RAFI Long/Short - RALS RAFI Long/Short

ProShares RAFI® Long/Short seeks investment results, before fees and expenses, that track the performance of the FTSE RAFI US 1000 Long/Short Total Return Index.

  • Can serve as a valuable component of an alternative asset allocation in a well-balanced core portfolio.
  • Seeks to isolate the potential for outperformance of the RAFI fundamental methodology by taking long positions in the RAFI US 1000 Index and short positions in the market-cap weighted Russell 1000 Index.
  • Allocates equal dollar amounts to both long and short equity positions.
  • Visit Alternatives University to learn about the role of alternative investments in a portfolio.

As of 6/20/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
FTSE RAFI US 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 146,944.16 - 12.65
FTSE RAFI US 1000 INDEX SWAP SOCIETE GENERALE - 15,169.47 - 1.30
RUSSELL 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - (482,708.27) - (313.68)
RUSSELL 1000 INDEX SWAP SOCIETE GENERALE - (11,326,338.55) - (7,360.45)
EXXON MOBIL CORP XOM - $315,605.35 3,923.00
APPLE INC AAPL - $290,567.00 1,558.00
CHEVRON CORP CVX - $235,545.20 1,880.00
AT&T INC T - $211,103.97 6,597.00
JPMORGAN CHASE & CO JPM - $199,701.78 1,857.00
MICROSOFT CORP MSFT - $173,586.48 1,704.00
WELLS FARGO & CO WFC - $161,151.84 2,958.00
VERIZON COMMUNICATIONS INC VZ - $155,667.33 3,237.00
GENERAL ELECTRIC CO GE - $133,050.40 10,330.00
BERKSHIRE HATHAWAY INC BRK.B - $132,839.50 701.00
BANK OF AMERICA CORP BAC - $130,732.04 4,471.00
JOHNSON & JOHNSON JNJ - $127,531.80 1,045.00
INTEL CORP INTC - $126,325.98 2,363.00
CITIGROUP INC C - $125,192.04 1,858.00
PFIZER INC PFE - $118,130.40 3,240.00
PROCTER & GAMBLE CO PG - $108,389.65 1,429.00
WAL-MART STORES INC WMT - $93,894.03 1,123.00
MERCK & CO INC MRK - $93,819.68 1,531.00
FORD MOTOR CO F - $88,692.64 7,472.00
UNITEDHEALTH GROUP INC UNH - $85,449.78 338.00
CONOCOPHILLIPS COP - $81,976.05 1,215.00
CISCO SYSTEMS INC CSCO - $81,531.36 1,864.00
INTL BUSINESS MACHINES CORP IBM - $80,728.58 566.00
COMCAST CORP CMCSA - $74,626.65 2,235.00
CVS HEALTH CORP CVS - $74,392.40 1,039.00
GENERAL MOTORS CO GM - $71,273.05 1,699.00
COCA-COLA CO/THE KO - $69,086.22 1,597.00
HOME DEPOT INC HD - $65,298.24 328.00
PEPSICO INC PEP - $64,861.53 613.00
WALT DISNEY CO DIS - $63,432.80 592.00
ALPHABET INC CL A GOOGL - $62,755.71 53.00
ALPHABET INC CL C GOOG - $62,001.52 53.00
AMERICAN INTL GROUP INC AIG - $61,448.73 1,113.00
