CME GROUP INC | $5,397,000 | +6.2% | 25,537 | -2.5% | 0.81% | +3.6% |
| PG | Sell | PROCTER & GAMBLE CO | $5,342,000 | +11.3% | 42,949 | -1.9% | 0.80% | +8.5% |
| SO | Sell | SOUTHERN CO | $5,336,000 | +10.2% | 86,384 | -1.4% | 0.80% | +7.4% |
| WMT | Sell | WALMART INC | $5,254,000 | +6.1% | 44,267 | -1.2% | 0.79% | +3.5% |
| FYLD | Buy | CAMBRIA ETF TRcambria fgn shr | $5,235,000 | -1.3% | 234,231 | +0.9% | 0.78% | -3.7% |
| TXN | Sell | TEXAS INSTRS INC | $5,215,000 | -23.3% | 40,354 | -31.9% | 0.78% | -25.2% |
| IYR | Buy | ISHARES TRu.s. real es etf | $5,207,000 | +44.9% | 55,668 | +35.3% | 0.78% | +41.5% |
| SYY | Buy | SYSCO CORP | $5,194,000 | +12.4% | 65,415 | +0.1% | 0.78% | +9.7% |
| SBUX | Sell | STARBUCKS CORP | $5,149,000 | +2.4% | 58,236 | -2.9% | 0.77% | -0.1% |
| KMB | Sell | KIMBERLY CLARK CORP | $5,119,000 | +5.2% | 36,032 | -1.3% | 0.77% | +2.5% |
| APD | Sell | AIR PRODS & CHEMS INC | $5,076,000 | -3.8% | 22,882 | -1.9% | 0.76% | -6.2% |
| MSFT | Sell | MICROSOFT CORP | $5,073,000 | +2.7% | 36,488 | -1.1% | 0.76% | +0.1% |
| MCD | Sell | MCDONALDS CORP | $4,972,000 | +1.9% | 23,160 | -1.4% | 0.74% | -0.7% |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $4,953,000 | -3.9% | 39,807 | -1.3% | 0.74% | -6.2% |
| PEP | Sell | PEPSICO INC | $4,951,000 | +4.1% | 36,112 | -0.4% | 0.74% | +1.5% |
| XOM | Buy | EXXON MOBIL CORP | $4,933,000 | -6.5% | 69,856 | +1.5% | 0.74% | -8.8% |
| WM | Sell | WASTE MGMT INC DEL | $4,904,000 | -1.6% | 42,642 | -1.3% | 0.74% | -4.0% |
| EV | Buy | EATON VANCE CORP | $4,847,000 | +4.8% | 107,882 | +0.6% | 0.73% | +2.3% |
| ABT | Sell | ABBOTT LABS | $4,840,000 | -1.9% | 57,840 | -1.4% | 0.73% | -4.3% |
| MRK | Sell | MERCK & CO INC | $4,828,000 | -0.8% | 57,350 | -1.2% | 0.72% | -3.2% |
| ACN | Sell | ACCENTURE PLC IRELAND | $4,825,000 | +3.0% | 25,082 | -1.1% | 0.72% | +0.4% |
| AMGN | Sell | AMGEN INC | $4,696,000 | +4.0% | 24,265 | -0.9% | 0.70% | +1.4% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $4,602,000 | +6.7% | 33,706 | +1.7% | 0.69% | +4.1% |
| ORCL | Buy | ORACLE CORP | $4,590,000 | -3.1% | 83,395 | +0.3% | 0.69% | -5.5% |
| PAYX | Buy | PAYCHEX INC | $4,578,000 | +1.1% | 55,310 | +0.5% | 0.69% | -1.4% |
| DEO | Sell | DIAGEO P L Cspon adr new | $4,526,000 | -5.3% | 27,680 | -0.2% | 0.68% | -7.6% |
| EMR | Buy | EMERSON ELEC CO | $4,349,000 | +4.0% | 65,047 | +3.8% | 0.65% | +1.4% |
| JNJ | Buy | JOHNSON & JOHNSON | $4,304,000 | -5.9% | 33,266 | +1.3% | 0.64% | -8.3% |
| MS | Buy | MORGAN STANLEY | $4,281,000 | -0.0% | 100,333 | +2.6% | 0.64% | -2.4% |
| LLY | Buy | LILLY ELI & CO | $4,251,000 | +2.3% | 38,012 | +1.3% | 0.64% | -0.3% |
| GPC | Buy | GENUINE PARTS CO | $4,241,000 | -1.9% | 42,589 | +2.0% | 0.64% | -4.4% |
| FDS | Sell | FACTSET RESH SYS INC | $4,216,000 | -15.5% | 17,350 | -0.4% | 0.63% | -17.6% |
| NSC | Buy | NORFOLK SOUTHERN CORP | $4,210,000 | -8.1% | 23,432 | +1.9% | 0.63% | -10.4% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,102,000 | -11.3% | 18,875 | -0.4% | 0.62% | -13.5% |
| CSCO | Buy | CISCO SYS INC | $4,076,000 | -7.8% | 82,507 | +2.2% | 0.61% | -10.0% |
| ANTM | Sell | ANTHEM INC | $4,005,000 | -15.8% | 16,684 | -1.0% | 0.60% | -17.9% |
| MO | Buy | ALTRIA GROUP INC | $3,664,000 | -6.4% | 89,573 | +8.4% | 0.55% | -8.8% |
| MMM | Buy | 3M CO | $3,633,000 | +0.2% | 22,095 | +5.6% | 0.54% | -2.2% |
| VNQI | Buy | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $3,577,000 | -0.2% | 61,046 | +0.5% | 0.54% | -2.7% |
| INTC | Buy | INTEL CORP | $3,405,000 | +9.5% | 66,097 | +1.7% | 0.51% | +6.7% |
| OXY | Buy | OCCIDENTAL PETE CORP | $3,334,000 | -6.3% | 74,981 | +6.0% | 0.50% | -8.6% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $3,036,000 | -3.3% | 19,026 | -4.0% | 0.46% | -5.6% |
| MTUM | Sell | ISHARES TRusa momentum fct | $2,748,000 | -3.7% | 23,041 | -4.3% | 0.41% | -6.2% |
| VGLT | Sell | VANGUARD SCOTTSDALE FDSlong term treas | $2,645,000 | +2.9% | 30,144 | -4.3% | 0.40% | +0.5% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $2,602,000 | +1.0% | 16,629 | -2.7% | 0.39% | -1.5% |
| SCHP | Buy | SCHWAB STRATEGIC TRus tips etf | $2,566,000 | +1.7% | 45,210 | +0.9% | 0.38% | -0.8% |
| WIP | Buy | SPDR SERIES TRUSTftse int gvt etf | $2,542,000 | -0.6% | 46,473 | +1.0% | 0.38% | -3.1% |
| HYEM | Sell | VANECK VECTORS ETF TRemerging mkts hi | $2,329,000 | -75.9% | 100,458 | -75.2% | 0.35% | -76.5% |
| HD | Sell | HOME DEPOT INC | $2,298,000 | +3.2% | 9,904 | -7.5% | 0.34% | +0.6% |
| MUB | Sell | ISHARES TRnational mun etf | $2,090,000 | -0.9% | 18,315 | -1.8% | 0.31% | -3.4% |
| SCHH | Sell | SCHWAB STRATEGIC TRus reit etf | $2,037,000 | +1.6% | 43,181 | -4.3% | 0.30% | -1.0% |
| MTH | Sell | MERITAGE HOMES CORP | $2,027,000 | +26.1% | 28,812 | -8.0% | 0.30% | +23.1% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $1,860,000 | -2.8% | 20,390 | -4.3% | 0.28% | -5.1% |
| VMOT | Buy | ALPHA ARCHITECT ETF TRval momtm trnd | $1,702,000 | +0.4% | 72,368 | +1.9% | 0.26% | -2.3% |
| ALL | Sell | ALLSTATE CORP | $1,684,000 | -1.5% | 15,499 | -7.8% | 0.25% | -4.2% |
| AGO | Sell | ASSURED GUARANTY LTD | $1,564,000 | -3.1% | 35,186 | -8.3% | 0.23% | -5.6% |
| STI | Sell | SUNTRUST BKS INC | $1,554,000 | +0.8% | 22,587 | -7.9% | 0.23% | -1.7% |
| QRVO | Sell | QORVO INC | $1,538,000 | +2.6% | 20,751 | -7.8% | 0.23% | +0.4% |
| JPMF | Buy | JP MORGAN EXCHANGE TRADED FDmanaged future | $1,541,000 | +21.2% | 60,540 | +15.4% | 0.23% | +18.5% |
| TECD | Sell | TECH DATA CORP | $1,539,000 | -8.7% | 14,765 | -8.4% | 0.23% | -10.8% |
| WU | Sell | WESTERN UN CO | $1,529,000 | +7.3% | 65,973 | -7.9% | 0.23% | +4.6% |
| TRV | Sell | TRAVELERS COMPANIES INC | $1,522,000 | -7.3% | 10,236 | -6.8% | 0.23% | -9.5% |
| GNTX | Sell | GENTEX CORP | $1,512,000 | +2.6% | 54,926 | -8.3% | 0.23% | 0.0% |
| ETN | Sell | EATON CORP PLC | $1,510,000 | -8.0% | 18,165 | -7.9% | 0.23% | -10.3% |
| CMI | Sell | CUMMINS INC | $1,495,000 | -13.0% | 9,188 | -8.4% | 0.22% | -15.2% |
| SHV | Sell | ISHARES TRshort treas bd | $1,438,000 | -23.3% | 12,938 | -23.3% | 0.22% | -25.0% |
| DFS | Sell | DISCOVER FINL SVCS | $1,412,000 | -3.7% | 17,412 | -7.9% | 0.21% | -6.2% |
| LUV | Sell | SOUTHWEST AIRLS CO | $1,398,000 | -2.0% | 25,880 | -7.9% | 0.21% | -4.1% |
| VOYA | Sell | VOYA FINL INC | $1,381,000 | -10.0% | 25,369 | -8.6% | 0.21% | -12.3% |
| VO | Sell | VANGUARD INDEX FDSmid cap etf | $1,375,000 | -4.0% | 8,206 | -4.2% | 0.21% | -6.4% |
| GCI | Sell | GANNETT CO INC | $1,359,000 | +22.7% | 126,555 | -6.8% | 0.20% | +20.0% |
| AVT | Sell | AVNET INC | $1,302,000 | -16.7% | 29,273 | -15.2% | 0.20% | -18.8% |
| SYF | Sell | SYNCHRONY FINL | $1,297,000 | -9.6% | 38,061 | -8.1% | 0.19% | -12.2% |
| XRX | New | XEROX HOLDINGS CORP | $1,283,000 | – | 42,900 | – | 0.19% | – |
| SNA | Sell | SNAP ON INC | $1,271,000 | -11.9% | 8,122 | -6.8% | 0.19% | -14.0% |
| LPX | Sell | LOUISIANA PAC CORP | $1,259,000 | -13.8% | 51,229 | -8.0% | 0.19% | -16.0% |
| IMOM | New | ALPHA ARCHITECT ETF TRintl quan momntm | $1,227,000 | – | 47,874 | – | 0.18% | – |
| BBY | Sell | BEST BUY INC | $1,226,000 | -9.1% | 17,776 | -8.1% | 0.18% | -11.1% |
| NYCB | Sell | NEW YORK CMNTY BANCORP INC | $1,227,000 | +15.6% | 97,730 | -8.1% | 0.18% | +12.9% |
| AMP | Sell | AMERIPRISE FINL INC | $1,197,000 | -6.9% | 8,134 | -8.2% | 0.18% | -9.6% |
| DAL | Sell | DELTA AIR LINES INC DEL | $1,187,000 | -7.3% | 20,602 | -8.7% | 0.18% | -9.6% |
| TGT | Sell | TARGET CORP | $1,179,000 | +12.4% | 11,029 | -8.9% | 0.18% | +9.9% |
| IHY | Sell | VANECK VECTORS ETF TRintl high yield | $1,172,000 | -5.9% | 47,912 | -4.3% | 0.18% | -8.3% |
| BKE | Sell | BUCKLE INC | $1,172,000 | +9.2% | 56,914 | -8.2% | 0.18% | +6.7% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,169,000 | -87.2% | 14,422 | -87.3% | 0.18% | -87.5% |
| INT | New | WORLD FUEL SVCS CORP | $1,162,000 | – | 29,097 | – | 0.17% | – |
| GLW | Sell | CORNING INC | $1,116,000 | -21.2% | 39,113 | -8.3% | 0.17% | -23.4% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $1,111,000 | +3.5% | 12,032 | -8.2% | 0.17% | +1.2% |
| AGCO | Sell | AGCO CORP | $1,107,000 | -6.4% | 14,622 | -4.1% | 0.17% | -8.8% |
| RL | Sell | RALPH LAUREN CORPcl a | $1,100,000 | -22.9% | 11,526 | -8.3% | 0.16% | -24.7% |
| BA | Sell | BOEING CO | $1,101,000 | -2.7% | 2,894 | -6.8% | 0.16% | -5.2% |
| WDR | Sell | WADDELL & REED FINL INCcl a | $1,094,000 | -5.4% | 63,666 | -8.3% | 0.16% | -7.9% |
| PHM | New | PULTE GROUP INC | $1,097,000 | – | 30,026 | – | 0.16% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $1,092,000 | – | 10,962 | – | 0.16% | – |
| OSK | Buy | OSHKOSH CORP | $1,072,000 | -5.6% | 14,144 | +3.9% | 0.16% | -8.0% |
| MAN | Buy | MANPOWERGROUP INC | $1,074,000 | -11.2% | 12,748 | +1.9% | 0.16% | -13.4% |
| KAR | New | KAR AUCTION SVCS INC | $1,067,000 | – | 43,480 | – | 0.16% | – |
| CRUS | Sell | CIRRUS LOGIC INC | $1,058,000 | +12.4% | 19,749 | -8.3% | 0.16% | +9.7% |
| FHI | Sell | FEDERATED INVS INC PAcl b | $1,054,000 | -8.6% | 32,509 | -8.3% | 0.16% | -10.7% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,041,000 | -8.4% | 29,441 | -8.3% | 0.16% | -10.9% |
| SGOL | Sell | ABERDEEN STD GOLD ETF TR | $1,027,000 | +1.3% | 7,234 | -2.9% | 0.15% | -1.3% |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $1,014,000 | -6.3% | 19,957 | -8.4% | 0.15% | -8.4% |
| EXPR | Buy | EXPRESS INC | $1,011,000 | +390.8% | 294,030 | +290.6% | 0.15% | +375.0% |
| ODP | Buy | OFFICE DEPOT INC | $1,011,000 | +74.9% | 575,802 | +105.3% | 0.15% | +70.8% |
| VLO | Sell | VALERO ENERGY CORP NEW | $1,014,000 | -8.8% | 11,897 | -8.4% | 0.15% | -11.1% |
| NWL | New | NEWELL BRANDS INC | $1,009,000 | – | 53,892 | – | 0.15% | – |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $1,006,000 | -7.1% | 66,329 | -8.5% | 0.15% | -9.0% |
| DDS | Buy | DILLARDS INCcl a | $1,003,000 | +111.6% | 15,174 | +99.4% | 0.15% | +105.5% |
| FL | Buy | FOOT LOCKER INC | $991,000 | +54.8% | 22,950 | +50.3% | 0.15% | +52.0% |
| AMAT | Sell | APPLIED MATLS INC | $993,000 | +1.8% | 19,903 | -8.4% | 0.15% | -0.7% |
| TPH | New | TRI POINTE GROUP INC | $984,000 | – | 65,394 | – | 0.15% | – |
| GME | Buy | GAMESTOP CORP NEWcl a | $989,000 | +160.9% | 179,118 | +158.3% | 0.15% | +155.2% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $986,000 | +51.5% | 17,820 | +49.7% | 0.15% | +48.0% |
| HPQ | Buy | HP INC | $987,000 | +32.5% | 52,164 | +45.5% | 0.15% | +28.7% |
| HCC | Buy | WARRIOR MET COAL INC | $983,000 | -22.8% | 50,382 | +3.3% | 0.15% | -25.0% |
| MCK | Buy | MCKESSON CORP | $981,000 | +29.2% | 7,182 | +27.2% | 0.15% | +25.6% |
| WYND | Sell | WYNDHAM DESTINATIONS INC | $982,000 | +0.3% | 21,330 | -4.4% | 0.15% | -2.0% |
| ANF | Buy | ABERCROMBIE & FITCH COcl a | $978,000 | +98.4% | 62,694 | +104.1% | 0.15% | +93.4% |
| NUE | Buy | NUCOR CORP | $981,000 | +9.4% | 19,278 | +18.5% | 0.15% | +6.5% |
| SPR | Sell | SPIRIT AEROSYSTEMS HLDGS INC | $982,000 | -5.8% | 11,935 | -6.8% | 0.15% | -8.1% |
| STLD | Buy | STEEL DYNAMICS INC | $978,000 | +39.1% | 32,832 | +41.0% | 0.15% | +36.1% |
| CNX | Buy | CNX RESOURCES CORPORATION | $978,000 | +183.5% | 134,730 | +185.6% | 0.15% | +177.4% |
| DKS | Sell | DICKS SPORTING GOODS INC | $972,000 | +13.4% | 23,814 | -3.8% | 0.15% | +10.6% |
| EMN | Buy | EASTMAN CHEMICAL CO | $977,000 | +38.2% | 13,230 | +45.6% | 0.15% | +33.9% |
| TRMK | Sell | TRUSTMARK CORP | $971,000 | -6.1% | 28,465 | -8.4% | 0.15% | -8.2% |
| BEN | Sell | FRANKLIN RES INC | $971,000 | -19.4% | 33,642 | -2.8% | 0.15% | -21.1% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $976,000 | +48.3% | 10,908 | +42.7% | 0.15% | +44.6% |
| IP | Buy | INTL PAPER CO | $971,000 | +14.5% | 23,220 | +18.6% | 0.15% | +12.3% |
| GPS | Buy | GAP INC | $972,000 | +65.0% | 55,998 | +70.7% | 0.15% | +60.4% |
| RHI | Buy | ROBERT HALF INTL INC | $977,000 | +12.6% | 17,550 | +15.3% | 0.15% | +9.8% |
| CIT | Buy | CIT GROUP INC | $966,000 | -6.7% | 21,330 | +8.3% | 0.14% | -8.8% |
| KSS | Buy | KOHLS CORP | $965,000 | +12.2% | 19,440 | +7.5% | 0.14% | +9.8% |
| RBC | Buy | REGAL BELOIT CORP | $964,000 | -6.0% | 13,230 | +5.4% | 0.14% | -8.2% |
| UNM | Buy | UNUM GROUP | $969,000 | +9.5% | 32,616 | +23.7% | 0.14% | +6.6% |
| WOR | Buy | WORTHINGTON INDS INC | $968,000 | +36.1% | 26,838 | +51.9% | 0.14% | +33.0% |
| KALU | Buy | KAISER ALUMINUM CORP | $967,000 | +27.7% | 9,774 | +26.1% | 0.14% | +25.0% |
| ARCH | Sell | ARCH COAL INCcl a | $966,000 | -31.0% | 13,014 | -12.4% | 0.14% | -32.6% |
| MTB | Sell | M & T BK CORP | $964,000 | -8.0% | 6,102 | -1.0% | 0.14% | -9.9% |
| GES | Buy | GUESS INC | $966,000 | +18.1% | 52,110 | +2.9% | 0.14% | +15.1% |
| LEA | Buy | LEAR CORP | $961,000 | +15.0% | 8,154 | +35.8% | 0.14% | +11.6% |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $961,000 | +20.3% | 4,536 | +27.6% | 0.14% | +17.1% |
| LNC | Buy | LINCOLN NATL CORP IND | $958,000 | +2.7% | 15,876 | +9.6% | 0.14% | +0.7% |
| MET | Buy | METLIFE INC | $963,000 | +40.4% | 20,412 | +47.8% | 0.14% | +37.1% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $961,000 | -0.3% | 6,858 | -2.3% | 0.14% | -2.7% |
| RGA | Sell | REINSURANCE GRP OF AMERICA I | $958,000 | -2.7% | 5,994 | -5.0% | 0.14% | -4.6% |
| SCVL | Buy | SHOE CARNIVAL INC | $959,000 | +57.5% | 29,592 | +34.1% | 0.14% | +53.2% |
| RLGY | Buy | REALOGY HLDGS CORP | $957,000 | +339.0% | 143,208 | +376.5% | 0.14% | +320.6% |
| MU | New | MICRON TECHNOLOGY INC | $951,000 | – | 22,188 | – | 0.14% | – |
| COP | Buy | CONOCOPHILLIPS | $954,000 | +44.1% | 16,740 | +54.2% | 0.14% | +40.2% |
| OLN | Buy | OLIN CORP | $953,000 | +13.0% | 50,922 | +32.4% | 0.14% | +10.0% |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $957,000 | – | 67,338 | – | 0.14% | – |
| WNC | Buy | WABASH NATL CORP | $950,000 | +40.5% | 65,448 | +57.4% | 0.14% | +36.5% |
| DECK | Sell | DECKERS OUTDOOR CORP | $950,000 | -36.7% | 6,447 | -24.4% | 0.14% | -38.5% |
| SIG | Buy | SIGNET JEWELERS LIMITED | $930,000 | +86.4% | 55,512 | +99.0% | 0.14% | +80.5% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $908,000 | +49.8% | 470,502 | +145.1% | 0.14% | +46.2% |
| BDC | Sell | BELDEN INC | $849,000 | -16.5% | 15,911 | -6.8% | 0.13% | -18.6% |
| AIG | Sell | AMERICAN INTL GROUP INC | $833,000 | -2.6% | 14,961 | -6.8% | 0.12% | -4.6% |
| PDCO | Sell | PATTERSON COMPANIES INC | $696,000 | -27.5% | 39,077 | -6.8% | 0.10% | -29.7% |
| QSY | Buy | WISDOMTREE TRus qlt shrhd yld | $665,000 | +5.4% | 7,605 | +4.8% | 0.10% | +3.1% |
| BSV | Buy | VANGUARD BD INDEX FD INCshort trm bond | $525,000 | +18.5% | 6,500 | +18.2% | 0.08% | +16.2% |
| VGSH | Buy | VANGUARD SCOTTSDALE FDSshort term treas | $487,000 | +14.1% | 8,000 | +14.3% | 0.07% | +10.6% |
| STZ | New | CONSTELLATION BRANDS INCcl a | $461,000 | – | 2,223 | – | 0.07% | – |
| VTEB | Sell | VANGUARD MUN BD FD INCtax exempt bd | $457,000 | -1.1% | 8,520 | -2.1% | 0.07% | -2.8% |
| TAIL | Buy | CAMBRIA ETF TRtail risk | $455,000 | +36.2% | 22,300 | +36.8% | 0.07% | +33.3% |
| EMLC | Sell | VANECK VECTORS ETF TRjp morgan mkts | $431,000 | -11.3% | 13,046 | -6.8% | 0.06% | -13.3% |
| GWPH | New | GW PHARMACEUTICALS PLCads | $401,000 | – | 3,483 | – | 0.06% | – |
| TRTY | Buy | CAMBRIA ETF TRtrinity | $393,000 | +58.5% | 16,200 | +58.8% | 0.06% | +55.3% |
| FCN | Sell | FTI CONSULTING INC | $275,000 | +10.9% | 2,590 | -12.5% | 0.04% | +7.9% |
| TLRY | New | TILRAY INC | $259,000 | – | 10,476 | – | 0.04% | – |
| OFG | Sell | OFG BANCORP | $245,000 | -19.4% | 11,202 | -12.5% | 0.04% | -21.3% |
| ORI | Sell | OLD REP INTL CORP | $243,000 | -8.0% | 10,304 | -12.5% | 0.04% | -12.2% |
| IDV | Buy | ISHARES TRintl sel div etf | $236,000 | +12.9% | 7,673 | +12.9% | 0.04% | +9.4% |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $221,000 | – | 2,169 | – | 0.03% | – |
| IIPR | New | INNOVATIVE INDL PPTYS INC | $202,000 | – | 2,187 | – | 0.03% | – |
| GNLN | New | GREENLANE HLDGS INCcl a | $200,000 | – | 59,130 | – | 0.03% | – |
| CZZ | Sell | COSAN LTD | $173,000 | -2.8% | 11,636 | -12.5% | 0.03% | -3.7% |
| HLX | Sell | HELIX ENERGY SOLUTIONS GRP I | $139,000 | -18.2% | 17,265 | -12.5% | 0.02% | -19.2% |
| FBP | Sell | FIRST BANCORP P R | $133,000 | -20.8% | 13,318 | -12.5% | 0.02% | -23.1% |
| XPEL | New | XPEL INC | $121,000 | – | 10,225 | – | 0.02% | – |
| RUBI | New | RUBICON PROJ INC | $110,000 | – | 12,673 | – | 0.02% | – |
| LPG | New | DORIAN LPG LTD | $110,000 | – | 10,636 | – | 0.02% | – |
| F | Sell | FORD MTR CO DEL | $95,000 | -21.5% | 10,339 | -12.5% | 0.01% | -26.3% |
| CRBP | New | CORBUS PHARMACEUTICALS HLDGS | $92,000 | – | 18,810 | – | 0.01% | – |
| NBEV | New | NEW AGE BEVERAGES CORP | $88,000 | – | 31,779 | – | 0.01% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -11,441 | – | -0.02% | – |
| DNOW | Exit | NOW INC | $0 | – | -10,388 | – | -0.02% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -10,784 | – | -0.02% | – |
| BKS | Exit | BARNES & NOBLE INC | $0 | – | -27,410 | – | -0.03% | – |
| KBR | Exit | KBR INC | $0 | – | -8,065 | – | -0.03% | – |
| KMPR | Exit | KEMPER CORP DEL | $0 | – | -2,337 | – | -0.03% | – |
| AAN | Exit | AARONS INC | $0 | – | -3,312 | – | -0.03% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -7,516 | – | -0.03% | – |
| EHTH | Exit | EHEALTH INC | $0 | – | -3,017 | – | -0.04% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -6,112 | – | -0.08% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -33,740 | – | -0.22% | – |
| XRX | Exit | XEROX CORP | $0 | – | -46,951 | – | -0.26% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -11,285 | – | -0.33% | – |
| JNK | Exit | SPDR SERIES TRUSTbloomberg brclys | $0 | – | -65,444 | – | -1.10% | – |
| MBB | Exit | ISHARES TRmbs etf | $0 | – | -73,534 | – | -1.22% | – |
| SPIP | Exit | SPDR SERIES TRUSTblombrg brc tips | $0 | – | -140,689 | – | -1.22% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | New | CAMBRIA ETF TRglb moment etf | $29,011,000 | – | 1,152,699 | – | 4.46% | – |
| BND | New | VANGUARD BD INDEX FD INCtotal bnd mrkt | $17,905,000 | – | 215,544 | – | 2.75% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $12,059,000 | – | 90,799 | – | 1.85% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $11,298,000 | – | 72,656 | – | 1.74% | – |
| BNDX | New | VANGUARD CHARLOTTE FDSintl bd idx etf | $10,815,000 | – | 188,360 | – | 1.66% | – |
| FAIL | New | CAMBRIA ETF TRsovereign bd etf | $10,397,000 | – | 399,582 | – | 1.60% | – |
| GLD | New | SPDR GOLD TRUST | $9,865,000 | – | 74,060 | – | 1.52% | – |
| HYEM | New | VANECK VECTORS ETF TRemerging mkts hi | $9,678,000 | – | 405,262 | – | 1.49% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $9,140,000 | – | 113,285 | – | 1.40% | – |
| VNQ | New | VANGUARD INDEX FDSreal estate etf | $9,131,000 | – | 104,471 | – | 1.40% | – |
| GVAL | New | CAMBRIA ETF TRglobal value etf | $8,834,000 | – | 373,278 | – | 1.36% | – |
| IEF | New | ISHARES TRbarclays 7 10 yr | $8,712,000 | – | 79,190 | – | 1.34% | – |
| EYLD | New | CAMBRIA ETF TRemrg sharehldr | $8,636,000 | – | 272,941 | – | 1.33% | – |
| LQD | New | ISHARES TRiboxx inv cp etf | $8,102,000 | – | 65,141 | – | 1.24% | – |
| PCY | New | INVESCO EXCHNG TRADED FD TRemrng mkt svrg | $7,993,000 | – | 275,036 | – | 1.23% | – |
| SPIP | New | SPDR SERIES TRUSTblombrg brc tips | $7,962,000 | – | 140,689 | – | 1.22% | – |
| MBB | New | ISHARES TRmbs etf | $7,912,000 | – | 73,534 | – | 1.22% | – |
| REZ | New | ISHARES TRresidnl real est | $7,893,000 | – | 108,247 | – | 1.21% | – |
| IEI | New | ISHARES TR3 7 yr treas bd | $7,731,000 | – | 61,478 | – | 1.19% | – |
| SYLD | New | CAMBRIA ETF TR | $7,448,000 | – | 206,937 | – | 1.14% | – |
| IGF | New | ISHARES TRglb infrastr etf | $7,374,000 | – | 159,608 | – | 1.13% | – |
| JNK | New | SPDR SERIES TRUSTbloomberg brclys | $7,129,000 | – | 65,444 | – | 1.10% | – |
| EFA | New | ISHARES TRmsci eafe etf | $6,854,000 | – | 104,281 | – | 1.05% | – |
| JXI | New | ISHARES TRglob utilits etf | $6,836,000 | – | 125,242 | – | 1.05% | – |
| TXN | New | TEXAS INSTRS INC | $6,803,000 | – | 59,278 | – | 1.05% | – |
| AFL | New | AFLAC INC | $6,747,000 | – | 123,103 | – | 1.04% | – |
| AAPL | New | APPLE INC | $6,452,000 | – | 32,599 | – | 0.99% | – |
| PDBC | New | INVESCO ACTIVELY MANAGD ETFoptimum yield | $6,228,000 | – | 380,447 | – | 0.96% | – |
| DG | New | DOLLAR GEN CORP NEW | $6,044,000 | – | 44,718 | – | 0.93% | – |
| VAMO | New | CAMBRIA ETF TRvalue momentum | $5,955,000 | – | 292,326 | – | 0.92% | – |
| WTMF | New | WISDOMTREE TRfutre strat fd | $5,766,000 | – | 152,571 | – | 0.89% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $5,659,000 | – | 19,314 | – | 0.87% | – |
| JPM | New | JPMORGAN CHASE & CO | $5,612,000 | – | 50,200 | – | 0.86% | – |
| USB | New | US BANCORP DEL | $5,407,000 | – | 103,180 | – | 0.83% | – |
| WFC | New | WELLS FARGO CO NEW | $5,358,000 | – | 113,224 | – | 0.82% | – |
| FYLD | New | CAMBRIA ETF TRcambria fgn shr | $5,302,000 | – | 232,127 | – | 0.82% | – |
| APD | New | AIR PRODS & CHEMS INC | $5,278,000 | – | 23,315 | – | 0.81% | – |
| XOM | New | EXXON MOBIL CORP | $5,275,000 | – | 68,844 | – | 0.81% | – |
| LMT | New | LOCKHEED MARTIN CORP | $5,177,000 | – | 14,240 | – | 0.80% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $5,152,000 | – | 40,350 | – | 0.79% | – |
| VGIT | New | VANGUARD SCOTTSDALE FDSinter term treas | $5,140,000 | – | 77,916 | – | 0.79% | – |
| CME | New | CME GROUP INC | $5,083,000 | – | 26,189 | – | 0.78% | – |
| SBUX | New | STARBUCKS CORP | $5,030,000 | – | 60,000 | – | 0.77% | – |
| FDS | New | FACTSET RESH SYS INC | $4,991,000 | – | 17,418 | – | 0.77% | – |
| WM | New | WASTE MGMT INC DEL | $4,985,000 | – | 43,209 | – | 0.77% | – |
| WMT | New | WALMART INC | $4,950,000 | – | 44,797 | – | 0.76% | – |
| MSFT | New | MICROSOFT CORP | $4,941,000 | – | 36,887 | – | 0.76% | – |
| ABT | New | ABBOTT LABS | $4,935,000 | – | 58,682 | – | 0.76% | – |
| NEE | New | NEXTERA ENERGY INC | $4,890,000 | – | 23,868 | – | 0.75% | – |
| MCD | New | MCDONALDS CORP | $4,879,000 | – | 23,496 | – | 0.75% | – |
| KMB | New | KIMBERLY CLARK CORP | $4,866,000 | – | 36,508 | – | 0.75% | – |
| MRK | New | MERCK & CO INC | $4,867,000 | – | 58,046 | – | 0.75% | – |
| SO | New | SOUTHERN CO | $4,844,000 | – | 87,621 | – | 0.74% | – |
| PG | New | PROCTER AND GAMBLE CO | $4,800,000 | – | 43,778 | – | 0.74% | – |
| DEO | New | DIAGEO P L Cspon adr new | $4,780,000 | – | 27,739 | – | 0.74% | – |
| ANTM | New | ANTHEM INC | $4,757,000 | – | 16,857 | – | 0.73% | – |
| PEP | New | PEPSICO INC | $4,756,000 | – | 36,272 | – | 0.73% | – |
| ORCL | New | ORACLE CORP | $4,736,000 | – | 83,139 | – | 0.73% | – |
| T | New | AT&T INC | $4,731,000 | – | 141,182 | – | 0.73% | – |
| CVX | New | CHEVRON CORP NEW | $4,724,000 | – | 37,964 | – | 0.73% | – |
| ACN | New | ACCENTURE PLC IRELAND | $4,685,000 | – | 25,354 | – | 0.72% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $4,624,000 | – | 18,949 | – | 0.71% | – |
| EV | New | EATON VANCE CORP | $4,624,000 | – | 107,204 | – | 0.71% | – |
| SYY | New | SYSCO CORP | $4,621,000 | – | 65,347 | – | 0.71% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $4,582,000 | – | 22,985 | – | 0.70% | – |
| JNJ | New | JOHNSON & JOHNSON | $4,572,000 | – | 32,828 | – | 0.70% | – |
| PAYX | New | PAYCHEX INC | $4,528,000 | – | 55,029 | – | 0.70% | – |
| AMGN | New | AMGEN INC | $4,514,000 | – | 24,497 | – | 0.69% | – |
| CSCO | New | CISCO SYS INC | $4,419,000 | – | 80,745 | – | 0.68% | – |
| GPC | New | GENUINE PARTS CO | $4,323,000 | – | 41,741 | – | 0.66% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $4,315,000 | – | 33,141 | – | 0.66% | – |
| MS | New | MORGAN STANLEY | $4,283,000 | – | 97,760 | – | 0.66% | – |
| EMR | New | EMERSON ELEC CO | $4,183,000 | – | 62,695 | – | 0.64% | – |
| LLY | New | LILLY ELI & CO | $4,156,000 | – | 37,512 | – | 0.64% | – |
| MO | New | ALTRIA GROUP INC | $3,913,000 | – | 82,641 | – | 0.60% | – |
| MMM | New | 3M CO | $3,626,000 | – | 20,917 | – | 0.56% | – |
| IYR | New | ISHARES TRu.s. real es etf | $3,593,000 | – | 41,150 | – | 0.55% | – |
| VNQI | New | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $3,583,000 | – | 60,730 | – | 0.55% | – |
| OXY | New | OCCIDENTAL PETE CORP | $3,557,000 | – | 70,749 | – | 0.55% | – |
| VTI | New | VANGUARD INDEX FDStotal stk mkt | $3,138,000 | – | 19,818 | – | 0.48% | – |
| INTC | New | INTEL CORP | $3,111,000 | – | 64,999 | – | 0.48% | – |
| MTUM | New | ISHARES TRusa momentum fct | $2,854,000 | – | 24,065 | – | 0.44% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $2,576,000 | – | 17,082 | – | 0.40% | – |
| VGLT | New | VANGUARD SCOTTSDALE FDSlong term treas | $2,571,000 | – | 31,484 | – | 0.40% | – |
| WIP | New | SPDR SERIES TRUSTftse int gvt etf | $2,558,000 | – | 46,021 | – | 0.39% | – |
| SCHP | New | SCHWAB STRATEGIC TRus tips etf | $2,523,000 | – | 44,814 | – | 0.39% | – |
| HD | New | HOME DEPOT INC | $2,227,000 | – | 10,710 | – | 0.34% | – |
| HRS | New | HARRIS CORP DEL | $2,134,000 | – | 11,285 | – | 0.33% | – |
| MUB | New | ISHARES TRnational mun etf | $2,109,000 | – | 18,650 | – | 0.32% | – |
| SCHH | New | SCHWAB STRATEGIC TRus reit etf | $2,004,000 | – | 45,099 | – | 0.31% | – |
| VCIT | New | VANGUARD SCOTTSDALE FDSint-term corp | $1,913,000 | – | 21,296 | – | 0.29% | – |
| SHV | New | ISHARES TRshort treas bd | $1,874,000 | – | 16,869 | – | 0.29% | – |
| CMI | New | CUMMINS INC | $1,719,000 | – | 10,035 | – | 0.26% | – |
| ALL | New | ALLSTATE CORP | $1,709,000 | – | 16,805 | – | 0.26% | – |
| VMOT | New | ALPHA ARCHITECT ETF TRval momtm trnd | $1,696,000 | – | 71,030 | – | 0.26% | – |
| TECD | New | TECH DATA CORP | $1,685,000 | – | 16,112 | – | 0.26% | – |
| XRX | New | XEROX CORP | $1,663,000 | – | 46,951 | – | 0.26% | – |
| ETN | New | EATON CORP PLC | $1,642,000 | – | 19,717 | – | 0.25% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,642,000 | – | 10,980 | – | 0.25% | – |
| AGO | New | ASSURED GUARANTY LTD | $1,614,000 | – | 38,351 | – | 0.25% | – |
| MTH | New | MERITAGE HOMES CORP | $1,608,000 | – | 31,318 | – | 0.25% | – |
| AVT | New | AVNET INC | $1,563,000 | – | 34,531 | – | 0.24% | – |
| STI | New | SUNTRUST BKS INC | $1,541,000 | – | 24,513 | – | 0.24% | – |
| VOYA | New | VOYA FINL INC | $1,535,000 | – | 27,753 | – | 0.24% | – |
| DECK | New | DECKERS OUTDOOR CORP | $1,501,000 | – | 8,529 | – | 0.23% | – |
| QRVO | New | QORVO INC | $1,499,000 | – | 22,507 | – | 0.23% | – |
| GNTX | New | GENTEX CORP | $1,474,000 | – | 59,906 | – | 0.23% | – |
| DFS | New | DISCOVER FINL SVCS | $1,467,000 | – | 18,911 | – | 0.23% | – |
| LPX | New | LOUISIANA PAC CORP | $1,461,000 | – | 55,707 | – | 0.22% | – |
| SNA | New | SNAP ON INC | $1,443,000 | – | 8,710 | – | 0.22% | – |
| SYF | New | SYNCHRONY FINL | $1,435,000 | – | 41,398 | – | 0.22% | – |
| VO | New | VANGUARD INDEX FDSmid cap etf | $1,433,000 | – | 8,570 | – | 0.22% | – |
| RL | New | RALPH LAUREN CORPcl a | $1,427,000 | – | 12,564 | – | 0.22% | – |
| WU | New | WESTERN UN CO | $1,425,000 | – | 71,631 | – | 0.22% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,427,000 | – | 28,110 | – | 0.22% | – |
| GLW | New | CORNING INC | $1,417,000 | – | 42,639 | – | 0.22% | – |
| VEA | New | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,417,000 | – | 33,740 | – | 0.22% | – |
| ARCH | New | ARCH COAL INCcl a | $1,399,000 | – | 14,849 | – | 0.22% | – |
| BBY | New | BEST BUY INC | $1,349,000 | – | 19,353 | – | 0.21% | – |
| AMP | New | AMERIPRISE FINL INC | $1,286,000 | – | 8,857 | – | 0.20% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,280,000 | – | 22,561 | – | 0.20% | – |
| HCC | New | WARRIOR MET COAL INC | $1,274,000 | – | 48,793 | – | 0.20% | – |
| JPMF | New | JP MORGAN EXCHANGE TRADED FDmanaged future | $1,271,000 | – | 52,468 | – | 0.20% | – |
| IHY | New | VANECK VECTORS ETF TRintl high yield | $1,246,000 | – | 50,042 | – | 0.19% | – |
| MAN | New | MANPOWERGROUP INC | $1,209,000 | – | 12,511 | – | 0.19% | – |
| BEN | New | FRANKLIN RES INC | $1,204,000 | – | 34,609 | – | 0.18% | – |
| AGCO | New | AGCO CORP | $1,183,000 | – | 15,252 | – | 0.18% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $1,157,000 | – | 69,399 | – | 0.18% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $1,153,000 | – | 35,462 | – | 0.18% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,136,000 | – | 32,120 | – | 0.18% | – |
| OSK | New | OSHKOSH CORP | $1,136,000 | – | 13,611 | – | 0.18% | – |
| BA | New | BOEING CO | $1,131,000 | – | 3,106 | – | 0.17% | – |
| VLO | New | VALERO ENERGY CORP NEW | $1,112,000 | – | 12,991 | – | 0.17% | – |
| GCI | New | GANNETT CO INC | $1,108,000 | – | 135,759 | – | 0.17% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $1,083,000 | – | 72,469 | – | 0.17% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $1,082,000 | – | 21,780 | – | 0.17% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $1,073,000 | – | 13,108 | – | 0.16% | – |
| BKE | New | BUCKLE INC | $1,073,000 | – | 61,978 | – | 0.16% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $1,061,000 | – | 106,338 | – | 0.16% | – |
| MTB | New | M & T BK CORP | $1,048,000 | – | 6,165 | – | 0.16% | – |
| TGT | New | TARGET CORP | $1,049,000 | – | 12,108 | – | 0.16% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $1,042,000 | – | 12,803 | – | 0.16% | – |