VALERO ENERGY CORP VLO - $60,179.60 520.00
PHILIP MORRIS INTL INC PM - $58,860.00 720.00
EXPRESS SCRIPTS HOLDING CO ESRX - $55,429.20 692.00
COSTCO WHOLESALE CORP COST - $54,698.74 263.00
PHILLIPS 66 PSX - $54,430.25 475.00
SCHLUMBERGER NV SLB - $54,275.40 828.00
AMAZON.COM INC AMZN - $54,252.48 31.00
MCKESSON CORP MCK - $51,182.50 347.00
GOLDMAN SACHS GROUP INC GS - $50,803.86 223.00
UNITED TECHNOLOGIES CORP UTX - $50,394.72 402.00
DUKE ENERGY CORP DUK - $49,523.50 650.00
MEDTRONIC INC MDT - $47,716.02 554.00
MCDONALD'S CORP MCD - $47,304.96 291.00
BOEING CO BA - $47,291.22 138.00
ALTRIA GROUP INC MO - $46,535.00 820.00
AMGEN INC AMGN - $45,694.95 245.00
OCCIDENTAL PETROLEUM CORP OXY - $45,032.84 541.00
METLIFE INC MET - $45,011.57 983.00
QUALCOMM INC QCOM - $44,210.08 752.00
ALLERGAN PLC AGN - $43,797.50 250.00
CAPITAL ONE FINANCIAL CORP COF - $43,256.40 452.00
DOWDUPONT INC DWDP - $42,960.28 652.00
FACEBOOK INC FB - $42,824.00 212.00
UNION PACIFIC CORP UNP - $42,721.28 298.00
U.S. BANCORP USB - $42,246.48 824.00
ORACLE CORP ORCL - $42,049.24 982.00
WALGREENS BOOTS ALLIANCE INC WBA - $41,820.00 615.00
TARGET CORP TGT - $41,766.06 554.00
EXELON CORP EXC - $41,591.00 995.00
ANTHEM INC ANTM - $41,471.50 170.00
PRUDENTIAL FINANCIAL INC PRU - $40,479.12 418.00
SOUTHERN CO/THE SO - $39,148.45 869.00
UNITED PARCEL SERVICE INC UPS - $38,754.65 341.00
MARATHON PETROLEUM CORP MPC - $38,460.22 521.00
HONEYWELL INTL INC HON - $36,928.08 252.00
CATERPILLAR INC CAT - $36,641.28 256.00
ARCHER DANIELS MIDLAND CO ADM - $35,643.24 772.00
KROGER CO KR - $34,871.76 1,332.00
NEXTERA ENERGY INC NEE - $34,492.40 212.00
ELI LILLY AND CO LLY - $34,166.88 396.00
KINDER MORGAN INC KMI - $34,122.99 1,951.00
AMERICAN EXPRESS CO AXP - $33,554.16 348.00
3M CO MMM - $33,475.52 169.00
LOWE'S COS INC LOW - $33,469.60 340.00
PNC FINANCIAL SERVICES GROUP INC PNC - $33,075.90 234.00
ABBVIE INC ABBV - $32,422.50 330.00
MORGAN STANLEY MS - $32,179.05 645.00
GILEAD SCIENCES INC GILD - $31,370.94 439.00
TRAVELERS COS INC/THE TRV - $31,122.51 249.00
CHUBB LTD CB - $30,917.24 244.00
MONDELEZ INTL INC MDLZ - $30,814.56 756.00
AETNA INC AET - $30,056.34 158.00
BANK OF NEW YORK MELLON CORP BK - $29,947.14 522.00
ABBOTT LABORATORIES ABT - $28,149.42 453.00
LYONDELLBASELL INDUSTRIES NV LYB - $28,050.00 255.00
FEDEX CORP FDX - $27,657.30 110.00
BRISTOL-MYERS SQUIBB CO BMY - $27,342.00 504.00
VISA INC V - $27,100.00 200.00
ACCENTURE PLC ACN - $27,015.59 167.00