| CIT | New | CIT GROUP INC | $1,035,000 | – | 19,690 | – | 0.16% | – |
| TRMK | New | TRUSTMARK CORP | $1,034,000 | – | 31,090 | – | 0.16% | – |
| RBC | New | REGAL BELOIT CORP | $1,026,000 | – | 12,556 | – | 0.16% | – |
| BDC | New | BELDEN INC | $1,017,000 | – | 17,067 | – | 0.16% | – |
| SGOL | New | ABERDEEN STD GOLD ETF TR | $1,014,000 | – | 7,453 | – | 0.16% | – |
| RGA | New | REINSURANCE GRP OF AMERICA I | $985,000 | – | 6,311 | – | 0.15% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $979,000 | – | 22,301 | – | 0.15% | – |
| AMAT | New | APPLIED MATLS INC | $975,000 | – | 21,720 | – | 0.15% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $964,000 | – | 7,019 | – | 0.15% | – |
| PDCO | New | PATTERSON COMPANIES INC | $960,000 | – | 41,917 | – | 0.15% | – |
| CRUS | New | CIRRUS LOGIC INC | $941,000 | – | 21,532 | – | 0.14% | – |
| LNC | New | LINCOLN NATL CORP IND | $933,000 | – | 14,483 | – | 0.14% | – |
| NUE | New | NUCOR CORP | $897,000 | – | 16,271 | – | 0.14% | – |
| UNM | New | UNUM GROUP | $885,000 | – | 26,373 | – | 0.14% | – |
| RHI | New | ROBERT HALF INTL INC | $868,000 | – | 15,222 | – | 0.13% | – |
| KSS | New | KOHLS CORP | $860,000 | – | 18,085 | – | 0.13% | – |
| DKS | New | DICKS SPORTING GOODS INC | $857,000 | – | 24,745 | – | 0.13% | – |
| AIG | New | AMERICAN INTL GROUP INC | $855,000 | – | 16,049 | – | 0.13% | – |
| OLN | New | OLIN CORP | $843,000 | – | 38,468 | – | 0.13% | – |
| IP | New | INTL PAPER CO | $848,000 | – | 19,584 | – | 0.13% | – |
| LEA | New | LEAR CORP | $836,000 | – | 6,006 | – | 0.13% | – |
| GES | New | GUESS INC | $818,000 | – | 50,627 | – | 0.13% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $799,000 | – | 3,554 | – | 0.12% | – |
| MCK | New | MCKESSON CORP | $759,000 | – | 5,647 | – | 0.12% | – |
| KALU | New | KAISER ALUMINUM CORP | $757,000 | – | 7,754 | – | 0.12% | – |
| HPQ | New | HP INC | $745,000 | – | 35,842 | – | 0.12% | – |
| EMN | New | EASTMAN CHEMICAL CO | $707,000 | – | 9,086 | – | 0.11% | – |
| WOR | New | WORTHINGTON INDS INC | $711,000 | – | 17,670 | – | 0.11% | – |
| STLD | New | STEEL DYNAMICS INC | $703,000 | – | 23,279 | – | 0.11% | – |
| MET | New | METLIFE INC | $686,000 | – | 13,806 | – | 0.10% | – |
| WNC | New | WABASH NATL CORP | $676,000 | – | 41,576 | – | 0.10% | – |
| COP | New | CONOCOPHILLIPS | $662,000 | – | 10,856 | – | 0.10% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $658,000 | – | 7,645 | – | 0.10% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $651,000 | – | 11,905 | – | 0.10% | – |
| FL | New | FOOT LOCKER INC | $640,000 | – | 15,268 | – | 0.10% | – |
| QSY | New | WISDOMTREE TRus qlt shrhd yld | $631,000 | – | 7,259 | – | 0.10% | – |
| SCVL | New | SHOE CARNIVAL INC | $609,000 | – | 22,066 | – | 0.09% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $606,000 | – | 191,927 | – | 0.09% | – |
| GPS | New | GAP INC | $589,000 | – | 32,804 | – | 0.09% | – |
| ODP | New | OFFICE DEPOT INC | $578,000 | – | 280,423 | – | 0.09% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $499,000 | – | 27,898 | – | 0.08% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $493,000 | – | 30,713 | – | 0.08% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $489,000 | – | 6,112 | – | 0.08% | – |
| EMLC | New | VANECK VECTORS ETF TRjp morgan mkts | $486,000 | – | 13,998 | – | 0.08% | – |
| DDS | New | DILLARDS INCcl a | $474,000 | – | 7,610 | – | 0.07% | – |
| VTEB | New | VANGUARD MUN BD FD INCtax exempt bd | $462,000 | – | 8,702 | – | 0.07% | – |
| BSV | New | VANGUARD BD INDEX FD INCshort trm bond | $443,000 | – | 5,500 | – | 0.07% | – |
| VGSH | New | VANGUARD SCOTTSDALE FDSshort term treas | $427,000 | – | 7,000 | – | 0.07% | – |
| GME | New | GAMESTOP CORP NEWcl a | $379,000 | – | 69,336 | – | 0.06% | – |
| CNX | New | CNX RESOURCES CORPORATION | $345,000 | – | 47,175 | – | 0.05% | – |
| TAIL | New | CAMBRIA ETF TRtail risk | $334,000 | – | 16,300 | – | 0.05% | – |
| OFG | New | OFG BANCORP | $304,000 | – | 12,800 | – | 0.05% | – |
| SUSA | New | ISHARES TRmsci usa esg slc | $304,000 | – | 2,491 | – | 0.05% | – |
| ORI | New | OLD REP INTL CORP | $264,000 | – | 11,776 | – | 0.04% | – |
| EHTH | New | EHEALTH INC | $260,000 | – | 3,017 | – | 0.04% | – |
| TRTY | New | CAMBRIA ETF TRtrinity | $248,000 | – | 10,200 | – | 0.04% | – |
| FCN | New | FTI CONSULTING INC | $248,000 | – | 2,960 | – | 0.04% | – |
| IVW | New | ISHARES TRs&p 500 grwt etf | $229,000 | – | 1,276 | – | 0.04% | – |
| CNNE | New | CANNAE HLDGS INC | $218,000 | – | 7,516 | – | 0.03% | – |
| RLGY | New | REALOGY HLDGS CORP | $218,000 | – | 30,057 | – | 0.03% | – |
| IDV | New | ISHARES TRintl sel div etf | $209,000 | – | 6,799 | – | 0.03% | – |
| EXPR | New | EXPRESS INC | $206,000 | – | 75,284 | – | 0.03% | – |
| AAN | New | AARONS INC | $203,000 | – | 3,312 | – | 0.03% | – |
| KMPR | New | KEMPER CORP DEL | $202,000 | – | 2,337 | – | 0.03% | – |
| KBR | New | KBR INC | $201,000 | – | 8,065 | – | 0.03% | – |
| BKS | New | BARNES & NOBLE INC | $183,000 | – | 27,410 | – | 0.03% | – |
| CZZ | New | COSAN LTD | $178,000 | – | 13,298 | – | 0.03% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $170,000 | – | 19,731 | – | 0.03% | – |
| FBP | New | FIRST BANCORP P R | $168,000 | – | 15,220 | – | 0.03% | – |
| TGNA | New | TEGNA INC | $163,000 | – | 10,784 | – | 0.02% | – |
| DNOW | New | NOW INC | $153,000 | – | 10,388 | – | 0.02% | – |
| MTG | New | MGIC INVT CORP WIS | $150,000 | – | 11,441 | – | 0.02% | – |
| F | New | FORD MTR CO DEL | $121,000 | – | 11,817 | – | 0.02% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CZZ | Exit | COSAN LTD | $0 | – | -28,950 | – | -0.03% | – |
| IDV | Exit | ISHARES TRintl sel div etf | $0 | – | -6,473 | – | -0.03% | – |
| VTV | Exit | VANGUARD INDEX FDSvalue etf | $0 | – | -1,931 | – | -0.03% | – |
| CNCE | Exit | CONCERT PHARMACEUTICALS INC | $0 | – | -15,046 | – | -0.03% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -19,622 | – | -0.03% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -13,911 | – | -0.04% | – |
| TAIL | Exit | CAMBRIA ETF TRtail risk | $0 | – | -12,000 | – | -0.04% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -10,287 | – | -0.04% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -23,111 | – | -0.04% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -1,722 | – | -0.04% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -6,135 | – | -0.04% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -13,233 | – | -0.04% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORP | $0 | – | -10,166 | – | -0.04% | – |
| Exit | CORPORATE CAP TR INC | $0 | – | -17,558 | – | -0.04% | – | |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -5,904 | – | -0.04% | – |
| VAC | Exit | MARRIOTT VACATIONS WRLDWDE C | $0 | – | -2,378 | – | -0.04% | – |
| TUSK | Exit | MAMMOTH ENERGY SVCS INC | $0 | – | -9,596 | – | -0.04% | – |
| BTU | Exit | PEABODY ENERGY CORP NEW | $0 | – | -8,001 | – | -0.04% | – |
| ESIO | Exit | ELECTRO SCIENTIFIC INDS | $0 | – | -16,458 | – | -0.04% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -10,510 | – | -0.04% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -19,929 | – | -0.04% | – |
| TLRDQ | Exit | TAILORED BRANDS INC | $0 | – | -11,635 | – | -0.04% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -5,716 | – | -0.04% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -20,456 | – | -0.04% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -7,685 | – | -0.04% | – |
| NWY | Exit | NEW YORK & CO INC | $0 | – | -76,825 | – | -0.04% | – |
| VTEB | Exit | VANGUARD MUN BD FD INCtax exempt bd | $0 | – | -6,208 | – | -0.05% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -15,863 | – | -0.05% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -12,250 | – | -0.05% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -90,548 | – | -0.05% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -18,938 | – | -0.05% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -15,958 | – | -0.05% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS IN | $0 | – | -23,775 | – | -0.05% | – |
| M | Exit | MACYS INC | $0 | – | -10,268 | – | -0.05% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -19,450 | – | -0.05% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -10,722 | – | -0.05% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -12,515 | – | -0.05% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -13,569 | – | -0.05% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -88,148 | – | -0.05% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -13,675 | – | -0.05% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -15,417 | – | -0.05% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -14,978 | – | -0.06% | – |
| AAN | Exit | AARONS INC | $0 | – | -7,038 | – | -0.06% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -10,716 | – | -0.06% | – |
| AA | Exit | ALCOA CORP | $0 | – | -9,552 | – | -0.06% | – |
| KMPR | Exit | KEMPER CORP DEL | $0 | – | -4,965 | – | -0.06% | – |
| KEM | Exit | KEMET CORP | $0 | – | -21,488 | – | -0.06% | – |
| XCRA | Exit | XCERRA CORP | $0 | – | -27,987 | – | -0.06% | – |
| SUSA | Exit | ISHARES TRmsci usa esg slc | $0 | – | -3,321 | – | -0.06% | – |
| ONDK | Exit | ON DECK CAP INC | $0 | – | -53,108 | – | -0.06% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -3,016 | – | -0.06% | – |
| TLYS | Exit | TILLYS INCcl a | $0 | – | -22,105 | – | -0.06% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -8,736 | – | -0.06% | – |
| FNHC | Exit | FEDNAT HLDG CO | $0 | – | -16,781 | – | -0.06% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -8,807 | – | -0.06% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -27,182 | – | -0.06% | – |
| EMLC | Exit | VANECK VECTORS ETF TRjp morgan mkts | $0 | – | -26,843 | – | -0.06% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -10,539 | – | -0.07% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -46,621 | – | -0.07% | – |
| SCVL | Exit | SHOE CARNIVAL INC | $0 | – | -11,689 | – | -0.07% | – |
| RFP | Exit | RESOLUTE FST PRODS INC | $0 | – | -35,228 | – | -0.07% | – |
| UVE | Exit | UNIVERSAL INS HLDGS INC | $0 | – | -9,540 | – | -0.07% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -1,465 | – | -0.07% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -14,517 | – | -0.07% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -9,795 | – | -0.07% | – |
| WRLD | Exit | WORLD ACCEP CORP DEL | $0 | – | -4,282 | – | -0.07% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -7,108 | – | -0.07% | – |
| QSY | Exit | WISDOMTREE TRus qlt shrhd yld | $0 | – | -5,849 | – | -0.08% | – |
| RILY | Exit | B RILEY FINL INC | $0 | – | -22,785 | – | -0.08% | – |
| ENVA | Exit | ENOVA INTL INC | $0 | – | -18,873 | – | -0.08% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,604 | – | -0.08% | – |
| CONN | Exit | CONNS INC | $0 | – | -15,845 | – | -0.08% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -24,176 | – | -0.08% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -15,911 | – | -0.08% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -13,675 | – | -0.08% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -11,764 | – | -0.08% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -4,119 | – | -0.09% | – |
| KDP | Exit | KEURIG DR PEPPER INC | $0 | – | -26,199 | – | -0.09% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -21,662 | – | -0.09% | – |
| VRS | Exit | VERSO CORPcl a | $0 | – | -18,582 | – | -0.09% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -18,162 | – | -0.10% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -71,134 | – | -0.10% | – |
| VC | Exit | VISTEON CORP | $0 | – | -7,529 | – | -0.10% | – |
| RLGY | Exit | REALOGY HLDGS CORP | $0 | – | -35,656 | – | -0.11% | – |
| MET | Exit | METLIFE INC | $0 | – | -16,380 | – | -0.11% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -15,340 | – | -0.11% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -9,008 | – | -0.12% | – |
| CNX | Exit | CNX RESOURCES CORPORATION | $0 | – | -55,975 | – | -0.12% | – |
| STT | Exit | STATE STR CORP | $0 | – | -9,800 | – | -0.12% | – |
| SGOL | Exit | ETFS GOLD TR | $0 | – | -7,204 | – | -0.12% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -30,246 | – | -0.12% | – |
| CROX | Exit | CROCS INC | $0 | – | -40,801 | – | -0.13% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -6,703 | – | -0.13% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -13,732 | – | -0.13% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -49,331 | – | -0.13% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -20,970 | – | -0.13% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -12,988 | – | -0.14% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -9,064 | – | -0.14% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -14,627 | – | -0.14% | – |
| HIIQ | Exit | HEALTH INS INNOVATIONS INC | $0 | – | -15,400 | – | -0.14% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -12,884 | – | -0.14% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -25,768 | – | -0.15% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -9,206 | – | -0.15% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -19,041 | – | -0.15% | – |
| AES | Exit | AES CORP | $0 | – | -73,190 | – | -0.15% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -21,871 | – | -0.15% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -10,780 | – | -0.15% | – |
| LEA | Exit | LEAR CORP | $0 | – | -7,128 | – | -0.15% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -22,858 | – | -0.15% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -18,340 | – | -0.15% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -4,214 | – | -0.16% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -10,694 | – | -0.16% | – |
| TGT | Exit | TARGET CORP | $0 | – | -12,500 | – | -0.16% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -38,920 | – | -0.16% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -8,328 | – | -0.17% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -22,920 | – | -0.17% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -13,372 | – | -0.17% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -17,189 | – | -0.17% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -55,760 | – | -0.17% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -23,364 | – | -0.18% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -31,290 | – | -0.18% | – |
| MYL | Exit | MYLAN N V | $0 | – | -33,643 | – | -0.18% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -44,529 | – | -0.18% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -6,106 | – | -0.18% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -27,613 | – | -0.18% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -59,117 | – | -0.18% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -37,139 | – | -0.18% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -18,060 | – | -0.19% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -18,496 | – | -0.19% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -31,940 | – | -0.19% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -25,349 | – | -0.19% | – |
| IHY | Exit | VANECK VECTORS ETF TRintl high yield | $0 | – | -53,290 | – | -0.19% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -126,160 | – | -0.19% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -17,179 | – | -0.20% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -33,145 | – | -0.20% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -12,729 | – | -0.20% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -11,616 | – | -0.20% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -49,980 | – | -0.20% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -15,190 | – | -0.20% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -14,669 | – | -0.20% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -85,977 | – | -0.20% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -24,177 | – | -0.20% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -65,403 | – | -0.21% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -24,882 | – | -0.21% | – |
| GATX | Exit | GATX CORP | $0 | – | -16,867 | – | -0.21% | – |
| VMOT | Exit | ALPHA ARCHITECT ETF TRval momtm trnd | $0 | – | -50,344 | – | -0.21% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -38,104 | – | -0.22% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -79,298 | – | -0.22% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -65,502 | – | -0.22% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -49,120 | – | -0.22% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -10,507 | – | -0.23% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -10,750 | – | -0.23% | – |
| SHV | Exit | ISHARES TRshort treas bd | $0 | – | -14,207 | – | -0.23% | – |
| HPQ | Exit | HP INC | $0 | – | -62,007 | – | -0.23% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -37,999 | – | -0.24% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -62,460 | – | -0.25% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -13,026 | – | -0.25% | – |
| AVT | Exit | AVNET INC | $0 | – | -37,763 | – | -0.25% | – |
| ARCH | Exit | ARCH COAL INCcl a | $0 | – | -19,045 | – | -0.25% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -22,431 | – | -0.25% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -54,897 | – | -0.25% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -82,335 | – | -0.26% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -35,333 | – | -0.26% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -41,938 | – | -0.26% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -22,286 | – | -0.26% | – |
| GLW | Exit | CORNING INC | $0 | – | -50,592 | – | -0.26% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -25,839 | – | -0.26% | – |
| GES | Exit | GUESS INC | $0 | – | -82,273 | – | -0.27% | – |
| GCI | Exit | GANNETT CO INC | $0 | – | -190,384 | – | -0.28% | – |
| BA | Exit | BOEING CO | $0 | – | -5,190 | – | -0.28% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -29,089 | – | -0.28% | – |
| VCIT | Exit | VANGUARD SCOTTSDALE FDSint-term corp | $0 | – | -23,391 | – | -0.29% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -26,165 | – | -0.29% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -19,940 | – | -0.29% | – |
| WIP | Exit | SPDR SERIES TRUSTftse int gvt etf | $0 | – | -37,511 | – | -0.29% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -86,974 | – | -0.29% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -23,391 | – | -0.30% | – |
| SCHH | Exit | SCHWAB STRATEGIC TRus reit etf | $0 | – | -49,318 | – | -0.30% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -33,346 | – | -0.30% | – |
| SCHP | Exit | SCHWAB STRATEGIC TRus tips etf | $0 | – | -38,797 | – | -0.31% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -94,821 | – | -0.31% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -19,287 | – | -0.32% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -29,387 | – | -0.34% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -26,652 | – | -0.35% | – |
| INTC | Exit | INTEL CORP | $0 | – | -51,275 | – | -0.36% | – |
| VGLT | Exit | VANGUARD SCOTTSDALE FDSlong term treas | $0 | – | -34,028 | – | -0.36% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -7,126 | – | -0.36% | – |
| MUB | Exit | ISHARES TRnational mun etf | $0 | – | -23,024 | – | -0.36% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -21,700 | – | -0.36% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -35,056 | – | -0.37% | – |
| HYEM | Exit | VANECK VECTORS ETF TRemerging mkts hi | $0 | – | -111,199 | – | -0.37% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -18,531 | – | -0.38% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -12,712 | – | -0.39% | – |
| VNQI | Exit | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $0 | – | -49,657 | – | -0.41% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -39,733 | – | -0.43% | – |
| MTUM | Exit | ISHARES TRusa momentum fct | $0 | – | -26,326 | – | -0.46% | – |
| VGIT | Exit | VANGUARD SCOTTSDALE FDSinter term treas | $0 | – | -52,118 | – | -0.47% | – |
| BNDX | Exit | VANGUARD CHARLOTTE FDSintl bd idx etf | $0 | – | -66,760 | – | -0.53% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -75,482 | – | -0.58% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -85,470 | – | -0.58% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -79,405 | – | -0.61% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -96,085 | – | -0.61% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -29,812 | – | -0.62% | – |
| CME | Exit | CME GROUP INC | $0 | – | -24,987 | – | -0.62% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -34,765 | – | -0.62% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -52,007 | – | -0.63% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -25,844 | – | -0.64% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -25,947 | – | -0.64% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -25,962 | – | -0.64% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -19,466 | – | -0.64% | – |
| REM | Exit | ISHARES TRmortge rel etf | $0 | – | -100,000 | – | -0.64% | – |
| MMM | Exit | 3M CO | $0 | – | -20,649 | – | -0.64% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -76,941 | – | -0.64% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -16,438 | – | -0.64% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -44,215 | – | -0.64% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -25,831 | – | -0.64% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -39,442 | – | -0.65% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -57,638 | – | -0.65% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -60,065 | – | -0.65% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -49,348 | – | -0.65% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -74,048 | – | -0.66% | – |
| T | Exit | AT&T INC | $0 | – | -133,042 | – | -0.66% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -60,987 | – | -0.66% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -52,921 | – | -0.66% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -54,095 | – | -0.66% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -39,928 | – | -0.66% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -93,612 | – | -0.67% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -34,486 | – | -0.67% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -41,861 | – | -0.67% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -33,002 | – | -0.68% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -40,507 | – | -0.68% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -90,074 | – | -0.68% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -33,612 | – | -0.68% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -22,437 | – | -0.68% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -27,560 | – | -0.68% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -13,558 | – | -0.69% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -66,580 | – | -0.69% | – |
| TLT | Exit | ISHARES TR20 yr tr bd etf | $0 | – | -40,394 | – | -0.69% | – |
| FYLD | Exit | CAMBRIA ETF TRcambria fgn shr | $0 | – | -188,730 | – | -0.70% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -26,366 | – | -0.70% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -66,093 | – | -0.71% | – |
| IXJ | Exit | ISHARES TRglob hlthcre etf | $0 | – | -77,520 | – | -0.72% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -45,607 | – | -0.72% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -18,337 | – | -0.74% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -98,277 | – | -0.76% | – |
| GUNR | Exit | FLEXSHARES TRmornstar upstr | $0 | – | -160,362 | – | -0.80% | – |
| VB | Exit | VANGUARD INDEX FDSsmall cp etf | $0 | – | -34,180 | – | -0.81% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -49,395 | – | -0.82% | – |
| IXC | Exit | ISHARES TRglobal energ etf | $0 | – | -151,807 | – | -0.84% | – |
| AFL | Exit | AFLAC INC | $0 | – | -126,648 | – | -0.87% | – |
| WMT | Exit | WALMART INC | $0 | – | -64,387 | – | -0.89% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -21,119 | – | -0.90% | – |
| RXI | Exit | ISHARES TRglb cns disc etf | $0 | – | -51,204 | – | -0.90% | – |
| REZ | Exit | ISHARES TRresidnl real est | $0 | – | -100,000 | – | -0.92% | – |
| PDBC | Exit | INVESCO ACTIVELY MANAGD ETFoptimum yield | $0 | – | -342,497 | – | -0.94% | – |
| IWC | Exit | ISHARES TRmicro-cap etf | $0 | – | -60,467 | – | -0.94% | – |
| VBR | Exit | VANGUARD INDEX FDSsm cp val etf | $0 | – | -47,048 | – | -0.96% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -61,220 | – | -0.96% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -107,391 | – | -1.07% | – |
| VNQ | Exit | VANGUARD INDEX FDSreal estate etf | $0 | – | -91,053 | – | -1.08% | – |
| AAPL | Exit | APPLE INC | $0 | – | -33,110 | – | -1.10% | – |
| VO | Exit | VANGUARD INDEX FDSmid cap etf | $0 | – | -48,718 | – | -1.17% | – |
| GVAL | Exit | CAMBRIA ETF TRglobal value etf | $0 | – | -339,001 | – | -1.17% | – |
| EYLD | Exit | CAMBRIA ETF TRemrg sharehldr | $0 | – | -248,837 | – | -1.17% | – |
| DBE | Exit | INVESCO DB MLTI SECTR CMMTYenergy fd | $0 | – | -442,104 | – | -1.18% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -105,058 | – | -1.23% | – |
| IXN | Exit | ISHARES TRglobal tech etf | $0 | – | -48,650 | – | -1.25% | – |
| FAIL | Exit | CAMBRIA ETF TRsovereign bd etf | $0 | – | -359,305 | – | -1.27% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -78,432 | – | -1.30% | – |
| BND | Exit | VANGUARD BD INDEX FD INCtotal bnd mrkt | $0 | – | -122,603 | – | -1.41% | – |
| VTI | Exit | VANGUARD INDEX FDStotal stk mkt | $0 | – | -68,026 | – | -1.49% | – |
| VAMO | Exit | CAMBRIA ETF TRvalue momentum | $0 | – | -457,133 | – | -1.70% | – |
| WTMF | Exit | WISDOMTREE TRfutre strat fd | $0 | – | -287,027 | – | -1.72% | – |
| SYLD | Exit | CAMBRIA ETF TR | $0 | – | -318,419 | – | -1.84% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -77,301 | – | -1.91% | – |
| GMOM | Exit | CAMBRIA ETF TRglb moment etf | $0 | – | -870,553 | – | -3.41% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | Buy | CAMBRIA ETF TRglb moment etf | $23,287,000 | +1.0% | 870,553 | +0.6% | 3.41% | -0.1% |
| IWM | Sell | ISHARES TRrussell 2000 etf | $13,029,000 | -1.6% | 77,301 | -2.7% | 1.91% | -2.7% |
| SYLD | Sell | CAMBRIA ETF TR | $12,578,000 | +2.5% | 318,419 | -1.4% | 1.84% | +1.4% |
| WTMF | Buy | WISDOMTREE TRfutre strat fd | $11,699,000 | +106.6% | 287,027 | +102.1% | 1.72% | +104.4% |
| VAMO | Buy | CAMBRIA ETF TRvalue momentum | $11,566,000 | +124.4% | 457,133 | +128.2% | 1.70% | +121.9% |
| VTI | Buy | VANGUARD INDEX FDStotal stk mkt | $10,180,000 | +224.1% | 68,026 | +205.0% | 1.49% | +220.9% |
| BND | Buy | VANGUARD BD INDEX FD INCtotal bnd mrkt | $9,649,000 | +6.6% | 122,603 | +7.3% | 1.41% | +5.4% |
| GLD | Sell | SPDR GOLD TRUST | $8,844,000 | -6.3% | 78,432 | -2.3% | 1.30% | -7.3% |
| FAIL | Buy | CAMBRIA ETF TRsovereign bd etf | $8,660,000 | -3.1% | 359,305 | +2.4% | 1.27% | -4.2% |
| IXN | Sell | ISHARES TRglobal tech etf | $8,520,000 | +5.2% | 48,650 | -1.2% | 1.25% | +4.1% |
| IYR | Sell | ISHARES TRu.s. real es etf | $8,407,000 | -3.6% | 105,058 | -2.5% | 1.23% | -4.6% |
| DBE | Sell | INVESCO DB MLTI SECTR CMMTYenergy fd | $8,015,000 | +4.9% | 442,104 | -1.2% | 1.18% | +3.8% |
| EYLD | Sell | CAMBRIA ETF TRemrg sharehldr | $8,005,000 | -39.7% | 248,837 | -38.5% | 1.17% | -40.4% |
| GVAL | Sell | CAMBRIA ETF TRglobal value etf | $8,007,000 | -42.1% | 339,001 | -41.6% | 1.17% | -42.8% |
| VO | Buy | VANGUARD INDEX FDSmid cap etf | $7,999,000 | +466.5% | 48,718 | +443.8% | 1.17% | +460.8% |
| AAPL | Sell | APPLE INC | $7,474,000 | +9.8% | 33,110 | -8.9% | 1.10% | +8.5% |
| VNQ | Buy | VANGUARD INDEX FDSreal estate etf | $7,346,000 | +567.2% | 91,053 | +576.4% | 1.08% | +560.7% |
| EFA | Sell | ISHARES TRmsci eafe etf | $7,302,000 | -2.1% | 107,391 | -2.4% | 1.07% | -3.2% |
| TXN | Buy | TEXAS INSTRS INC | $6,569,000 | -3.2% | 61,220 | +1.0% | 0.96% | -4.2% |
| VBR | New | VANGUARD INDEX FDSsm cp val etf | $6,557,000 | – | 47,048 | – | 0.96% | – |
| IWC | Sell | ISHARES TRmicro-cap etf | $6,428,000 | -0.5% | 60,467 | -1.2% | 0.94% | -1.6% |
| PDBC | Buy | INVESCO ACTIVELY MANAGD ETFoptimum yield | $6,429,000 | +3.3% | 342,497 | +0.6% | 0.94% | +2.2% |
| REZ | New | ISHARES TRresidnl real est | $6,289,000 | – | 100,000 | – | 0.92% | – |
| RXI | New | ISHARES TRglb cns disc etf | $6,151,000 | – | 51,204 | – | 0.90% | – |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $6,140,000 | +1.3% | 21,119 | -2.7% | 0.90% | +0.2% |
| WMT | Sell | WALMART INC | $6,046,000 | +2.8% | 64,387 | -5.2% | 0.89% | +1.7% |
| AFL | Sell | AFLAC INC | $5,962,000 | +7.0% | 126,648 | -2.5% | 0.87% | +5.9% |
| IXC | Sell | ISHARES TRglobal energ etf | $5,726,000 | -0.3% | 151,807 | -1.2% | 0.84% | -1.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $5,574,000 | -0.2% | 49,395 | -5.1% | 0.82% | -1.2% |
| VB | Sell | VANGUARD INDEX FDSsmall cp etf | $5,557,000 | +3.2% | 34,180 | -1.2% | 0.81% | +2.0% |
| GUNR | Sell | FLEXSHARES TRmornstar upstr | $5,427,000 | -1.3% | 160,362 | -1.2% | 0.80% | -2.5% |
| USB | Buy | US BANCORP DEL | $5,190,000 | +4.4% | 98,277 | +0.2% | 0.76% | +3.3% |
| ANTM | Sell | ANTHEM INC | $5,025,000 | +11.5% | 18,337 | -0.6% | 0.74% | +10.2% |
| LLY | Sell | LILLY ELI & CO | $4,894,000 | +12.2% | 45,607 | -8.3% | 0.72% | +11.0% |