CARDINAL HEALTH INC CAH - $26,908.00 496.00
CENTURYLINK INC CTL - $26,647.95 1,435.00
TEXAS INSTRUMENTS INC TXN - $26,617.92 233.00
AMERICAN ELECTRIC POWER CO INC AEP - $25,221.30 377.00
LOCKHEED MARTIN CORP LMT - $25,137.38 83.00
MACY'S INC M - $24,762.50 625.00
AFLAC INC AFL - $24,685.44 552.00
ALLSTATE CORP ALL - $24,335.52 264.00
MARATHON OIL CORP MRO - $23,839.92 1,132.00
PG&E CORP PCG - $23,760.00 594.00
TJX COS INC TJX - $23,406.24 242.00
DOMINION RESOURCES INC D - $23,250.50 350.00
BLACKROCK INC BLK - $23,169.52 44.00
NIKE INC NKE - $23,013.76 308.00
BB&T CORP BBT - $22,923.18 441.00
HUMANA INC HUM - $22,819.00 76.00
EMERSON ELECTRIC CO EMR - $22,806.36 324.00
SYSCO CORP SYY - $21,844.08 324.00
DEERE & CO DE - $21,796.85 151.00
AMERISOURCEBERGEN CORP ABC - $21,536.13 231.00
KRAFT HEINZ CO/THE KHC - $21,370.56 339.00
MICRON TECHNOLOGY INC MU - $21,339.90 362.00
CSX CORP CSX - $21,277.36 328.00
HCA HOLDINGS INC HCA - $20,911.26 194.00
HEWLETT PACKARD ENTERPRISE CO HPE - $20,891.85 1,379.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $20,375.04 384.00
EATON CORP PLC ETN - $20,342.34 261.00
ANDEAVOR ANDV - $20,287.84 148.00
HP INC HPQ - $20,271.00 870.00
NORFOLK SOUTHERN CORP NSC - $19,941.24 132.00
ANADARKO PETROLEUM CORP APC - $19,908.40 284.00
TRANSOCEAN LTD RIG - $19,712.50 1,577.00
RAYTHEON CO RTN - $19,642.00 100.00
HOLLYFRONTIER CORP HFC - $19,617.17 263.00
HESS CORP HES - $19,606.32 313.00
SIMON PROPERTY GROUP INC SPG - $18,993.04 113.00
CONSOLIDATED EDISON INC ED - $18,757.50 250.00
CME GROUP INC CME - $18,560.31 111.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $18,509.70 355.00
NATIONAL OILWELL VARCO INC NOV - $18,379.90 434.00
THERMO FISHER SCIENTIFIC INC TMO - $18,374.40 88.00
EOG RESOURCES INC EOG - $18,153.36 152.00
SUNTRUST BANKS INC STI - $18,036.54 263.00
GENERAL DYNAMICS CORP GD - $17,991.60 94.00
COLGATE-PALMOLIVE CO CL - $17,892.00 280.00
TWENTY-FIRST CENTURY FOX INC FOXA - $17,885.76 372.00
HALLIBURTON CO HAL - $17,369.80 380.00
SYNCHRONY FINANCIAL SYF - $17,185.98 498.00
KIMBERLY-CLARK CORP KMB - $16,975.55 167.00
BUNGE LTD BG - $16,794.53 239.00
WELLTOWER INC HCN - $16,696.68 286.00
EDISON INTL EIX - $16,684.20 276.00
CHARTER COMMUNICATIONS INC CHTR - $16,549.38 57.00
AUTOMATIC DATA PROCESSING INC ADP - $16,534.80 120.00
PROGRESSIVE CORP PGR - $16,399.14 267.00
WILLIAMS COS INC WMB - $16,348.90 590.00
BIOGEN IDEC INC BIIB - $16,327.30 55.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $16,320.75 463.00