| IXJ | New | ISHARES TRglob hlthcre etf | $4,882,000 | – | 77,520 | – | 0.72% | – |
| ABT | Sell | ABBOTT LABS | $4,849,000 | +8.3% | 66,093 | -9.3% | 0.71% | +7.2% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $4,760,000 | +5.4% | 26,366 | -10.3% | 0.70% | +4.3% |
| FYLD | Sell | CAMBRIA ETF TRcambria fgn shr | $4,752,000 | -57.0% | 188,730 | -57.0% | 0.70% | -57.5% |
| TLT | Sell | ISHARES TR20 yr tr bd etf | $4,737,000 | -6.3% | 40,394 | -2.4% | 0.69% | -7.3% |
| MRK | Sell | MERCK & CO INC | $4,723,000 | +11.8% | 66,580 | -2.4% | 0.69% | +10.5% |
| LMT | Sell | LOCKHEED MARTIN CORP | $4,691,000 | +10.1% | 13,558 | -1.2% | 0.69% | +8.9% |
| HRS | Sell | HARRIS CORP DEL | $4,664,000 | +5.4% | 27,560 | -8.1% | 0.68% | +4.3% |
| AMGN | Sell | AMGEN INC | $4,651,000 | +5.0% | 22,437 | -3.1% | 0.68% | +4.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $4,644,000 | +10.0% | 33,612 | -1.7% | 0.68% | +9.0% |
| ORCL | Sell | ORACLE CORP | $4,644,000 | +9.6% | 90,074 | -0.2% | 0.68% | +8.4% |
| MSFT | Sell | MICROSOFT CORP | $4,633,000 | -5.2% | 40,507 | -15.3% | 0.68% | -6.2% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $4,614,000 | +4.9% | 33,002 | -4.4% | 0.68% | +3.7% |
| DG | Sell | DOLLAR GEN CORP NEW | $4,576,000 | +9.6% | 41,861 | -0.8% | 0.67% | +8.4% |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $4,551,000 | -7.8% | 34,486 | -18.5% | 0.67% | -8.8% |
| CSCO | Sell | CISCO SYS INC | $4,554,000 | -0.6% | 93,612 | -12.7% | 0.67% | -1.8% |
| KMB | Sell | KIMBERLY CLARK CORP | $4,537,000 | +7.4% | 39,928 | -0.4% | 0.66% | +6.2% |
| PG | Buy | PROCTER AND GAMBLE CO | $4,502,000 | +8.1% | 54,095 | +2.7% | 0.66% | +7.0% |
| XOM | Buy | EXXON MOBIL CORP | $4,500,000 | +3.9% | 52,921 | +0.9% | 0.66% | +2.8% |
| SYY | Sell | SYSCO CORP | $4,467,000 | -7.0% | 60,987 | -11.6% | 0.66% | -7.9% |
| T | Buy | AT&T INC | $4,468,000 | +12.7% | 133,042 | +7.3% | 0.66% | +11.6% |
| MO | Buy | ALTRIA GROUP INC | $4,466,000 | +9.1% | 74,048 | +3.1% | 0.66% | +7.9% |
| WM | Sell | WASTE MGMT INC DEL | $4,459,000 | +3.0% | 49,348 | -5.5% | 0.65% | +1.9% |
| PAYX | Sell | PAYCHEX INC | $4,424,000 | -1.1% | 60,065 | -6.9% | 0.65% | -2.3% |
| EMR | Sell | EMERSON ELEC CO | $4,414,000 | +2.9% | 57,638 | -6.9% | 0.65% | +1.9% |
| PEP | Sell | PEPSICO INC | $4,410,000 | -0.2% | 39,442 | -0.5% | 0.65% | -1.4% |
| GPC | Sell | GENUINE PARTS CO | $4,395,000 | +5.0% | 44,215 | -2.0% | 0.64% | +3.9% |
| ACN | Sell | ACCENTURE PLC IRELAND | $4,396,000 | -5.4% | 25,831 | -7.8% | 0.64% | -6.5% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,374,000 | -7.1% | 16,438 | -12.0% | 0.64% | -8.0% |
| SBUX | Buy | STARBUCKS CORP | $4,373,000 | +15.8% | 76,941 | +2.3% | 0.64% | +14.7% |
| MMM | Sell | 3M CO | $4,351,000 | +5.2% | 20,649 | -0.3% | 0.64% | +4.2% |
| FDS | Sell | FACTSET RESH SYS INC | $4,355,000 | +1.8% | 19,466 | -8.8% | 0.64% | +0.6% |
| REM | New | ISHARES TRmortge rel etf | $4,356,000 | – | 100,000 | – | 0.64% | – |
| MCD | Sell | MCDONALDS CORP | $4,343,000 | +4.2% | 25,962 | -1.6% | 0.64% | +3.1% |
| NEE | Sell | NEXTERA ENERGY INC | $4,332,000 | -6.2% | 25,844 | -5.7% | 0.64% | -7.2% |
| APD | Sell | AIR PRODS & CHEMS INC | $4,334,000 | +3.7% | 25,947 | -3.4% | 0.64% | +2.6% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $4,273,000 | -8.2% | 52,007 | -7.2% | 0.63% | -9.1% |
| CVX | Buy | CHEVRON CORP NEW | $4,252,000 | -1.3% | 34,765 | +0.3% | 0.62% | -2.4% |
| CME | Sell | CME GROUP INC | $4,253,000 | -7.4% | 24,987 | -9.5% | 0.62% | -8.5% |
| DEO | Sell | DIAGEO P L Cspon adr new | $4,224,000 | -4.9% | 29,812 | -2.2% | 0.62% | -5.9% |
| SO | Buy | SOUTHERN CO | $4,189,000 | -4.1% | 96,085 | +3.9% | 0.61% | -5.1% |
| EV | Sell | EATON VANCE CORP | $4,174,000 | -2.5% | 79,405 | -2.0% | 0.61% | -3.5% |
| MS | Buy | MORGAN STANLEY | $3,980,000 | +2.1% | 85,470 | +6.2% | 0.58% | +1.0% |
| WFC | Sell | WELLS FARGO CO NEW | $3,967,000 | -9.4% | 75,482 | -2.7% | 0.58% | -10.3% |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $3,641,000 | -1.8% | 66,760 | -1.5% | 0.53% | -2.7% |
| VGIT | Buy | VANGUARD SCOTTSDALE FDSinter term treas | $3,236,000 | +10.4% | 52,118 | +11.4% | 0.47% | +9.2% |
| MTUM | Sell | ISHARES TRusa momentum fct | $3,133,000 | +6.3% | 26,326 | -2.0% | 0.46% | +5.3% |
| FCN | Buy | FTI CONSULTING INC | $2,908,000 | +25.5% | 39,733 | +3.7% | 0.43% | +24.2% |
| VNQI | Sell | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $2,790,000 | -65.8% | 49,657 | -64.7% | 0.41% | -66.2% |
| HD | Buy | HOME DEPOT INC | $2,633,000 | +7.7% | 12,712 | +1.5% | 0.39% | +6.6% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $2,615,000 | -1.5% | 18,531 | -1.0% | 0.38% | -2.5% |
| HYEM | Sell | VANECK VECTORS ETF TRemerging mkts hi | $2,545,000 | -2.2% | 111,199 | -2.0% | 0.37% | -3.1% |
| BJRI | Buy | BJS RESTAURANTS INC | $2,531,000 | +22.1% | 35,056 | +1.4% | 0.37% | +20.8% |
| LOW | Buy | LOWES COS INC | $2,492,000 | +21.9% | 21,700 | +1.4% | 0.36% | +20.5% |
| MUB | Sell | ISHARES TRnational mun etf | $2,485,000 | -11.6% | 23,024 | -10.5% | 0.36% | -12.5% |
| ORLY | Buy | O REILLY AUTOMOTIVE INC NEW | $2,475,000 | +28.8% | 7,126 | +1.5% | 0.36% | +27.4% |
| VGLT | Sell | VANGUARD SCOTTSDALE FDSlong term treas | $2,456,000 | -5.4% | 34,028 | -2.0% | 0.36% | -6.5% |
| INTC | Sell | INTEL CORP | $2,425,000 | -48.4% | 51,275 | -44.4% | 0.36% | -49.0% |
| UAL | Buy | UNITED CONTL HLDGS INC | $2,374,000 | +29.6% | 26,652 | +1.5% | 0.35% | +28.4% |
| BBY | Buy | BEST BUY INC | $2,332,000 | +11.2% | 29,387 | +4.5% | 0.34% | +10.0% |
| VLO | Buy | VALERO ENERGY CORP NEW | $2,194,000 | +7.0% | 19,287 | +4.3% | 0.32% | +5.9% |
| ORI | Buy | OLD REP INTL CORP | $2,122,000 | +18.2% | 94,821 | +5.2% | 0.31% | +16.9% |
| SCHP | Buy | SCHWAB STRATEGIC TRus tips etf | $2,093,000 | +1.0% | 38,797 | +2.8% | 0.31% | 0.0% |
| LUV | Buy | SOUTHWEST AIRLS CO | $2,082,000 | +24.5% | 33,346 | +1.4% | 0.30% | +23.0% |
| SCHH | Sell | SCHWAB STRATEGIC TRus reit etf | $2,058,000 | -2.1% | 49,318 | -2.0% | 0.30% | -2.9% |
| ETN | Buy | EATON CORP PLC | $2,029,000 | +17.8% | 23,391 | +1.4% | 0.30% | +16.5% |
| BKE | Buy | BUCKLE INC | $2,005,000 | -11.2% | 86,974 | +3.6% | 0.29% | -12.0% |
| WIP | Buy | SPDR SERIES TRUSTftse int gvt etf | $1,973,000 | +0.1% | 37,511 | +3.2% | 0.29% | -1.0% |
| ALL | Buy | ALLSTATE CORP | $1,968,000 | +9.7% | 19,940 | +1.5% | 0.29% | +8.3% |
| KSS | Buy | KOHLS CORP | $1,950,000 | +6.3% | 26,165 | +4.0% | 0.29% | +5.1% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $1,954,000 | -2.0% | 23,391 | -2.0% | 0.29% | -3.1% |
| STI | Buy | SUNTRUST BKS INC | $1,943,000 | +2.6% | 29,089 | +1.5% | 0.28% | +1.8% |
| BA | Buy | BOEING CO | $1,930,000 | +17.0% | 5,190 | +5.6% | 0.28% | +16.0% |
| GCI | Buy | GANNETT CO INC | $1,905,000 | -3.1% | 190,384 | +3.6% | 0.28% | -4.1% |
| GES | Buy | GUESS INC | $1,859,000 | +11.2% | 82,273 | +5.3% | 0.27% | +9.7% |
| SIX | Buy | SIX FLAGS ENTMT CORP NEW | $1,804,000 | +1.1% | 25,839 | +1.4% | 0.26% | 0.0% |
| GLW | Buy | CORNING INC | $1,786,000 | +30.2% | 50,592 | +1.4% | 0.26% | +29.1% |
| MPC | Buy | MARATHON PETE CORP | $1,782,000 | +15.6% | 22,286 | +1.4% | 0.26% | +14.5% |
| AGO | Buy | ASSURED GUARANTY LTD | $1,771,000 | +19.9% | 41,938 | +1.4% | 0.26% | +18.7% |
| VOYA | Buy | VOYA FINL INC | $1,755,000 | +9.8% | 35,333 | +3.8% | 0.26% | +8.4% |
| WDR | Buy | WADDELL & REED FINL INCcl a | $1,744,000 | +19.6% | 82,335 | +1.4% | 0.26% | +18.5% |
| LZB | Buy | LA Z BOY INC | $1,735,000 | +4.8% | 54,897 | +1.4% | 0.25% | +3.7% |
| DFS | Buy | DISCOVER FINL SVCS | $1,715,000 | +10.1% | 22,431 | +1.4% | 0.25% | +8.7% |
| ARCH | Buy | ARCH COAL INCcl a | $1,703,000 | +18.3% | 19,045 | +3.8% | 0.25% | +17.4% |
| AVT | Buy | AVNET INC | $1,691,000 | +5.9% | 37,763 | +1.4% | 0.25% | +4.6% |
| TRV | Buy | TRAVELERS COMPANIES INC | $1,690,000 | +7.6% | 13,026 | +1.4% | 0.25% | +6.4% |
| HCC | Buy | WARRIOR MET COAL INC | $1,688,000 | +1.7% | 62,460 | +3.8% | 0.25% | +0.4% |
| VEA | Sell | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,645,000 | -79.2% | 37,999 | -79.4% | 0.24% | -79.4% |
| HPQ | Buy | HP INC | $1,598,000 | +20.3% | 62,007 | +5.9% | 0.23% | +18.8% |
| SHV | Sell | ISHARES TRshort treas bd | $1,569,000 | -1.6% | 14,207 | -1.7% | 0.23% | -2.5% |
| CMI | Buy | CUMMINS INC | $1,570,000 | +11.4% | 10,750 | +1.5% | 0.23% | +10.0% |
| AMP | Buy | AMERIPRISE FINL INC | $1,551,000 | +7.0% | 10,507 | +1.4% | 0.23% | +5.6% |
| SYF | Buy | SYNCHRONY FINL | $1,527,000 | -5.5% | 49,120 | +1.4% | 0.22% | -6.3% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $1,498,000 | -1.0% | 65,502 | +1.4% | 0.22% | -1.8% |
| HIBB | Buy | HIBBETT SPORTS INC | $1,491,000 | -14.9% | 79,298 | +3.6% | 0.22% | -15.8% |
| CFG | Buy | CITIZENS FINL GROUP INC | $1,470,000 | +0.6% | 38,104 | +1.4% | 0.22% | -0.5% |
| GATX | Buy | GATX CORP | $1,461,000 | +18.4% | 16,867 | +1.4% | 0.21% | +16.9% |
| VMOT | Buy | ALPHA ARCHITECT ETF TRval momtm trnd | $1,459,000 | +5.7% | 50,344 | +5.2% | 0.21% | +4.9% |
| AXS | Buy | AXIS CAPITAL HOLDINGS LTD | $1,436,000 | +5.3% | 24,882 | +1.4% | 0.21% | +4.0% |
| GNTX | Buy | GENTEX CORP | $1,404,000 | -5.4% | 65,403 | +1.4% | 0.21% | -6.4% |
| DAL | Buy | DELTA AIR LINES INC DEL | $1,398,000 | +18.4% | 24,177 | +1.4% | 0.20% | +17.1% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $1,402,000 | +13.2% | 85,977 | +1.4% | 0.20% | +12.0% |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $1,392,000 | +8.2% | 15,190 | +1.4% | 0.20% | +6.8% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $1,394,000 | +24.9% | 14,669 | +1.5% | 0.20% | +23.6% |
| FITB | Buy | FIFTH THIRD BANCORP | $1,395,000 | -1.3% | 49,980 | +1.4% | 0.20% | -2.4% |
| DECK | Buy | DECKERS OUTDOOR CORP | $1,378,000 | +11.0% | 11,616 | +5.6% | 0.20% | +9.8% |
| URBN | Buy | URBAN OUTFITTERS INC | $1,356,000 | -3.7% | 33,145 | +4.9% | 0.20% | -4.8% |
| AXP | Buy | AMERICAN EXPRESS CO | $1,356,000 | +10.2% | 12,729 | +1.5% | 0.20% | +9.3% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,343,000 | -1.8% | 17,179 | -2.0% | 0.20% | -3.0% |
| NYCB | Buy | NEW YORK CMNTY BANCORP INC | $1,308,000 | -4.7% | 126,160 | +1.4% | 0.19% | -5.4% |
| IHY | Sell | VANECK VECTORS ETF TRintl high yield | $1,298,000 | -2.0% | 53,290 | -2.0% | 0.19% | -3.1% |
| FL | Buy | FOOT LOCKER INC | $1,293,000 | +2.2% | 25,349 | +5.5% | 0.19% | +1.1% |
| CVI | Buy | CVR ENERGY INC | $1,285,000 | +10.3% | 31,940 | +1.4% | 0.19% | +8.7% |
| RHI | Buy | ROBERT HALF INTL INC | $1,271,000 | +9.7% | 18,060 | +1.4% | 0.19% | +8.1% |
| KORS | Buy | MICHAEL KORS HLDGS LTD | $1,268,000 | +8.2% | 18,496 | +5.1% | 0.19% | +6.9% |
| CNO | Buy | CNO FINL GROUP INC | $1,254,000 | +13.1% | 59,117 | +1.5% | 0.18% | +12.2% |
| DSW | Buy | DSW INCcl a | $1,258,000 | +33.1% | 37,139 | +1.5% | 0.18% | +31.4% |
| STLD | Buy | STEEL DYNAMICS INC | $1,248,000 | -0.2% | 27,613 | +1.4% | 0.18% | -1.1% |
| AET | Buy | AETNA INC NEW | $1,239,000 | +12.2% | 6,106 | +1.4% | 0.18% | +11.0% |
| MYL | Buy | MYLAN N V | $1,231,000 | +2.8% | 33,643 | +1.5% | 0.18% | +1.7% |
| SANM | Buy | SANMINA CORPORATION | $1,229,000 | -4.4% | 44,529 | +1.4% | 0.18% | -5.8% |
| UNM | Buy | UNUM GROUP | $1,223,000 | +7.2% | 31,290 | +1.4% | 0.18% | +5.9% |
| CIT | Buy | CIT GROUP INC | $1,206,000 | +3.9% | 23,364 | +1.5% | 0.18% | +2.9% |
| ANF | Buy | ABERCROMBIE & FITCH COcl a | $1,178,000 | -8.2% | 55,760 | +6.4% | 0.17% | -8.9% |
| LNC | Buy | LINCOLN NATL CORP IND | $1,163,000 | +10.2% | 17,189 | +1.5% | 0.17% | +9.0% |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $1,145,000 | -0.9% | 22,920 | +1.4% | 0.17% | -1.8% |
| MAN | Buy | MANPOWERGROUP INC | $1,149,000 | +1.3% | 13,372 | +1.4% | 0.17% | 0.0% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $1,134,000 | +2.3% | 8,328 | +1.4% | 0.17% | +1.2% |
| GPS | Buy | GAP INC DEL | $1,123,000 | -9.7% | 38,920 | +1.4% | 0.16% | -10.3% |
| TGT | Buy | TARGET CORP | $1,103,000 | +17.6% | 12,500 | +1.5% | 0.16% | +16.5% |
| IR | Buy | INGERSOLL-RAND PLC | $1,094,000 | +15.6% | 10,694 | +1.5% | 0.16% | +14.3% |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $1,079,000 | +19.8% | 4,214 | +1.4% | 0.16% | +18.8% |
| CBS | Buy | CBS CORP NEWcl b | $1,054,000 | +3.7% | 18,340 | +1.4% | 0.15% | +2.0% |
| SNV | Buy | SYNOVUS FINL CORP | $1,047,000 | -12.0% | 22,858 | +1.5% | 0.15% | -13.1% |
| LEA | Buy | LEAR CORP | $1,034,000 | -20.8% | 7,128 | +1.5% | 0.15% | -21.2% |
| EMN | Buy | EASTMAN CHEM CO | $1,032,000 | -2.8% | 10,780 | +1.4% | 0.15% | -3.8% |
| LEN | Buy | LENNAR CORPcl a | $1,021,000 | -9.8% | 21,871 | +1.4% | 0.15% | -10.7% |
| AES | Buy | AES CORP | $1,025,000 | +6.0% | 73,190 | +1.4% | 0.15% | +4.9% |
| AIG | Buy | AMERICAN INTL GROUP INC | $1,014,000 | +1.9% | 19,041 | +1.4% | 0.15% | +1.4% |
| KALU | Buy | KAISER ALUMINUM CORP | $1,004,000 | +6.2% | 9,206 | +1.5% | 0.15% | +5.0% |
| AMAT | Buy | APPLIED MATLS INC | $996,000 | -15.1% | 25,768 | +1.4% | 0.15% | -16.1% |
| DDS | Buy | DILLARDS INCcl a | $983,000 | +6.8% | 12,884 | +32.3% | 0.14% | +5.9% |
| HIIQ | Buy | HEALTH INS INNOVATIONS INC | $949,000 | +123.3% | 15,400 | +17.2% | 0.14% | +120.6% |
| UVV | Buy | UNIVERSAL CORP VA | $951,000 | -0.1% | 14,627 | +1.4% | 0.14% | -1.4% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $929,000 | -5.4% | 9,064 | +1.4% | 0.14% | -6.2% |
| PGR | Buy | PROGRESSIVE CORP OHIO | $923,000 | +40.9% | 12,988 | +17.2% | 0.14% | +39.2% |
| WOR | Buy | WORTHINGTON INDS INC | $909,000 | +4.7% | 20,970 | +1.5% | 0.13% | +3.1% |
| WNC | Buy | WABASH NATL CORP | $899,000 | -0.9% | 49,331 | +1.4% | 0.13% | -1.5% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $891,000 | +4.5% | 13,732 | +1.4% | 0.13% | +4.0% |
| MCK | Buy | MCKESSON CORP | $889,000 | +32.3% | 6,703 | +33.1% | 0.13% | +30.0% |
| CROX | Buy | CROCS INC | $869,000 | +41.8% | 40,801 | +17.2% | 0.13% | +39.6% |
| CTB | Buy | COOPER TIRE & RUBR CO | $856,000 | +9.2% | 30,246 | +1.4% | 0.12% | +7.8% |
| SGOL | Sell | ETFS GOLD TR | $829,000 | -23.3% | 7,204 | -19.8% | 0.12% | -24.4% |
| STT | Buy | STATE STR CORP | $821,000 | -8.7% | 9,800 | +1.4% | 0.12% | -9.8% |
| GDOT | Buy | GREEN DOT CORPcl a | $800,000 | +41.8% | 9,008 | +17.2% | 0.12% | +39.3% |
| CNX | Buy | CNX RESOURCES CORPORATION | $801,000 | -18.3% | 55,975 | +1.4% | 0.12% | -19.3% |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $771,000 | +51.2% | 15,340 | +37.7% | 0.11% | +48.7% |
| MET | Buy | METLIFE INC | $765,000 | +8.7% | 16,380 | +1.4% | 0.11% | +7.7% |
| RLGY | Buy | REALOGY HLDGS CORP | $736,000 | +20.7% | 35,656 | +33.2% | 0.11% | +20.0% |
| VC | Buy | VISTEON CORP | $699,000 | -27.1% | 7,529 | +1.5% | 0.10% | -28.2% |
| WTI | Buy | W & T OFFSHORE INC | $686,000 | +58.1% | 71,134 | +17.2% | 0.10% | +57.8% |
| CMTL | Buy | COMTECH TELECOMMUNICATIONS C | $659,000 | +33.4% | 18,162 | +17.2% | 0.10% | +32.9% |
| VRS | Buy | VERSO CORPcl a | $626,000 | +81.4% | 18,582 | +17.2% | 0.09% | +80.4% |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $624,000 | +89.1% | 21,662 | +17.2% | 0.09% | +85.7% |
| KDP | New | KEURIG DR PEPPER INC | $607,000 | – | 26,199 | – | 0.09% | – |
| CNC | Buy | CENTENE CORP DEL | $596,000 | +37.6% | 4,119 | +17.2% | 0.09% | +35.9% |
| MOV | Buy | MOVADO GROUP INC | $573,000 | +1.8% | 13,675 | +17.2% | 0.08% | +1.2% |
| ARCB | Buy | ARCBEST CORP | $571,000 | +24.4% | 11,764 | +17.2% | 0.08% | +23.5% |
| AEL | Buy | AMERICAN EQTY INVT LIFE HLD | $563,000 | +15.1% | 15,911 | +17.2% | 0.08% | +15.3% |
| FOSL | Buy | FOSSIL GROUP INC | $563,000 | +1.6% | 24,176 | +17.2% | 0.08% | +1.2% |
| CONN | Buy | CONNS INC | $560,000 | +25.6% | 15,845 | +17.2% | 0.08% | +24.2% |
| ENVA | Buy | ENOVA INTL INC | $544,000 | -7.5% | 18,873 | +17.2% | 0.08% | -8.0% |
| HUM | Buy | HUMANA INC | $543,000 | +33.4% | 1,604 | +17.2% | 0.08% | +33.3% |
| RILY | Buy | B RILEY FINL INC | $516,000 | +17.8% | 22,785 | +17.2% | 0.08% | +16.9% |
| QSY | Sell | WISDOMTREE TRus qlt shrhd yld | $511,000 | -5.7% | 5,849 | -9.2% | 0.08% | -6.2% |
| HFC | Buy | HOLLYFRONTIER CORP | $497,000 | +19.8% | 7,108 | +17.2% | 0.07% | +19.7% |
| WRLD | Buy | WORLD ACCEP CORP DEL | $490,000 | +21.0% | 4,282 | +17.3% | 0.07% | +20.0% |
| KFY | Buy | KORN FERRY INTL | $482,000 | -6.8% | 9,795 | +17.2% | 0.07% | -7.8% |
| PENN | Buy | PENN NATL GAMING INC | $478,000 | +14.9% | 14,517 | +17.2% | 0.07% | +12.9% |
| WCG | Buy | WELLCARE HEALTH PLANS INC | $470,000 | +52.6% | 1,465 | +17.2% | 0.07% | +50.0% |
| UVE | Buy | UNIVERSAL INS HLDGS INC | $463,000 | +61.9% | 9,540 | +17.2% | 0.07% | +61.9% |
| RFP | Buy | RESOLUTE FST PRODS INC | $456,000 | +46.6% | 35,228 | +17.2% | 0.07% | +45.7% |
| SCVL | Buy | SHOE CARNIVAL INC | $450,000 | +38.9% | 11,689 | +17.2% | 0.07% | +37.5% |
| DK | Buy | DELEK US HLDGS INC NEW | $447,000 | -0.9% | 10,539 | +17.2% | 0.07% | -1.5% |
| TBBK | Buy | BANCORP INC DEL | $447,000 | +7.5% | 46,621 | +17.2% | 0.07% | +6.5% |
| EMLC | Sell | VANECK VECTORS ETF TRjp morgan mkts | $442,000 | -16.9% | 26,843 | -13.2% | 0.06% | -17.7% |
| OFG | Buy | OFG BANCORP | $439,000 | +34.7% | 27,182 | +17.2% | 0.06% | +33.3% |
| PBF | Buy | PBF ENERGY INCcl a | $440,000 | +39.7% | 8,807 | +17.2% | 0.06% | +36.2% |
| FNHC | Buy | FEDNAT HLDG CO | $428,000 | +29.7% | 16,781 | +17.2% | 0.06% | +28.6% |
| ATGE | Buy | ADTALEM GLOBAL ED INC | $421,000 | +17.6% | 8,736 | +17.2% | 0.06% | +17.0% |
| RL | Buy | RALPH LAUREN CORPcl a | $415,000 | +28.1% | 3,016 | +17.1% | 0.06% | +27.1% |
| TLYS | Buy | TILLYS INCcl a | $419,000 | +46.5% | 22,105 | +17.2% | 0.06% | +45.2% |
| ONDK | Buy | ON DECK CAP INC | $402,000 | +26.8% | 53,108 | +17.2% | 0.06% | +25.5% |
| KEM | Buy | KEMET CORP | $399,000 | -9.9% | 21,488 | +17.2% | 0.06% | -12.1% |
| KMPR | Buy | KEMPER CORP DEL | $399,000 | +24.7% | 4,965 | +17.2% | 0.06% | +23.4% |
| XCRA | Buy | XCERRA CORP | $399,000 | +19.8% | 27,987 | +17.2% | 0.06% | +18.4% |
| SUSA | Sell | ISHARES TRmsci usa esg slc | $396,000 | -57.7% | 3,321 | -59.1% | 0.06% | -58.3% |
| AA | Buy | ALCOA CORP | $386,000 | +1.0% | 9,552 | +17.2% | 0.06% | 0.0% |
| AAN | Buy | AARONS INC | $383,000 | +46.7% | 7,038 | +17.2% | 0.06% | +43.6% |
| WERN | Buy | WERNER ENTERPRISES INC | $379,000 | +10.5% | 10,716 | +17.2% | 0.06% | +9.8% |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS NE | $372,000 | +25.3% | 14,978 | +17.2% | 0.06% | +25.0% |
| TCF | Buy | TCF FINL CORP | $367,000 | +13.3% | 15,417 | +17.2% | 0.05% | +12.5% |
| SCHN | Buy | SCHNITZER STL INDScl a | $370,000 | -5.9% | 13,675 | +17.2% | 0.05% | -6.9% |
| GNW | Buy | GENWORTH FINL INC | $368,000 | +8.9% | 88,148 | +17.2% | 0.05% | +8.0% |
| LPX | Buy | LOUISIANA PAC CORP | $359,000 | +14.0% | 13,569 | +17.2% | 0.05% | +12.8% |
| CTRN | Buy | CITI TRENDS INC | $360,000 | +22.9% | 12,515 | +17.2% | 0.05% | +23.3% |
| HSII | Buy | HEIDRICK & STRUGGLES INTL IN | $363,000 | +13.4% | 10,722 | +17.2% | 0.05% | +12.8% |
| RF | Buy | REGIONS FINL CORP NEW | $357,000 | +21.0% | 19,450 | +17.2% | 0.05% | +18.2% |
| LTRPA | Buy | LIBERTY TRIPADVISOR HLDGS IN | $353,000 | +8.0% | 23,775 | +17.2% | 0.05% | +8.3% |
| M | Buy | MACYS INC | $357,000 | +8.8% | 10,268 | +17.2% | 0.05% | +6.1% |
| FCAU | Buy | FIAT CHRYSLER AUTOMOBILES N | $332,000 | +8.9% | 18,938 | +17.2% | 0.05% | +8.9% |
| CNNE | Buy | CANNAE HLDGS INC | $334,000 | +32.0% | 15,958 | +17.2% | 0.05% | +32.4% |
| IPI | Buy | INTREPID POTASH INC | $325,000 | +2.5% | 90,548 | +17.2% | 0.05% | +2.1% |
| ZUMZ | Buy | ZUMIEZ INC | $323,000 | +23.3% | 12,250 | +17.2% | 0.05% | +20.5% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $323,000 | +2.9% | 15,863 | +17.2% | 0.05% | 0.0% |
| VTEB | Buy | VANGUARD MUN BD FD INCtax exempt bd | $314,000 | +36.5% | 6,208 | +37.6% | 0.05% | +35.3% |
| RUSHA | Buy | RUSH ENTERPRISES INCcl a | $302,000 | +6.3% | 7,685 | +17.2% | 0.04% | +4.8% |
| WD | Buy | WALKER & DUNLOP INC | $302,000 | +11.4% | 5,716 | +17.2% | 0.04% | +10.0% |
| NWY | Buy | NEW YORK & CO INC | $297,000 | -11.6% | 76,825 | +17.2% | 0.04% | -12.0% |
| ZAGG | Buy | ZAGG INC | $302,000 | 0.0% | 20,456 | +17.2% | 0.04% | -2.2% |
| HRTG | Buy | HERITAGE INS HLDGS INC | $295,000 | +4.2% | 19,929 | +17.2% | 0.04% | +2.4% |
| TLRDQ | Buy | TAILORED BRANDS INC | $293,000 | +15.8% | 11,635 | +17.2% | 0.04% | +16.2% |
| BTU | Buy | PEABODY ENERGY CORP NEW | $285,000 | -8.1% | 8,001 | +17.2% | 0.04% | -8.7% |
| ESIO | Buy | ELECTRO SCIENTIFIC INDS | $287,000 | +29.9% | 16,458 | +17.2% | 0.04% | +27.3% |
| HUN | Buy | HUNTSMAN CORP | $286,000 | +9.2% | 10,510 | +17.2% | 0.04% | +7.7% |
| TUSK | Buy | MAMMOTH ENERGY SVCS INC | $279,000 | +0.4% | 9,596 | +17.2% | 0.04% | 0.0% |
| Buy | CORPORATE CAP TR INC | $268,000 | +14.5% | 17,558 | +17.2% | 0.04% | +11.4% | |
| MU | Buy | MICRON TECHNOLOGY INC | $267,000 | +1.1% | 5,904 | +17.2% | 0.04% | 0.0% |
| VAC | New | MARRIOTT VACATIONS WRLDWDE C | $266,000 | – | 2,378 | – | 0.04% | – |
| SGMS | Buy | SCIENTIFIC GAMES CORP | $258,000 | -39.4% | 10,166 | +17.2% | 0.04% | -39.7% |
| VWO | Sell | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $252,000 | -97.1% | 6,135 | -97.0% | 0.04% | -97.1% |
| GTS | Buy | TRIPLE-S MGMT CORPcl b | $250,000 | -43.3% | 13,233 | +17.2% | 0.04% | -43.1% |
| EZPW | Buy | EZCORP INCcl a non vtg | $247,000 | +3.8% | 23,111 | +17.2% | 0.04% | +2.9% |
| JLL | Buy | JONES LANG LASALLE INC | $249,000 | +2.0% | 1,722 | +17.0% | 0.04% | 0.0% |
| KELYA | New | KELLY SVCS INCcl a | $247,000 | – | 10,287 | – | 0.04% | – |
| CYD | Buy | CHINA YUCHAI INTL LTD | $240,000 | -6.6% | 13,911 | +17.2% | 0.04% | -7.9% |
| TROX | Buy | TRONOX LTD | $234,000 | -28.9% | 19,622 | +17.2% | 0.03% | -30.6% |
| CNCE | Buy | CONCERT PHARMACEUTICALS INC | $223,000 | +3.2% | 15,046 | +17.2% | 0.03% | +3.1% |
| IDV | New | ISHARES TRintl sel div etf | $211,000 | – | 6,473 | – | 0.03% | – |
| VTV | Sell | VANGUARD INDEX FDSvalue etf | $214,000 | -28.7% | 1,931 | -31.5% | 0.03% | -29.5% |
| CZZ | Buy | COSAN LTD | $195,000 | +3.7% | 28,950 | +17.2% | 0.03% | +3.6% |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -3,744 | – | -0.04% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -4,578 | – | -0.04% | – |
| ILG | Exit | ILG INC | $0 | – | -12,297 | – | -0.06% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -17,457 | – | -0.32% | – |
| USCI | Exit | UNITED STS COMMODITY INDEX F | $0 | – | -103,167 | – | -0.67% | – |
| VSS | Exit | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $0 | – | -52,933 | – | -0.90% | – |
| DGS | Exit | WISDOMTREE TRemg mkts smcap | $0 | – | -135,837 | – | -0.96% | – |
| IXG | Exit | ISHARES TRglobal finls etf | $0 | – | -101,924 | – | -0.97% | – |
| MXI | Exit | ISHARES TRglobal mater etf | $0 | – | -111,194 | – | -1.11% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | New | CAMBRIA ETF TRglb moment etf | $23,060,000 | – | 865,610 | – | 3.42% | – |
| GVAL | New | CAMBRIA ETF TRglobal value etf | $13,831,000 | – | 580,624 | – | 2.05% | – |
| EYLD | New | CAMBRIA ETF TRemrg sharehldr | $13,282,000 | – | 404,405 | – | 1.97% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $13,247,000 | – | 79,434 | – | 1.96% | – |
| SYLD | New | CAMBRIA ETF TR | $12,266,000 | – | 322,803 | – | 1.82% | – |
| FYLD | New | CAMBRIA ETF TRcambria fgn shr | $11,043,000 | – | 438,639 | – | 1.64% | – |
| GLD | New | SPDR GOLD TRUST | $9,435,000 | – | 80,265 | – | 1.40% | – |
| BND | New | VANGUARD BD INDEX FD INCtotal bnd mrkt | $9,053,000 | – | 114,275 | – | 1.34% | – |
| FAIL | New | CAMBRIA ETF TRsovereign bd etf | $8,938,000 | – | 350,905 | – | 1.32% | – |
| IYR | New | ISHARES TRu.s. real es etf | $8,719,000 | – | 107,703 | – | 1.29% | – |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $8,591,000 | – | 203,539 | – | 1.27% | – |
| VNQI | New | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $8,163,000 | – | 140,535 | – | 1.21% | – |
| IXN | New | ISHARES TRglobal tech etf | $8,098,000 | – | 49,229 | – | 1.20% | – |
| VEA | New | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $7,908,000 | – | 184,245 | – | 1.17% | – |
| DBE | New | INVESCO DB MLTI SECTR CMMTYenergy fd | $7,641,000 | – | 447,367 | – | 1.13% | – |
| MXI | New | ISHARES TRglobal mater etf | $7,477,000 | – | 111,194 | – | 1.11% | – |
| EFA | New | ISHARES TRmsci eafe etf | $7,457,000 | – | 110,048 | – | 1.10% | – |
| AAPL | New | APPLE INC | $6,810,000 | – | 36,339 | – | 1.01% | – |
| TXN | New | TEXAS INSTRS INC | $6,786,000 | – | 60,617 | – | 1.00% | – |
| IXG | New | ISHARES TRglobal finls etf | $6,534,000 | – | 101,924 | – | 0.97% | – |
| DGS | New | WISDOMTREE TRemg mkts smcap | $6,478,000 | – | 135,837 | – | 0.96% | – |
| IWC | New | ISHARES TRmicro-cap etf | $6,462,000 | – | 61,186 | – | 0.96% | – |
| PDBC | New | INVESCO ACTIVELY MANAGD ETFoptimum yield | $6,225,000 | – | 340,565 | – | 0.92% | – |
| VSS | New | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $6,109,000 | – | 52,933 | – | 0.90% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $6,060,000 | – | 21,695 | – | 0.90% | – |
| WMT | New | WALMART INC | $5,882,000 | – | 67,906 | – | 0.87% | – |
| IXC | New | ISHARES TRglobal energ etf | $5,742,000 | – | 153,614 | – | 0.85% | – |
| WTMF | New | WISDOMTREE TRfutre strat fd | $5,663,000 | – | 142,031 | – | 0.84% | – |
| JPM | New | JPMORGAN CHASE & CO | $5,584,000 | – | 52,047 | – | 0.83% | – |
| AFL | New | AFLAC INC | $5,572,000 | – | 129,849 | – | 0.82% | – |
| GUNR | New | FLEXSHARES TRmornstar upstr | $5,499,000 | – | 162,271 | – | 0.82% | – |
| VB | New | VANGUARD INDEX FDSsmall cp etf | $5,384,000 | – | 34,586 | – | 0.80% | – |
| VAMO | New | CAMBRIA ETF TRvalue momentum | $5,155,000 | – | 200,342 | – | 0.76% | – |
| TLT | New | ISHARES TR20 yr tr bd etf | $5,057,000 | – | 41,377 | – | 0.75% | – |
| USB | New | US BANCORP DEL | $4,972,000 | – | 98,047 | – | 0.74% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $4,934,000 | – | 42,332 | – | 0.73% | – |
| MSFT | New | MICROSOFT CORP | $4,887,000 | – | 47,824 | – | 0.72% | – |
| SYY | New | SYSCO CORP | $4,801,000 | – | 68,984 | – | 0.71% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $4,707,000 | – | 18,674 | – | 0.70% | – |
| INTC | New | INTEL CORP | $4,700,000 | – | 92,179 | – | 0.70% | – |
| ACN | New | ACCENTURE PLC IRELAND | $4,649,000 | – | 28,003 | – | 0.69% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $4,654,000 | – | 56,063 | – | 0.69% | – |
| NEE | New | NEXTERA ENERGY INC | $4,620,000 | – | 27,405 | – | 0.68% | – |
| CME | New | CME GROUP INC | $4,594,000 | – | 27,601 | – | 0.68% | – |
| CSCO | New | CISCO SYS INC | $4,583,000 | – | 107,278 | – | 0.68% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $4,514,000 | – | 29,405 | – | 0.67% | – |
| USCI | New | UNITED STS COMMODITY INDEX F | $4,509,000 | – | 103,167 | – | 0.67% | – |
| ANTM | New | ANTHEM INC | $4,508,000 | – | 18,453 | – | 0.67% | – |
| ABT | New | ABBOTT LABS | $4,476,000 | – | 72,830 | – | 0.66% | – |
| PAYX | New | PAYCHEX INC | $4,475,000 | – | 64,538 | – | 0.66% | – |
| DEO | New | DIAGEO P L Cspon adr new | $4,441,000 | – | 30,474 | – | 0.66% | – |
| AMGN | New | AMGEN INC | $4,429,000 | – | 23,164 | – | 0.66% | – |
| HRS | New | HARRIS CORP DEL | $4,425,000 | – | 29,980 | – | 0.66% | – |
| PEP | New | PEPSICO INC | $4,420,000 | – | 39,622 | – | 0.66% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $4,400,000 | – | 34,516 | – | 0.65% | – |
| WFC | New | WELLS FARGO CO NEW | $4,377,000 | – | 77,571 | – | 0.65% | – |
| SO | New | SOUTHERN CO | $4,368,000 | – | 92,465 | – | 0.65% | – |
| LLY | New | LILLY ELI & CO | $4,361,000 | – | 49,720 | – | 0.65% | – |
| XOM | New | EXXON MOBIL CORP | $4,332,000 | – | 52,460 | – | 0.64% | – |
| WM | New | WASTE MGMT INC DEL | $4,329,000 | – | 52,241 | – | 0.64% | – |
| CVX | New | CHEVRON CORP NEW | $4,307,000 | – | 34,660 | – | 0.64% | – |
| EMR | New | EMERSON ELEC CO | $4,288,000 | – | 61,922 | – | 0.64% | – |
| EV | New | EATON VANCE CORP | $4,281,000 | – | 81,059 | – | 0.63% | – |
| FDS | New | FACTSET RESH SYS INC | $4,277,000 | – | 21,350 | – | 0.63% | – |
| LMT | New | LOCKHEED MARTIN CORP | $4,261,000 | – | 13,721 | – | 0.63% | – |
| ORCL | New | ORACLE CORP | $4,236,000 | – | 90,278 | – | 0.63% | – |
| KMB | New | KIMBERLY CLARK CORP | $4,223,000 | – | 40,069 | – | 0.63% | – |
| MRK | New | MERCK & CO INC | $4,226,000 | – | 68,230 | – | 0.63% | – |
| JNJ | New | JOHNSON & JOHNSON | $4,222,000 | – | 34,177 | – | 0.62% | – |
| GPC | New | GENUINE PARTS CO | $4,184,000 | – | 45,124 | – | 0.62% | – |
| DG | New | DOLLAR GEN CORP NEW | $4,177,000 | – | 42,216 | – | 0.62% | – |
| APD | New | AIR PRODS & CHEMS INC | $4,181,000 | – | 26,865 | – | 0.62% | – |
| MCD | New | MCDONALDS CORP | $4,168,000 | – | 26,378 | – | 0.62% | – |
| PG | New | PROCTER AND GAMBLE CO | $4,164,000 | – | 52,661 | – | 0.62% | – |
| MMM | New | 3M CO | $4,134,000 | – | 20,715 | – | 0.61% | – |
| MO | New | ALTRIA GROUP INC | $4,095,000 | – | 71,806 | – | 0.61% | – |
| T | New | AT&T INC | $3,964,000 | – | 124,018 | – | 0.59% | – |
| MS | New | MORGAN STANLEY | $3,897,000 | – | 80,511 | – | 0.58% | – |
| SBUX | New | STARBUCKS CORP | $3,775,000 | – | 75,230 | – | 0.56% | – |
| BNDX | New | VANGUARD CHARLOTTE FDSintl bd idx etf | $3,708,000 | – | 67,761 | – | 0.55% | – |
| VTI | New | VANGUARD INDEX FDStotal stk mkt | $3,141,000 | – | 22,305 | – | 0.46% | – |