PRAXAIR INC PX - $16,277.10 105.00
PPL CORP PPL - $16,276.76 596.00
CIGNA CORP CI - $16,166.24 92.00
STARBUCKS CORP SBUX - $16,135.98 309.00
XCEL ENERGY INC XEL - $16,016.20 365.00
SEMPRA ENERGY SRE - $15,983.52 142.00
MASTERCARD INC MA - $15,921.66 79.00
STATE STREET CORP STT - $15,832.26 162.00
DANAHER CORP DHR - $15,664.12 158.00
APACHE CORP APA - $15,576.88 341.00
INTL PAPER CO IP - $15,330.11 283.00
DISCOVER FINANCIAL SERVICES DFS - $15,260.96 208.00
AES CORP AES - $15,231.54 1,178.00
ENTERGY CORP ETR - $15,167.25 189.00
GENERAL MILLS INC GIS - $15,121.19 337.00
BEST BUY CO INC BBY - $15,096.14 199.00
WASTE MANAGEMENT INC WM - $15,073.28 184.00
KOHL'S CORP KSS - $14,909.70 195.00
CORNING INC GLW - $14,904.75 525.00
FIRSTENERGY CORP FE - $14,898.03 427.00
LIBERTY GLOBAL PLC LBTYK - $14,524.80 510.00
NORTHROP GRUMMAN CORP NOC - $14,355.68 46.00
BROADCOM INC AVGO - $14,105.88 54.00
PACCAR INC PCAR - $14,064.75 225.00
SEAGATE TECHNOLOGY PLC STX - $14,055.36 242.00
VENTAS INC VTR - $14,016.00 256.00
DXC TECHNOLOGY CO DXC - $13,994.40 170.00
FREEPORT-MCMORAN INC FCX - $13,920.20 854.00
PAYPAL HOLDINGS INC PYPL - $13,837.95 161.00
FIFTH THIRD BANCORP FITB - $13,727.37 447.00
MARSH & MCLENNAN COS INC MMC - $13,695.76 169.00
LAS VEGAS SANDS CORP LVS - $13,443.36 168.00
NUCOR CORP NUE - $13,176.00 200.00
CENTENE CORP CNC - $13,078.00 104.00
CITIZENS FINANCIAL GROUP INC CFG - $13,069.68 312.00
BOOKING HOLDINGS INC BKNG - $12,874.62 6.00
TENET HEALTHCARE CORP THC - $12,814.78 341.00
CARNIVAL CORP CCL - $12,789.00 203.00
PROLOGIS INC PLD - $12,757.89 199.00
WESTERN DIGITAL CORP WDC - $12,754.98 159.00
ALLY FINANCIAL INC ALLY - $12,594.66 482.00
MOSAIC CO MOS - $12,505.50 450.00
NOBLE ENERGY INC NBL - $12,494.20 349.00
EQUITY RESIDENTIAL EQR - $12,469.34 199.00
DTE ENERGY CO DTE - $12,411.25 125.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $12,374.74 157.00
NORTHEAST UTILITIES SYSTEM ES - $12,334.01 221.00
BAXTER INTL INC BAX - $12,246.11 167.00
BECTON DICKINSON AND CO BDX - $12,196.36 53.00
ILLINOIS TOOL WORKS INC ITW - $12,152.45 85.00
TE CONNECTIVITY LTD TEL - $12,080.00 125.00
REGIONS FINANCIAL CORP RF - $12,045.67 637.00
LOEWS CORP L - $11,953.17 243.00
VIACOM INC VIAB - $11,914.56 394.00
WEYERHAEUSER CO WY - $11,899.53 327.00
STRYKER CORP SYK - $11,867.80 70.00
CHARLES SCHWAB CORP SCHW - $11,830.02 213.00
ECOLAB INC ECL - $11,779.30 82.00
CUMMINS INC CMI - $11,640.72 84.00
VISTRA ENERGY CORP VST - $11,564.85 489.00
AIR PRODUCTS AND CHEMICALS INC APD - $11,503.34 73.00
T. ROWE PRICE GROUP INC TROW - $11,448.48 92.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $11,342.00 106.00
ANNALY CAPITAL MANAGEMENT INC NLY - $11,235.91 1,063.00
XL GROUP LTD XL - $11,185.79 199.00
YUM! BRANDS INC YUM - $11,158.68 138.00
MYLAN INC MYL - $11,077.95 285.00
TYSON FOODS INC TSN - $11,010.41 157.00
M&T BANK CORP MTB - $10,966.41 63.00
US FOODS HOLDING CORP USFD - $10,915.53 289.00
DOLLAR GENERAL CORP DG - $10,781.10 110.00
AMERICAN TOWER CORP AMT - $10,681.04 76.00
OMNICOM GROUP INC OMC - $10,672.72 142.00
AMEREN CORP AEE - $10,670.73 183.00
ARROW ELECTRONICS INC ARW - $10,651.50 135.00
RITE AID CORP RAD - $10,611.90 5,442.00
AMERIPRISE FINANCIAL INC AMP - $10,580.40 72.00
EVERGY INC EVRG - $10,514.80 194.00
LINCOLN NATIONAL CORP LNC - $10,473.05 161.00
CROWN CASTLE INTL CORP CCI - $10,464.18 102.00
WEC ENERGY GROUP INC WEC - $10,454.34 169.00
INTERCONTINENTAL EXCHANGE INC ICE - $10,445.40 140.00
KEYCORP KEY - $10,434.32 508.00
PPG INDUSTRIES INC PPG - $10,408.86 99.00
VF CORP VFC - $10,398.75 125.00
CBS CORP CBS - $10,185.00 175.00
AON PLC AON - $10,182.40 74.00
HOST HOTELS & RESORTS INC HST - $10,164.77 473.00
T-MOBILE US INC TMUS - $10,137.12 168.00
BOSTON PROPERTIES INC BXP - $10,062.09 83.00
INGERSOLL-RAND PLC IR - $9,908.10 109.00
NEWMONT MINING CORP NEM - $9,904.95 261.00
DEVON ENERGY CORP DVN - $9,842.91 231.00
NXP SEMICONDUCTORS NV NXPI - $9,824.04 87.00
PRINCIPAL FINANCIAL GROUP INC PFG - $9,787.75 175.00
APPLIED MATERIALS INC AMAT - $9,716.00 200.00
PBF ENERGY INC PBF - $9,651.60 210.00
AVALONBAY COMMUNITIES INC AVB - $9,650.67 57.00
WHITING PETROLEUM CORP WLL - $9,470.15 185.00
ENSCO PLC ESV - $9,462.50 1,514.00
EBAY INC EBAY - $9,461.66 241.00
AVNET INC AVT - $9,388.38 222.00
ACTIVISION BLIZZARD INC ATVI - $9,374.48 122.00
CELGENE CORP CELG - $9,333.09 117.00
KLA-TENCOR CORP KLAC - $9,330.45 85.00
VOYA FINANCIAL INC VOYA - $9,298.14 186.00
ADOBE SYSTEMS INC ADBE - $9,295.88 37.00
MURPHY OIL CORP MUR - $9,293.55 265.00
HCP INC HCP - $9,261.00 378.00
PUBLIC STORAGE PSA - $9,178.26 42.00
CENTERPOINT ENERGY INC CNP - $9,155.88 348.00
FLEXTRONICS INTL LTD FLEX - $9,093.20 635.00
WHIRLPOOL CORP WHR - $9,045.80 62.00
CARMAX INC KMX - $9,023.48 124.00
L BRANDS INC LB - $8,918.00 245.00
ANALOG DEVICES INC ADI - $8,888.00 88.00
APTIV PLC APTV - $8,862.62 89.00
NORTHERN TRUST CORP NTRS - $8,837.14 82.00
S&P GLOBAL INC SPGI - $8,665.02 42.00