| MTUM | New | ISHARES TRusa momentum fct | $2,946,000 | – | 26,852 | – | 0.44% | – |
| VGIT | New | VANGUARD SCOTTSDALE FDSinter term treas | $2,930,000 | – | 46,770 | – | 0.43% | – |
| MUB | New | ISHARES TRnational mun etf | $2,810,000 | – | 25,733 | – | 0.42% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $2,656,000 | – | 18,725 | – | 0.39% | – |
| VGLT | New | VANGUARD SCOTTSDALE FDSlong term treas | $2,596,000 | – | 34,709 | – | 0.38% | – |
| HYEM | New | VANECK VECTORS ETF TRemerging mkts hi | $2,601,000 | – | 113,423 | – | 0.38% | – |
| HD | New | HOME DEPOT INC | $2,445,000 | – | 12,530 | – | 0.36% | – |
| FCN | New | FTI CONSULTING INC | $2,318,000 | – | 38,330 | – | 0.34% | – |
| BKE | New | BUCKLE INC | $2,258,000 | – | 83,949 | – | 0.33% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $2,130,000 | – | 17,457 | – | 0.32% | – |
| BBY | New | BEST BUY INC | $2,097,000 | – | 28,114 | – | 0.31% | – |
| SCHH | New | SCHWAB STRATEGIC TRus reit etf | $2,102,000 | – | 50,306 | – | 0.31% | – |
| BJRI | New | BJS RESTAURANTS INC | $2,073,000 | – | 34,555 | – | 0.31% | – |
| SCHP | New | SCHWAB STRATEGIC TRus tips etf | $2,072,000 | – | 37,732 | – | 0.31% | – |
| VLO | New | VALERO ENERGY CORP NEW | $2,050,000 | – | 18,497 | – | 0.30% | – |
| LOW | New | LOWES COS INC | $2,044,000 | – | 21,390 | – | 0.30% | – |
| VCIT | New | VANGUARD SCOTTSDALE FDSint-term corp | $1,993,000 | – | 23,858 | – | 0.30% | – |
| WIP | New | SPDR SERIES TRUSTftse int gvt etf | $1,971,000 | – | 36,337 | – | 0.29% | – |
| GCI | New | GANNETT CO INC | $1,966,000 | – | 183,773 | – | 0.29% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $1,922,000 | – | 7,024 | – | 0.28% | – |
| STI | New | SUNTRUST BKS INC | $1,893,000 | – | 28,673 | – | 0.28% | – |
| KSS | New | KOHLS CORP | $1,835,000 | – | 25,169 | – | 0.27% | – |
| UAL | New | UNITED CONTL HLDGS INC | $1,832,000 | – | 26,271 | – | 0.27% | – |
| ORI | New | OLD REP INTL CORP | $1,795,000 | – | 90,144 | – | 0.27% | – |
| ALL | New | ALLSTATE CORP | $1,794,000 | – | 19,655 | – | 0.27% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $1,784,000 | – | 25,470 | – | 0.26% | – |
| HIBB | New | HIBBETT SPORTS INC | $1,753,000 | – | 76,549 | – | 0.26% | – |
| ETN | New | EATON CORP PLC | $1,723,000 | – | 23,057 | – | 0.26% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,672,000 | – | 32,870 | – | 0.25% | – |
| GES | New | GUESS INC | $1,672,000 | – | 78,150 | – | 0.25% | – |
| HCC | New | WARRIOR MET COAL INC | $1,660,000 | – | 60,195 | – | 0.25% | – |
| LZB | New | LA Z BOY INC | $1,656,000 | – | 54,113 | – | 0.24% | – |
| BA | New | BOEING CO | $1,650,000 | – | 4,917 | – | 0.24% | – |
| SYF | New | SYNCHRONY FINL | $1,616,000 | – | 48,418 | – | 0.24% | – |
| VOYA | New | VOYA FINL INC | $1,599,000 | – | 34,029 | – | 0.24% | – |
| AVT | New | AVNET INC | $1,597,000 | – | 37,224 | – | 0.24% | – |
| SHV | New | ISHARES TRshort treas bd | $1,595,000 | – | 14,446 | – | 0.24% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,571,000 | – | 12,840 | – | 0.23% | – |
| DFS | New | DISCOVER FINL SVCS | $1,557,000 | – | 22,111 | – | 0.23% | – |
| MPC | New | MARATHON PETE CORP | $1,541,000 | – | 21,968 | – | 0.23% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $1,513,000 | – | 64,566 | – | 0.22% | – |
| GNTX | New | GENTEX CORP | $1,484,000 | – | 64,469 | – | 0.22% | – |
| AGO | New | ASSURED GUARANTY LTD | $1,477,000 | – | 41,339 | – | 0.22% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $1,458,000 | – | 81,159 | – | 0.22% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,461,000 | – | 37,560 | – | 0.22% | – |
| AMP | New | AMERIPRISE FINL INC | $1,449,000 | – | 10,357 | – | 0.22% | – |
| ARCH | New | ARCH COAL INCcl a | $1,439,000 | – | 18,344 | – | 0.21% | – |
| URBN | New | URBAN OUTFITTERS INC | $1,408,000 | – | 31,611 | – | 0.21% | – |
| CMI | New | CUMMINS INC | $1,409,000 | – | 10,596 | – | 0.21% | – |
| VO | New | VANGUARD INDEX FDSmid cap etf | $1,412,000 | – | 8,959 | – | 0.21% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,414,000 | – | 49,266 | – | 0.21% | – |
| VMOT | New | ALPHA ARCHITECT ETF TRval momtm trnd | $1,380,000 | – | 47,867 | – | 0.20% | – |
| GLW | New | CORNING INC | $1,372,000 | – | 49,869 | – | 0.20% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,368,000 | – | 17,522 | – | 0.20% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $1,373,000 | – | 124,358 | – | 0.20% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $1,364,000 | – | 24,527 | – | 0.20% | – |
| HPQ | New | HP INC | $1,328,000 | – | 58,535 | – | 0.20% | – |
| IHY | New | VANECK VECTORS ETF TRintl high yield | $1,325,000 | – | 54,356 | – | 0.20% | – |
| LEA | New | LEAR CORP | $1,306,000 | – | 7,026 | – | 0.19% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $1,286,000 | – | 14,973 | – | 0.19% | – |
| SANM | New | SANMINA CORPORATION | $1,286,000 | – | 43,893 | – | 0.19% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $1,283,000 | – | 52,399 | – | 0.19% | – |
| FL | New | FOOT LOCKER INC | $1,265,000 | – | 24,030 | – | 0.19% | – |
| STLD | New | STEEL DYNAMICS INC | $1,251,000 | – | 27,219 | – | 0.18% | – |
| GPS | New | GAP INC DEL | $1,243,000 | – | 38,364 | – | 0.18% | – |
| DECK | New | DECKERS OUTDOOR CORP | $1,242,000 | – | 10,999 | – | 0.18% | – |
| GATX | New | GATX CORP | $1,234,000 | – | 16,626 | – | 0.18% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $1,238,000 | – | 84,749 | – | 0.18% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,230,000 | – | 12,547 | – | 0.18% | – |
| MYL | New | MYLAN N V | $1,198,000 | – | 33,162 | – | 0.18% | – |
| SNV | New | SYNOVUS FINL CORP | $1,190,000 | – | 22,531 | – | 0.18% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,181,000 | – | 23,832 | – | 0.18% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $1,172,000 | – | 17,600 | – | 0.17% | – |
| AMAT | New | APPLIED MATLS INC | $1,173,000 | – | 25,400 | – | 0.17% | – |
| CVI | New | CVR ENERGY INC | $1,165,000 | – | 31,484 | – | 0.17% | – |
| RHI | New | ROBERT HALF INTL INC | $1,159,000 | – | 17,802 | – | 0.17% | – |
| CIT | New | CIT GROUP INC | $1,161,000 | – | 23,030 | – | 0.17% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $1,155,000 | – | 22,593 | – | 0.17% | – |
| UNM | New | UNUM GROUP | $1,141,000 | – | 30,843 | – | 0.17% | – |
| LEN | New | LENNAR CORPcl a | $1,132,000 | – | 21,559 | – | 0.17% | – |
| MAN | New | MANPOWERGROUP INC | $1,134,000 | – | 13,181 | – | 0.17% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $1,116,000 | – | 14,459 | – | 0.16% | – |
| AET | New | AETNA INC NEW | $1,104,000 | – | 6,019 | – | 0.16% | – |
| CNO | New | CNO FINL GROUP INC | $1,109,000 | – | 58,272 | – | 0.16% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $1,109,000 | – | 8,209 | – | 0.16% | – |
| VNQ | New | VANGUARD INDEX FDSreal estate etf | $1,101,000 | – | 13,461 | – | 0.16% | – |
| SGOL | New | ETFS GOLD TR | $1,081,000 | – | 8,980 | – | 0.16% | – |
| EMN | New | EASTMAN CHEM CO | $1,062,000 | – | 10,626 | – | 0.16% | – |
| LNC | New | LINCOLN NATL CORP IND | $1,055,000 | – | 16,943 | – | 0.16% | – |
| CBS | New | CBS CORP NEWcl b | $1,016,000 | – | 18,078 | – | 0.15% | – |
| AIG | New | AMERICAN INTL GROUP INC | $995,000 | – | 18,769 | – | 0.15% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $982,000 | – | 8,935 | – | 0.14% | – |
| CNX | New | CNX RESOURCES CORPORATION | $981,000 | – | 55,175 | – | 0.14% | – |
| AES | New | AES CORP | $967,000 | – | 72,144 | – | 0.14% | – |
| VC | New | VISTEON CORP | $959,000 | – | 7,421 | – | 0.14% | – |
| UVV | New | UNIVERSAL CORP VA | $952,000 | – | 14,418 | – | 0.14% | – |
| KALU | New | KAISER ALUMINUM CORP | $945,000 | – | 9,074 | – | 0.14% | – |
| IR | New | INGERSOLL-RAND PLC | $946,000 | – | 10,541 | – | 0.14% | – |
| DSW | New | DSW INCcl a | $945,000 | – | 36,608 | – | 0.14% | – |
| TGT | New | TARGET CORP | $938,000 | – | 12,321 | – | 0.14% | – |
| SUSA | New | ISHARES TRmsci usa esg slc | $936,000 | – | 8,127 | – | 0.14% | – |
| DDS | New | DILLARDS INCcl a | $920,000 | – | 9,735 | – | 0.14% | – |
| WNC | New | WABASH NATL CORP | $907,000 | – | 48,626 | – | 0.13% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $901,000 | – | 4,154 | – | 0.13% | – |
| STT | New | STATE STR CORP | $899,000 | – | 9,660 | – | 0.13% | – |
| WOR | New | WORTHINGTON INDS INC | $868,000 | – | 20,670 | – | 0.13% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $853,000 | – | 13,536 | – | 0.13% | – |
| CTB | New | COOPER TIRE & RUBR CO | $784,000 | – | 29,814 | – | 0.12% | – |
| MET | New | METLIFE INC | $704,000 | – | 16,146 | – | 0.10% | – |
| MCK | New | MCKESSON CORP | $672,000 | – | 5,037 | – | 0.10% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $655,000 | – | 11,078 | – | 0.10% | – |
| CROX | New | CROCS INC | $613,000 | – | 34,801 | – | 0.09% | – |
| RLGY | New | REALOGY HLDGS CORP | $610,000 | – | 26,772 | – | 0.09% | – |
| ENVA | New | ENOVA INTL INC | $588,000 | – | 16,098 | – | 0.09% | – |
| GDOT | New | GREEN DOT CORPcl a | $564,000 | – | 7,683 | – | 0.08% | – |
| MOV | New | MOVADO GROUP INC | $563,000 | – | 11,665 | – | 0.08% | – |
| FOSL | New | FOSSIL GROUP INC | $554,000 | – | 20,621 | – | 0.08% | – |
| QSY | New | WISDOMTREE TRus qlt shrhd yld | $542,000 | – | 6,443 | – | 0.08% | – |
| EMLC | New | VANECK VECTORS ETF TRjp morgan mkts | $532,000 | – | 30,938 | – | 0.08% | – |
| KFY | New | KORN FERRY INTL | $517,000 | – | 8,355 | – | 0.08% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $510,000 | – | 11,138 | – | 0.08% | – |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $494,000 | – | 15,492 | – | 0.07% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $489,000 | – | 13,571 | – | 0.07% | – |
| ARCB | New | ARCBEST CORP | $459,000 | – | 10,034 | – | 0.07% | – |
| DK | New | DELEK US HLDGS INC NEW | $451,000 | – | 8,989 | – | 0.07% | – |
| KEM | New | KEMET CORP | $443,000 | – | 18,328 | – | 0.07% | – |
| CONN | New | CONNS INC | $446,000 | – | 13,515 | – | 0.07% | – |
| RILY | New | B RILEY FINL INC | $438,000 | – | 19,435 | – | 0.06% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $441,000 | – | 11,288 | – | 0.06% | – |
| CNC | New | CENTENE CORP DEL | $433,000 | – | 3,514 | – | 0.06% | – |
| WTI | New | W & T OFFSHORE INC | $434,000 | – | 60,674 | – | 0.06% | – |
| SGMS | New | SCIENTIFIC GAMES CORP | $426,000 | – | 8,671 | – | 0.06% | – |
| HIIQ | New | HEALTH INS INNOVATIONS INC | $425,000 | – | 13,135 | – | 0.06% | – |
| TBBK | New | BANCORP INC DEL | $416,000 | – | 39,766 | – | 0.06% | – |
| PENN | New | PENN NATL GAMING INC | $416,000 | – | 12,382 | – | 0.06% | – |
| HFC | New | HOLLYFRONTIER CORP | $415,000 | – | 6,063 | – | 0.06% | – |
| ILG | New | ILG INC | $406,000 | – | 12,297 | – | 0.06% | – |
| WRLD | New | WORLD ACCEP CORP DEL | $405,000 | – | 3,652 | – | 0.06% | – |
| HUM | New | HUMANA INC | $407,000 | – | 1,369 | – | 0.06% | – |
| SCHN | New | SCHNITZER STL INDScl a | $393,000 | – | 11,665 | – | 0.06% | – |
| AA | New | ALCOA CORP | $382,000 | – | 8,147 | – | 0.06% | – |
| ATGE | New | ADTALEM GLOBAL ED INC | $358,000 | – | 7,451 | – | 0.05% | – |
| WERN | New | WERNER ENTERPRISES INC | $343,000 | – | 9,141 | – | 0.05% | – |
| VRS | New | VERSO CORPcl a | $345,000 | – | 15,852 | – | 0.05% | – |
| GNW | New | GENWORTH FINL INC | $338,000 | – | 75,188 | – | 0.05% | – |
| NWY | New | NEW YORK & CO INC | $336,000 | – | 65,530 | – | 0.05% | – |
| TROX | New | TRONOX LTD | $329,000 | – | 16,737 | – | 0.05% | – |
| M | New | MACYS INC | $328,000 | – | 8,758 | – | 0.05% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $330,000 | – | 18,477 | – | 0.05% | – |
| FNHC | New | FEDNAT HLDG CO | $330,000 | – | 14,316 | – | 0.05% | – |
| XCRA | New | XCERRA CORP | $333,000 | – | 23,872 | – | 0.05% | – |
| TCF | New | TCF FINL CORP | $324,000 | – | 13,152 | – | 0.05% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS IN | $327,000 | – | 20,280 | – | 0.05% | – |
| OFG | New | OFG BANCORP | $326,000 | – | 23,187 | – | 0.05% | – |
| SCVL | New | SHOE CARNIVAL INC | $324,000 | – | 9,974 | – | 0.05% | – |
| RL | New | RALPH LAUREN CORPcl a | $324,000 | – | 2,576 | – | 0.05% | – |
| LPX | New | LOUISIANA PAC CORP | $315,000 | – | 11,574 | – | 0.05% | – |
| KMPR | New | KEMPER CORP DEL | $320,000 | – | 4,235 | – | 0.05% | – |
| IPI | New | INTREPID POTASH INC | $317,000 | – | 77,233 | – | 0.05% | – |
| ONDK | New | ON DECK CAP INC | $317,000 | – | 45,298 | – | 0.05% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $314,000 | – | 13,533 | – | 0.05% | – |
| PBF | New | PBF ENERGY INCcl a | $315,000 | – | 7,512 | – | 0.05% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $320,000 | – | 9,147 | – | 0.05% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $308,000 | – | 1,250 | – | 0.05% | – |
| BTU | New | PEABODY ENERGY CORP NEW | $310,000 | – | 6,826 | – | 0.05% | – |
| RFP | New | RESOLUTE FST PRODS INC | $311,000 | – | 30,048 | – | 0.05% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $305,000 | – | 16,153 | – | 0.04% | – |
| ZAGG | New | ZAGG INC | $302,000 | – | 17,451 | – | 0.04% | – |
| VTV | New | VANGUARD INDEX FDSvalue etf | $300,000 | – | 2,817 | – | 0.04% | – |
| RF | New | REGIONS FINL CORP NEW | $295,000 | – | 16,590 | – | 0.04% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $297,000 | – | 12,778 | – | 0.04% | – |
| CTRN | New | CITI TRENDS INC | $293,000 | – | 10,675 | – | 0.04% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $284,000 | – | 6,555 | – | 0.04% | – |
| UVE | New | UNIVERSAL INS HLDGS INC | $286,000 | – | 8,140 | – | 0.04% | – |
| HRTG | New | HERITAGE INS HLDGS INC | $283,000 | – | 16,999 | – | 0.04% | – |
| TLYS | New | TILLYS INCcl a | $286,000 | – | 18,855 | – | 0.04% | – |
| TUSK | New | MAMMOTH ENERGY SVCS INC | $278,000 | – | 8,186 | – | 0.04% | – |
| WD | New | WALKER & DUNLOP INC | $271,000 | – | 4,876 | – | 0.04% | – |
| AAN | New | AARONS INC | $261,000 | – | 6,003 | – | 0.04% | – |
| ZUMZ | New | ZUMIEZ INC | $262,000 | – | 10,450 | – | 0.04% | – |
| HUN | New | HUNTSMAN CORP | $262,000 | – | 8,965 | – | 0.04% | – |
| MU | New | MICRON TECHNOLOGY INC | $264,000 | – | 5,039 | – | 0.04% | – |
| XL | New | XL GROUP LTD | $256,000 | – | 4,578 | – | 0.04% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $257,000 | – | 11,866 | – | 0.04% | – |
| TAIL | New | CAMBRIA ETF TRtail risk | $250,000 | – | 12,000 | – | 0.04% | – |
| CNNE | New | CANNAE HLDGS INC | $253,000 | – | 13,613 | – | 0.04% | – |
| VR | New | VALIDUS HOLDINGS LTD | $253,000 | – | 3,744 | – | 0.04% | – |
| TLRDQ | New | TAILORED BRANDS INC | $253,000 | – | 9,925 | – | 0.04% | – |
| JLL | New | JONES LANG LASALLE INC | $244,000 | – | 1,472 | – | 0.04% | – |
| New | CORPORATE CAP TR INC | $234,000 | – | 14,978 | – | 0.04% | – | |
| EZPW | New | EZCORP INCcl a non vtg | $238,000 | – | 19,716 | – | 0.04% | – |
| VTEB | New | VANGUARD MUN BD FD INCtax exempt bd | $230,000 | – | 4,511 | – | 0.03% | – |
| ESIO | New | ELECTRO SCIENTIFIC INDS | $221,000 | – | 14,038 | – | 0.03% | – |
| CNCE | New | CONCERT PHARMACEUTICALS INC | $216,000 | – | 12,836 | – | 0.03% | – |
| CZZ | New | COSAN LTD | $188,000 | – | 24,695 | – | 0.03% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IPI | Exit | INTREPID POTASH INC | $0 | – | -21,310 | – | -0.01% | – |
| TBBK | Exit | BANCORP INC/THE | $0 | – | -10,975 | – | -0.01% | – |
| CECO | Exit | CAREER EDUCATION CORP | $0 | – | -10,919 | – | -0.02% | – |
| LNTH | Exit | LANTHEUS HOLDINGS INC | $0 | – | -11,114 | – | -0.03% | – |
| WIFI | Exit | BOINGO WIRELESS INC | $0 | – | -11,992 | – | -0.04% | – |
| TAIL | Exit | CAMBRIA TAIL RISK ETFetf | $0 | – | -11,000 | – | -0.04% | – |
| BCO | Exit | BRINK'S CO/THE | $0 | – | -3,288 | – | -0.04% | – |
| VTV | Exit | VANGUARD VALUE INDEX FUNDetf | $0 | – | -2,879 | – | -0.04% | – |
| AEIS | Exit | ADVANCED ENERGY INDUSTRIE | $0 | – | -3,744 | – | -0.05% | – |
| M | Exit | MACY'S INC | $0 | – | -13,621 | – | -0.05% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -18,382 | – | -0.05% | – |
| DDS | Exit | DILLARDS INC-CL A | $0 | – | -6,445 | – | -0.06% | – |
| SCG | Exit | SCANA CORP | $0 | – | -8,958 | – | -0.07% | – |
| SJM | Exit | SMUCKER J M CO COM NEWstock | $0 | – | -4,256 | – | -0.07% | – |
| GIS | Exit | GENERAL MLS INC COMstock | $0 | – | -8,724 | – | -0.07% | – |
| ADM | Exit | ARCHER-DANIELS-MIDLAND CO | $0 | – | -11,138 | – | -0.07% | – |
| QSY | Exit | WISDOMTREE U.S. LARGECAP VALUE FUNDetf | $0 | – | -6,271 | – | -0.07% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC COMstock | $0 | – | -10,219 | – | -0.08% | – |
| K | Exit | KELLOGG CO | $0 | – | -8,216 | – | -0.08% | – |
| FINL | Exit | FINISH LINE/THE - CL A | $0 | – | -43,149 | – | -0.08% | – |
| ETR | Exit | ENTERGY CORP NEW COMstock | $0 | – | -6,971 | – | -0.08% | – |
| KO | Exit | COCA COLA CO COMstock | $0 | – | -11,913 | – | -0.08% | – |
| EMLC | Exit | VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETFetf | $0 | – | -29,022 | – | -0.09% | – |
| ES | Exit | EVERSOURCE ENERGY COMstock | $0 | – | -9,473 | – | -0.09% | – |
| CLX | Exit | CLOROX CO DEL COMstock | $0 | – | -4,384 | – | -0.09% | – |
| PII | Exit | POLARIS INDS INC COMstock | $0 | – | -5,612 | – | -0.09% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -13,659 | – | -0.09% | – |
| UPS | Exit | UNITED PARCEL SERVICE INC CL Bstock | $0 | – | -5,240 | – | -0.10% | – |
| RGR | Exit | STURM RUGER & CO INC | $0 | – | -12,558 | – | -0.10% | – |
| HON | Exit | HONEYWELL INTL INC COMstock | $0 | – | -4,932 | – | -0.11% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -163,806 | – | -0.12% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -5,037 | – | -0.12% | – |
| JNK | Exit | SPDR BARCLAYS HIGH YIELDetp | $0 | – | -21,120 | – | -0.12% | – |
| AES | Exit | AES CORP | $0 | – | -72,144 | – | -0.12% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -31,484 | – | -0.12% | – |
| CCL | Exit | CARNIVAL CORP | $0 | – | -12,696 | – | -0.13% | – |
| BSV | Exit | VANGUARD ST BOND ETFetp | $0 | – | -10,263 | – | -0.13% | – |
| IHY | Exit | VANECK VECTORS INTERNATIOetp | $0 | – | -31,977 | – | -0.13% | – |
| VCSH | Exit | VANGUARD-S/T CORP (ETF)etp | $0 | – | -10,296 | – | -0.13% | – |
| MET | Exit | METLIFE INC | $0 | – | -16,146 | – | -0.13% | – |
| IBND | Exit | SPDR BARCLAYS INT CORPetp | $0 | – | -25,354 | – | -0.14% | – |
| LYB | Exit | LYONDELLBASELL INDU-CL A | $0 | – | -8,935 | – | -0.14% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -33,321 | – | -0.14% | – |
| RLGY | Exit | REALOGY HOLDINGS CORP | $0 | – | -26,772 | – | -0.14% | – |
| CAA | Exit | CALATLANTIC GROUP INC | $0 | – | -24,357 | – | -0.14% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -17,802 | – | -0.14% | – |
| VC | Exit | VISTEON CORP | $0 | – | -7,421 | – | -0.14% | – |
| ESRX | Exit | EXPRESS SCRIPTS HOLDING C | $0 | – | -14,459 | – | -0.14% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -9,660 | – | -0.14% | – |
| HRB | Exit | H&R BLOCK INC | $0 | – | -34,775 | – | -0.14% | – |
| HPQ | Exit | HP INC | $0 | – | -46,502 | – | -0.14% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -27,219 | – | -0.14% | – |
| HII | Exit | HUNTINGTON INGALLS INDUST | $0 | – | -4,154 | – | -0.14% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -10,541 | – | -0.14% | – |
| WOR | Exit | WORTHINGTON INDUSTRIES | $0 | – | -20,670 | – | -0.15% | – |
| AET | Exit | AETNA INC | $0 | – | -6,019 | – | -0.15% | – |
| EMN | Exit | EASTMAN CHEMICAL CO | $0 | – | -10,626 | – | -0.15% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -21,145 | – | -0.15% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -13,536 | – | -0.15% | – |
| LUK | Exit | LEUCADIA NATIONAL CORP | $0 | – | -39,933 | – | -0.16% | – |
| SGOL | Exit | ETFS PHYSICAL SWISS GOLD SHARESetf | $0 | – | -8,219 | – | -0.16% | – |
| GATX | Exit | GATX CORP | $0 | – | -16,626 | – | -0.16% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -22,531 | – | -0.16% | – |
| CBS | Exit | CBS CORP-CLASS B NON VOTI | $0 | – | -18,078 | – | -0.16% | – |
| XRX | Exit | XEROX CORP | $0 | – | -32,563 | – | -0.17% | – |
| GES | Exit | GUESS INC | $0 | – | -64,437 | – | -0.17% | – |
| PNC | Exit | PNC FINANCIAL SERVICES GR | $0 | – | -8,209 | – | -0.17% | – |
| CTB | Exit | COOPER TIRE & RUBBER | $0 | – | -29,814 | – | -0.17% | – |
| TGT | Exit | TARGET CORP | $0 | – | -19,038 | – | -0.17% | – |
| GPS | Exit | GAP INC/THE | $0 | – | -38,364 | – | -0.17% | – |
| MRC | Exit | MRC GLOBAL INC | $0 | – | -64,637 | – | -0.17% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -12,547 | – | -0.18% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GR | $0 | – | -18,769 | – | -0.18% | – |
| DAL | Exit | DELTA AIR LINES INC | $0 | – | -23,832 | – | -0.18% | – |
| TSE | Exit | TRINSEO SA | $0 | – | -17,225 | – | -0.18% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HOLD-C | $0 | – | -14,973 | – | -0.18% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -15,191 | – | -0.18% | – |
| AFG | Exit | AMERICAN FINANCIAL GROUP | $0 | – | -11,361 | – | -0.18% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -14,766 | – | -0.18% | – |
| WNC | Exit | WABASH NATIONAL CORP | $0 | – | -52,949 | – | -0.19% | – |
| LEA | Exit | LEAR CORP | $0 | – | -7,026 | – | -0.19% | – |
| IEF | Exit | ISHARES LEHMAN 7-10YR TRSetp | $0 | – | -11,715 | – | -0.19% | – |
| HIG | Exit | HARTFORD FINANCIAL SVCS G | $0 | – | -22,593 | – | -0.19% | – |
| LQD | Exit | ISHARES IBOXX INVESTMENTetp | $0 | – | -10,503 | – | -0.20% | – |
| GBX | Exit | GREENBRIER COMPANIES INC | $0 | – | -26,745 | – | -0.20% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -6,987 | – | -0.20% | – |
| WIP | Exit | SPDR DB INTL GOV INFL-PROetp | $0 | – | -22,613 | – | -0.20% | – |
| LNC | Exit | LINCOLN NATIONAL CORP | $0 | – | -17,935 | – | -0.20% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS | $0 | – | -92,180 | – | -0.20% | – |
| AMAT | Exit | APPLIED MATERIALS INC | $0 | – | -25,400 | – | -0.20% | – |
| SPIP | Exit | SPDR BLOOMBERG BARCLAYS TIPS ETFetf | $0 | – | -23,479 | – | -0.20% | – |
| CNO | Exit | CNO FINANCIAL GROUP INC | $0 | – | -58,272 | – | -0.21% | – |
| BBY | Exit | BEST BUY CO INC | $0 | – | -24,145 | – | -0.21% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -49,266 | – | -0.21% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -24,527 | – | -0.22% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -57,510 | – | -0.22% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -15,569 | – | -0.23% | – |
| GLW | Exit | CORNING INC | $0 | – | -49,869 | – | -0.23% | – |
| ORLY | Exit | O'REILLY AUTOMOTIVE INC | $0 | – | -7,024 | – | -0.23% | – |
| AMP | Exit | AMERIPRISE FINANCIAL INC | $0 | – | -10,357 | – | -0.24% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP I | $0 | – | -17,457 | – | -0.24% | – |
| SIX | Exit | SIX FLAGS ENTERTAINMENT C | $0 | – | -25,470 | – | -0.24% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -41,339 | – | -0.24% | – |
| TRV | Exit | TRAVELERS COS INC/THE | $0 | – | -12,840 | – | -0.24% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -30,843 | – | -0.24% | – |
| NUS | Exit | NU SKIN ENTERPRISES INC - | $0 | – | -25,990 | – | -0.25% | – |
| UAL | Exit | UNITED CONTINENTAL HOLDIN | $0 | – | -26,271 | – | -0.25% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -13,948 | – | -0.25% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -60,640 | – | -0.26% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -7,292 | – | -0.26% | – |
| HYEM | Exit | VANECK VECTORS EMERGING Metp | $0 | – | -67,518 | – | -0.26% | – |
| LOW | Exit | LOWE'S COS INC | $0 | – | -21,390 | – | -0.26% | – |
| STI | Exit | SUNTRUST BANKS INC | $0 | – | -28,673 | – | -0.26% | – |
| SANM | Exit | SANMINA CORP | $0 | – | -47,248 | – | -0.27% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -23,057 | – | -0.27% | – |
| PLCE | Exit | CHILDREN'S PLACE INC/THE | $0 | – | -15,072 | – | -0.27% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -19,655 | – | -0.28% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO | $0 | – | -32,870 | – | -0.28% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -11,018 | – | -0.30% | – |
| FAIL | Exit | CAMBRIA SOVEREIGN HIGH YIELD BOND ETFetf | $0 | – | -68,553 | – | -0.30% | – |
| VO | Exit | VANGUARD MID-CAP ETFetp | $0 | – | -13,365 | – | -0.30% | – |
| AA | Exit | ALCOA UPSTREAM CORP | $0 | – | -42,991 | – | -0.31% | – |
| VWOB | Exit | VANGUARD EMERGING MARKETS GOVERNMENT BOND ETFetf | $0 | – | -24,772 | – | -0.31% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA | $0 | – | -17,695 | – | -0.31% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -12,530 | – | -0.32% | – |
| TXN | Exit | TEXAS INSTRUMENTS INC | $0 | – | -23,253 | – | -0.32% | – |
| MUB | Exit | ISHARES NATIONAL MUNI BOND ETFetf | $0 | – | -19,068 | – | -0.32% | – |
| BA | Exit | BOEING CO/THE | $0 | – | -8,347 | – | -0.33% | – |
| VTI | Exit | VANGUARD TOTAL STOCK MARKET INDEX FUNDetf | $0 | – | -17,538 | – | -0.35% | – |
| VNQ | Exit | VANGUARD REIT ETFetf | $0 | – | -27,406 | – | -0.35% | – |
| MTUM | Exit | ISHARES MSCI USA MOMENTUMetp | $0 | – | -24,123 | – | -0.36% | – |
| BNDX | Exit | VANGUARD TOTAL INTERNATIONAL BOND ETFetf | $0 | – | -43,642 | – | -0.37% | – |
| VNQI | Exit | VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEXetf | $0 | – | -40,112 | – | -0.37% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -8,797 | – | -0.39% | – |
| GDOT | Exit | GREEN DOT CORP-CLASS A | $0 | – | -54,250 | – | -0.41% | – |
| PDBC | Exit | POWERSHARES DB OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY PORTFOLIOetf | $0 | – | -194,570 | – | -0.50% | – |
| IGF | Exit | ISHARES GLOBAL INFRASTRUCetp | $0 | – | -82,218 | – | -0.57% | – |
| IWC | Exit | ISHARES MICRO-CAP ETFetp | $0 | – | -42,468 | – | -0.62% | – |
| JXI | Exit | ISHARES GLOBAL UTILITIESetp | $0 | – | -80,640 | – | -0.63% | – |
| SYLD | Exit | CAMBRIA SHAREHOLDER YIELD ETFetf | $0 | – | -118,892 | – | -0.65% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTetp | $0 | – | -91,281 | – | -0.66% | – |
| VAMO | Exit | CAMBRIA VALUE AND MOMENTUM ETFetf | $0 | – | -176,662 | – | -0.67% | – |
| WTMF | Exit | WISDOMTREE MANAGED FUTURES STRATEGY FUNDetf | $0 | – | -117,048 | – | -0.70% | – |
| ORCL | Exit | ORACLE CORP COMstock | $0 | – | -94,480 | – | -0.70% | – |
| DEO | Exit | DIAGEO PLC-SPONSORED ADRadr | $0 | – | -34,688 | – | -0.71% | – |
| DGS | Exit | WISDOMTREE EM SMALL CAPetp | $0 | – | -93,995 | – | -0.71% | – |
| MO | Exit | ALTRIA GROUP INC COMstock | $0 | – | -73,121 | – | -0.71% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -86,597 | – | -0.72% | – |
| IXG | Exit | ISHARES GLOBAL FINANCIALSetp | $0 | – | -70,750 | – | -0.73% | – |
| IXN | Exit | ISHARES GLOBAL TECH ETFetp | $0 | – | -34,175 | – | -0.75% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -38,578 | – | -0.77% | – |
| MXI | Exit | ISHARES GLOBAL MATERIALSetp | $0 | – | -77,186 | – | -0.78% | – |
| MRK | Exit | MERCK & CO. INC. | $0 | – | -78,920 | – | -0.78% | – |
| MMM | Exit | 3M CO COMstock | $0 | – | -24,245 | – | -0.78% | – |
| VSS | Exit | VANGUARD FTSE ALL WORLDetp | $0 | – | -45,159 | – | -0.80% | – |
| CSCO | Exit | CISCO SYS INC COMstock | $0 | – | -155,483 | – | -0.80% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC COMstock | $0 | – | -27,028 | – | -0.82% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -45,150 | – | -0.82% | – |
| AMGN | Exit | AMGEN INC COMstock | $0 | – | -28,696 | – | -0.82% | – |
| FDS | Exit | FACTSET RESH SYS INC COMstock | $0 | – | -29,805 | – | -0.83% | – |
| LMT | Exit | LOCKHEED MARTIN CORP COMstock | $0 | – | -17,654 | – | -0.84% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LPstock | $0 | – | -77,616 | – | -0.85% | – |
| XOM | Exit | EXXON MOBIL CORP COMstock | $0 | – | -67,562 | – | -0.85% | – |
| SO | Exit | SOUTHERN CO/THE | $0 | – | -113,239 | – | -0.86% | – |
| T | Exit | AT&T INC COMstock | $0 | – | -142,677 | – | -0.86% | – |
| OXY | Exit | OCCIDENTAL PETROLEUM CORP | $0 | – | -87,403 | – | -0.86% | – |
| DBB | Exit | POWERSHARES BASE ETFetp | $0 | – | -310,520 | – | -0.87% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -94,248 | – | -0.87% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -50,723 | – | -0.87% | – |
| SYY | Exit | SYSCO CORP COMstock | $0 | – | -105,070 | – | -0.87% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP COMstock | $0 | – | -48,921 | – | -0.87% | – |
| GPC | Exit | GENUINE PARTS CO COMstock | $0 | – | -59,616 | – | -0.88% | – |
| HSY | Exit | HERSHEY CO COMstock | $0 | – | -52,579 | – | -0.88% | – |
| WFC | Exit | WELLS FARGO CO NEW COMstock | $0 | – | -104,331 | – | -0.89% | – |
| APD | Exit | AIR PRODS & CHEMS INC COMstock | $0 | – | -38,129 | – | -0.89% | – |
| PG | Exit | PROCTER & GAMBLE CO/THE | $0 | – | -63,928 | – | -0.90% | – |
| NEE | Exit | NEXTERA ENERGY INC COMstock | $0 | – | -39,811 | – | -0.90% | – |
| MCD | Exit | MCDONALDS CORP COMstock | $0 | – | -37,403 | – | -0.90% | – |
| LLY | Exit | LILLY ELI & CO COMstock | $0 | – | -68,905 | – | -0.91% | – |
| EMR | Exit | EMERSON ELECTRIC CO | $0 | – | -93,735 | – | -0.91% | – |
| INTC | Exit | INTEL CORP | $0 | – | -155,514 | – | -0.91% | – |
| CVX | Exit | CHEVRON CORP NEW COMstock | $0 | – | -50,690 | – | -0.92% | – |