EASTMAN CHEMICAL CO EMN - $8,653.68 84.00
ONEOK INC OKE - $8,618.61 123.00
ALCOA CORP AA - $8,601.30 190.00
GENUINE PARTS CO GPC - $8,560.37 91.00
PARKER HANNIFIN CORP PH - $8,552.44 52.00
KELLOGG CO K - $8,536.32 128.00
STANLEY BLACK & DECKER INC SWK - $8,480.36 62.00
CMS ENERGY CORP CMS - $8,392.32 186.00
TEXTRON INC TXT - $8,343.75 125.00
REPUBLIC SERVICES INC RSG - $8,338.11 121.00
CF INDUSTRIES HOLDINGS INC CF - $8,291.88 186.00
LEAR CORP LEA - $8,255.35 41.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $8,235.48 44.00
CONAGRA FOODS INC CAG - $8,228.30 214.00
MATTEL INC MAT - $8,217.52 472.00
NEWELL RUBBERMAID INC NWL - $8,205.60 312.00
TECH DATA CORP TECD - $8,198.50 95.00
DAVITA HEALTHCARE PARTNERS INC DVA - $8,185.72 113.00
CHESAPEAKE ENERGY CORP CHK - $8,174.00 1,675.00
ROSS STORES INC ROST - $8,141.34 94.00
NOBLE CORP PLC NE - $7,992.96 1,448.00
GOODYEAR TIRE & RUBBER CO/THE GT - $7,953.18 318.00
FLUOR CORP FLR - $7,950.40 160.00
IRON MOUNTAIN INC IRM - $7,927.92 231.00
W W GRAINGER INC GWW - $7,923.25 25.00
ADIENT PLC ADNT - $7,905.48 159.00
WESTROCK CO WRK - $7,892.10 135.00
QUEST DIAGNOSTICS INC DGX - $7,861.12 71.00
FRANKLIN RESOURCES INC BEN - $7,844.64 236.00
TRANSDIGM GROUP INC TDG - $7,841.62 23.00
NRG ENERGY INC NRG - $7,771.40 244.00
AVIS BUDGET GROUP INC CAR - $7,742.25 185.00
ZIMMER HOLDINGS INC ZBH - $7,734.21 69.00
MARKEL CORP MKL - $7,700.21 7.00
SYMANTEC CORP SYMC - $7,689.66 366.00
NAVIANT CORP NAVI - $7,633.71 577.00
MARRIOTT INTL INC MAR - $7,615.44 56.00
ALLEGHANY CORP Y - $7,549.75 13.00
AERCAP HOLDINGS NV AER - $7,527.90 138.00
MGM RESORTS INTL MGM - $7,482.30 245.00
TWENTY-FIRST CENTURY FOX INC FOX - $7,457.50 157.00
DR PEPPER SNAPPLE GROUP INC DPS - $7,442.00 61.00
HUNTINGTON BANCSHARES INC HBAN - $7,354.20 476.00
DOLLAR TREE INC DLTR - $7,271.04 84.00
L3 TECHNOLOGIES INC LLL - $7,219.07 37.00
PAYCHEX INC PAYX - $7,201.76 103.00
NETAPP INC NTAP - $7,190.72 92.00
HERTZ GLOBAL HOLDINGS INC HTZ - $7,178.08 364.00
PIONEER NATURAL RESOURCES CO PXD - $7,146.36 39.00
INVESCO LTD IVZ - $7,137.82 263.00
SALESFORCE.COM INC CRM - $7,085.94 51.00
SCANA CORP SCG - $7,062.93 189.00
UNITED CONTINENTAL HOLDINGS INC UAL - $7,036.65 95.00
AUTOLIV INC ALV - $7,022.70 45.00
CA INC CA - $6,986.88 192.00
NIELSEN HOLDINGS PLC NLSN - $6,977.98 227.00
UNITED RENTALS INC URI - $6,952.67 43.00
DIGITAL REALTY TRUST INC DLR - $6,943.30 65.00
JABIL CIRCUIT INC JBL - $6,942.72 256.00
WELLCARE HEALTH PLANS INC WCG - $6,932.45 29.00