| ACN | Exit | ACCENTURE PLC IRELAND SHS CLASS Astock | $0 | – | -44,268 | – | -0.92% | – |
| ITW | Exit | ILLINOIS TOOL WORKS | $0 | – | -40,486 | – | -0.92% | – |
| MSFT | Exit | MICROSOFT CORP COMstock | $0 | – | -80,606 | – | -0.92% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS INC COMstock | $0 | – | -74,461 | – | -0.93% | – |
| EV | Exit | EATON VANCE CORP COM NON VTGstock | $0 | – | -121,963 | – | -0.93% | – |
| WM | Exit | WASTE MANAGEMENT INC | $0 | – | -77,029 | – | -0.93% | – |
| CME | Exit | CME GROUP INC | $0 | – | -45,250 | – | -0.94% | – |
| VWO | Exit | VANGUARD FTSE EMERGING MARKETS ETFetf | $0 | – | -142,006 | – | -0.95% | – |
| ABT | Exit | ABBOTT LABS COMstock | $0 | – | -116,558 | – | -0.96% | – |
| GD | Exit | GENERAL DYNAMICS CORP COMstock | $0 | – | -30,267 | – | -0.96% | – |
| WMT | Exit | WAL-MART STORES INC COMstock | $0 | – | -80,470 | – | -0.97% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP COMstock | $0 | – | -47,840 | – | -0.97% | – |
| BND | Exit | VANGUARD TOTAL BOND MARKET INDEX FUNDetf | $0 | – | -79,908 | – | -1.01% | – |
| VEA | Exit | VANGUARD FTSE DEVELOPED MARKETS ETFetf | $0 | – | -151,675 | – | -1.01% | – |
| HRS | Exit | HARRIS CORP DEL COMstock | $0 | – | -50,342 | – | -1.02% | – |
| USB | Exit | US BANCORP DEL COM NEWstock | $0 | – | -125,643 | – | -1.04% | – |
| FYLD | Exit | CAMBRIA FOREIGN SHAREHOLDER YIELD ETFetf | $0 | – | -271,661 | – | -1.07% | – |
| AAPL | Exit | APPLE INC COMstock | $0 | – | -45,134 | – | -1.07% | – |
| TLT | Exit | ISHARES 20 YEAR TREASURY BOND ETFetf | $0 | – | -55,898 | – | -1.07% | – |
| CMI | Exit | CUMMINS INC COMstock | $0 | – | -42,050 | – | -1.09% | – |
| JPM | Exit | JPMORGAN CHASE & CO COMstock | $0 | – | -75,775 | – | -1.11% | – |
| AFL | Exit | AFLAC INC COMstock | $0 | – | -89,576 | – | -1.12% | – |
| SPY | Exit | SPDR S&P 500 ETFetf | $0 | – | -31,985 | – | -1.24% | – |
| EFA | Exit | ISHARES MSCI EAFE ETFetf | $0 | – | -159,178 | – | -1.68% | – |
| IYR | Exit | ISHARES U.S. REAL ESTATE ETFetf | $0 | – | -138,479 | – | -1.70% | – |
| GLD | Exit | SPDR GOLD SHARESetf | $0 | – | -106,884 | – | -2.00% | – |
| EYLD | Exit | CAMBRIA EMERGING SHAREHOLDER YIELD ETFetf | $0 | – | -408,577 | – | -2.12% | – |
| GVAL | Exit | CAMBRIA GLOBAL VALUE ETFetf | $0 | – | -606,713 | – | -2.36% | – |
| IWM | Exit | ISHARES RUSSELL 2000 ETFetf | $0 | – | -110,171 | – | -2.51% | – |
| GMOM | Exit | CAMBRIA GLOBAL MOMENTUM ETFetf | $0 | – | -755,055 | – | -3.08% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | Buy | CAMBRIA GLOBAL MOMENTUM ETFetf | $20,024,000 | +9.8% | 755,055 | +3.6% | 3.08% | -21.4% |
| IWM | New | ISHARES RUSSELL 2000 ETFetf | $16,325,000 | – | 110,171 | – | 2.51% | – |
| GVAL | Buy | CAMBRIA GLOBAL VALUE ETFetf | $15,307,000 | +154.0% | 606,713 | +137.6% | 2.36% | +81.9% |
| EYLD | Buy | CAMBRIA EMERGING SHAREHOLDER YIELD ETFetf | $13,777,000 | +37.4% | 408,577 | +21.7% | 2.12% | -1.6% |
| GLD | Sell | SPDR GOLD SHARESetf | $12,995,000 | +2.0% | 106,884 | -1.0% | 2.00% | -27.0% |
| IYR | New | ISHARES U.S. REAL ESTATE ETFetf | $11,062,000 | – | 138,479 | – | 1.70% | – |
| EFA | New | ISHARES MSCI EAFE ETFetf | $10,901,000 | – | 159,178 | – | 1.68% | – |
| SPY | Sell | SPDR S&P 500 ETFetf | $8,036,000 | +1.2% | 31,985 | -2.6% | 1.24% | -27.5% |
| AFL | Buy | AFLAC INC COMstock | $7,291,000 | +5.1% | 89,576 | +0.3% | 1.12% | -24.7% |
| JPM | Buy | JPMORGAN CHASE & CO COMstock | $7,237,000 | +133.8% | 75,775 | +123.8% | 1.11% | +67.3% |
| CMI | Buy | CUMMINS INC COMstock | $7,066,000 | +85.2% | 42,050 | +78.8% | 1.09% | +32.7% |
| TLT | Buy | ISHARES 20 YEAR TREASURY BOND ETFetf | $6,974,000 | +772.8% | 55,898 | +775.3% | 1.07% | +524.4% |
| AAPL | Buy | APPLE INC COMstock | $6,956,000 | +10.5% | 45,134 | +3.3% | 1.07% | -20.9% |
| FYLD | Buy | CAMBRIA FOREIGN SHAREHOLDER YIELD ETFetf | $6,931,000 | +15.7% | 271,661 | +7.4% | 1.07% | -17.2% |
| USB | Buy | US BANCORP DEL COM NEWstock | $6,733,000 | +135.6% | 125,643 | +128.2% | 1.04% | +68.6% |
| HRS | Buy | HARRIS CORP DEL COMstock | $6,629,000 | +239.9% | 50,342 | +181.6% | 1.02% | +143.7% |
| VEA | Buy | VANGUARD FTSE DEVELOPED MARKETS ETFetf | $6,584,000 | +10.2% | 151,675 | +4.9% | 1.01% | -21.1% |
| BND | Buy | VANGUARD TOTAL BOND MARKET INDEX FUNDetf | $6,549,000 | +10.1% | 79,908 | +9.9% | 1.01% | -21.2% |
| NSC | Buy | NORFOLK SOUTHERN CORP COMstock | $6,326,000 | +9.1% | 47,840 | +0.4% | 0.97% | -21.8% |
| WMT | Buy | WAL-MART STORES INC COMstock | $6,288,000 | +8.2% | 80,470 | +4.8% | 0.97% | -22.6% |
| ABT | Sell | ABBOTT LABS COMstock | $6,220,000 | +8.5% | 116,558 | -1.2% | 0.96% | -22.3% |
| GD | Buy | GENERAL DYNAMICS CORP COMstock | $6,222,000 | +111.6% | 30,267 | +103.9% | 0.96% | +51.6% |
| VWO | Buy | VANGUARD FTSE EMERGING MARKETS ETFetf | $6,187,000 | +16.0% | 142,006 | +8.7% | 0.95% | -16.9% |
| CME | Buy | CME GROUP INC | $6,139,000 | +197.4% | 45,250 | +174.5% | 0.94% | +112.8% |
| WM | Buy | WASTE MANAGEMENT INC | $6,029,000 | +8.9% | 77,029 | +2.1% | 0.93% | -22.0% |
| EV | Buy | EATON VANCE CORP COM NON VTGstock | $6,021,000 | +195.6% | 121,963 | +183.3% | 0.93% | +111.6% |
| BR | Buy | BROADRIDGE FINL SOLUTIONS INC COMstock | $6,018,000 | +202.6% | 74,461 | +182.9% | 0.93% | +116.6% |
| MSFT | Buy | MICROSOFT CORP COMstock | $6,004,000 | +11.3% | 80,606 | +3.0% | 0.92% | -20.3% |
| ITW | Buy | ILLINOIS TOOL WORKS | $5,990,000 | +198.2% | 40,486 | +188.7% | 0.92% | +113.4% |
| ACN | Buy | ACCENTURE PLC IRELAND SHS CLASS Astock | $5,979,000 | +203.8% | 44,268 | +178.3% | 0.92% | +117.5% |
| CVX | Buy | CHEVRON CORP NEW COMstock | $5,956,000 | +16.2% | 50,690 | +3.2% | 0.92% | -16.8% |
| INTC | Buy | INTEL CORP | $5,922,000 | +223.3% | 155,514 | +186.5% | 0.91% | +131.5% |
| EMR | Buy | EMERSON ELECTRIC CO | $5,890,000 | +203.5% | 93,735 | +187.9% | 0.91% | +117.5% |
| LLY | Buy | LILLY ELI & CO COMstock | $5,894,000 | +192.1% | 68,905 | +181.0% | 0.91% | +109.0% |
| MCD | Buy | MCDONALDS CORP COMstock | $5,860,000 | +7.1% | 37,403 | +4.7% | 0.90% | -23.4% |
| NEE | Buy | NEXTERA ENERGY INC COMstock | $5,834,000 | +8.6% | 39,811 | +3.8% | 0.90% | -22.3% |
| PG | Buy | PROCTER & GAMBLE CO/THE | $5,816,000 | +8.7% | 63,928 | +4.1% | 0.90% | -22.2% |
| APD | Sell | AIR PRODS & CHEMS INC COMstock | $5,766,000 | -42.2% | 38,129 | -63.4% | 0.89% | -58.6% |
| WFC | Buy | WELLS FARGO CO NEW COMstock | $5,754,000 | +5.6% | 104,331 | +6.1% | 0.89% | -24.4% |
| HSY | Buy | HERSHEY CO COMstock | $5,740,000 | +208.9% | 52,579 | +203.9% | 0.88% | +121.0% |
| GPC | Buy | GENUINE PARTS CO COMstock | $5,702,000 | +192.9% | 59,616 | +184.0% | 0.88% | +109.5% |
| UTX | Buy | UNITED TECHNOLOGIES CORP COMstock | $5,679,000 | +192.3% | 48,921 | +207.5% | 0.87% | +109.1% |
| SYY | Buy | SYSCO CORP COMstock | $5,669,000 | +218.7% | 105,070 | +197.3% | 0.87% | +127.9% |
| PEP | Buy | PEPSICO INC | $5,652,000 | +3.8% | 50,723 | +7.6% | 0.87% | -25.7% |
| PAYX | Buy | PAYCHEX INC | $5,651,000 | +10.9% | 94,248 | +5.3% | 0.87% | -20.6% |
| DBB | Buy | POWERSHARES BASE ETFetp | $5,624,000 | +16.5% | 310,520 | +5.4% | 0.87% | -16.6% |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $5,612,000 | +12.2% | 87,403 | +4.7% | 0.86% | -19.6% |
| T | Buy | AT&T INC COMstock | $5,589,000 | +11.0% | 142,677 | +6.9% | 0.86% | -20.6% |
| SO | Buy | SOUTHERN CO/THE | $5,565,000 | +200.3% | 113,239 | +192.6% | 0.86% | +115.3% |
| XOM | Buy | EXXON MOBIL CORP COMstock | $5,539,000 | +192.6% | 67,562 | +188.1% | 0.85% | +109.6% |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LPstock | $5,515,000 | – | 77,616 | – | 0.85% | – |
| LMT | Buy | LOCKHEED MARTIN CORP COMstock | $5,478,000 | +179.8% | 17,654 | +150.3% | 0.84% | +100.2% |
| FDS | Buy | FACTSET RESH SYS INC COMstock | $5,368,000 | +171.7% | 29,805 | +150.7% | 0.83% | +94.4% |
| AMGN | Buy | AMGEN INC COMstock | $5,350,000 | +8.3% | 28,696 | +0.0% | 0.82% | -22.5% |
| KMB | Buy | KIMBERLY-CLARK CORP | $5,313,000 | +172.7% | 45,150 | +199.2% | 0.82% | +95.2% |
| UNH | Buy | UNITEDHEALTH GROUP INC COMstock | $5,293,000 | +154.1% | 27,028 | +140.6% | 0.82% | +81.9% |
| CSCO | Buy | CISCO SYS INC COMstock | $5,229,000 | +11.7% | 155,483 | +4.0% | 0.80% | -20.1% |
| VSS | Buy | VANGUARD FTSE ALL WORLDetp | $5,190,000 | +507.0% | 45,159 | +471.3% | 0.80% | +334.2% |
| MMM | Buy | 3M CO COMstock | $5,089,000 | +148.4% | 24,245 | +146.4% | 0.78% | +77.6% |
| MRK | Buy | MERCK & CO. INC. | $5,053,000 | +6.7% | 78,920 | +6.8% | 0.78% | -23.6% |
| MXI | Buy | ISHARES GLOBAL MATERIALSetp | $5,047,000 | +15.1% | 77,186 | +5.4% | 0.78% | -17.6% |
| JNJ | Buy | JOHNSON & JOHNSON | $5,016,000 | +149.9% | 38,578 | +154.3% | 0.77% | +78.7% |
| IXN | Buy | ISHARES GLOBAL TECH ETFetp | $4,865,000 | +14.6% | 34,175 | +5.4% | 0.75% | -18.0% |
| IXG | Buy | ISHARES GLOBAL FINANCIALSetp | $4,720,000 | +11.3% | 70,750 | +5.4% | 0.73% | -20.3% |
| SBUX | Buy | STARBUCKS CORP | $4,651,000 | +154.6% | 86,597 | +176.5% | 0.72% | +82.2% |
| MO | Buy | ALTRIA GROUP INC COMstock | $4,637,000 | -4.0% | 73,121 | +12.7% | 0.71% | -31.3% |
| DGS | Buy | WISDOMTREE EM SMALL CAPetp | $4,609,000 | +13.1% | 93,995 | +5.5% | 0.71% | -18.9% |
| DEO | New | DIAGEO PLC-SPONSORED ADRadr | $4,583,000 | – | 34,688 | – | 0.71% | – |
| ORCL | New | ORACLE CORP COMstock | $4,568,000 | – | 94,480 | – | 0.70% | – |
| WTMF | Buy | WISDOMTREE MANAGED FUTURES STRATEGY FUNDetf | $4,539,000 | +18.5% | 117,048 | +19.3% | 0.70% | -15.1% |
| VAMO | Buy | CAMBRIA VALUE AND MOMENTUM ETFetf | $4,367,000 | +23.5% | 176,662 | +16.0% | 0.67% | -11.6% |
| REM | Buy | ISHARES MORTGAGE REAL ESTetp | $4,276,000 | +6.4% | 91,281 | +5.4% | 0.66% | -23.8% |
| SYLD | Sell | CAMBRIA SHAREHOLDER YIELD ETFetf | $4,222,000 | -11.5% | 118,892 | -14.7% | 0.65% | -36.6% |
| JXI | Buy | ISHARES GLOBAL UTILITIESetp | $4,088,000 | +8.9% | 80,640 | +5.4% | 0.63% | -22.1% |
| IWC | Buy | ISHARES MICRO-CAP ETFetp | $4,011,000 | +11.9% | 42,468 | +5.4% | 0.62% | -19.8% |
| IGF | Buy | ISHARES GLOBAL INFRASTRUCetp | $3,721,000 | +59.8% | 82,218 | +55.3% | 0.57% | +14.4% |
| PDBC | Buy | POWERSHARES DB OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY PORTFOLIOetf | $3,279,000 | +16.1% | 194,570 | +8.7% | 0.50% | -16.8% |
| GDOT | Sell | GREEN DOT CORP-CLASS A | $2,690,000 | +24.1% | 54,250 | -3.6% | 0.41% | -11.2% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $2,531,000 | +7.4% | 8,797 | -4.2% | 0.39% | -23.1% |
| VNQI | Buy | VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEXetf | $2,383,000 | +14.1% | 40,112 | +8.0% | 0.37% | -18.3% |
| BNDX | Buy | VANGUARD TOTAL INTERNATIONAL BOND ETFetf | $2,382,000 | +6.8% | 43,642 | +6.3% | 0.37% | -23.5% |
| MTUM | Buy | ISHARES MSCI USA MOMENTUMetp | $2,308,000 | +14.6% | 24,123 | +6.5% | 0.36% | -18.0% |
| VNQ | Buy | VANGUARD REIT ETFetf | $2,277,000 | +8.4% | 27,406 | +8.6% | 0.35% | -22.3% |
| VTI | Buy | VANGUARD TOTAL STOCK MARKET INDEX FUNDetf | $2,272,000 | +9.9% | 17,538 | +5.6% | 0.35% | -21.2% |
| BA | New | BOEING CO/THE | $2,122,000 | – | 8,347 | – | 0.33% | – |
| MUB | New | ISHARES NATIONAL MUNI BOND ETFetf | $2,114,000 | – | 19,068 | – | 0.32% | – |
| TXN | Sell | TEXAS INSTRUMENTS INC | $2,084,000 | +11.6% | 23,253 | -4.2% | 0.32% | -20.0% |
| HD | Sell | HOME DEPOT INC | $2,049,000 | +2.1% | 12,530 | -4.2% | 0.32% | -26.9% |
| PKG | Sell | PACKAGING CORP OF AMERICA | $2,029,000 | -1.4% | 17,695 | -4.2% | 0.31% | -29.4% |
| AA | Sell | ALCOA UPSTREAM CORP | $2,004,000 | +38.0% | 42,991 | -3.3% | 0.31% | -1.0% |
| VWOB | Buy | VANGUARD EMERGING MARKETS GOVERNMENT BOND ETFetf | $2,010,000 | +7.8% | 24,772 | +6.4% | 0.31% | -22.9% |
| VO | Buy | VANGUARD MID-CAP ETFetp | $1,965,000 | +9.8% | 13,365 | +6.5% | 0.30% | -21.3% |
| FAIL | Buy | CAMBRIA SOVEREIGN HIGH YIELD BOND ETFetf | $1,950,000 | +6.4% | 68,553 | +5.7% | 0.30% | -23.9% |
| PH | Sell | PARKER HANNIFIN CORP | $1,928,000 | +4.9% | 11,018 | -4.2% | 0.30% | -24.8% |
| LUV | Sell | SOUTHWEST AIRLINES CO | $1,840,000 | -13.7% | 32,870 | -4.2% | 0.28% | -38.2% |
| ALL | Sell | ALLSTATE CORP | $1,806,000 | -3.4% | 19,655 | -7.0% | 0.28% | -30.8% |
| PLCE | Sell | CHILDREN'S PLACE INC/THE | $1,781,000 | +7.4% | 15,072 | -7.2% | 0.27% | -23.2% |
| ETN | Sell | EATON CORP PLC | $1,771,000 | -5.4% | 23,057 | -4.2% | 0.27% | -32.3% |
| SANM | Sell | SANMINA CORP | $1,755,000 | -5.5% | 47,248 | -3.1% | 0.27% | -32.3% |
| STI | Sell | SUNTRUST BANKS INC | $1,714,000 | +1.0% | 28,673 | -4.2% | 0.26% | -27.7% |
| LOW | Sell | LOWE'S COS INC | $1,710,000 | -1.2% | 21,390 | -4.2% | 0.26% | -29.3% |
| HYEM | Buy | VANECK VECTORS EMERGING Metp | $1,676,000 | +7.8% | 67,518 | +6.5% | 0.26% | -22.8% |
| HUN | Sell | HUNTSMAN CORP | $1,663,000 | +2.4% | 60,640 | -3.5% | 0.26% | -26.6% |
| RE | Sell | EVEREST RE GROUP LTD | $1,665,000 | -14.0% | 7,292 | -4.2% | 0.26% | -38.6% |
| MAN | Buy | MANPOWERGROUP INC | $1,643,000 | +7.0% | 13,948 | +1.4% | 0.25% | -23.3% |
| UAL | Sell | UNITED CONTINENTAL HOLDIN | $1,599,000 | -25.5% | 26,271 | -7.8% | 0.25% | -46.6% |
| NUS | Sell | NU SKIN ENTERPRISES INC - | $1,598,000 | -6.2% | 25,990 | -4.2% | 0.25% | -32.8% |
| UNM | Sell | UNUM GROUP | $1,577,000 | -0.1% | 30,843 | -8.9% | 0.24% | -28.3% |
| TRV | Sell | TRAVELERS COS INC/THE | $1,573,000 | -9.6% | 12,840 | -6.7% | 0.24% | -35.3% |
| AGO | Sell | ASSURED GUARANTY LTD | $1,561,000 | -17.3% | 41,339 | -8.6% | 0.24% | -40.9% |
| SIX | Sell | SIX FLAGS ENTERTAINMENT C | $1,552,000 | -2.0% | 25,470 | -4.2% | 0.24% | -29.9% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP I | $1,544,000 | -7.0% | 17,457 | -4.2% | 0.24% | -33.3% |
| AMP | Sell | AMERIPRISE FINANCIAL INC | $1,538,000 | +11.8% | 10,357 | -4.2% | 0.24% | -19.9% |
| ORLY | Sell | O'REILLY AUTOMOTIVE INC | $1,513,000 | -5.6% | 7,024 | -4.2% | 0.23% | -32.5% |
| GLW | Sell | CORNING INC | $1,492,000 | -4.6% | 49,869 | -4.2% | 0.23% | -31.5% |
| AIZ | Sell | ASSURANT INC | $1,487,000 | -17.3% | 15,569 | -10.2% | 0.23% | -40.7% |
| BAC | Sell | BANK OF AMERICA CORP | $1,457,000 | +1.1% | 57,510 | -3.1% | 0.22% | -27.7% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $1,406,000 | -15.0% | 24,527 | -4.2% | 0.22% | -39.3% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,378,000 | +3.2% | 49,266 | -4.2% | 0.21% | -26.1% |
| BBY | Sell | BEST BUY CO INC | $1,375,000 | -3.8% | 24,145 | -3.2% | 0.21% | -31.2% |
| CNO | Sell | CNO FINANCIAL GROUP INC | $1,360,000 | +7.1% | 58,272 | -4.2% | 0.21% | -23.4% |
| AMAT | Sell | APPLIED MATERIALS INC | $1,323,000 | +20.8% | 25,400 | -4.2% | 0.20% | -13.2% |
| SPIP | Buy | SPDR BLOOMBERG BARCLAYS TIPS ETFetf | $1,324,000 | +6.4% | 23,479 | +6.0% | 0.20% | -23.9% |
| LNC | Sell | LINCOLN NATIONAL CORP | $1,318,000 | +5.2% | 17,935 | -3.3% | 0.20% | -24.5% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS | $1,318,000 | +13.7% | 92,180 | -4.2% | 0.20% | -18.5% |
| WIP | Buy | SPDR DB INTL GOV INFL-PROetp | $1,296,000 | +9.8% | 22,613 | +6.4% | 0.20% | -21.3% |
| WHR | Sell | WHIRLPOOL CORP | $1,289,000 | -7.7% | 6,987 | -4.2% | 0.20% | -34.0% |
| GBX | Sell | GREENBRIER COMPANIES INC | $1,288,000 | +0.7% | 26,745 | -3.3% | 0.20% | -28.0% |
| LQD | Buy | ISHARES IBOXX INVESTMENTetp | $1,273,000 | +8.5% | 10,503 | +7.9% | 0.20% | -22.2% |
| HIG | Sell | HARTFORD FINANCIAL SVCS G | $1,252,000 | +1.0% | 22,593 | -4.2% | 0.19% | -27.4% |
| IEF | Buy | ISHARES LEHMAN 7-10YR TRSetp | $1,248,000 | +6.4% | 11,715 | +6.5% | 0.19% | -23.8% |
| LEA | Sell | LEAR CORP | $1,216,000 | +16.8% | 7,026 | -4.1% | 0.19% | -16.5% |
| WNC | Sell | WABASH NATIONAL CORP | $1,208,000 | +0.8% | 52,949 | -2.9% | 0.19% | -27.9% |
| CVS | Sell | CVS HEALTH CORP | $1,201,000 | -3.1% | 14,766 | -4.2% | 0.18% | -30.7% |
| AFG | Sell | AMERICAN FINANCIAL GROUP | $1,175,000 | +1.6% | 11,361 | -2.3% | 0.18% | -27.3% |
| VLO | Sell | VALERO ENERGY CORP | $1,169,000 | +9.4% | 15,191 | -4.2% | 0.18% | -21.7% |
| SPR | Sell | SPIRIT AEROSYSTEMS HOLD-C | $1,164,000 | +28.6% | 14,973 | -4.2% | 0.18% | -8.2% |
| TSE | Sell | TRINSEO SA | $1,156,000 | -5.2% | 17,225 | -2.9% | 0.18% | -32.1% |
| AIG | Sell | AMERICAN INTERNATIONAL GR | $1,152,000 | -5.9% | 18,769 | -4.2% | 0.18% | -32.7% |
| DAL | Sell | DELTA AIR LINES INC | $1,149,000 | -14.0% | 23,832 | -4.2% | 0.18% | -38.3% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,135,000 | +2.9% | 12,547 | -4.1% | 0.18% | -26.2% |
| GPS | Sell | GAP INC/THE | $1,133,000 | +28.8% | 38,364 | -4.2% | 0.17% | -7.9% |
| MRC | Sell | MRC GLOBAL INC | $1,131,000 | +3.5% | 64,637 | -2.3% | 0.17% | -26.0% |
| TGT | Buy | TARGET CORP | $1,123,000 | +67.1% | 19,038 | +48.1% | 0.17% | +19.3% |
| CTB | Sell | COOPER TIRE & RUBBER | $1,115,000 | -0.7% | 29,814 | -4.2% | 0.17% | -28.6% |
| PNC | Sell | PNC FINANCIAL SERVICES GR | $1,106,000 | +3.5% | 8,209 | -4.1% | 0.17% | -26.1% |
| GES | Buy | GUESS INC | $1,097,000 | +38.9% | 64,437 | +4.3% | 0.17% | -0.6% |
| XRX | Buy | XEROX CORP | $1,084,000 | +21.0% | 32,563 | +4.4% | 0.17% | -13.5% |
| CBS | Sell | CBS CORP-CLASS B NON VOTI | $1,049,000 | -12.8% | 18,078 | -4.2% | 0.16% | -37.8% |
| SNV | Sell | SYNOVUS FINANCIAL CORP | $1,038,000 | -0.2% | 22,531 | -4.2% | 0.16% | -28.6% |
| GATX | Sell | GATX CORP | $1,023,000 | -8.3% | 16,626 | -4.2% | 0.16% | -34.6% |
| SGOL | New | ETFS PHYSICAL SWISS GOLD SHARESetf | $1,019,000 | – | 8,219 | – | 0.16% | – |
| LUK | Sell | LEUCADIA NATIONAL CORP | $1,008,000 | -7.5% | 39,933 | -4.2% | 0.16% | -33.8% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $981,000 | +9.7% | 13,536 | -4.2% | 0.15% | -21.4% |
| KSS | Sell | KOHLS CORP | $965,000 | +13.1% | 21,145 | -4.2% | 0.15% | -18.6% |
| EMN | New | EASTMAN CHEMICAL CO | $962,000 | – | 10,626 | – | 0.15% | – |
| AET | New | AETNA INC | $957,000 | – | 6,019 | – | 0.15% | – |
| WOR | Sell | WORTHINGTON INDUSTRIES | $951,000 | -12.2% | 20,670 | -4.2% | 0.15% | -37.3% |
| IR | New | INGERSOLL-RAND PLC | $940,000 | – | 10,541 | – | 0.14% | – |
| HII | New | HUNTINGTON INGALLS INDUST | $941,000 | – | 4,154 | – | 0.14% | – |
| STLD | New | STEEL DYNAMICS INC | $938,000 | – | 27,219 | – | 0.14% | – |
| HPQ | Buy | HP INC | $928,000 | +21.5% | 46,502 | +6.3% | 0.14% | -12.8% |
| HRB | New | H&R BLOCK INC | $921,000 | – | 34,775 | – | 0.14% | – |
| STT | Sell | STATE STREET CORP | $923,000 | +2.1% | 9,660 | -4.2% | 0.14% | -26.8% |
| VC | Sell | VISTEON CORP | $918,000 | +16.2% | 7,421 | -4.2% | 0.14% | -17.1% |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING C | $916,000 | -4.9% | 14,459 | -4.2% | 0.14% | -31.9% |
| RHI | Sell | ROBERT HALF INTL INC | $896,000 | +0.7% | 17,802 | -4.2% | 0.14% | -27.7% |
| CAA | Sell | CALATLANTIC GROUP INC | $892,000 | -0.7% | 24,357 | -4.2% | 0.14% | -29.0% |
| RLGY | Sell | REALOGY HOLDINGS CORP | $882,000 | -2.8% | 26,772 | -4.2% | 0.14% | -30.3% |
| MUR | Sell | MURPHY OIL CORP | $885,000 | -0.7% | 33,321 | -4.2% | 0.14% | -29.2% |
| LYB | Sell | LYONDELLBASELL INDU-CL A | $885,000 | +12.5% | 8,935 | -4.2% | 0.14% | -19.5% |
| IBND | Buy | SPDR BARCLAYS INT CORPetp | $876,000 | +10.6% | 25,354 | +6.4% | 0.14% | -20.6% |
| MET | Sell | METLIFE INC | $839,000 | -9.4% | 16,146 | -4.2% | 0.13% | -35.2% |
| VCSH | Buy | VANGUARD-S/T CORP (ETF)etp | $825,000 | +6.6% | 10,296 | +6.5% | 0.13% | -23.5% |
| IHY | Buy | VANECK VECTORS INTERNATIOetp | $824,000 | +9.1% | 31,977 | +6.5% | 0.13% | -21.6% |
| CCL | Sell | CARNIVAL CORP | $820,000 | -5.6% | 12,696 | -4.2% | 0.13% | -32.6% |
| BSV | Buy | VANGUARD ST BOND ETFetp | $819,000 | +6.4% | 10,263 | +6.5% | 0.13% | -24.1% |
| CVI | Sell | CVR ENERGY INC | $815,000 | +14.0% | 31,484 | -4.2% | 0.12% | -18.8% |
| AES | Sell | AES CORP | $795,000 | -4.9% | 72,144 | -4.2% | 0.12% | -32.2% |
| JNK | Sell | SPDR BARCLAYS HIGH YIELDetp | $788,000 | -83.1% | 21,120 | -83.2% | 0.12% | -87.9% |
| MCK | Sell | MCKESSON CORP | $774,000 | -10.5% | 5,037 | -4.2% | 0.12% | -36.0% |
| ODP | Sell | OFFICE DEPOT INC | $744,000 | -21.9% | 163,806 | -3.1% | 0.12% | -43.9% |
| HON | New | HONEYWELL INTL INC COMstock | $699,000 | – | 4,932 | – | 0.11% | – |
| RGR | Sell | STURM RUGER & CO INC | $649,000 | -20.3% | 12,558 | -4.2% | 0.10% | -42.9% |
| UPS | New | UNITED PARCEL SERVICE INC CL Bstock | $629,000 | – | 5,240 | – | 0.10% | – |
| NTAP | Sell | NETAPP INC | $598,000 | +4.7% | 13,659 | -4.2% | 0.09% | -25.2% |
| ES | New | EVERSOURCE ENERGY COMstock | $573,000 | – | 9,473 | – | 0.09% | – |
| EMLC | Buy | VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETFetf | $557,000 | +6.9% | 29,022 | +5.3% | 0.09% | -23.2% |
| KO | New | COCA COLA CO COMstock | $536,000 | – | 11,913 | – | 0.08% | – |
| ETR | New | ENTERGY CORP NEW COMstock | $532,000 | – | 6,971 | – | 0.08% | – |
| FINL | Sell | FINISH LINE/THE - CL A | $519,000 | -18.7% | 43,149 | -4.2% | 0.08% | -41.6% |
| K | Sell | KELLOGG CO | $512,000 | -72.9% | 8,216 | -69.8% | 0.08% | -80.6% |
| QSY | Buy | WISDOMTREE U.S. LARGECAP VALUE FUNDetf | $476,000 | +18.7% | 6,271 | +13.5% | 0.07% | -15.1% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $473,000 | -1.7% | 11,138 | -4.2% | 0.07% | -29.1% |
| GIS | New | GENERAL MLS INC COMstock | $452,000 | – | 8,724 | – | 0.07% | – |
| SJM | New | SMUCKER J M CO COM NEWstock | $447,000 | – | 4,256 | – | 0.07% | – |
| SCG | Sell | SCANA CORP | $434,000 | -91.6% | 8,958 | -88.3% | 0.07% | -93.9% |
| DDS | Sell | DILLARDS INC-CL A | $361,000 | -7.0% | 6,445 | -4.1% | 0.06% | -32.5% |
| LUMN | Sell | CENTURYLINK INC | $347,000 | -24.2% | 18,382 | -4.2% | 0.05% | -45.9% |
| M | Sell | MACY'S INC | $297,000 | -10.0% | 13,621 | -4.2% | 0.05% | -35.2% |
| AEIS | Buy | ADVANCED ENERGY INDUSTRIE | $302,000 | +42.5% | 3,744 | +14.3% | 0.05% | 0.0% |
| VTV | Sell | VANGUARD VALUE INDEX FUNDetf | $287,000 | +1.4% | 2,879 | -1.7% | 0.04% | -27.9% |
| BCO | New | BRINK'S CO/THE | $277,000 | – | 3,288 | – | 0.04% | – |
| TAIL | New | CAMBRIA TAIL RISK ETFetf | $259,000 | – | 11,000 | – | 0.04% | – |
| WIFI | Buy | BOINGO WIRELESS INC | $256,000 | +63.1% | 11,992 | +14.3% | 0.04% | +14.7% |
| LNTH | New | LANTHEUS HOLDINGS INC | $198,000 | – | 11,114 | – | 0.03% | – |
| CECO | New | CAREER EDUCATION CORP | $113,000 | – | 10,919 | – | 0.02% | – |
| IPI | New | INTREPID POTASH INC | $93,000 | – | 21,310 | – | 0.01% | – |
| TBBK | New | BANCORP INC/THE | $91,000 | – | 10,975 | – | 0.01% | – |
| FM | Exit | ISHARES MSCI FRONTIER 100etp | $0 | – | -10,194 | – | -0.06% | – |
| FRAN | Exit | FRANCESCAS HOLDINGS CORP | $0 | – | -49,439 | – | -0.12% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -24,411 | – | -0.14% | – |
| VAC | Exit | MARRIOTT VACATIONS WORLD | $0 | – | -7,272 | – | -0.18% | – |
| MTB | Exit | M & T BANK CORP | $0 | – | -5,544 | – | -0.19% | – |
| BEN | Exit | FRANKLIN RESOURCES INC | $0 | – | -20,016 | – | -0.19% | – |
| PSEC | Exit | PROSPECT CAPITAL CORP | $0 | – | -117,866 | – | -0.21% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -10,276 | – | -0.24% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP | $0 | – | -17,554 | – | -0.24% | – |
| AWHHF | Exit | ALLIED WORLD ASSURANCE | $0 | – | -24,656 | – | -0.28% | – |
| GAA | Exit | Cambria Global Asset Allocation ETFetf | $0 | – | -70,100 | – | -0.40% | – |
| VB | Exit | VANGUARD SMALL CAP ETFetp | $0 | – | -26,097 | – | -0.76% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | New | Cambria Global Momentum ETFetf | $18,235,000 | – | 728,498 | – | 3.92% | – |
| GLD | New | SPDR GOLD SHARESetf | $12,740,000 | – | 107,947 | – | 2.74% | – |
| EYLD | New | CAMBRIA EMERGING SHAREHOLDER YIELD ETFetf | $10,024,000 | – | 335,688 | – | 2.16% | – |
| APD | New | AIR PRODUCTS & CHEMICALS | $9,976,000 | – | 104,060 | – | 2.14% | – |
| SPY | New | SPDR S&P 500 ETFetf | $7,940,000 | – | 32,838 | – | 1.71% | – |
| AFL | New | AFLAC INC | $6,935,000 | – | 89,278 | – | 1.49% | – |
| AAPL | New | APPLE INC | $6,295,000 | – | 43,707 | – | 1.35% | – |
| GVAL | New | CAMBRIA GLOBAL VALUE ETFetp | $6,026,000 | – | 255,334 | – | 1.30% | – |
| FYLD | New | CAMBRIA FORGN SHRHLDR ETFetp | $5,989,000 | – | 252,903 | – | 1.29% | – |
| VEA | New | VANGUARD FTSE DEVELOPED MARKETS ETFetf | $5,977,000 | – | 144,640 | – | 1.28% | – |
| BND | New | VANGUARD TOTAL BOND MARKET INDEX FUNDetf | $5,949,000 | – | 72,701 | – | 1.28% | – |
| WMT | New | WAL-MART STORES INC | $5,811,000 | – | 76,787 | – | 1.25% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $5,796,000 | – | 47,627 | – | 1.25% | – |
| ABT | New | ABBOTT LABORATORIES | $5,733,000 | – | 117,947 | – | 1.23% | – |
| WM | New | WASTE MANAGEMENT INC | $5,535,000 | – | 75,465 | – | 1.19% | – |
| MCD | New | MCDONALD'S CORP | $5,471,000 | – | 35,719 | – | 1.18% | – |
| WFC | New | WELLS FARGO & CO | $5,449,000 | – | 98,349 | – | 1.17% | – |
| PEP | New | PEPSICO INC | $5,445,000 | – | 47,148 | – | 1.17% | – |
| MSFT | New | MICROSOFT CORP | $5,394,000 | – | 78,256 | – | 1.16% | – |
| NEE | New | NEXTERA ENERGY INC | $5,374,000 | – | 38,347 | – | 1.16% | – |
| PG | New | PROCTER & GAMBLE CO/THE | $5,351,000 | – | 61,399 | – | 1.15% | – |
| VWO | New | VANGUARD EMERGING MKT ETFetp | $5,335,000 | – | 130,665 | – | 1.15% | – |
| SCG | New | SCANA CORP | $5,146,000 | – | 76,791 | – | 1.11% | – |
| CVX | New | CHEVRON CORP | $5,126,000 | – | 49,132 | – | 1.10% | – |
| PAYX | New | PAYCHEX INC | $5,096,000 | – | 89,489 | – | 1.10% | – |
| T | New | AT&T INC | $5,035,000 | – | 133,437 | – | 1.08% | – |
| OXY | New | OCCIDENTAL PETROLEUM CORP | $5,000,000 | – | 83,518 | – | 1.08% | – |
| AMGN | New | AMGEN INC | $4,942,000 | – | 28,694 | – | 1.06% | – |
| MO | New | ALTRIA GROUP INC | $4,832,000 | – | 64,883 | – | 1.04% | – |
| DBB | New | POWERSHARES BASE ETFetp | $4,828,000 | – | 294,731 | – | 1.04% | – |
| SYLD | New | CAMBRIA SHAREHOLDER YIELDetp | $4,773,000 | – | 139,443 | – | 1.03% | – |
| MRK | New | MERCK & CO. INC. | $4,736,000 | – | 73,890 | – | 1.02% | – |
| CSCO | New | CISCO SYSTEMS INC | $4,681,000 | – | 149,558 | – | 1.01% | – |
| JNK | New | SPDR BARCLAYS HIGH YIELDetp | $4,671,000 | – | 125,573 | – | 1.00% | – |
| MXI | New | ISHARES GLOBAL MATERIALSetp | $4,383,000 | – | 73,262 | – | 0.94% | – |
| IXN | New | ISHARES GLOBAL TECH ETFetp | $4,247,000 | – | 32,438 | – | 0.91% | – |
| IXG | New | ISHARES GLOBAL FINANCIALSetp | $4,241,000 | – | 67,153 | – | 0.91% | – |
| DGS | New | WISDOMTREE EM SMALL CAPetp | $4,075,000 | – | 89,075 | – | 0.88% | – |
| REM | New | ISHARES MORTGAGE REAL ESTetp | $4,018,000 | – | 86,640 | – | 0.86% | – |
| WTMF | New | WISDOMTREE MANAGED FUTURES STRATEGY FUNDetf | $3,829,000 | – | 98,151 | – | 0.82% | – |
| CMI | New | CUMMINS INC | $3,815,000 | – | 23,519 | – | 0.82% | – |
| JXI | New | ISHARES GLOBAL UTILITIESetp | $3,753,000 | – | 76,539 | – | 0.81% | – |
| IWC | New | ISHARES MICRO-CAP ETFetp | $3,585,000 | – | 40,308 | – | 0.77% | – |
| VB | New | VANGUARD SMALL CAP ETFetp | $3,537,000 | – | 26,097 | – | 0.76% | – |
| VAMO | New | CAMBRIA VALUE AND MOMENTUM ETFetf | $3,536,000 | – | 152,263 | – | 0.76% | – |
| JPM | New | JPMORGAN CHASE & CO | $3,095,000 | – | 33,857 | – | 0.67% | – |
| GD | New | GENERAL DYNAMICS CORP | $2,940,000 | – | 14,843 | – | 0.63% | – |
| USB | New | US BANCORP | $2,858,000 | – | 55,052 | – | 0.62% | – |
| PDBC | New | POWERSHARES DB OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY PORTFOLIOetf | $2,824,000 | – | 178,935 | – | 0.61% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $2,357,000 | – | 9,181 | – | 0.51% | – |
| IGF | New | ISHARES GLOBAL INFRASTRUCetp | $2,328,000 | – | 52,940 | – | 0.50% | – |
| BNDX | New | VANGUARD TOTAL INTERNATIONAL BOND ETFetf | $2,231,000 | – | 41,047 | – | 0.48% | – |
| GDOT | New | GREEN DOT CORP-CLASS A | $2,167,000 | – | 56,253 | – | 0.47% | – |
| UAL | New | UNITED CONTINENTAL HOLDIN | $2,145,000 | – | 28,499 | – | 0.46% | – |
| LUV | New | SOUTHWEST AIRLINES CO | $2,131,000 | – | 34,298 | – | 0.46% | – |
| VNQ | New | VANGUARD REIT ETFetf | $2,101,000 | – | 25,247 | – | 0.45% | – |
| VNQI | New | VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEXetf | $2,088,000 | – | 37,124 | – | 0.45% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $2,083,000 | – | 11,234 | – | 0.45% | – |
| CME | New | CME GROUP INC | $2,064,000 | – | 16,482 | – | 0.44% | – |
| VTI | New | VANGUARD TOTAL STOCK MARKET INDEX FUNDetf | $2,067,000 | – | 16,609 | – | 0.44% | – |
| PKG | New | PACKAGING CORP OF AMERICA | $2,057,000 | – | 18,466 | – | 0.44% | – |
| MMM | New | 3M CO | $2,049,000 | – | 9,840 | – | 0.44% | – |
| EV | New | EATON VANCE CORP | $2,037,000 | – | 43,050 | – | 0.44% | – |
| LLY | New | ELI LILLY & CO | $2,018,000 | – | 24,518 | – | 0.43% | – |
| MTUM | New | ISHARES MSCI USA MOMENTUMetp | $2,014,000 | – | 22,661 | – | 0.43% | – |
| JNJ | New | JOHNSON & JOHNSON | $2,007,000 | – | 15,170 | – | 0.43% | – |
| ITW | New | ILLINOIS TOOL WORKS | $2,009,000 | – | 14,022 | – | 0.43% | – |
| HD | New | HOME DEPOT INC | $2,006,000 | – | 13,076 | – | 0.43% | – |
| BR | New | BROADRIDGE FINANCIAL SOLU | $1,989,000 | – | 26,322 | – | 0.43% | – |
| FDS | New | FACTSET RESEARCH SYSTEMS | $1,976,000 | – | 11,890 | – | 0.42% | – |
| ACN | New | ACCENTURE PLC-CL A | $1,968,000 | – | 15,908 | – | 0.42% | – |
| LMT | New | LOCKHEED MARTIN CORP | $1,958,000 | – | 7,052 | – | 0.42% | – |
| GPC | New | GENUINE PARTS CO | $1,947,000 | – | 20,992 | – | 0.42% | – |
| HRS | New | HARRIS CORP | $1,950,000 | – | 17,876 | – | 0.42% | – |
| KMB | New | KIMBERLY-CLARK CORP | $1,948,000 | – | 15,088 | – | 0.42% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $1,943,000 | – | 15,908 | – | 0.42% | – |
| EMR | New | EMERSON ELECTRIC CO | $1,941,000 | – | 32,554 | – | 0.42% | – |
| RE | New | EVEREST RE GROUP LTD | $1,937,000 | – | 7,610 | – | 0.42% | – |
| K | New | KELLOGG CO | $1,891,000 | – | 27,224 | – | 0.41% | – |
| XOM | New | EXXON MOBIL CORP | $1,893,000 | – | 23,452 | – | 0.41% | – |
| AGO | New | ASSURED GUARANTY LTD | $1,887,000 | – | 45,219 | – | 0.41% | – |
| ETN | New | EATON CORP PLC | $1,873,000 | – | 24,059 | – | 0.40% | – |
| GAA | New | Cambria Global Asset Allocation ETFetf | $1,868,000 | – | 70,100 | – | 0.40% | – |
| ALL | New | ALLSTATE CORP | $1,869,000 | – | 21,138 | – | 0.40% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $1,867,000 | – | 24,264 | – | 0.40% | – |
| VWOB | New | VANGUARD EMERGING MARKETS GOVERNMENT BOND ETFetf | $1,865,000 | – | 23,284 | – | 0.40% | – |
| HSY | New | HERSHEY CO/THE | $1,858,000 | – | 17,302 | – | 0.40% | – |
| SANM | New | SANMINA CORP | $1,857,000 | – | 48,736 | – | 0.40% | – |
| SO | New | SOUTHERN CO/THE | $1,853,000 | – | 38,704 | – | 0.40% | – |
| PH | New | PARKER HANNIFIN CORP | $1,838,000 | – | 11,498 | – | 0.40% | – |
| FAIL | New | CAMBRIA SOVEREIGN HIGH YIELD BOND ETFetf | $1,832,000 | – | 64,836 | – | 0.39% | – |
| INTC | New | INTEL CORP | $1,832,000 | – | 54,284 | – | 0.39% | – |
| SBUX | New | STARBUCKS CORP | $1,827,000 | – | 31,324 | – | 0.39% | – |
| AIZ | New | ASSURANT INC | $1,797,000 | – | 17,332 | – | 0.39% | – |
| VO | New | VANGUARD MID-CAP ETFetp | $1,789,000 | – | 12,555 | – | 0.38% | – |
| SYY | New | SYSCO CORP | $1,779,000 | – | 35,342 | – | 0.38% | – |
| TRV | New | TRAVELERS COS INC/THE | $1,741,000 | – | 13,760 | – | 0.37% | – |
| LOW | New | LOWE'S COS INC | $1,730,000 | – | 22,320 | – | 0.37% | – |
| NUS | New | NU SKIN ENTERPRISES INC - | $1,704,000 | – | 27,121 | – | 0.37% | – |
| STI | New | SUNTRUST BANKS INC | $1,697,000 | – | 29,918 | – | 0.36% | – |
| PLCE | New | CHILDREN'S PLACE INC/THE | $1,659,000 | – | 16,247 | – | 0.36% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP I | $1,660,000 | – | 18,216 | – | 0.36% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $1,655,000 | – | 25,592 | – | 0.36% | – |
| HUN | New | HUNTSMAN CORP | $1,624,000 | – | 62,860 | – | 0.35% | – |
| ORLY | New | O'REILLY AUTOMOTIVE INC | $1,603,000 | – | 7,330 | – | 0.34% | – |
| SIX | New | SIX FLAGS ENTERTAINMENT C | $1,584,000 | – | 26,577 | – | 0.34% | – |
| UNM | New | UNUM GROUP | $1,578,000 | – | 33,847 | – | 0.34% | – |
| GLW | New | CORNING INC | $1,564,000 | – | 52,038 | – | 0.34% | – |
| HYEM | New | VANECK VECTORS EMERGING Metp | $1,555,000 | – | 63,426 | – | 0.33% | – |
| MAN | New | MANPOWERGROUP INC | $1,536,000 | – | 13,754 | – | 0.33% | – |
| AA | New | ALCOA UPSTREAM CORP | $1,452,000 | – | 44,480 | – | 0.31% | – |
| BAC | New | BANK OF AMERICA CORP | $1,441,000 | – | 59,380 | – | 0.31% | – |
| BBY | New | BEST BUY CO INC | $1,430,000 | – | 24,940 | – | 0.31% | – |
| WHR | New | WHIRLPOOL CORP | $1,397,000 | – | 7,290 | – | 0.30% | – |
| AMP | New | AMERIPRISE FINANCIAL INC | $1,376,000 | – | 10,807 | – | 0.30% | – |
| DAL | New | DELTA AIR LINES INC | $1,336,000 | – | 24,867 | – | 0.29% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,335,000 | – | 51,408 | – | 0.29% | – |
| AWHHF | New | ALLIED WORLD ASSURANCE | $1,304,000 | – | 24,656 | – | 0.28% | – |
| GBX | New | GREENBRIER COMPANIES INC | $1,279,000 | – | 27,645 | – | 0.28% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $1,270,000 | – | 60,804 | – | 0.27% | – |
| LNC | New | LINCOLN NATIONAL CORP | $1,253,000 | – | 18,546 | – | 0.27% | – |
| SPIP | New | SPDR BLOOMBERG BARCLAYS TIPS ETFetf | $1,244,000 | – | 22,147 | – | 0.27% | – |
| CVS | New | CVS HEALTH CORP | $1,240,000 | – | 15,408 | – | 0.27% | – |
| HIG | New | HARTFORD FINANCIAL SVCS G | $1,239,000 | – | 23,577 | – | 0.27% | – |
| AIG | New | AMERICAN INTERNATIONAL GR | $1,224,000 | – | 19,585 | – | 0.26% | – |
| TSE | New | TRINSEO SA | $1,219,000 | – | 17,746 | – | 0.26% | – |
| CBS | New | CBS CORP-CLASS B NON VOTI | $1,203,000 | – | 18,864 | – | 0.26% | – |
| WNC | New | WABASH NATIONAL CORP | $1,198,000 | – | 54,521 | – | 0.26% | – |
| WIP | New | SPDR DB INTL GOV INFL-PROetp | $1,180,000 | – | 21,243 | – | 0.25% | – |
| LQD | New | ISHARES IBOXX INVESTMENTetp | $1,173,000 | – | 9,734 | – | 0.25% | – |
| IEF | New | ISHARES LEHMAN 7-10YR TRSetp | $1,173,000 | – | 11,005 | – | 0.25% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS | $1,159,000 | – | 96,188 | – | 0.25% | – |
| AFG | New | AMERICAN FINANCIAL GROUP | $1,156,000 | – | 11,631 | – | 0.25% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP | $1,125,000 | – | 17,554 | – | 0.24% | – |
| CTB | New | COOPER TIRE & RUBBER | $1,123,000 | – | 31,110 | – | 0.24% | – |
| GATX | New | GATX CORP | $1,115,000 | – | 17,346 | – | 0.24% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $1,111,000 | – | 10,276 | – | 0.24% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,103,000 | – | 13,090 | – | 0.24% | – |
| AMAT | New | APPLIED MATERIALS INC | $1,095,000 | – | 26,504 | – | 0.24% | – |
| MRC | New | MRC GLOBAL INC | $1,093,000 | – | 66,143 | – | 0.24% | – |
| LUK | New | LEUCADIA NATIONAL CORP | $1,090,000 | – | 41,670 | – | 0.23% | – |
| WOR | New | WORTHINGTON INDUSTRIES | $1,083,000 | – | 21,570 | – | 0.23% | – |
| PNC | New | PNC FINANCIAL SERVICES GR | $1,069,000 | – | 8,563 | – | 0.23% | – |
| VLO | New | VALERO ENERGY CORP | $1,069,000 | – | 15,851 | – | 0.23% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $1,040,000 | – | 23,509 | – | 0.22% | – |
| LEA | New | LEAR CORP | $1,041,000 | – | 7,329 | – | 0.22% | – |
| ESRX | New | EXPRESS SCRIPTS HOLDING C | $963,000 | – | 15,086 | – | 0.21% | – |
| PSEC | New | PROSPECT CAPITAL CORP | $957,000 | – | 117,866 | – | 0.21% | – |
| ODP | New | OFFICE DEPOT INC | $953,000 | – | 169,010 | – | 0.20% | – |
| MET | New | METLIFE INC | $926,000 | – | 16,848 | – | 0.20% | – |
| SPR | New | SPIRIT AEROSYSTEMS HOLD-C | $905,000 | – | 15,624 | – | 0.20% | – |
| RLGY | New | REALOGY HOLDINGS CORP | $907,000 | – | 27,936 | – | 0.20% | – |
| STT | New | STATE STREET CORP | $904,000 | – | 10,080 | – | 0.19% | – |
| BEN | New | FRANKLIN RESOURCES INC | $897,000 | – | 20,016 | – | 0.19% | – |
| MTB | New | M & T BANK CORP | $898,000 | – | 5,544 | – | 0.19% | – |
| CAA | New | CALATLANTIC GROUP INC | $898,000 | – | 25,416 | – | 0.19% | – |
| XRX | New | XEROX CORP | $896,000 | – | 31,176 | – | 0.19% | – |
| MUR | New | MURPHY OIL CORP | $891,000 | – | 34,770 | – | 0.19% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $894,000 | – | 14,124 | – | 0.19% | – |
| RHI | New | ROBERT HALF INTL INC | $890,000 | – | 18,576 | – | 0.19% | – |
| GPS | New | GAP INC/THE | $880,000 | – | 40,032 | – | 0.19% | – |
| CCL | New | CARNIVAL CORP | $869,000 | – | 13,248 | – | 0.19% | – |
| MCK | New | MCKESSON CORP | $865,000 | – | 5,256 | – | 0.19% | – |
| VSS | New | VANGUARD FTSE ALL WORLDetp | $855,000 | – | 7,905 | – | 0.18% | – |
| VAC | New | MARRIOTT VACATIONS WORLD | $856,000 | – | 7,272 | – | 0.18% | – |
| KSS | New | KOHLS CORP | $853,000 | – | 22,066 | – | 0.18% | – |
| AES | New | AES CORP | $836,000 | – | 75,282 | – | 0.18% | – |
| RGR | New | STURM RUGER & CO INC | $814,000 | – | 13,104 | – | 0.18% | – |
| TLT | New | ISHARES 20 YEAR TREASURYetp | $799,000 | – | 6,386 | – | 0.17% | – |
| VC | New | VISTEON CORP | $790,000 | – | 7,745 | – | 0.17% | – |
| IBND | New | SPDR BARCLAYS INT CORPetp | $792,000 | – | 23,818 | – | 0.17% | – |
| GES | New | GUESS INC | $790,000 | – | 61,781 | – | 0.17% | – |
| LYB | New | LYONDELLBASELL INDU-CL A | $787,000 | – | 9,322 | – | 0.17% | – |
| VCSH | New | VANGUARD-S/T CORP (ETF)etp | $774,000 | – | 9,672 | – | 0.17% | – |
| BSV | New | VANGUARD ST BOND ETFetp | $770,000 | – | 9,641 | – | 0.17% | – |
| HPQ | New | HP INC | $764,000 | – | 43,733 | – | 0.16% | – |
| IHY | New | VANECK VECTORS INTERNATIOetp | $755,000 | – | 30,039 | – | 0.16% | – |
| CVI | New | CVR ENERGY INC | $715,000 | – | 32,852 | – | 0.15% | – |
| TGT | New | TARGET CORP | $672,000 | – | 12,855 | – | 0.14% | – |
| HFC | New | HOLLYFRONTIER CORP | $671,000 | – | 24,411 | – | 0.14% | – |
| FINL | New | FINISH LINE/THE - CL A | $638,000 | – | 45,024 | – | 0.14% | – |
| CLX | New | CLOROX CO DEL COMstock | $584,000 | – | 4,384 | – | 0.13% | – |
| NTAP | New | NETAPP INC | $571,000 | – | 14,253 | – | 0.12% | – |
| FRAN | New | FRANCESCAS HOLDINGS CORP | $541,000 | – | 49,439 | – | 0.12% | – |
| EMLC | New | VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETFetf | $521,000 | – | 27,562 | – | 0.11% | – |
| PII | New | POLARIS INDS INC COMstock | $518,000 | – | 5,612 | – | 0.11% | – |
| ADM | New | ARCHER-DANIELS-MIDLAND CO | $481,000 | – | 11,624 | – | 0.10% | – |
| LUMN | New | CENTURYLINK INC | $458,000 | – | 19,180 | – | 0.10% | – |
| VZ | New | VERIZON COMMUNICATIONS INC COMstock | $456,000 | – | 10,219 | – | 0.10% | – |
| QSY | New | WISDOMTREE U.S. LARGECAP VALUE FUNDetf | $401,000 | – | 5,525 | – | 0.09% | – |
| DDS | New | DILLARDS INC-CL A | $388,000 | – | 6,724 | – | 0.08% | – |
| M | New | MACY'S INC | $330,000 | – | 14,212 | – | 0.07% | – |
| FM | New | ISHARES MSCI FRONTIER 100etp | $291,000 | – | 10,194 | – | 0.06% | – |
| VTV | New | VANGUARD VALUE INDEX FUNDetf | $283,000 | – | 2,930 | – | 0.06% | – |
| AEIS | New | ADVANCED ENERGY INDUSTRIE | $212,000 | – | 3,276 | – | 0.05% | – |
| WIFI | New | BOINGO WIRELESS INC | $157,000 | – | 10,493 | – | 0.03% | – |
Q4 2016
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VNQ | Sell | VANGUARD REIT ETFetp | $5,688,000 | -10.3% | 65,577 | -8.2% | 2.66% | -9.3% |
| VNQI | Buy | VANGUARD GBL X US RE ETFetp | $4,310,000 | +20.6% | 73,229 | +10.8% | 2.01% | +22.0% |
| EYLD | New | CAMBRIA EMERG SHRHLDR YIEetp | $4,179,000 | – | 157,406 | – | 1.95% | – |
| TLT | Buy | ISHARES 20+ YEAR TREASURYetp | $3,180,000 | -0.1% | 23,121 | +0.9% | 1.48% | +1.0% |
| LQD | Buy | ISHARES IBOXX INVESTMENTetp | $3,104,000 | +1.6% | 25,200 | +1.3% | 1.45% | +2.8% |
| DBP | Sell | POWERSHARES DBetp | $2,651,000 | -11.4% | 65,276 | -10.7% | 1.24% | -10.4% |
| FAIL | Buy | CAMBRIA SOVEREIGN HIGH YIetp | $2,589,000 | +5.0% | 91,795 | +1.9% | 1.21% | +6.2% |
| BND | Sell | VANGUARD TOT BOND MKT ETFetp | $2,558,000 | -28.9% | 30,400 | -28.7% | 1.19% | -28.0% |
| HYEM | Buy | VANECK VECTORS EMERGING Metp | $2,447,000 | +5.9% | 99,169 | +2.1% | 1.14% | +7.1% |
| ORLY | Sell | O'REILLY AUTOMOTIVE INC | $2,338,000 | -4.8% | 8,348 | -7.8% | 1.09% | -3.7% |
| GVAL | Buy | CAMBRIA GLOBAL VALUE ETFetp | $2,332,000 | +9.5% | 119,448 | +2.4% | 1.09% | +10.8% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $2,238,000 | -11.3% | 10,459 | -7.8% | 1.04% | -10.2% |
| NUS | Sell | NU SKIN ENTERPRISES INC - | $2,001,000 | +29.3% | 30,889 | -7.9% | 0.93% | +30.8% |
| SYLD | Sell | CAMBRIA SHAREHOLDER YIELDetp | $1,998,000 | -34.1% | 66,486 | -38.0% | 0.93% | -33.3% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS | $1,956,000 | +3.3% | 109,546 | -7.9% | 0.91% | +4.5% |
| TXN | Sell | TEXAS INSTRUMENTS INC | $1,939,000 | +3.2% | 27,634 | -7.9% | 0.90% | +4.4% |
| HD | Sell | HOME DEPOT INC | $1,917,000 | -7.1% | 14,894 | -7.8% | 0.90% | -6.0% |
| EDV | Buy | VANGUARD EXTENDED DUR TREetp | $1,915,000 | -1.2% | 14,031 | +0.0% | 0.89% | 0.0% |
| FCFS | New | FIRSTCASH INC | $1,910,000 | – | 40,562 | – | 0.89% | – |
| IEF | Buy | ISHARES LEHMAN 7-10YR TRSetp | $1,908,000 | +1.1% | 17,058 | +2.1% | 0.89% | +2.3% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP I | $1,894,000 | -13.0% | 20,746 | -7.9% | 0.88% | -12.0% |
| PDBC | Buy | POWERSHARES DB OPTIMUM YIetp | $1,855,000 | +2.3% | 106,390 | +4.7% | 0.87% | +3.5% |
| VO | Buy | VANGUARD MID-CAP ETFetp | $1,846,000 | +7.8% | 14,261 | +2.9% | 0.86% | +9.1% |
| VTI | Buy | VANGUARD TOTAL STOCK MKTetp | $1,846,000 | +7.0% | 16,578 | +2.9% | 0.86% | +8.3% |
| LLL | Sell | L-3 COMMUNICATIONS HOLDIN | $1,842,000 | -5.3% | 12,218 | -7.9% | 0.86% | -4.1% |
| LOW | Sell | LOWE'S COS INC | $1,836,000 | -15.9% | 25,420 | -7.9% | 0.86% | -15.0% |
| ETN | Sell | EATON CORP PLC | $1,800,000 | +1.4% | 27,399 | -7.9% | 0.84% | +2.6% |
| BNDX | Sell | VANGUARD TOTAL INTL BONDetp | $1,797,000 | -44.0% | 32,058 | -44.3% | 0.84% | -43.3% |
| TRV | Sell | TRAVELERS COS INC/THE | $1,771,000 | -11.2% | 15,462 | -7.7% | 0.83% | -10.2% |
| AIZ | Sell | ASSURANT INC | $1,764,000 | -1.3% | 19,125 | -7.6% | 0.82% | -0.2% |
| NBR | Sell | NABORS INDUSTRIES LTD | $1,715,000 | +11.4% | 141,010 | -8.0% | 0.80% | +12.7% |
| PKG | Sell | PACKAGING CORP OF AMERICA | $1,709,000 | +11.8% | 21,036 | -7.9% | 0.80% | +13.2% |
| RE | Sell | EVEREST RE GROUP LTD | $1,647,000 | -4.1% | 8,668 | -7.8% | 0.77% | -3.0% |
| PH | Sell | PARKER HANNIFIN CORP | $1,644,000 | +7.0% | 13,098 | -7.9% | 0.77% | +8.2% |
| ALL | Sell | ALLSTATE CORP | $1,641,000 | -8.7% | 23,716 | -7.7% | 0.77% | -7.7% |
| UAL | Sell | UNITED CONTINENTAL HOLDIN | $1,638,000 | +17.8% | 31,222 | -7.9% | 0.76% | +19.2% |
| AAPL | Sell | APPLE INC | $1,630,000 | +9.0% | 14,421 | -7.8% | 0.76% | +10.3% |
| SIX | Sell | SIX FLAGS ENTERTAINMENT C | $1,623,000 | -14.7% | 30,265 | -7.8% | 0.76% | -13.7% |
| CMI | Sell | CUMMINS INC | $1,613,000 | +5.1% | 12,583 | -7.8% | 0.75% | +6.4% |
| SAFM | Sell | SANDERSON FARMS INC | $1,594,000 | +2.6% | 16,544 | -7.7% | 0.74% | +3.8% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $1,583,000 | -9.0% | 29,142 | -7.9% | 0.74% | -7.9% |
| CVS | Sell | CVS HEALTH CORP | $1,562,000 | -14.3% | 17,548 | -7.9% | 0.73% | -13.3% |
| SANM | Sell | SANMINA CORP | $1,533,000 | +0.9% | 53,848 | -5.0% | 0.72% | +2.1% |
| LUV | Sell | SOUTHWEST AIRLINES CO | $1,519,000 | -8.6% | 39,058 | -7.9% | 0.71% | -7.6% |
| STI | Sell | SUNTRUST BANKS INC | $1,492,000 | -1.8% | 34,068 | -7.9% | 0.70% | -0.7% |
| REZ | Sell | ISHARES RESIDENTIAL REALetp | $1,465,000 | -2.9% | 22,357 | -0.0% | 0.68% | -1.7% |
| PLCE | Sell | CHILDREN'S PLACE INC/THE | $1,455,000 | -8.1% | 18,213 | -7.4% | 0.68% | -7.0% |
| GDOT | Sell | GREEN DOT CORP-CLASS A | $1,454,000 | -7.5% | 63,034 | -7.8% | 0.68% | -6.3% |
| AFL | Sell | AFLAC INC | $1,450,000 | -5.2% | 20,181 | -4.8% | 0.68% | -4.1% |
| AGCO | Sell | AGCO CORP | $1,437,000 | -6.4% | 29,146 | -10.5% | 0.67% | -5.2% |
| ACAS | Sell | AMERICAN CAPITAL LTD | $1,431,000 | -1.6% | 84,629 | -7.9% | 0.67% | -0.4% |
| BIG | Sell | BIG LOTS INC | $1,425,000 | -12.1% | 29,835 | -7.8% | 0.66% | -11.1% |
| GLW | Sell | CORNING INC | $1,402,000 | +6.5% | 59,266 | -7.9% | 0.65% | +7.6% |
| VWOB | Buy | VANGUARD EMERG MKTS GOV Betp | $1,397,000 | +6.2% | 17,120 | +4.5% | 0.65% | +7.4% |
| KXI | Sell | ISHARES GLOBAL CONSUMER Setp | $1,388,000 | -0.9% | 13,976 | -0.0% | 0.65% | +0.3% |
| FYLD | Buy | CAMBRIA FORGN SHRHLDR ETFetp | $1,379,000 | +9.2% | 65,975 | +2.4% | 0.64% | +10.5% |
| DOW | Sell | DOW CHEMICAL CO/THE | $1,367,000 | -3.9% | 26,381 | -7.8% | 0.64% | -2.9% |
| AGO | Sell | ASSURED GUARANTY LTD | $1,363,000 | +0.8% | 49,124 | -7.9% | 0.64% | +1.9% |
| WMT | Sell | WAL-MART STORES INC | $1,356,000 | -8.9% | 18,802 | -7.8% | 0.63% | -7.9% |
| WHR | Sell | WHIRLPOOL CORP | $1,347,000 | -10.5% | 8,306 | -8.1% | 0.63% | -9.4% |
| CTB | Sell | COOPER TIRE & RUBBER | $1,347,000 | +17.5% | 35,428 | -7.8% | 0.63% | +18.9% |
| RSX | Buy | VanEck Vectors Russia ETFetp | $1,335,000 | +115.3% | 71,138 | +100.0% | 0.62% | +117.8% |
| MXI | New | ISHARES GLOBAL MATERIALSetp | $1,330,000 | – | 24,863 | – | 0.62% | – |
| AIG | Sell | AMERICAN INTERNATIONAL GR | $1,324,000 | +3.4% | 22,305 | -7.9% | 0.62% | +4.6% |
| MTUM | Buy | ISHARES MSCI USA MOMENTUMetp | $1,301,000 | +5.9% | 16,813 | +4.5% | 0.61% | +7.1% |
| AVT | Sell | AVNET INC | $1,297,000 | -6.6% | 31,583 | -7.8% | 0.60% | -5.5% |
| GUNR | New | FLEXSHARES GLOBAL UPSTREAetp | $1,294,000 | – | 47,018 | – | 0.60% | – |
| UNM | Sell | UNUM GROUP | $1,294,000 | +2.3% | 36,654 | -7.9% | 0.60% | +3.4% |
| IGF | New | ISHARES GLOBAL INFRASTRUCetp | $1,272,000 | – | 30,601 | – | 0.59% | – |
| VBR | Sell | VANGUARD SM-CAP VAL ETFetp | $1,267,000 | +5.1% | 11,448 | -0.0% | 0.59% | +6.3% |
| REM | Sell | ISHARES MORTGAGE REAL ESTetp | $1,236,000 | +2.4% | 117,605 | -0.0% | 0.58% | +3.6% |
| DBE | Sell | PowerShares DB Energy Fundetp | $1,231,000 | -11.1% | 99,497 | -9.7% | 0.58% | -10.0% |
| AMP | Sell | AMERIPRISE FINANCIAL INC | $1,228,000 | +2.3% | 12,307 | -7.9% | 0.57% | +3.4% |
| CHMT | New | CHEMTURA CORP | $1,223,000 | – | 37,280 | – | 0.57% | – |
| IXN | Sell | ISHARES GLOBAL TECH ETFetp | $1,219,000 | +2.6% | 11,015 | -9.7% | 0.57% | +3.8% |
| MMM | Sell | 3M CO | $1,210,000 | -7.2% | 6,864 | -7.8% | 0.56% | -6.1% |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING C | $1,211,000 | -14.3% | 17,176 | -7.8% | 0.56% | -13.3% |
| MUR | New | MURPHY OIL CORP | $1,204,000 | – | 39,598 | – | 0.56% | – |
| FITB | Sell | FIFTH THIRD BANCORP | $1,198,000 | +7.2% | 58,548 | -7.9% | 0.56% | +8.3% |
| USCI | Sell | United States Commodity Index Fundetp | $1,194,000 | -38.4% | 28,806 | -35.8% | 0.56% | -37.8% |
| MRC | New | MRC GLOBAL INC | $1,186,000 | – | 72,156 | – | 0.55% | – |
| WOR | New | WORTHINGTON INDUSTRIES | $1,180,000 | – | 24,568 | – | 0.55% | – |
| CBS | Sell | CBS CORP-CLASS B NON VOTI | $1,176,000 | -7.3% | 21,484 | -7.9% | 0.55% | -6.3% |
| XRX | Sell | XEROX CORP | $1,171,000 | -1.7% | 115,626 | -7.9% | 0.55% | -0.5% |
| HIG | Sell | HARTFORD FINANCIAL SVCS G | $1,150,000 | -14.1% | 26,855 | -10.9% | 0.54% | -13.0% |
| RS | Sell | RELIANCE STEEL & ALUMINUM | $1,139,000 | -13.7% | 15,817 | -7.8% | 0.53% | -12.6% |
| DOV | Sell | DOVER CORP | $1,137,000 | -2.1% | 15,434 | -7.9% | 0.53% | -0.9% |
| PWR | New | QUANTA SERVICES INC | $1,138,000 | – | 40,656 | – | 0.53% | – |
| MAN | Sell | MANPOWERGROUP INC | $1,132,000 | +3.5% | 15,664 | -7.9% | 0.53% | +4.6% |
| SYMC | Sell | SYMANTEC CORP | $1,130,000 | +12.7% | 45,011 | -7.9% | 0.53% | +13.8% |
| HUN | New | HUNTSMAN CORP | $1,125,000 | – | 69,121 | – | 0.52% | – |
| VWO | Sell | VANGUARD EMERGING MKT ETFetp | $1,124,000 | -49.4% | 29,863 | -52.6% | 0.52% | -48.8% |
| DAL | Sell | DELTA AIR LINES INC | $1,115,000 | -0.4% | 28,317 | -7.9% | 0.52% | +0.6% |
| VEA | Buy | VANGUARD FTSE DEV MKT ETFetp | $1,088,000 | +10.7% | 29,072 | +4.5% | 0.51% | +11.9% |
| PSEC | Sell | PROSPECT CAPITAL CORP | $1,087,000 | -4.6% | 134,236 | -7.9% | 0.51% | -3.6% |
| LM | Sell | LEGG MASON INC | $1,076,000 | +4.6% | 32,153 | -7.8% | 0.50% | +5.7% |
| AWHHF | Sell | ALLIED WORLD ASSURANCE | $1,069,000 | +6.1% | 26,445 | -7.9% | 0.50% | +7.3% |
| TSE | New | TRINSEO SA | $1,067,000 | – | 18,866 | – | 0.50% | – |
| NAVI | New | NAVIENT CORP | $1,060,000 | – | 73,272 | – | 0.50% | – |
| CNO | Sell | CNO FINANCIAL GROUP INC | $1,057,000 | -19.4% | 69,244 | -7.9% | 0.49% | -18.5% |
| GBX | New | GREENBRIER COMPANIES INC | $1,057,000 | – | 29,931 | – | 0.49% | – |
| NSP | New | INSPERITY INC | $1,046,000 | – | 14,401 | – | 0.49% | – |
| NCR | New | NCR CORPORATION | $1,041,000 | – | 32,334 | – | 0.49% | – |
| CB | Sell | CHUBB LTD | $1,041,000 | -11.3% | 8,287 | -7.6% | 0.49% | -10.2% |
| BBY | New | BEST BUY CO INC | $1,027,000 | – | 26,897 | – | 0.48% | – |
| MUSA | New | MURPHY USA INC | $1,017,000 | – | 14,248 | – | 0.48% | – |
| FINL | New | FINISH LINE/THE - CL A | $999,000 | – | 43,304 | – | 0.47% | – |
| XLE | Buy | Energy Select Sector SPDR Fundetp | $996,000 | +107.1% | 14,103 | +100.0% | 0.46% | +109.5% |
| GRPN | New | GROUPON INC | $994,000 | – | 192,964 | – | 0.46% | – |
| SPIP | Buy | SPDR BARCLAYS TIPS ETFetp | $993,000 | +4.0% | 17,083 | +4.1% | 0.46% | +5.2% |
| KSS | Sell | KOHLS CORP | $988,000 | +6.2% | 22,594 | -7.9% | 0.46% | +7.5% |
| VLO | Sell | VALERO ENERGY CORP | $957,000 | -7.9% | 18,051 | -11.4% | 0.45% | -6.7% |
| LNC | Sell | LINCOLN NATIONAL CORP | $946,000 | +11.7% | 20,128 | -7.9% | 0.44% | +13.0% |
| WIP | Buy | SPDR DB INTL GOV INFL-PROetp | $900,000 | +8.4% | 15,807 | +4.5% | 0.42% | +9.7% |
| GD | Sell | GENERAL DYNAMICS CORP | $883,000 | +2.7% | 5,693 | -7.8% | 0.41% | +3.8% |
| GES | Sell | GUESS? INC | $873,000 | -10.6% | 59,744 | -7.9% | 0.41% | -9.3% |
| PPC | Sell | PILGRIM'S PRIDE CORP | $875,000 | -23.6% | 41,413 | -7.9% | 0.41% | -22.7% |
| TGT | Sell | TARGET CORP | $874,000 | -9.3% | 12,721 | -7.9% | 0.41% | -8.3% |
| LYB | Sell | LYONDELLBASELL INDU-CL A | $856,000 | -0.1% | 10,612 | -7.8% | 0.40% | +1.3% |
| HPE | Sell | HEWLETT PACKARD ENTERPRIS | $853,000 | +14.8% | 37,486 | -7.9% | 0.40% | +16.0% |
| VOYA | Sell | VOYA FINANCIAL INC | $811,000 | +7.3% | 28,136 | -7.9% | 0.38% | +8.6% |
| WFM | Sell | WHOLE FOODS MARKET INC | $753,000 | -18.4% | 26,568 | -7.8% | 0.35% | -17.6% |
| New | AQR Managed Futures Strategy Iopen-end fund | $735,000 | – | 72,521 | – | 0.34% | – | |
| IDX | New | VanEck Vectors Indonesia Index ETFetp | $667,000 | – | 28,326 | – | 0.31% | – |
| EWO | Buy | iShares MSCI Austria Capped ETFetp | $656,000 | +83.8% | 40,189 | +59.7% | 0.31% | +85.5% |
| THD | New | iShares MSCI Thailand Capped ETFetp | $645,000 | – | 8,779 | – | 0.30% | – |
| SCZ | Buy | iShares MSCI EAFE Small-Cap ETFetp | $632,000 | +9.3% | 12,058 | +0.6% | 0.30% | +10.5% |
| EWA | New | iShares MSCI Australia ETFetp | $630,000 | – | 30,122 | – | 0.29% | – |
| EWP | New | iShares MSCI Spain Capped ETFetp | $620,000 | – | 23,131 | – | 0.29% | – |
| VEU | New | Vanguard FTSE All-World ex-US ETFetp | $612,000 | – | 13,469 | – | 0.29% | – |
| IBND | Buy | SPDR BARCLAYS INT CORPetp | $593,000 | +7.8% | 17,737 | +4.9% | 0.28% | +9.1% |
| LPLA | Sell | LPL FINANCIAL HOLDINGS IN | $588,000 | +22.2% | 19,673 | -7.8% | 0.27% | +23.4% |
| VSS | Buy | VANGUARD FTSE ALL WORLDetp | $584,000 | +11.9% | 5,865 | +4.5% | 0.27% | +13.3% |
| HPQ | Sell | HP INC | $582,000 | +13.9% | 37,486 | -7.9% | 0.27% | +15.3% |
| VCSH | Sell | VANGUARD-S/T CORP (ETF)etp | $578,000 | -69.6% | 7,176 | -69.5% | 0.27% | -69.2% |
| BSV | Buy | VANGUARD ST BOND ETFetp | $578,000 | +4.1% | 7,153 | +4.5% | 0.27% | +5.5% |
| HFC | Sell | HOLLYFRONTIER CORP | $558,000 | -4.9% | 22,774 | -7.8% | 0.26% | -4.1% |
| IHY | Buy | VANECK VECTORS INTERNATIOetp | $551,000 | +8.3% | 22,287 | +4.5% | 0.26% | +9.4% |
| JNK | Buy | SPDR BARCLAYS HIGH YIELDetp | $541,000 | +7.6% | 14,720 | +4.5% | 0.25% | +9.1% |
| VAMO | Buy | Cambria ETF Tr Value Momentumetp | $517,000 | +6.2% | 22,196 | +2.0% | 0.24% | +7.1% |
| VC | Sell | VISTEON CORP | $500,000 | -3.8% | 6,981 | -11.6% | 0.23% | -2.9% |
| XLI | New | Industrial Select Sector SPDR Fundetp | $466,000 | – | 7,981 | – | 0.22% | – |
| DGS | Sell | WISDOMTREE EM SMALL CAPetp | $441,000 | -7.7% | 10,555 | -14.5% | 0.21% | -6.8% |
| CVI | Sell | CVR ENERGY INC | $438,000 | -18.1% | 31,824 | -7.8% | 0.20% | -17.4% |
| EWM | Sell | iShares MSCI Malaysia ETFetp | $383,000 | -20.5% | 47,199 | -18.9% | 0.18% | -19.4% |
| TWX | Sell | TIME WARNER INC | $375,000 | -0.3% | 4,709 | -7.8% | 0.18% | +1.2% |
| XLF | Sell | Financial Select Sector SPDR Fundetp | $364,000 | -18.9% | 18,869 | -3.9% | 0.17% | -17.9% |
| NTAP | Sell | NETAPP INC | $360,000 | +34.3% | 10,049 | -7.8% | 0.17% | +35.5% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $335,000 | -9.2% | 7,935 | -7.8% | 0.16% | -8.2% |
| LUMN | Sell | CENTURYLINK INC | $331,000 | -12.9% | 12,057 | -7.9% | 0.16% | -11.4% |
| XLU | Sell | Utilities Select Sector SPDR Fundetp | $279,000 | -71.0% | 5,695 | -69.0% | 0.13% | -70.7% |
| M | Sell | MACY'S INC | $261,000 | +1.6% | 7,058 | -7.9% | 0.12% | +2.5% |
| WDC | New | WESTERN DIGITAL CORP | $219,000 | – | 3,754 | – | 0.10% | – |
| DEM | Exit | WISDOMTREE EMG MKTS EQetp | $0 | – | -7,775 | – | -0.13% | – |
| NOV | Exit | NATIONAL OILWELL VARCO IN | $0 | – | -8,387 | – | -0.13% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -8,311 | – | -0.16% | – |
| TU | Exit | TELUS CORP | $0 | – | -11,587 | – | -0.17% | – |
| XLK | Exit | TECHNOLOGY SELECT SECT SPDRetp | $0 | – | -10,655 | – | -0.21% | – |
| GREK | Exit | GLOBAL X MSCI GREECE ETFetp | $0 | – | -70,413 | – | -0.24% | – |
| ICN | Exit | WISDOMTREE INDIAN RUPEE Setp | $0 | – | -24,276 | – | -0.24% | – |
| TUR | Exit | ISHARES MSCI TURKEY ETFetp | $0 | – | -13,690 | – | -0.25% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -24,205 | – | -0.26% | – |
| WNR | Exit | WESTERN REFINING INC | $0 | – | -27,238 | – | -0.26% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -9,312 | – | -0.34% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -27,234 | – | -0.48% | – |
| EMC | Exit | EMC CORP/MA | $0 | – | -38,895 | – | -0.49% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -31,053 | – | -0.50% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -20,300 | – | -0.50% | – |
| JXI | Exit | ISHARES GLOBAL UTILITIESetp | $0 | – | -23,971 | – | -0.55% | – |
| DBA | Exit | POWERSHARES DB AGRICULTURE Fetp | $0 | – | -56,437 | – | -0.58% | – |
| PHM | Exit | PULTEGROUP INC | $0 | – | -70,533 | – | -0.63% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -24,666 | – | -0.66% | – |
| BGGSQ | Exit | BRIGGS & STRATTON | $0 | – | -74,776 | – | -0.73% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -22,865 | – | -0.76% | – |
| FLR | Exit | FLUOR CORP | $0 | – | -35,468 | – | -0.81% | – |
| THG | Exit | HANOVER INSURANCE GROUP I | $0 | – | -21,229 | – | -0.83% | – |
| IM | Exit | INGRAM MICRO INC-CL A | $0 | – | -52,563 | – | -0.84% | – |
| CSH | Exit | CASH AMERICA INTL INC | $0 | – | -52,264 | – | -1.03% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VNQ | New | VANGUARD REIT ETFetp | $6,343,000 | – | 71,450 | – | 2.93% | – |
| BND | New | Vanguard Bond Index Fund Inc Total Bond Mktetp | $3,596,000 | – | 42,660 | – | 1.66% | – |
| VNQI | New | VANGUARD GLBL EX-US REAL ESTetp | $3,573,000 | – | 66,098 | – | 1.65% | – |
| BNDX | New | Vanguard Charlotte Funds Intl Bond Index ETFetp | $3,208,000 | – | 57,588 | – | 1.48% | – |
| TLT | New | ISHARES 20+ YEAR TREASURY BOetp | $3,183,000 | – | 22,914 | – | 1.47% | – |
| LQD | New | ISHARES IBOXX INVESTMENTetp | $3,054,000 | – | 24,886 | – | 1.41% | – |
| SYLD | New | CAMBRIA SHAREHOLDER YIELDetp | $3,031,000 | – | 107,299 | – | 1.40% | – |
| DBP | New | POWERSHARES DBetp | $2,993,000 | – | 73,115 | – | 1.38% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $2,522,000 | – | 11,348 | – | 1.16% | – |
| FAIL | New | CAMBRIA SOVEREIGN HIGH YIetp | $2,466,000 | – | 90,077 | – | 1.14% | – |
| ORLY | New | O'REILLY AUTOMOTIVE INC | $2,455,000 | – | 9,055 | – | 1.13% | – |
| HYEM | New | VANECK VECTORS EMERGING Metp | $2,310,000 | – | 97,124 | – | 1.07% | – |
| RWX | New | SPDR DJ INTERNATIONAL REAL Eetp | $2,237,000 | – | 53,974 | – | 1.03% | – |
| CSH | New | CASH AMERICA INTL INC | $2,227,000 | – | 52,264 | – | 1.03% | – |
| VWO | New | VANGUARD EMERGING MKT ETFetp | $2,221,000 | – | 63,045 | – | 1.02% | – |
| LOW | New | LOWE'S COS INC | $2,184,000 | – | 27,590 | – | 1.01% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP I | $2,176,000 | – | 22,517 | – | 1.00% | – |
| GVAL | New | CAMBRIA GLOBAL VALUE ETFetp | $2,130,000 | – | 116,704 | – | 0.98% | – |
| HD | New | HOME DEPOT INC | $2,064,000 | – | 16,161 | – | 0.95% | – |
| TRV | New | TRAVELERS COS INC/THE | $1,995,000 | – | 16,757 | – | 0.92% | – |
| LLL | New | L-3 COMMUNICATIONS HOLDIN | $1,945,000 | – | 13,261 | – | 0.90% | – |
| USCI | New | UNITED STATES COMMODITY INDEetp | $1,939,000 | – | 44,900 | – | 0.90% | – |
| EDV | New | VANGUARD EXTENDED DUR TREetp | $1,938,000 | – | 14,030 | – | 0.89% | – |
| SIX | New | SIX FLAGS ENTERTAINMENT C | $1,903,000 | – | 32,841 | – | 0.88% | – |
| VCSH | New | VANGUARD-S/T CORP (ETF)etp | $1,900,000 | – | 23,503 | – | 0.88% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS | $1,894,000 | – | 118,891 | – | 0.87% | – |
| IEF | New | ISHARES 7-10 YEAR TREASURY Betp | $1,887,000 | – | 16,703 | – | 0.87% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $1,879,000 | – | 29,993 | – | 0.87% | – |
| IM | New | INGRAM MICRO INC-CL A | $1,828,000 | – | 52,563 | – | 0.84% | – |
| CVS | New | CVS HEALTH CORP | $1,823,000 | – | 19,046 | – | 0.84% | – |
| PDBC | New | POWERSHARES DB OPTIMUM YIetp | $1,813,000 | – | 101,640 | – | 0.84% | – |
| ALL | New | ALLSTATE CORP | $1,798,000 | – | 25,704 | – | 0.83% | – |
| THG | New | HANOVER INSURANCE GROUP I | $1,796,000 | – | 21,229 | – | 0.83% | – |
| AIZ | New | ASSURANT INC | $1,787,000 | – | 20,700 | – | 0.82% | – |
| ETN | New | EATON CORP PLC | $1,776,000 | – | 29,737 | – | 0.82% | – |
| FLR | New | FLUOR CORP | $1,748,000 | – | 35,468 | – | 0.81% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $1,739,000 | – | 31,627 | – | 0.80% | – |
| VTI | New | VANGUARD TOTAL STOCK MKTetp | $1,726,000 | – | 16,105 | – | 0.80% | – |
| RE | New | EVEREST RE GROUP LTD | $1,718,000 | – | 9,403 | – | 0.79% | – |
| VO | New | VANGUARD MID-CAP ETFetp | $1,713,000 | – | 13,856 | – | 0.79% | – |
| LUV | New | SOUTHWEST AIRLINES CO | $1,662,000 | – | 42,390 | – | 0.77% | – |
| TECD | New | TECH DATA CORP | $1,643,000 | – | 22,865 | – | 0.76% | – |
| BIG | New | BIG LOTS INC | $1,622,000 | – | 32,376 | – | 0.75% | – |