WILLIS TOWERS WATSON PLC WLTW - $6,905.25 45.00
EVEREST RE GROUP LTD RE - $6,903.90 30.00
AUTOZONE INC AZO - $6,900.60 10.00
WEATHERFORD INTL PLC WFT - $6,884.25 2,055.00
O'REILLY AUTOMOTIVE INC ORLY - $6,820.32 24.00
AMERICAN WATER WORKS CO INC AWK - $6,819.94 82.00
J M SMUCKER CO SJM - $6,807.04 64.00
NORDSTROM INC JWN - $6,789.73 131.00
SHERWIN-WILLIAMS CO SHW - $6,764.30 17.00
VORNADO REALTY TRUST VNO - $6,733.20 93.00
CONSTELLATION BRANDS INC STZ - $6,713.50 29.00
BOSTON SCIENTIFIC CORP BSX - $6,671.61 207.00
CIT GROUP INC CIT - $6,667.70 130.00
INTUIT INC INTU - $6,619.12 31.00
GAP INC GPS - $6,616.00 200.00
MOLSON COORS BREWING CO TAP - $6,606.67 97.00
PINNACLE WEST CAPITAL CORP PNW - $6,593.45 85.00
ROYAL CARIBBEAN CRUISES LTD RCL - $6,581.45 59.00
UNUM GROUP UNM - $6,579.19 173.00
NVIDIA CORP NVDA - $6,557.75 25.00
FISERV INC FISV - $6,554.06 86.00
UGI CORP UGI - $6,547.20 128.00
HENRY SCHEIN INC HSIC - $6,543.81 91.00
REINSURANCE GROUP OF AMERICA INC RGA - $6,465.76 46.00
DELTA AIR LINES INC DAL - $6,460.80 120.00
WYNN RESORTS LTD WYNN - $6,454.28 37.00
FRONTIER COMMUNICATIONS CORP FTR - $6,447.41 882.00
AGNC INVESTMENT CORP AGNC - $6,439.60 340.00
TAPESTRY INC TPR - $6,397.44 136.00
ASSURANT INC AIZ - $6,381.27 63.00
JEFFERIES FINANCIAL GROUP IN JEF - $6,371.00 277.00
VEREIT INC VER - $6,354.18 861.00
ALEXION PHARMACEUTICALS INC ALXN - $6,350.52 51.00
GENWORTH FINANCIAL INC GNW - $6,338.15 1,393.00
INTUITIVE SURGICAL INC ISRG - $6,336.85 13.00
C.H. ROBINSON WORLDWIDE INC CHRW - $6,318.90 70.00
GGP INC GGP - $6,311.04 304.00
JACOBS ENGINEERING GROUP INC JEC - $6,232.00 95.00
AECOM ACM - $6,186.18 182.00
WESTERN UNION CO WU - $6,184.56 292.00
LIBERTY INTERACTIVE CORP QRTEA - $6,167.26 289.00
CINCINNATI FINANCIAL CORP CINF - $6,164.10 90.00
LIBERTY SIRIUS GROUP-C LSXMK - $6,131.37 129.00
E*TRADE FINANCIAL CORP ETFC - $6,129.74 94.00
ESTEE LAUDER COS INC EL - $6,122.80 40.00
BAKER HUGHES A GE CO BHGE - $6,117.95 185.00
XEROX CORP XRX - $6,104.00 224.00
BOOZ ALLEN HAMILTON HOLDING CORP BAH - $6,058.15 133.00
SL GREEN REALTY CORP SLG - $6,040.20 60.00
CBRE GROUP INC CBG - $6,033.15 123.00
TARGA RESOURCES CORP TRGP - $6,016.48 124.00
ADVANCE AUTO PARTS INC AAP - $5,983.88 43.00
ROCKWELL AUTOMATION INC ROK - $5,978.70 35.00
SUPERVALU INC SVU - $5,927.60 290.00
COMERICA INC CMA - $5,923.48 62.00
MICROCHIP TECHNOLOGY INC MCHP - $5,871.34 58.00
FOOT LOCKER INC FL - $5,841.13 103.00
CLOROX CO CLX - $5,833.26 46.00
LIBERTY GLOBAL PLC LBTYA - $5,825.29 197.00