| AGG | New | ISHARES CORE U.S. AGGREGATEetp | $1,608,000 | – | 14,277 | – | 0.74% | – |
| BGGSQ | New | BRIGGS & STRATTON | $1,584,000 | – | 74,776 | – | 0.73% | – |
| PLCE | New | CHILDREN'S PLACE INC/THE | $1,583,000 | – | 19,668 | – | 0.73% | – |
| GDOT | New | GREEN DOT CORP-CLASS A | $1,572,000 | – | 68,382 | – | 0.72% | – |
| SAFM | New | SANDERSON FARMS INC | $1,553,000 | – | 17,930 | – | 0.72% | – |
| NUS | New | NU SKIN ENTERPRISES INC - | $1,548,000 | – | 33,521 | – | 0.71% | – |
| NBR | New | NABORS INDUSTRIES LTD | $1,540,000 | – | 153,239 | – | 0.71% | – |
| PH | New | PARKER HANNIFIN CORP | $1,536,000 | – | 14,218 | – | 0.71% | – |
| CMI | New | CUMMINS INC | $1,534,000 | – | 13,647 | – | 0.71% | – |
| AGCO | New | AGCO CORP | $1,535,000 | – | 32,567 | – | 0.71% | – |
| AFL | New | AFLAC INC | $1,529,000 | – | 21,195 | – | 0.71% | – |
| PKG | New | PACKAGING CORP OF AMERICA | $1,528,000 | – | 22,835 | – | 0.70% | – |
| STI | New | SUNTRUST BANKS INC | $1,519,000 | – | 36,973 | – | 0.70% | – |
| TIP | New | ISHARES TIPS BOND ETFetp | $1,519,000 | – | 13,019 | – | 0.70% | – |
| SANM | New | SANMINA CORP | $1,519,000 | – | 56,667 | – | 0.70% | – |
| REZ | New | ISHARES RESIDENTIAL REALetp | $1,509,000 | – | 22,358 | – | 0.70% | – |
| WHR | New | WHIRLPOOL CORP | $1,505,000 | – | 9,034 | – | 0.69% | – |
| AAPL | New | APPLE INC | $1,496,000 | – | 15,646 | – | 0.69% | – |
| WMT | New | WAL-MART STORES INC | $1,488,000 | – | 20,384 | – | 0.69% | – |
| ACAS | New | AMERICAN CAPITAL LTD | $1,455,000 | – | 91,895 | – | 0.67% | – |
| ALK | New | ALASKA AIR GROUP INC | $1,438,000 | – | 24,666 | – | 0.66% | – |
| DOW | New | DOW CHEMICAL CO/THE | $1,423,000 | – | 28,628 | – | 0.66% | – |
| ESRX | New | EXPRESS SCRIPTS HOLDING C | $1,413,000 | – | 18,639 | – | 0.65% | – |
| KXI | New | ISHARES GLOBAL CONSUMER Setp | $1,400,000 | – | 13,977 | – | 0.65% | – |
| UAL | New | UNITED CONTINENTAL HOLDIN | $1,391,000 | – | 33,882 | – | 0.64% | – |
| AVT | New | AVNET INC | $1,388,000 | – | 34,271 | – | 0.64% | – |
| DBE | New | POWERSHARES DB ENERGY FUNDetp | $1,385,000 | – | 110,204 | – | 0.64% | – |
| PHM | New | PULTEGROUP INC | $1,375,000 | – | 70,533 | – | 0.63% | – |
| AGO | New | ASSURED GUARANTY | $1,352,000 | – | 53,310 | – | 0.62% | – |
| DBC | New | POWERSHARES DB COMMODITY INDetp | $1,339,000 | – | 87,225 | – | 0.62% | – |
| HIG | New | HARTFORD FINANCIAL SVCS G | $1,338,000 | – | 30,148 | – | 0.62% | – |
| EWZ | New | ISHARES MSCI BRAZIL CAPPED Eetp | $1,332,000 | – | 44,147 | – | 0.62% | – |
| RS | New | RELIANCE STEEL & ALUMINUM | $1,320,000 | – | 17,161 | – | 0.61% | – |
| GLW | New | CORNING INC | $1,317,000 | – | 64,320 | – | 0.61% | – |
| VWOB | New | VANGUARD EMERG MKTS GOV Betp | $1,315,000 | – | 16,376 | – | 0.61% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $1,312,000 | – | 75,152 | – | 0.60% | – |
| MMM | New | 3M CO | $1,304,000 | – | 7,445 | – | 0.60% | – |
| AIG | New | AMERICAN INTERNATIONAL GR | $1,280,000 | – | 24,209 | – | 0.59% | – |
| CBS | New | CBS CORP-CLASS B NON VOTI | $1,269,000 | – | 23,318 | – | 0.59% | – |
| UNM | New | UNUM GROUP | $1,265,000 | – | 39,783 | – | 0.58% | – |
| FYLD | New | Cambria ETF Tr Cambria Fgn Shretp | $1,263,000 | – | 64,422 | – | 0.58% | – |
| DBB | New | POWERSHARES DB BASE METALS Fetp | $1,253,000 | – | 93,396 | – | 0.58% | – |
| DBA | New | POWERSHARES DB AGRICULTURE Fetp | $1,246,000 | – | 56,437 | – | 0.58% | – |
| MTUM | New | ISHARES MSCI USA MOMENTUMetp | $1,229,000 | – | 16,082 | – | 0.57% | – |
| REM | New | ISHARES MORTGAGE REAL ESTetp | $1,207,000 | – | 117,606 | – | 0.56% | – |
| VBR | New | VANGUARD SM-CAP VAL ETFetp | $1,206,000 | – | 11,449 | – | 0.56% | – |
| AMP | New | AMERIPRISE FINANCIAL INC | $1,200,000 | – | 13,357 | – | 0.55% | – |
| BWX | New | SPDR BARCLAYS INTL TREASURYetp | $1,194,000 | – | 20,894 | – | 0.55% | – |
| XRX | New | XEROX CORP | $1,191,000 | – | 125,496 | – | 0.55% | – |
| IXN | New | ISHARES GLOBAL TECH ETFetp | $1,188,000 | – | 12,202 | – | 0.55% | – |
| JXI | New | ISHARES GLOBAL UTILITIESetp | $1,183,000 | – | 23,971 | – | 0.55% | – |
| CB | New | CHUBB LTD | $1,173,000 | – | 8,973 | – | 0.54% | – |
| DOV | New | DOVER CORP | $1,161,000 | – | 16,750 | – | 0.54% | – |
| CTB | New | COOPER TIRE & RUBBER | $1,146,000 | – | 38,445 | – | 0.53% | – |
| PPC | New | PILGRIM'S PRIDE CORP | $1,145,000 | – | 44,941 | – | 0.53% | – |
| PSEC | New | PROSPECT CAPITAL CORP | $1,139,000 | – | 145,695 | – | 0.53% | – |
| DAL | New | DELTA AIR LINES INC | $1,120,000 | – | 30,732 | – | 0.52% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,118,000 | – | 63,546 | – | 0.52% | – |
| STT | New | STATE STREET CORP | $1,095,000 | – | 20,300 | – | 0.50% | – |
| MAN | New | MANPOWERGROUP INC | $1,094,000 | – | 17,001 | – | 0.50% | – |
| UFS | New | DOMTAR CORP | $1,087,000 | – | 31,053 | – | 0.50% | – |
| EMC | New | EMC CORP/MA | $1,057,000 | – | 38,895 | – | 0.49% | – |
| VLO | New | VALERO ENERGY CORP | $1,039,000 | – | 20,363 | – | 0.48% | – |
| MPC | New | MARATHON PETROLEUM CORP | $1,034,000 | – | 27,234 | – | 0.48% | – |
| LM | New | LEGG MASON INC | $1,029,000 | – | 34,890 | – | 0.48% | – |
| AWHHF | New | ALLIED WORLD ASSURANCE | $1,008,000 | – | 28,699 | – | 0.46% | – |
| SYMC | New | SYMANTEC CORP | $1,003,000 | – | 48,847 | – | 0.46% | – |
| VEA | New | VANGUARD FTSE DEV MKT ETFetp | $983,000 | – | 27,808 | – | 0.45% | – |
| GES | New | GUESS? INC | $976,000 | – | 64,840 | – | 0.45% | – |
| TGT | New | TARGET CORP | $964,000 | – | 13,806 | – | 0.44% | – |
| XLU | New | UTILITIES SELECT SECTOR SPDRetp | $963,000 | – | 18,348 | – | 0.44% | – |
| SPIP | New | SPDR BARCLAYS TIPS ETFetp | $955,000 | – | 16,417 | – | 0.44% | – |
| KSS | New | KOHLS CORP | $930,000 | – | 24,519 | – | 0.43% | – |
| WFM | New | WHOLE FOODS MARKET INC | $923,000 | – | 28,829 | – | 0.43% | – |
| GD | New | GENERAL DYNAMICS CORP | $860,000 | – | 6,176 | – | 0.40% | – |
| LYB | New | LYONDELLBASELL INDU-CL A | $857,000 | – | 11,515 | – | 0.40% | – |
| LNC | New | LINCOLN NATIONAL CORP | $847,000 | – | 21,843 | – | 0.39% | – |
| WIP | New | SPDR DB INTL GOV INFL-PROetp | $830,000 | – | 15,122 | – | 0.38% | – |
| VOYA | New | VOYA FINANCIAL INC | $756,000 | – | 30,537 | – | 0.35% | – |
| HPE | New | HEWLETT PACKARD ENTERPRIS | $743,000 | – | 40,685 | – | 0.34% | – |
| PSX | New | PHILLIPS 66 | $739,000 | – | 9,312 | – | 0.34% | – |
| VB | New | VANGUARD SMALL-CAP ETFetp | $624,000 | – | 5,392 | – | 0.29% | – |
| IWC | New | ISHARES MICRO-CAP ETFetp | $624,000 | – | 8,821 | – | 0.29% | – |
| RSX | New | VANECK VECTORS RUSSIA ETFetp | $620,000 | – | 35,569 | – | 0.29% | – |
| EWK | New | ISHARES MSCI BELGIUM CAPPEDetp | $603,000 | – | 34,060 | – | 0.28% | – |
| QQQ | New | POWERSHARES QQQ TRUST SERIESetp | $593,000 | – | 5,511 | – | 0.27% | – |
| HFC | New | HOLLYFRONTIER CORP | $587,000 | – | 24,713 | – | 0.27% | – |
| SCZ | New | ISHARES MSCI EAFE SMALL-CAPetp | $578,000 | – | 11,983 | – | 0.27% | – |
| WNR | New | WESTERN REFINING INC | $562,000 | – | 27,238 | – | 0.26% | – |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $560,000 | – | 24,205 | – | 0.26% | – |
| BSV | New | VANGUARD ST BOND ETFetp | $555,000 | – | 6,842 | – | 0.26% | – |
| IBND | New | SPDR BARCLAYS INT CORPetp | $550,000 | – | 16,906 | – | 0.25% | – |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $543,000 | – | 13,690 | – | 0.25% | – |
| CVI | New | CVR ENERGY INC | $535,000 | – | 34,533 | – | 0.25% | – |
| VSS | New | VANGUARD FTSE ALL WORLDetp | $522,000 | – | 5,610 | – | 0.24% | – |
| VC | New | VISTEON CORP | $520,000 | – | 7,894 | – | 0.24% | – |
| ICN | New | WISDOMTREE INDIAN RUPEE Setp | $512,000 | – | 24,276 | – | 0.24% | – |
| HPQ | New | HP INC | $511,000 | – | 40,685 | – | 0.24% | – |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $509,000 | – | 70,413 | – | 0.24% | – |
| IHY | New | VANECK VECTORS INTERNATIOetp | $509,000 | – | 21,318 | – | 0.24% | – |
| JNK | New | SPDR BARCLAYS HIGH YIELDetp | $503,000 | – | 14,080 | – | 0.23% | – |
| XLP | New | CONSUMER STAPLES SPDRetp | $498,000 | – | 9,024 | – | 0.23% | – |
| VAMO | New | Cambria ETF Tr Value Momentumetp | $487,000 | – | 21,769 | – | 0.22% | – |
| EWM | New | ISHARES MSCI MALAYSIA ETFetp | $482,000 | – | 58,167 | – | 0.22% | – |
| XLE | New | ENERGY SELECT SECTOR SPDRetp | $481,000 | – | 7,051 | – | 0.22% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS IN | $481,000 | – | 21,346 | – | 0.22% | – |
| DGS | New | WISDOMTREE EM SMALL CAPetp | $478,000 | – | 12,342 | – | 0.22% | – |
| XLK | New | TECHNOLOGY SELECT SECT SPDRetp | $462,000 | – | 10,655 | – | 0.21% | – |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $449,000 | – | 19,634 | – | 0.21% | – |
| LUMN | New | CENTURYLINK INC | $380,000 | – | 13,086 | – | 0.18% | – |
| TWX | New | TIME WARNER INC | $376,000 | – | 5,108 | – | 0.17% | – |
| TU | New | TELUS CORP | $373,000 | – | 11,587 | – | 0.17% | – |
| ADM | New | ARCHER-DANIELS-MIDLAND CO | $369,000 | – | 8,607 | – | 0.17% | – |
| EWO | New | ISHARES MSCI AUSTRIA CAPPEDetp | $357,000 | – | 25,159 | – | 0.16% | – |
| IP | New | INTERNATIONAL PAPER CO | $352,000 | – | 8,311 | – | 0.16% | – |
| EWX | New | SPDR S&P EMERGING MKTS SMALLetp | $300,000 | – | 7,610 | – | 0.14% | – |
| NOV | New | NATIONAL OILWELL VARCO IN | $282,000 | – | 8,387 | – | 0.13% | – |
| DEM | New | WISDOMTREE EMG MKTS EQetp | $275,000 | – | 7,775 | – | 0.13% | – |
| NTAP | New | NETAPP INC | $268,000 | – | 10,903 | – | 0.12% | – |
| M | New | MACY'S INC | $257,000 | – | 7,660 | – | 0.12% | – |
Q4 2015
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BND | Buy | VANGUARD TOT BOND MKT ETFetp | $13,052,000 | +281.7% | 159,303 | +278.7% | 5.02% | +380.7% |
| BSV | Buy | VANGUARD ST BOND ETFetp | $12,103,000 | +1518.0% | 150,555 | +1513.7% | 4.66% | +1934.1% |
| SHY | New | ISHARES 1-3 YEAR TREASURY BOetp | $7,723,000 | – | 90,874 | – | 2.97% | – |
| IEF | Buy | ISHARES LEHMAN 7-10YR TRSetp | $6,764,000 | +229.6% | 62,714 | +220.9% | 2.60% | +315.2% |
| IEI | Buy | iShares Tr Barclays 3-7 Yretp | $5,774,000 | +288600.0% | 46,318 | +231490.0% | 2.22% | +222100.0% |
| BNDX | Sell | VANGUARD TOTAL INTL BONDetp | $3,660,000 | -11.0% | 69,138 | -12.0% | 1.41% | +12.0% |
| ORLY | Sell | O'REILLY AUTOMOTIVE INC | $2,922,000 | -11.7% | 11,689 | -20.2% | 1.12% | +11.2% |
| HYEM | Buy | MARKET VECTORS EMER HYetp | $2,836,000 | +91.8% | 125,852 | +105.0% | 1.09% | +141.6% |
| LOW | Sell | LOWE'S COS INC | $2,457,000 | -17.8% | 35,650 | -20.1% | 0.95% | +3.5% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $2,431,000 | -16.4% | 14,650 | -20.1% | 0.94% | +5.3% |
| HD | Sell | HOME DEPOT INC | $2,411,000 | -17.0% | 20,875 | -20.2% | 0.93% | +4.4% |
| RTN | Sell | RAYTHEON COMPANY | $2,403,000 | -8.8% | 21,991 | -20.1% | 0.92% | +14.9% |
| CVS | Sell | CVS HEALTH CORP | $2,374,000 | -26.5% | 24,610 | -20.1% | 0.91% | -7.5% |
| ANTM | Sell | ANTHEM INC | $2,373,000 | -31.1% | 16,946 | -19.3% | 0.91% | -13.3% |
| CB | Sell | CHUBB CORP | $2,325,000 | +4.0% | 18,958 | -19.3% | 0.90% | +30.8% |
| VCSH | Buy | VANGUARD-S/T CORP (ETF)etp | $2,302,000 | +209.0% | 28,879 | +208.5% | 0.89% | +288.6% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP I | $2,300,000 | -13.4% | 29,095 | -20.1% | 0.88% | +9.0% |
| INGR | Sell | INGREDION INC | $2,240,000 | -12.6% | 25,654 | -20.1% | 0.86% | +9.9% |
| AAPL | Sell | APPLE INC | $2,239,000 | -29.5% | 20,297 | -19.8% | 0.86% | -11.1% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $2,195,000 | -19.6% | 40,857 | -20.1% | 0.84% | +1.2% |
| AVY | Sell | AVERY DENNISON CORP | $2,168,000 | -25.9% | 38,321 | -20.1% | 0.83% | -6.7% |
| TRV | Sell | TRAVELERS COS INC/THE | $2,127,000 | -17.8% | 21,369 | -20.2% | 0.82% | +3.5% |
| USCI | Sell | UNITED STATES COMM INDEXetp | $2,129,000 | -17.3% | 50,912 | -6.7% | 0.82% | +4.1% |
| PRE | Sell | PARTNERRE LTD | $2,124,000 | -13.7% | 15,295 | -20.1% | 0.82% | +8.6% |
| LUV | Sell | SOUTHWEST AIRLINES CO | $2,102,000 | -8.0% | 55,263 | -20.0% | 0.81% | +15.7% |
| RE | Sell | EVEREST RE GROUP LTD | $2,103,000 | -23.9% | 12,133 | -20.1% | 0.81% | -4.3% |
| AIZ | Sell | ASSURANT INC | $2,073,000 | -4.6% | 26,240 | -19.1% | 0.80% | +20.0% |
| BIG | Sell | BIG LOTS INC | $2,004,000 | -14.9% | 41,822 | -20.2% | 0.77% | +7.1% |
| TECD | New | TECH DATA CORP | $1,995,000 | – | 29,127 | – | 0.77% | – |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING CO | $1,968,000 | -27.1% | 24,313 | -20.0% | 0.76% | -8.4% |
| CTB | New | COOPER TIRE & RUBBER | $1,962,000 | – | 49,659 | – | 0.76% | – |
| VWO | Sell | Vanguard Emerg Mkt ETFetp | $1,959,000 | -57.9% | 59,197 | -48.0% | 0.75% | -47.1% |
| JNPR | Sell | JUNIPER NETWORKS INC | $1,958,000 | -21.0% | 76,167 | -20.1% | 0.75% | -0.4% |
| SIX | Sell | SIX FLAGS ENTERTAINMENT C | $1,942,000 | -18.5% | 42,417 | -20.1% | 0.75% | +2.6% |
| AGCO | Sell | AGCO CORP | $1,927,000 | -33.7% | 41,329 | -19.2% | 0.74% | -16.4% |
| TXN | Sell | TEXAS INSTRUMENTS INC | $1,919,000 | -23.2% | 38,755 | -20.1% | 0.74% | -3.3% |
| CHMT | New | CHEMTURA CORP | $1,911,000 | – | 66,798 | – | 0.74% | – |
| ALL | Sell | ALLSTATE CORP | $1,907,000 | -28.3% | 32,738 | -20.2% | 0.73% | -9.7% |
| AVT | New | AVNET INC | $1,888,000 | – | 44,231 | – | 0.73% | – |
| AMP | Sell | AMERIPRISE FINANCIAL INC | $1,883,000 | -30.2% | 17,257 | -20.1% | 0.72% | -12.1% |
| LM | Sell | LEGG MASON INC | $1,875,000 | -35.5% | 45,064 | -20.1% | 0.72% | -18.8% |
| CCE | Sell | COCA-COLA ENTERPRISES | $1,852,000 | -11.1% | 38,295 | -20.1% | 0.71% | +11.9% |
| CSH | New | CASH AMERICA INTL INC | $1,850,000 | – | 66,158 | – | 0.71% | – |
| BGGSQ | New | BRIGGS & STRATTON | $1,838,000 | – | 95,206 | – | 0.71% | – |
| MED | Sell | MEDIFAST INC | $1,832,000 | -33.6% | 68,200 | -20.1% | 0.70% | -16.5% |
| CVI | New | CVR ENERGY INC | $1,830,000 | – | 44,571 | – | 0.70% | – |
| STI | New | SUNTRUST BANKS INC | $1,826,000 | – | 47,739 | – | 0.70% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $1,825,000 | – | 97,040 | – | 0.70% | – |
| GIS | Sell | GENERAL MILLS INC | $1,822,000 | -19.5% | 32,453 | -20.1% | 0.70% | +1.3% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $1,819,000 | -25.5% | 32,008 | -19.0% | 0.70% | -6.3% |
| MAN | New | MANPOWERGROUP INC | $1,820,000 | – | 22,215 | – | 0.70% | – |
| DAL | New | DELTA AIR LINES INC | $1,790,000 | – | 39,905 | – | 0.69% | – |
| GES | New | GUESS? INC | $1,789,000 | – | 83,768 | – | 0.69% | – |
| LLL | Sell | L-3 COMMUNICATIONS HOLDIN | $1,791,000 | -26.4% | 17,135 | -20.1% | 0.69% | -7.4% |
| QRTEA | Sell | LIBERTY INTERACTIVE CORP | $1,790,000 | -24.5% | 68,257 | -20.1% | 0.69% | -5.0% |
| CSC | Sell | COMPUTER SCIENCES CORP | $1,778,000 | -25.2% | 28,966 | -20.0% | 0.68% | -5.9% |
| STT | Sell | STATE STREET CORP | $1,762,000 | -30.3% | 26,217 | -20.1% | 0.68% | -12.3% |
| HIG | New | HARTFORD FINANCIAL SVCS G | $1,747,000 | – | 38,156 | – | 0.67% | – |
| AGO | New | ASSURED GUARANTY | $1,722,000 | – | 68,866 | – | 0.66% | – |
| AHL | Sell | ASPEN INSURANCE HOLDINGS | $1,721,000 | -22.5% | 37,030 | -20.1% | 0.66% | -2.5% |
| PHM | New | PULTEGROUP INC | $1,718,000 | – | 91,069 | – | 0.66% | – |
| M | Sell | MACY'S INC | $1,700,000 | -39.3% | 33,134 | -20.1% | 0.65% | -23.6% |
| PFE | Sell | PFIZER INC | $1,689,000 | -25.2% | 53,772 | -20.1% | 0.65% | -5.8% |
| INTC | Sell | INTEL CORP | $1,684,000 | -20.9% | 55,867 | -20.1% | 0.65% | -0.5% |
| AEE | Sell | AMEREN CORPORATION | $1,682,000 | -10.4% | 39,790 | -20.1% | 0.65% | +12.7% |
| IXJ | Sell | ISHARES GLOBAL HEALTHCAREetp | $1,678,000 | -25.6% | 17,043 | -17.9% | 0.65% | -6.4% |
| VWOB | Sell | VANGUARD EMERG MKTS GOV Betp | $1,666,000 | -9.9% | 22,434 | -6.7% | 0.64% | +13.5% |
| MPC | Sell | MARATHON PETROLEUM CORP | $1,652,000 | -28.3% | 35,674 | -19.0% | 0.64% | -9.8% |
| UNM | Sell | UNUM GROUP | $1,649,000 | -28.3% | 51,405 | -20.1% | 0.64% | -9.8% |
| KMB | Sell | KIMBERLY-CLARK CORP | $1,642,000 | -17.8% | 15,058 | -20.1% | 0.63% | +3.4% |
| MBB | New | ISHARES BARCLAYS MBS BONDetp | $1,607,000 | – | 14,657 | – | 0.62% | – |
| GVAL | Sell | CAMBRIA GLOBAL VALUE ETFetp | $1,598,000 | -9.4% | 81,727 | -7.1% | 0.62% | +14.1% |
| AFL | Sell | AFLAC INC | $1,592,000 | -25.4% | 27,383 | -20.1% | 0.61% | -6.0% |
| TU | Sell | TELUS CORP | $1,582,000 | -26.9% | 50,148 | -20.1% | 0.61% | -7.9% |
| HFC | Sell | HOLLYFRONTIER CORP | $1,583,000 | -7.3% | 32,405 | -19.0% | 0.61% | +16.7% |
| XRX | Sell | XEROX CORP | $1,578,000 | -26.9% | 162,145 | -20.1% | 0.61% | -8.0% |
| DOW | Sell | DOW CHEMICAL CO/THE | $1,577,000 | -33.8% | 37,194 | -20.1% | 0.61% | -16.6% |
| SAFM | New | SANDERSON FARMS INC | $1,565,000 | – | 22,828 | – | 0.60% | – |
| KEY | Sell | KEYCORP | $1,554,000 | -30.8% | 119,418 | -20.1% | 0.60% | -13.0% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,553,000 | -27.5% | 82,110 | -20.1% | 0.60% | -8.7% |
| VOYA | Sell | VOYA FINANCIAL INC | $1,550,000 | -32.5% | 39,986 | -19.0% | 0.60% | -15.0% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $1,544,000 | -31.4% | 37,260 | -20.1% | 0.59% | -13.7% |
| VLO | New | VALERO ENERGY CORP | $1,544,000 | – | 25,697 | – | 0.59% | – |
| LPLA | Sell | LPL FINANCIAL HOLDINGS INC | $1,535,000 | -31.6% | 38,599 | -20.1% | 0.59% | -13.8% |
| EME | New | EMCOR GROUP INC | $1,534,000 | – | 34,656 | – | 0.59% | – |
| KSS | Sell | KOHLS CORP | $1,467,000 | -40.9% | 31,669 | -20.1% | 0.56% | -25.6% |
| UVV | New | UNIVERSAL CORP/VA | $1,453,000 | – | 29,312 | – | 0.56% | – |
| PLCE | New | CHILDREN'S PLACE INC/THE | $1,448,000 | – | 25,111 | – | 0.56% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $1,441,000 | – | 18,903 | – | 0.56% | – |
| UFS | New | DOMTAR CORP | $1,434,000 | – | 40,109 | – | 0.55% | – |
| GLW | Sell | CORNING INC | $1,423,000 | -30.7% | 83,092 | -20.1% | 0.55% | -12.7% |
| LUMN | Sell | CENTURYLINK INC | $1,422,000 | -31.7% | 56,601 | -20.1% | 0.55% | -14.1% |
| AWHHF | New | ALLIED WORLD ASSURANCE | $1,415,000 | – | 37,079 | – | 0.54% | – |
| MTUM | Sell | ISHARES MSCI USA MOMENTUMetp | $1,396,000 | -10.9% | 20,468 | -6.7% | 0.54% | +12.1% |
| NTAP | Sell | NETAPP INC | $1,394,000 | -25.1% | 47,087 | -20.2% | 0.54% | -5.6% |
| LXK | Sell | LEXMARK INTERNATIONAL INC | $1,380,000 | -47.6% | 47,610 | -20.1% | 0.53% | -34.1% |
| NOV | New | NATIONAL OILWELL VARCO IN | $1,365,000 | – | 36,246 | – | 0.52% | – |
| MMM | Sell | 3M CO | $1,363,000 | -26.7% | 9,611 | -20.2% | 0.52% | -7.6% |
| IP | Sell | INTERNATIONAL PAPER CO | $1,360,000 | -36.6% | 35,986 | -20.1% | 0.52% | -20.3% |
| HPQ | Sell | HEWLETT-PACKARD CO | $1,346,000 | -31.8% | 52,567 | -20.1% | 0.52% | -14.2% |
| LNC | New | LINCOLN NATIONAL CORP | $1,339,000 | – | 28,221 | – | 0.52% | – |
| VO | Sell | VANGUARD MID-CAP ETFetp | $1,323,000 | -70.7% | 11,340 | -68.0% | 0.51% | -63.1% |
| TIP | Buy | iShares Tr Barclays TIPS Bondetp | $1,318,000 | -1.3% | 11,912 | +0.0% | 0.51% | +24.3% |
| VTI | Sell | VANGUARD TOTAL STOCK MKTetp | $1,307,000 | -70.0% | 13,244 | -67.4% | 0.50% | -62.2% |
| VEA | Sell | VANGUARD FTSE DEV MKT ETFetp | $1,261,000 | -16.2% | 35,392 | -6.7% | 0.48% | +5.4% |
| MGA | Sell | MAGNA INTERNATIONAL INC | $1,255,000 | -31.6% | 26,134 | -20.1% | 0.48% | -13.9% |
| CBS | Sell | CBS CORP-CLASS B NON VOTI | $1,202,000 | -42.6% | 30,130 | -20.1% | 0.46% | -27.7% |
| SNDK | Sell | SANDISK CORP | $1,195,000 | -25.5% | 21,999 | -20.1% | 0.46% | -6.1% |
| EMLC | Sell | MKT VECTORS EM LC BD ETFetp | $1,182,000 | -17.2% | 68,224 | -6.7% | 0.46% | +4.1% |
| NWL | Sell | NEWELL RUBBERMAID INC | $1,168,000 | -22.9% | 29,419 | -20.2% | 0.45% | -2.8% |
| GPS | Sell | GAP INC/THE | $1,145,000 | -40.3% | 40,162 | -20.1% | 0.44% | -24.9% |
| GD | Sell | GENERAL DYNAMICS CORP | $1,121,000 | -20.7% | 8,130 | -18.5% | 0.43% | -0.2% |
| SPIP | Sell | SPDR Series Trust Barclays Cap TIPSetp | $1,073,000 | -7.2% | 19,422 | -6.4% | 0.41% | +17.0% |
| SPNV | New | SUPERIOR ENERGY SERVICES | $1,052,000 | – | 83,317 | – | 0.40% | – |
| DDS | Sell | DILLARDS INC-CL A | $1,050,000 | -33.7% | 12,015 | -20.2% | 0.40% | -16.5% |
| LQD | Sell | ISHARES IBOXX INVESTMENTetp | $1,021,000 | -6.3% | 8,792 | -6.7% | 0.39% | +18.0% |
| WIP | Sell | SPDR Series Trust DB Intl Govt Infl Prot Bond ETFetp | $1,001,000 | -11.5% | 19,232 | -6.6% | 0.38% | +11.3% |
| VC | Sell | VISTEON CORP | $991,000 | -22.9% | 9,786 | -20.1% | 0.38% | -3.1% |
| VNQ | Sell | VANGUARD REIT ETFetp | $988,000 | -11.5% | 13,076 | -12.6% | 0.38% | +11.1% |
| SYLD | Sell | CAMBRIA SHAREHOLDER YIELDetp | $960,000 | -71.8% | 32,984 | -69.7% | 0.37% | -64.5% |
| VNQI | Sell | Vanguard Index Funds REIT ETFetp | $954,000 | -84.8% | 18,713 | -83.2% | 0.37% | -80.9% |
| PSX | Sell | PHILLIPS 66 | $906,000 | -23.7% | 11,793 | -20.1% | 0.35% | -3.9% |
| HES | Sell | HESS CORP | $751,000 | -40.2% | 15,003 | -20.1% | 0.29% | -24.7% |
| TLT | Sell | ISHARES 20+ YEAR TREASURYetp | $713,000 | -10.7% | 5,768 | -15.1% | 0.27% | +12.3% |
| IBND | Sell | SPDR BARCLAYS INT CORPetp | $675,000 | -6.9% | 21,520 | -6.7% | 0.26% | +17.1% |
| VSS | Sell | VANGUARD FTSE ALL WORLDetp | $648,000 | -16.9% | 7,140 | -6.7% | 0.25% | +4.6% |
| JNK | Sell | SPDR BARCLAYS HIGH YIELDetp | $639,000 | -20.9% | 17,920 | -14.7% | 0.25% | -0.4% |
| IHY | Sell | MARKET VECTORS INTLetp | $628,000 | -12.4% | 27,132 | -6.7% | 0.24% | +10.5% |
| FLOW | New | SPX FLOW INC | $630,000 | – | 18,307 | – | 0.24% | – |
| Buy | AQR Managed Futures Strategy Iopen-end fund | $615,000 | +19.2% | 54,744 | +12.3% | 0.24% | +50.0% | |
| FYLD | Sell | CAMBRIA FORGN SHRHLDR ETFetp | $586,000 | -53.5% | 29,988 | -47.3% | 0.23% | -41.3% |
| DGS | Sell | WISDOMTREE EM SMALL CAPetp | $560,000 | -23.3% | 15,708 | -6.7% | 0.22% | -3.1% |
| AT | Sell | ATLANTIC POWER CORP | $486,000 | -51.8% | 261,356 | -20.1% | 0.19% | -39.3% |
| TWX | Sell | TIME WARNER INC | $453,000 | -37.2% | 6,590 | -20.1% | 0.17% | -20.9% |
| FXY | Buy | CURRENCYSHARES JAPANESE YENetp | $340,000 | +2025.0% | 4,207 | +1932.4% | 0.13% | +2520.0% |
| FXE | New | CURRENCYSHARES EURO TRUSTetp | $335,000 | – | 3,059 | – | 0.13% | – |
| DEM | Sell | WISDOMTREE EMG MKTS EQemer mkt high fd | $331,000 | -28.2% | 9,899 | -6.7% | 0.13% | -9.9% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $312,000 | -35.4% | 4,208 | -33.3% | 0.12% | -18.9% |
| SPXC | Sell | SPX CORP | $218,000 | -86.9% | 18,307 | -20.1% | 0.08% | -83.4% |
| BKLN | Buy | PowerShares Senior Ln Portetp | $84,000 | -3.4% | 3,643 | +0.2% | 0.03% | +18.5% |
| GT | Buy | GOODYEAR TIRE & RUBBER CO | $45,000 | +104.5% | 1,510 | +104.6% | 0.02% | +142.9% |
| HCA | Sell | HCA HOLDINGS INC | $42,000 | -19.2% | 549 | -3.7% | 0.02% | 0.0% |
| ALK | Buy | ALASKA AIR GROUP INC | $37,000 | +60.9% | 465 | +29.9% | 0.01% | +100.0% |
| HUM | Buy | HUMANA INC | $35,000 | +169.2% | 194 | +177.1% | 0.01% | +225.0% |
| NHTC | New | NATURAL HEALTH TRENDS | $31,000 | – | 934 | – | 0.01% | – |
| AET | New | AETNA INC | $32,000 | – | 286 | – | 0.01% | – |
| EBAY | Buy | EBAY INC | $30,000 | -31.8% | 1,211 | +66.8% | 0.01% | -7.7% |
| WD | New | WALKER & DUNLOP INC | $25,000 | – | 964 | – | 0.01% | – |
| WNR | New | WESTERN REFINING INC | $25,000 | – | 558 | – | 0.01% | – |
| AFSI | New | AMTRUST FINANCIAL SERVICE | $25,000 | – | 392 | – | 0.01% | – |
| WIFI | New | BOINGO WIRELESS INC | $25,000 | – | 2,998 | – | 0.01% | – |
| AEIS | New | ADVANCED ENERGY INDUSTRIE | $25,000 | – | 936 | – | 0.01% | – |
| UVE | New | UNIVERSAL INSURANCE HOLDI | $27,000 | – | 914 | – | 0.01% | – |
| MATX | New | MATSON INC | $24,000 | – | 622 | – | 0.01% | – |
| HMN | New | HORACE MANN EDUCATORS | $23,000 | – | 700 | – | 0.01% | – |
| HOFT | New | HOOKER FURNITURE CORP | $23,000 | – | 990 | – | 0.01% | – |
| WTFC | New | WINTRUST FINANCIAL CORP | $24,000 | – | 444 | – | 0.01% | – |
| THG | New | HANOVER INSURANCE GROUP I | $23,000 | – | 290 | – | 0.01% | – |
| HAFC | New | HANMI FINANCIAL CORPORATI | $24,000 | – | 948 | – | 0.01% | – |
| GME | New | GAMESTOP CORP-CLASS A | $23,000 | – | 548 | – | 0.01% | – |
| FL | New | FOOT LOCKER INC | $23,000 | – | 318 | – | 0.01% | – |
| FAF | New | FIRST AMERICAN FINANCIAL | $23,000 | – | 588 | – | 0.01% | – |
| EBF | New | ENNIS INC | $24,000 | – | 1,406 | – | 0.01% | – |
| NGHC | New | NATIONAL GENERAL HLDGS | $24,000 | – | 1,236 | – | 0.01% | – |
| TACO | New | DEL TACO RESTAURANTS INC | $24,000 | – | 1,732 | – | 0.01% | – |
| ORI | New | OLD REPUBLIC INTL CORP | $23,000 | – | 1,472 | – | 0.01% | – |
| FLWS | New | 1-800-FLOWERS.COM INC-CL | $24,000 | – | 2,590 | – | 0.01% | – |
| PBY | New | PEP BOYS-MANNY MOE & JACK | $23,000 | – | 1,888 | – | 0.01% | – |
| PGR | New | PROGRESSIVE CORP | $23,000 | – | 764 | – | 0.01% | – |
| CVG | New | CONVERGYS CORP | $23,000 | – | 1,000 | – | 0.01% | – |
| CAKE | New | CHEESECAKE FACTORY INC/TH | $23,000 | – | 420 | – | 0.01% | – |
| SIGI | New | SELECTIVE INSURANCE GROUP | $23,000 | – | 750 | – | 0.01% | – |
| AOS | New | SMITH (A.O.) CORP | $23,000 | – | 346 | – | 0.01% | – |
| CALM | New | CAL-MAINE FOODS INC | $23,000 | – | 428 | – | 0.01% | – |
| SFG | New | STANCORP FINANCIAL GROUP | $23,000 | – | 198 | – | 0.01% | – |
| WRB | Sell | WR BERKLEY CORP | $23,000 | -98.3% | 424 | -98.4% | 0.01% | -97.8% |
| FDP | New | FRESH DEL MONTE PRODUCE | $23,000 | – | 572 | – | 0.01% | – |
| TSO | New | TESORO CORP | $24,000 | – | 246 | – | 0.01% | – |
| BWXT | New | BABCOCK & WILCOX CO/THE | $23,000 | – | 864 | – | 0.01% | – |
| AFG | New | AMERICAN FINANCIAL GROUP | $23,000 | – | 330 | – | 0.01% | – |
| ALJ | New | ALON USA ENERGY INC | $23,000 | – | 1,294 | – | 0.01% | – |
| OC | New | OWENS CORNING | $21,000 | – | 510 | – | 0.01% | – |
| CHE | Sell | CHEMED CORP | $22,000 | -99.4% | 168 | -99.4% | 0.01% | -99.3% |
| UFPI | New | UNIVERSAL FOREST PRODUCTS | $22,000 | – | 374 | – | 0.01% | – |
| FIX | New | COMFORT SYSTEMS USA INC | $22,000 | – | 804 | – | 0.01% | – |
| COLM | New | COLUMBIA SPORTSWEAR CO | $22,000 | – | 366 | – | 0.01% | – |
| RGA | New | REINSURANCE GROUP OF AMER | $22,000 | – | 248 | – | 0.01% | – |
| REMY | New | REMY INTERNATIONAL INC | $22,000 | – | 766 | – | 0.01% | – |
| RUTH | New | RUTH'S HOSPITALITY GROUP | $22,000 | – | 1,376 | – | 0.01% | – |
| OMG | New | OM GROUP INC | $22,000 | – | 678 | – | 0.01% | – |
| CNC | New | CENTENE CORP | $20,000 | – | 374 | – | 0.01% | – |
| EBIX | New | EBIX INC | $20,000 | – | 812 | – | 0.01% | – |
| MWW | New | MONSTER WORLDWIDE INC | $21,000 | – | 3,196 | – | 0.01% | – |
| HCC | New | HCC INSURANCE HOLDINGS IN | $22,000 | – | 290 | – | 0.01% | – |
| SHAK | New | SHAKE SHACK INC - CLASS A | $22,000 | – | 474 | – | 0.01% | – |
| MOH | New | MOLINA HEALTHCARE INC | $21,000 | – | 306 | – | 0.01% | – |
| SKYW | New | SKYWEST INC | $22,000 | – | 1,302 | – | 0.01% | – |
| GOOG | Sell | GOOGLE INC-CL C | $21,000 | -40.0% | 34 | -49.3% | 0.01% | -27.3% |
| HCKT | New | HACKETT GROUP INC/THE | $22,000 | – | 1,598 | – | 0.01% | – |
| SPTN | New | SPARTANNASH CO | $21,000 | – | 820 | – | 0.01% | – |
| HMHC | New | HOUGHTON MIFFLIN HARCOURT | $20,000 | – | 1,000 | – | 0.01% | – |
| BCO | New | BRINK'S CO/THE | $22,000 | – | 822 | – | 0.01% | – |
| ENTA | New | ENANTA PHARMACEUTICALS IN | $21,000 | – | 578 | – | 0.01% | – |
| BIO | New | BIO-RAD LABORATORIES-A | $22,000 | – | 164 | – | 0.01% | – |
| HNT | New | HEALTH NET INC | $21,000 | – | 356 | – | 0.01% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $22,000 | – | 754 | – | 0.01% | – |
| LHCG | New | LHC GROUP INC | $22,000 | – | 482 | – | 0.01% | – |
| TDS | New | TELEPHONE AND DATA SYSTEM | $21,000 | – | 826 | – | 0.01% | – |
| BSET | New | BASSETT FURNITURE INDS | $22,000 | – | 792 | – | 0.01% | – |
| ABM | New | ABM INDUSTRIES INC | $21,000 | – | 760 | – | 0.01% | – |
| AAN | New | AARON'S INC | $21,000 | – | 592 | – | 0.01% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HOLDI | $20,000 | – | 588 | – | 0.01% | – |
| MDR | New | MCDERMOTT INTL INC | $20,000 | – | 4,762 | – | 0.01% | – |
| TA | New | TRAVELCENTERS OF AMERICA | $20,000 | – | 1,960 | – | 0.01% | – |
| ZAGG | New | ZAGG INC | $21,000 | – | 3,118 | – | 0.01% | – |
| POWR | New | POWERSECURE INTERNATIONAL | $22,000 | – | 1,944 | – | 0.01% | – |
| COWN | New | COWEN GROUP INC-CLASS A | $20,000 | – | 4,482 | – | 0.01% | – |
| CULP | New | CULP INC | $21,000 | – | 670 | – | 0.01% | – |
| PCLN | Sell | PRICELINE GROUP INC/THE | $21,000 | -46.2% | 17 | -50.0% | 0.01% | -33.3% |
| UTHR | New | UNITED THERAPEUTICS CORP | $20,000 | – | 150 | – | 0.01% | – |
| KALU | New | KAISER ALUMINUM CORP | $22,000 | – | 274 | – | 0.01% | – |
| NLNK | New | NEWLINK GENETICS CORP | $18,000 | – | 498 | – | 0.01% | – |
| LBTYK | Sell | LIBERTY GLOBAL PLC-SERIES C | $18,000 | -59.1% | 430 | -50.0% | 0.01% | -46.2% |
| SCHW | Sell | SCHWAB (CHARLES) CORP | $19,000 | -56.8% | 679 | -50.0% | 0.01% | -46.2% |
| SCLN | New | SCICLONE PHARMACEUTICALS | $19,000 | – | 2,776 | – | 0.01% | – |
| PBF | Sell | PBF ENERGY INC-CLASS A | $16,000 | -50.0% | 556 | -50.0% | 0.01% | -40.0% |
| AGN | Sell | ALLERGAN PLC | $15,000 | -55.9% | 57 | -49.6% | 0.01% | -40.0% |
| KMI | Sell | KINDER MORGAN INC | $13,000 | -27.8% | 481 | -0.2% | 0.01% | -16.7% |
| CHDN | Sell | CHURCHILL DOWNS INC | $13,000 | -48.0% | 98 | -50.0% | 0.01% | -37.5% |
| EXPE | Sell | EXPEDIA INC | $13,000 | -45.8% | 112 | -50.0% | 0.01% | -28.6% |
| GM | New | GENERAL MOTORS CO | $10,000 | – | 347 | – | 0.00% | – |
| GLPI | New | GAMING AND LEISURE PROPERTIEreit | $10,000 | – | 320 | – | 0.00% | – |
| PENN | New | PENN NATIONAL GAMING INC | $10,000 | – | 569 | – | 0.00% | – |
| KORS | New | MICHAEL KORS HOLDINGS LTD | $11,000 | – | 253 | – | 0.00% | – |
| BAM | New | BROOKFIELD ASSET MANAGE-CL A | $10,000 | – | 316 | – | 0.00% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $10,000 | – | 79 | – | 0.00% | – |
| PCP | New | PRECISION CASTPARTS CORP | $10,000 | – | 44 | – | 0.00% | – |
| FLEX | Sell | FLEXTRONICS INTL LTD | $11,000 | -99.6% | 1,000 | -99.6% | 0.00% | -99.5% |
| JCI | New | JOHNSON CONTROLS INC | $10,000 | – | 240 | – | 0.00% | – |
| ADBE | Sell | ADOBE SYSTEMS INC | $11,000 | -50.0% | 137 | -50.0% | 0.00% | -42.9% |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $10,000 | – | 114 | – | 0.00% | – |
| YUM | New | YUM! BRANDS INC | $10,000 | – | 127 | – | 0.00% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTE | $8,000 | – | 44 | – | 0.00% | – |
| MFLX | New | MULTI-FINELINE ELECTRONIX | $9,000 | – | 550 | – | 0.00% | – |
| MW | Sell | MEN'S WEARHOUSE INC/THE | $9,000 | -66.7% | 213 | -49.9% | 0.00% | -62.5% |
| KIRK | New | KIRKLAND'S INC | $8,000 | – | 357 | – | 0.00% | – |
| FOSL | New | FOSSIL GROUP INC | $9,000 | – | 166 | – | 0.00% | – |
| BJRI | New | BJ'S RESTAURANTS INC | $8,000 | – | 184 | – | 0.00% | – |
| BAX | New | BAXTER INTERNATIONAL INC | $9,000 | – | 267 | – | 0.00% | – |
| AMGN | New | AMGEN INC | $9,000 | – | 65 | – | 0.00% | – |
| ABBV | New | ABBVIE INC | $8,000 | – | 154 | – | 0.00% | – |
| AER | New | AERCAP HOLDINGS NV | $9,000 | – | 235 | – | 0.00% | – |
| SUNEQ | New | SUNEDISON INC | $6,000 | – | 846 | – | 0.00% | – |
| EXPR | New | EXPRESS INC | $6,000 | – | 361 | – | 0.00% | – |
| HUN | New | HUNTSMAN CORP | $6,000 | – | 613 | – | 0.00% | – |
| VAR | Exit | Varian Med Systems Inc | $0 | – | -54 | – | -0.00% | – |
| RIGL | Exit | Rigel Pharmaceuticals Inc | $0 | – | -2,542 | – | -0.00% | – |
| SEMI | Exit | SUNEDISON SEMICONDUCTOR LTD | $0 | – | -530 | – | -0.00% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -120 | – | -0.00% | – |
| CEMP | Exit | Cempra Inc | $0 | – | -320 | – | -0.00% | – |
| DL | Exit | CHINA DISTANCE EDUCATION-ADRadr | $0 | – | -610 | – | -0.00% | – |
| AAL | Exit | AMERICAN AIRLINES GROUP INC | $0 | – | -250 | – | -0.00% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -67 | – | -0.00% | – |
| BMY | Exit | Bristol-Myers Squibb Co | $0 | – | -148 | – | -0.00% | – |
| GAA | Exit | CAMBRIA GLOBAL ASSET ALLOCATetp | $0 | – | -559 | – | -0.00% | – |
| CPRT | Exit | COPART INC | $0 | – | -340 | – | -0.00% | – |
| ESPR | Exit | Esperion Therapeutics Inc | $0 | – | -163 | – | -0.00% | – |
| HDS | Exit | HD SUPPLY HOLDINGS INC | $0 | – | -358 | – | -0.00% | – |
| TTPH | Exit | Tetraphase Pharmaceuticals Inc | $0 | – | -250 | – | -0.00% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -821 | – | -0.01% | – |
| ASH | Exit | ASHLAND INC | $0 | – | -173 | – | -0.01% | – |
| WOOF | Exit | VCA INC | $0 | – | -419 | – | -0.01% | – |
| DG | Exit | DOLLAR GENERAL CORP | $0 | – | -291 | – | -0.01% | – |
| VTL | Exit | VITAL THERAPIES INC | $0 | – | -2,235 | – | -0.01% | – |
| VTV | Exit | Vanguard Index Funds Value ETFetp | $0 | – | -757 | – | -0.02% | – |
| CUT | Exit | Claymore ETF Trust 2 Beacon Global Timberetp | $0 | – | -2,586 | – | -0.02% | – |
| VYM | Exit | Vanguard Whitehall Funds Inc High Div Yieldetp | $0 | – | -1,222 | – | -0.02% | – |
| FXB | Exit | CURRENCYSHARES BRITISH POUNDetp | $0 | – | -1,153 | – | -0.05% | – |
| EWX | Exit | SPDR S&P EMERGING MKTS SMALLetp | $0 | – | -4,581 | – | -0.06% | – |
| EWP | Exit | ISHARES MSCI SPAIN CAPPED ETetp | $0 | – | -6,671 | – | -0.07% | – |
| XLI | Exit | INDUSTRIAL SELECT SECT SPDRetp | $0 | – | -5,801 | – | -0.10% | – |
| RSX | Exit | MARKET VECTORS RUSSIA ETFetp | $0 | – | -21,889 | – | -0.12% | – |
| EWT | Exit | ISHARES MSCI TAIWAN ETFetp | $0 | – | -25,898 | – | -0.12% | – |
| DBE | Exit | POWERSHARES DB ENERGY FUNDetp | $0 | – | -24,764 | – | -0.13% | – |
| XLK | Exit | TECHNOLOGY SELECT SECT SPDRetp | $0 | – | -12,490 | – | -0.16% | – |
| XLF | Exit | FINANCIAL SELECT SECTOR SPDRetp | $0 | – | -21,223 | – | -0.16% | – |
| CYB | Exit | WISDOMTREE CHINESE YUAN STRAetp | $0 | – | -20,112 | – | -0.16% | – |
| FXF | Exit | CURRENCYSHARES SWISS FRANCetp | $0 | – | -5,047 | – | -0.16% | – |
| XLV | Exit | HEALTH CARE SELECT SECTORetp | $0 | – | -7,086 | – | -0.16% | – |
| PXH | Exit | POWERSHARES FTSE RAFI EM MKTetp | $0 | – | -30,982 | – | -0.18% | – |
| EWO | Exit | ISHARES MSCI AUSTRIA CAPPEDetp | $0 | – | -39,173 | – | -0.19% | – |
| EWJ | Exit | ISHARES MSCI JAPAN ETFetp | $0 | – | -49,091 | – | -0.19% | – |
| EWN | Exit | ISHARES MSCI NETHERLANDS ETFetp | $0 | – | -24,750 | – | -0.19% | – |
| QQQ | Exit | POWERSHARES QQQ TRUST SERIESetp | $0 | – | -5,911 | – | -0.19% | – |
| EWI | Exit | ISHARES MSCI ITALY CAPPED ETetp | $0 | – | -43,043 | – | -0.20% | – |
| PXF | Exit | POWERSHARES FTSE RAFI DEV EXetp | $0 | – | -16,384 | – | -0.20% | – |
| EWH | Exit | ISHARES MSCI HONG KONG ETFetp | $0 | – | -29,836 | – | -0.21% | – |
| PRFZ | Exit | POWERSHARES FTSE RAFI US1500etp | $0 | – | -6,601 | – | -0.21% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -15,656 | – | -0.22% | – |
| VEU | Exit | Vanguard Intl Equity Index Fund All World ex-USetp | $0 | – | -15,091 | – | -0.22% | – |
| RWX | Exit | SPDR DJ INTERNATIONAL REAL Eetp | $0 | – | -18,223 | – | -0.23% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -21,235 | – | -0.24% | – |
| PRF | Exit | POWERSHARES FTSE RAFI US 1Ketp | $0 | – | -8,481 | – | -0.24% | – |
| SCZ | Exit | iShares Tr MSCI Small Capetp | $0 | – | -15,135 | – | -0.24% | – |
| VB | Exit | VANGUARD SMALL-CAP ETFetp | $0 | – | -8,095 | – | -0.30% | – |
| CATO | Exit | CATO CORP-CLASS A | $0 | – | -36,832 | – | -0.44% | – |
| RXI | Exit | ISHARES GLOBAL CONSUMER Detf | $0 | – | -18,065 | – | -0.50% | – |
| REM | Exit | ISHARES MORTGAGE REAL ESTetf | $0 | – | -167,244 | – | -0.54% | – |
| KXI | Exit | ISHARES GLOBAL CONSUMER Setf | $0 | – | -20,405 | – | -0.56% | – |
| CA | Exit | CA INC | $0 | – | -64,800 | – | -0.58% | – |
| IXG | Exit | ISHARES GLOBAL FINANCIALSetf | $0 | – | -33,422 | – | -0.58% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -28,472 | – | -0.59% | – |
| EDV | Exit | VANGUARD EXTENDED DUR TREetf | $0 | – | -17,948 | – | -0.60% | – |
| VBR | Exit | VANGUARD SM-CAP VAL ETFetf | $0 | – | -18,802 | – | -0.62% | – |
| PCY | Exit | PowerShares Global ETF Trust Sovereign Debtetp | $0 | – | -74,013 | – | -0.63% | – |
| REZ | Exit | ISHARES RESIDENTIAL REALetf | $0 | – | -36,736 | – | -0.63% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS C | $0 | – | -421,604 | – | -0.64% | – |
| DD | Exit | DU PONT (E.I.) DE NEMOURS | $0 | – | -32,976 | – | -0.64% | – |
| CI | Exit | CIGNA CORP | $0 | – | -13,125 | – | -0.65% | – |
| T | Exit | AT&T INC | $0 | – | -60,077 | – | -0.65% | – |
| CLW | Exit | CLEARWATER PAPER CORP | $0 | – | -37,405 | – | -0.66% | – |
| IXN | Exit | ISHARES GLOBAL TECH ETFetf | $0 | – | -22,680 | – | -0.66% | – |
| SPOK | Exit | SPOK HOLDINGS INC | $0 | – | -131,904 | – | -0.68% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -29,621 | – | -0.71% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -119,560 | – | -0.74% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -51,799 | – | -0.74% | – |
| CMA | Exit | COMERICA INC | $0 | – | -47,520 | – | -0.75% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -217,682 | – | -0.75% | – |
| PPG | Exit | PPG INDUSTRIES INC | $0 | – | -23,616 | – | -0.83% | – |
| IWC | Exit | ISHARES TR RUSS MCRP IDXetp | $0 | – | -33,948 | – | -0.85% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -37,728 | – | -0.86% | – |
| MRH | Exit | MONTPELIER RE HOLDINGS | $0 | – | -75,160 | – | -0.91% | – |
| WEN | Exit | WENDY'S CO/THE | $0 | – | -279,153 | – | -0.96% | – |
| LLY | Exit | ELI LILLY & CO | $0 | – | -37,977 | – | -0.97% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -34,020 | – | -0.98% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VNQI | New | Vanguard Index Funds REIT ETFetp | $6,287,000 | – | 111,445 | – | 1.92% | – |
| VWO | New | Vanguard Emerg Mkt ETFetp | $4,658,000 | – | 113,929 | – | 1.42% | – |
| VO | New | VANGUARD MID-CAP ETFetp | $4,511,000 | – | 35,399 | – | 1.38% | – |
| VTI | New | VANGUARD TOTAL STOCK MKT ETFetp | $4,351,000 | – | 40,647 | – | 1.33% | – |
| BNDX | New | VANGUARD TOTAL INTL BONDetp | $4,113,000 | – | 78,534 | – | 1.26% | – |
| CHE | New | CHEMED CORP | $3,618,000 | – | 27,598 | – | 1.11% | – |
| ANTM | New | ANTHEM INC | $3,445,000 | – | 20,991 | – | 1.05% | – |
| BND | New | VANGUARD TOT BOND MKT ETFetp | $3,419,000 | – | 42,068 | – | 1.04% | – |
| SYLD | New | CAMBRIA SHAREHOLDER YIELDetp | $3,401,000 | – | 108,747 | – | 1.04% | – |
| ORLY | New | O'REILLY AUTOMOTIVE INC | $3,310,000 | – | 14,647 | – | 1.01% | – |
| CVS | New | CVS HEALTH CORP | $3,232,000 | – | 30,816 | – | 0.99% | – |
| OCR | New | OMNICARE INC | $3,206,000 | – | 34,020 | – | 0.98% | – |
| LLY | New | ELI LILLY & CO | $3,171,000 | – | 37,977 | – | 0.97% | – |
| AAPL | New | APPLE INC | $3,174,000 | – | 25,308 | – | 0.97% | – |
| WEN | New | WENDY'S CO/THE | $3,149,000 | – | 279,153 | – | 0.96% | – |
| LOW | New | LOWE'S COS INC | $2,990,000 | – | 44,640 | – | 0.91% | – |
| MRH | New | MONTPELIER RE HOLDINGS | $2,969,000 | – | 75,160 | – | 0.91% | – |
| AVY | New | AVERY DENNISON CORP | $2,924,000 | – | 47,978 | – | 0.89% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $2,908,000 | – | 18,333 | – | 0.89% | – |
| LM | New | LEGG MASON INC | $2,908,000 | – | 56,432 | – | 0.89% | – |
| HD | New | HOME DEPOT INC | $2,906,000 | – | 26,153 | – | 0.89% | – |
| AGCO | New | AGCO CORP | $2,905,000 | – | 51,156 | – | 0.89% | – |
| RAI | New | REYNOLDS AMERICAN INC | $2,817,000 | – | 37,728 | – | 0.86% | – |
| M | New | MACY'S INC | $2,799,000 | – | 41,486 | – | 0.86% | – |
| IWC | New | ISHARES TR RUSS MCRP IDXetp | $2,768,000 | – | 33,948 | – | 0.85% | – |
| RE | New | EVEREST RE GROUP LTD | $2,763,000 | – | 15,178 | – | 0.84% | – |
| MED | New | MEDIFAST INC | $2,760,000 | – | 85,397 | – | 0.84% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $2,730,000 | – | 51,152 | – | 0.84% | – |
| PPG | New | PPG INDUSTRIES INC | $2,709,000 | – | 23,616 | – | 0.83% | – |
| ESRX | New | EXPRESS SCRIPTS HOLDING CO | $2,701,000 | – | 30,374 | – | 0.83% | – |
| AMP | New | AMERIPRISE FINANCIAL INC | $2,699,000 | – | 21,607 | – | 0.82% | – |
| FLEX | New | FLEXTRONICS INTL LTD | $2,690,000 | – | 237,882 | – | 0.82% | – |
| ALL | New | ALLSTATE CORP | $2,660,000 | – | 41,003 | – | 0.81% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP I | $2,656,000 | – | 36,432 | – | 0.81% | – |
| LXK | New | LEXMARK INTERNATIONAL INC | $2,635,000 | – | 59,616 | – | 0.81% | – |
| RTN | New | RAYTHEON COMPANY | $2,634,000 | – | 27,530 | – | 0.80% | – |
| TRV | New | TRAVELERS COS INC/THE | $2,587,000 | – | 26,763 | – | 0.79% | – |
| USCI | New | UNITED STATES COMM INDEXetf | $2,573,000 | – | 54,548 | – | 0.79% | – |
| INGR | New | INGREDION INC | $2,564,000 | – | 32,121 | – | 0.78% | – |
| STT | New | STATE STREET CORP | $2,528,000 | – | 32,829 | – | 0.77% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $2,500,000 | – | 48,528 | – | 0.76% | – |
| KSS | New | KOHLS CORP | $2,482,000 | – | 39,644 | – | 0.76% | – |
| JNPR | New | JUNIPER NETWORKS INC | $2,477,000 | – | 95,365 | – | 0.76% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,462,000 | – | 217,682 | – | 0.75% | – |
| PRE | New | PARTNERRE LTD | $2,461,000 | – | 19,152 | – | 0.75% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $2,443,000 | – | 39,510 | – | 0.75% | – |
| CMA | New | COMERICA INC | $2,439,000 | – | 47,520 | – | 0.75% | – |
| LLL | New | L-3 COMMUNICATIONS HOLDIN | $2,433,000 | – | 21,456 | – | 0.74% | – |
| CIT | New | CIT GROUP INC | $2,408,000 | – | 51,799 | – | 0.74% | – |
| NVDA | New | NVIDIA CORP | $2,404,000 | – | 119,560 | – | 0.74% | – |
| DOW | New | DOW CHEMICAL CO/THE | $2,381,000 | – | 46,532 | – | 0.73% | – |
| SIX | New | SIX FLAGS ENTERTAINMENT C | $2,382,000 | – | 53,118 | – | 0.73% | – |
| CSC | New | COMPUTER SCIENCES CORP | $2,377,000 | – | 36,216 | – | 0.73% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $2,371,000 | – | 85,454 | – | 0.72% | – |
| BIG | New | BIG LOTS INC | $2,356,000 | – | 52,378 | – | 0.72% | – |
| WDC | New | WESTERN DIGITAL CORP | $2,323,000 | – | 29,621 | – | 0.71% | – |
| MPC | New | MARATHON PETROLEUM CORP | $2,305,000 | – | 44,064 | – | 0.70% | – |
| UNM | New | UNUM GROUP | $2,301,000 | – | 64,368 | – | 0.70% | – |
| VOYA | New | VOYA FINANCIAL INC | $2,295,000 | – | 49,391 | – | 0.70% | – |
| LUV | New | SOUTHWEST AIRLINES CO | $2,285,000 | – | 69,067 | – | 0.70% | – |
| GIS | New | GENERAL MILLS INC | $2,264,000 | – | 40,631 | – | 0.69% | – |
| IXJ | New | ISHARES GLOBAL HEALTHCAREetf | $2,256,000 | – | 20,748 | – | 0.69% | – |
| PFE | New | PFIZER INC | $2,257,000 | – | 67,315 | – | 0.69% | – |
| ADM | New | ARCHER-DANIELS-MIDLAND CO | $2,250,000 | – | 46,656 | – | 0.69% | – |
| KEY | New | KEYCORP | $2,246,000 | – | 149,520 | – | 0.69% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS INC | $2,245,000 | – | 48,285 | – | 0.69% | – |
| CB | New | CHUBB CORP | $2,236,000 | – | 23,497 | – | 0.68% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS | $2,221,000 | – | 46,368 | – | 0.68% | – |
| SPOK | New | SPOK HOLDINGS INC | $2,221,000 | – | 131,904 | – | 0.68% | – |
| AIZ | New | ASSURANT INC | $2,174,000 | – | 32,455 | – | 0.66% | – |
| IXN | New | ISHARES GLOBAL TECH ETFetf | $2,171,000 | – | 22,680 | – | 0.66% | – |
| TU | New | TELUS CORP | $2,163,000 | – | 62,792 | – | 0.66% | – |
| XRX | New | XEROX CORP | $2,160,000 | – | 203,035 | – | 0.66% | – |
| IP | New | INTERNATIONAL PAPER CO | $2,145,000 | – | 45,063 | – | 0.66% | – |
| FITB | New | FIFTH THIRD BANCORP | $2,141,000 | – | 102,816 | – | 0.66% | – |
| CLW | New | CLEARWATER PAPER CORP | $2,143,000 | – | 37,405 | – | 0.66% | – |
| T | New | AT&T INC | $2,134,000 | – | 60,077 | – | 0.65% | – |
| AFL | New | AFLAC INC | $2,133,000 | – | 34,285 | – | 0.65% | – |
| INTC | New | INTEL CORP | $2,128,000 | – | 69,961 | – | 0.65% | – |
| CI | New | CIGNA CORP | $2,126,000 | – | 13,125 | – | 0.65% | – |
| DD | New | DU PONT (E.I.) DE NEMOURS | $2,109,000 | – | 32,976 | – | 0.64% | – |
| CBS | New | CBS CORP-CLASS B NON VOTI | $2,094,000 | – | 37,728 | – | 0.64% | – |
| FTR | New | FRONTIER COMMUNICATIONS C | $2,087,000 | – | 421,604 | – | 0.64% | – |
| CCE | New | COCA-COLA ENTERPRISES | $2,083,000 | – | 47,952 | – | 0.64% | – |
| LUMN | New | CENTURYLINK INC | $2,082,000 | – | 70,869 | – | 0.64% | – |
| REZ | New | ISHARES RESIDENTIAL REALetf | $2,060,000 | – | 36,736 | – | 0.63% | – |
| GLW | New | CORNING INC | $2,053,000 | – | 104,030 | – | 0.63% | – |
| IEF | New | ISHARES LEHMAN 7-10YR TRSetp | $2,052,000 | – | 19,543 | – | 0.63% | – |
| PCY | New | PowerShares Global ETF Trust Sovereign Debtetp | $2,051,000 | – | 74,013 | – | 0.63% | – |
| VBR | New | VANGUARD SM-CAP VAL ETFetf | $2,027,000 | – | 18,802 | – | 0.62% | – |
| KMB | New | KIMBERLY-CLARK CORP | $1,998,000 | – | 18,857 | – | 0.61% | – |
| HPQ | New | HEWLETT-PACKARD CO | $1,975,000 | – | 65,820 | – | 0.60% | – |
| EDV | New | VANGUARD EXTENDED DUR TREetf | $1,974,000 | – | 17,948 | – | 0.60% | – |
| IR | New | INGERSOLL-RAND PLC | $1,920,000 | – | 28,472 | – | 0.59% | – |
| GPS | New | GAP INC/THE | $1,919,000 | – | 50,283 | – | 0.59% | – |
| IXG | New | ISHARES GLOBAL FINANCIALSetf | $1,914,000 | – | 33,422 | – | 0.58% | – |
| CA | New | CA INC | $1,898,000 | – | 64,800 | – | 0.58% | – |
| AEE | New | AMEREN CORPORATION | $1,877,000 | – | 49,824 | – | 0.57% | – |
| NTAP | New | NETAPP INC | $1,861,000 | – | 58,977 | – | 0.57% | – |
| MMM | New | 3M CO | $1,859,000 | – | 12,047 | – | 0.57% | – |
| VWOB | New | VANGUARD EMERG MKTS GOV Betf | $1,849,000 | – | 24,036 | – | 0.56% | – |
| MGA | New | MAGNA INTERNATIONAL INC | $1,835,000 | – | 32,717 | – | 0.56% | – |
| KXI | New | ISHARES GLOBAL CONSUMER Setf | $1,835,000 | – | 20,405 | – | 0.56% | – |
| REM | New | ISHARES MORTGAGE REAL ESTetf | $1,769,000 | – | 167,244 | – | 0.54% | – |
| GVAL | New | CAMBRIA GLOBAL VALUE ETFetp | $1,763,000 | – | 87,993 | – | 0.54% | – |
| HFC | New | HOLLYFRONTIER CORP | $1,707,000 | – | 39,985 | – | 0.52% | – |
| SPXC | New | SPX CORP | $1,659,000 | – | 22,918 | – | 0.51% | – |
| RXI | New | ISHARES GLOBAL CONSUMER Detf | $1,649,000 | – | 18,065 | – | 0.50% | – |
| SNDK | New | SANDISK CORP | $1,603,000 | – | 27,538 | – | 0.49% | – |
| DDS | New | DILLARDS INC-CL A | $1,584,000 | – | 15,060 | – | 0.48% | – |
| MTUM | New | ISHARES MSCI USA MOMENTUMetf | $1,567,000 | – | 21,930 | – | 0.48% | – |
| AGG | New | ISHARES CORE U.S. AGGREGATEetp | $1,553,000 | – | 14,277 | – | 0.48% | – |
| NWL | New | NEWELL RUBBERMAID INC | $1,515,000 | – | 36,843 | – | 0.46% | – |
| VEA | New | VANGUARD FTSE DEV MKT ETFetf | $1,504,000 | – | 37,920 | – | 0.46% | – |
| HYEM | New | MARKET VECTORS EMER HYetf | $1,479,000 | – | 61,380 | – | 0.45% | – |
| CATO | New | CATO CORP-CLASS A | $1,428,000 | – | 36,832 | – | 0.44% | – |
| EMLC | New | MKT VECTORS EM LC BD ETFetf | $1,428,000 | – | 73,098 | – | 0.44% | – |
| GD | New | GENERAL DYNAMICS CORP | $1,413,000 | – | 9,971 | – | 0.43% | – |
| WRB | New | WR BERKLEY CORP | $1,364,000 | – | 26,275 | – | 0.42% | – |
| TIP | New | iShares Tr Barclays TIPS Bondetp | $1,335,000 | – | 11,911 | – | 0.41% | – |
| VC | New | VISTEON CORP | $1,286,000 | – | 12,251 | – | 0.39% | – |
| FYLD | New | CAMBRIA FORGN SHRHLDR ETFetp | $1,259,000 | – | 56,904 | – | 0.38% | – |
| HES | New | HESS CORP | $1,256,000 | – | 18,773 | – | 0.38% | – |
| PSX | New | PHILLIPS 66 | $1,188,000 | – | 14,751 | – | 0.36% | – |
| SPIP | New | SPDR Series Trust Barclays Cap TIPSetp | $1,156,000 | – | 20,754 | – | 0.35% | – |
| WIP | New | SPDR Series Trust DB Intl Govt Infl Prot Bond ETFetp | $1,131,000 | – | 20,602 | – | 0.35% | – |
| VNQ | New | VANGUARD REIT ETFetf | $1,117,000 | – | 14,955 | – | 0.34% | – |
| LQD | New | ISHARES IBOXX INVESTMENTetf | $1,090,000 | – | 9,420 | – | 0.33% | – |
| BWX | New | SPDR BARCLAYS INTL TREASURYetp | $1,087,000 | – | 20,894 | – | 0.33% | – |
| AT | New | ATLANTIC POWER CORP | $1,008,000 | – | 327,273 | – | 0.31% | – |
| VB | New | VANGUARD SMALL-CAP ETFetp | $984,000 | – | 8,095 | – | 0.30% | – |
| JNK | New | SPDR Series Trust Barclays Yield ETFetp | $808,000 | – | 21,016 | – | 0.25% | – |
| TLT | New | ISHARES 20+ YEAR TREASURYetf | $798,000 | – | 6,794 | – | 0.24% | – |
| VSS | New | VANGUARD FTSE ALL WORLDetf | $780,000 | – | 7,650 | – | 0.24% | – |
| SCZ | New | iShares Tr MSCI Small Capetp | $773,000 | – | 15,135 | – | 0.24% | – |
| JOY | New | JOY GLOBAL INC | $769,000 | – | 21,235 | – | 0.24% | – |
| PRF | New | POWERSHARES FTSE RAFI US 1Ketp | $769,000 | – | 8,481 | – | 0.24% | – |
| RWX | New | SPDR DJ INTERNATIONAL REAL Eetp | $763,000 | – | 18,223 | – | 0.23% | – |
| BSV | New | VANGUARD ST BOND ETFetf | $748,000 | – | 9,330 | – | 0.23% | – |
| VCSH | New | VANGUARD-S/T CORP (ETF)etf | $745,000 | – | 9,360 | – | 0.23% | – |
| VEU | New | Vanguard Intl Equity Index Fund All World ex-USetp | $732,000 | – | 15,091 | – | 0.22% | – |
| DGS | New | WISDOMTREE EM SMALL CAPetf | $730,000 | – | 16,830 | – | 0.22% | – |
| IBND | New | SPDR BARCLAYS INT CORPetf | $725,000 | – | 23,058 | – | 0.22% | – |
| FXI | New | ISHARES CHINA LARGE-CAP ETFetp | $722,000 | – | 15,656 | – | 0.22% | – |
| TWX | New | TIME WARNER INC | $721,000 | – | 8,243 | – | 0.22% | – |
| IHY | New | MARKET VECTORS INTLetf | $717,000 | – | 29,070 | – | 0.22% | – |
| PRFZ | New | POWERSHARES FTSE RAFI US1500etp | $685,000 | – | 6,601 | – | 0.21% | – |
| EWH | New | ISHARES MSCI HONG KONG ETFetp | $673,000 | – | 29,836 | – | 0.21% | – |
| PXF | New | POWERSHARES FTSE RAFI DEV EXetp | $667,000 | – | 16,384 | – | 0.20% | – |
| EWI | New | ISHARES MSCI ITALY CAPPED ETetp | $641,000 | – | 43,043 | – | 0.20% | – |
| QQQ | New | POWERSHARES QQQ TRUST SERIESetp | $633,000 | – | 5,911 | – | 0.19% | – |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $636,000 | – | 24,750 | – | 0.19% | – |
| EWJ | New | ISHARES MSCI JAPAN ETFetp | $629,000 | – | 49,091 | – | 0.19% | – |
| EWO | New | ISHARES MSCI AUSTRIA CAPPEDetp | $622,000 | – | 39,173 | – | 0.19% | – |
| PXH | New | POWERSHARES FTSE RAFI EM MKTetp | $596,000 | – | 30,982 | – | 0.18% | – |
| XLV | New | HEALTH CARE SELECT SECTORetp | $527,000 | – | 7,086 | – | 0.16% | – |
| FXF | New | CURRENCYSHARES SWISS FRANCetp | $524,000 | – | 5,047 | – | 0.16% | – |
| XLK | New | TECHNOLOGY SELECT SECT SPDRetp | $517,000 | – | 12,490 | – | 0.16% | – |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $517,000 | – | 21,223 | – | 0.16% | – |
| New | AQR Managed Futures Strategy Iopen-end fund | $516,000 | – | 48,758 | – | 0.16% | – | |
| CYB | New | WISDOMTREE CHINESE YUAN STRAetp | $518,000 | – | 20,112 | – | 0.16% | – |
| XLY | New | CONSUMER DISCRETIONARY SELTetp | $483,000 | – | 6,313 | – | 0.15% | – |
| DEM | New | WISDOMTREE EMG MKTS EQetf | $461,000 | – | 10,607 | – | 0.14% | – |
| DBE | New | POWERSHARES DB ENERGY FUNDetp | $427,000 | – | 24,764 | – | 0.13% | – |
| EWT | New | ISHARES MSCI TAIWAN ETFetp | $409,000 | – | 25,898 | – | 0.12% | – |
| RSX | New | MARKET VECTORS RUSSIA ETFetp | $400,000 | – | 21,889 | – | 0.12% | – |
| XLI | New | INDUSTRIAL SELECT SECT SPDRetp | $314,000 | – | 5,801 | – | 0.10% | – |
| EWP | New | ISHARES MSCI SPAIN CAPPED ETetp | $224,000 | – | 6,671 | – | 0.07% | – |
| EWX | New | SPDR S&P EMERGING MKTS SMALLetp | $206,000 | – | 4,581 | – | 0.06% | – |
| FXB | New | CURRENCYSHARES BRITISH POUNDetp | $178,000 | – | 1,153 | – | 0.05% | – |
| BKLN | New | PowerShares Senior Ln Portetp | $87,000 | – | 3,636 | – | 0.03% | – |
| VYM | New | Vanguard Whitehall Funds Inc High Div Yieldetp | $82,000 | – | 1,222 | – | 0.02% | – |
| CUT | New | Claymore ETF Trust 2 Beacon Global Timberetp | $66,000 | – | 2,586 | – | 0.02% | – |
| VTV | New | Vanguard Index Funds Value ETFetp | $63,000 | – | 757 | – | 0.02% | – |
| HCA | New | HCA HOLDINGS INC | $52,000 | – | 570 | – | 0.02% | – |
| VTL | New | VITAL THERAPIES INC | $47,000 | – | 2,235 | – | 0.01% | – |
| EQIX | New | EQUINIX INCreit | $43,000 | – | 168 | – | 0.01% | – |
| LBTYK | New | LIBERTY GLOBAL PLC-SERIES C | $44,000 | – | 860 | – | 0.01% | – |
| SCHW | New | SCHWAB (CHARLES) CORP | $44,000 | – | 1,358 | – | 0.01% | – |
| EBAY | New | EBAY INC | $44,000 | – | 726 | – | 0.01% | – |
| PCLN | New | PRICELINE GROUP INC/THE | $39,000 | – | 34 | – | 0.01% | – |
| GOOG | New | GOOGLE INC-CL C | $35,000 | – | 67 | – | 0.01% | – |
| PBF | New | PBF ENERGY INC-CLASS A | $32,000 | – | 1,111 | – | 0.01% | – |
| AGN | New | ALLERGAN PLC | $34,000 | – | 113 | – | 0.01% | – |
| THRX | New | THERAVANCE INC | $25,000 | – | 1,375 | – | 0.01% | – |
| CHDN | New | CHURCHILL DOWNS INC | $25,000 | – | 196 | – | 0.01% | – |
| MW | New | MEN'S WEARHOUSE INC/THE | $27,000 | – | 425 | – | 0.01% | – |
| CYH | New | COMMUNITY HEALTH SYSTEMS INC | $26,000 | – | 413 | – | 0.01% | – |
| CMPR | New | CIMPRESS NV | $25,000 | – | 296 | – | 0.01% | – |
| WOOF | New | VCA INC | $23,000 | – | 419 | – | 0.01% | – |
| HAL | New | HALLIBURTON CO | $22,000 | – | 510 | – | 0.01% | – |
| GT | New | GOODYEAR TIRE & RUBBER CO | $22,000 | – | 738 | – | 0.01% | – |
| EXPE | New | EXPEDIA INC | $24,000 | – | 224 | – | 0.01% | – |
| BID | New | SOTHEBY'S | $22,000 | – | 492 | – | 0.01% | – |
| DG | New | DOLLAR GENERAL CORP | $23,000 | – | 291 | – | 0.01% | – |
| THC | New | TENET HEALTHCARE CORP | $24,000 | – | 408 | – | 0.01% | – |
| TRIP | New | TRIPADVISOR INC | $23,000 | – | 268 | – | 0.01% | – |
| CBRE | New | CBRE GROUP INC - A | $22,000 | – | 587 | – | 0.01% | – |
| ALK | New | ALASKA AIR GROUP INC | $23,000 | – | 358 | – | 0.01% | – |
| ADBE | New | ADOBE SYSTEMS INC | $22,000 | – | 274 | – | 0.01% | – |
| MSFT | New | MICROSOFT CORP | $18,000 | – | 397 | – | 0.01% | – |
| GNCIQ | New | GNC HOLDINGS INC-CL A | $19,000 | – | 436 | – | 0.01% | – |
| LNG | New | CHENIERE ENERGY INC | $18,000 | – | 257 | – | 0.01% | – |
| CHTR | New | CHARTER COMMUNICATION-A | $20,000 | – | 117 | – | 0.01% | – |
| ALLY | New | ALLY FINANCIAL INC | $18,000 | – | 821 | – | 0.01% | – |
| WSH | New | WILLIS GROUP HOLDINGS PLC | $21,000 | – | 453 | – | 0.01% | – |
| KMI | New | KINDER MORGAN INC | $18,000 | – | 482 | – | 0.01% | – |
| GREK | New | GLOBAL X FTSE GREECE 20 ETFetp | $20,000 | – | 2,000 | – | 0.01% | – |
| ASH | New | ASHLAND INC | $21,000 | – | 173 | – | 0.01% | – |
| VSAT | New | VIASAT INC | $18,000 | – | 291 | – | 0.01% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $15,000 | – | 849 | – | 0.01% | – |
| FXY | New | CURRENCYSHARES JAPANESE YENetp | $16,000 | – | 207 | – | 0.01% | – |
| PXD | New | PIONEER NATURAL RESOURCES CO | $16,000 | – | 112 | – | 0.01% | – |
| MSI | New | MOTOROLA SOLUTIONS INC | $17,000 | – | 296 | – | 0.01% | – |
| MON | New | MONSANTO CO | $17,000 | – | 162 | – | 0.01% | – |
| PRI | New | PRIMERICA INC | $17,000 | – | 374 | – | 0.01% | – |
| QCOM | New | QUALCOMM INC | $17,000 | – | 274 | – | 0.01% | – |
| REMX | New | MARKET VECTORS RARE EARTH/STetp | $15,000 | – | 671 | – | 0.01% | – |
| TTPH | New | Tetraphase Pharmaceuticals Inc | $12,000 | – | 250 | – | 0.00% | – |
| KERX | New | KERYX BIOPHARMACEUTICALS | $12,000 | – | 1,240 | – | 0.00% | – |
| URA | New | GLOBAL X URANIUM ETFetp | $14,000 | – | 1,509 | – | 0.00% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $12,000 | – | 140 | – | 0.00% | – |
| CPRT | New | COPART INC | $12,000 | – | 340 | – | 0.00% | – |
| NXPI | New | NXP SEMICONDUCTORS NV | $12,000 | – | 123 | – | 0.00% | – |
| KOL | New | MARKET VECTORS COAL ETFetp | $13,000 | – | 1,173 | – | 0.00% | – |
| GDX | New | MARKET VECTORS GOLD MINERSetp | $14,000 | – | 782 | – | 0.00% | – |
| ZNGA | New | ZYNGA INC - CL A | $13,000 | – | 4,571 | – | 0.00% | – |
| HUM | New | HUMANA INC | $13,000 | – | 70 | – | 0.00% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $12,000 | – | 101 | – | 0.00% | – |
| JPM | New | JPMORGAN CHASE & CO | $12,000 | – | 179 | – | 0.00% | – |
| WMS | New | ADVANCED DRAINAGE SYSTEMS IN | $12,000 | – | 397 | – | 0.00% | – |
| NCR | New | NCR CORPORATION | $12,000 | – | 400 | – | 0.00% | – |
| XME | New | SPDR S&P METALS & MINING ETFetp | $14,000 | – | 559 | – | 0.00% | – |
| HDS | New | HD SUPPLY HOLDINGS INC | $13,000 | – | 358 | – | 0.00% | – |
| CWST | New | CASELLA WASTE SYSTEMS INC-A | $12,000 | – | 2,100 | – | 0.00% | – |
| MHK | New | MOHAWK INDUSTRIES INC | $13,000 | – | 70 | – | 0.00% | – |
| GAA | New | CAMBRIA GLOBAL ASSET ALLOCATetp | $14,000 | – | 559 | – | 0.00% | – |
| ESPR | New | Esperion Therapeutics Inc | $13,000 | – | 163 | – | 0.00% | – |
| AAL | New | AMERICAN AIRLINES GROUP INC | $10,000 | – | 250 | – | 0.00% | – |
| ANWWQ | New | AEGEAN MARINE PETROLEUM NETW | $9,000 | – | 754 | – | 0.00% | – |
| RRC | New | RANGE RESOURCES CORP | $10,000 | – | 207 | – | 0.00% | – |
| DSX | New | DIANA SHIPPING INC | $11,000 | – | 1,514 | – | 0.00% | – |
| FOX | New | TWENTY-FIRST CENTURY FOX - B | $10,000 | – | 307 | – | 0.00% | – |
| URI | New | UNITED RENTALS INC | $11,000 | – | 120 | – | 0.00% | – |
| LPI | New | LAREDO PETROLEUM INC | $11,000 | – | 850 | – | 0.00% | – |
| OASPQ | New | OASIS PETROLEUM INC | $11,000 | – | 700 | – | 0.00% | – |
| DL | New | CHINA DISTANCE EDUCATION-ADRadr | $10,000 | – | 610 | – | 0.00% | – |
| CEMP | New | Cempra Inc | $11,000 | – | 320 | – | 0.00% | – |
| DCIX | New | DIANA CONTAINERSHIPS INC | $10,000 | – | 4,682 | – | 0.00% | – |
| MU | New | MICRON TECHNOLOGY INC | $11,000 | – | 581 | – | 0.00% | – |
| BMY | New | Bristol-Myers Squibb Co | $10,000 | – | 148 | – | 0.00% | – |
| BHI | New | BAKER HUGHES INC | $10,000 | – | 168 | – | 0.00% | – |
| AR | New | ANTERO RESOURCES CORP | $9,000 | – | 263 | – | 0.00% | – |
| ENT | New | GLOBAL EAGLE ENTERTAINMENT I | $11,000 | – | 810 | – | 0.00% | – |
| WHR | New | WHIRLPOOL CORP | $9,000 | – | 50 | – | 0.00% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $11,000 | – | 156 | – | 0.00% | – |
| ALLE | New | ALLEGION PLC | $11,000 | – | 179 | – | 0.00% | – |
| ENDP | New | ENDO INTERNATIONAL PLC | $10,000 | – | 123 | – | 0.00% | – |
| AGU | New | AGRIUM INC | $11,000 | – | 101 | – | 0.00% | – |
| SEMI | New | SUNEDISON SEMICONDUCTOR LTD | $9,000 | – | 530 | – | 0.00% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $10,000 | – | 67 | – | 0.00% | – |
| RIGL | New | Rigel Pharmaceuticals Inc | $8,000 | – | 2,542 | – | 0.00% | – |
| ADSK | New | AUTODESK INC | $8,000 | – | 168 | – | 0.00% | – |
| UTIW | New | UTI WORLDWIDE INC | $8,000 | – | 849 | – | 0.00% | – |
| VAR | New | Varian Med Systems Inc | $5,000 | – | 54 | – | 0.00% | – |
| UAL | New | UNITED CONTINENTAL HOLDINGS | $8,000 | – | 151 | – | 0.00% | – |
| IEI | New | iShares Tr Barclays 3-7 Yretp | $2,000 | – | 20 | – | 0.00% | – |
| GMOM | New | Cambria ETF Tr Global Moment ETFetp | $0 | – | 5 | – | 0.00% | – |