CONCHO RESOURCES INC CXO - $5,782.04 44.00
FIRST DATA CORP FDC - $5,772.85 263.00
HARLEY-DAVIDSON INC HOG - $5,710.00 125.00
TIFFANY & CO TIF - $5,685.54 42.00
MOTOROLA SOLUTIONS INC MSI - $5,682.53 49.00
ARAMARK ARMK - $5,638.92 147.00
ALLIANT ENERGY CORP LNT - $5,623.85 137.00
REALTY INCOME CORP O - $5,616.45 105.00
ELECTRONIC ARTS INC EA - $5,598.06 39.00
ARCH CAPITAL GROUP LTD ACGL - $5,592.45 69.00
CDW CORP CDW - $5,563.14 66.00
HELMERICH & PAYNE INC HP - $5,555.60 86.00
BED BATH & BEYOND INC BBBY - $5,551.52 272.00
ENVISION HEALTHCARE CORP EVHC - $5,551.48 124.00
ROPER TECHNOLOGIES INC ROP - $5,550.20 20.00
NEW YORK COMMUNITY BANCORP INC NYCB - $5,540.01 483.00
MANPOWERGROUP INC MAN - $5,535.75 61.00
AUTONATION INC AN - $5,514.48 108.00
CELANESE CORP CE - $5,484.08 49.00
KIMCO REALTY CORP KIM - $5,461.93 323.00
MURPHY USA INC MUSA - $5,452.24 68.00
NETFLIX INC NFLX - $5,417.88 13.00
MALLINCKRODT PLC MNK - $5,410.92 268.00
ESSEX PROPERTY TRUST INC ESS - $5,370.96 23.00
UNIVERSAL HEALTH SERVICES INC UHS - $5,354.86 46.00
EQUINIX INC EQIX - $5,339.36 13.00
DARDEN RESTAURANTS INC DRI - $5,316.39 57.00
HD SUPPLY HOLDINGS INC HDS - $5,315.54 122.00
RELIANCE STEEL AND ALUMINUM CO RS - $5,314.11 57.00
AXIS CAPITAL HOLDINGS LTD AXS - $5,313.82 94.00
MOHAWK INDUSTRIES INC MHK - $5,267.75 25.00
D.R. HORTON INC DHI - $5,264.28 126.00
NISOURCE INC NI - $5,257.60 212.00
RYDER SYSTEM INC R - $5,251.87 71.00
BRIGHTHOUSE FINANCIAL INC BHF - $5,245.15 115.00
ARCONIC INC ARNC - $5,213.32 301.00
AMPHENOL CORP APH - $5,210.72 58.00
CONDUENT INC CNDT - $5,199.45 255.00
PVH CORP PVH - $5,192.55 33.00
MCDERMOTT INTERNATIONAL INC MDR - $5,188.68 252.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $5,187.64 53.00
SPRINT CORP S - $5,185.56 948.00
OGE ENERGY CORP OGE - $5,140.50 149.00
RALPH LAUREN CORP RL - $5,124.50 37.00
IHS MARKIT LTD INFO - $5,123.00 100.00
W. R. BERKLEY CORP WRB - $5,121.18 69.00
FASTENAL CO FAST - $5,117.72 97.00
MOLINA HEALTHCARE INC MOH - $5,096.00 52.00
HARRIS CORP HRS - $5,083.05 35.00
IQVIA HOLDINGS INC IQV - $5,069.28 48.00
VISTEON CORP VC - $5,047.91 37.00
LEIDOS HOLDINGS INC LDOS - $5,018.10 86.00
XILINX INC XLNX - $5,010.72 73.00
DOVER CORP DOV - $5,002.08 68.00
EXPEDIA INC EXPE - $4,996.00 40.00
ZOETIS INC ZTS - $4,959.00 57.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $4,952.64 66.00
TORCHMARK CORP TMK - $4,874.90 58.00
BALL CORP BLL - $4,857.92 136.00
ROCKWELL COLLINS INC COL - $4,855.68 36.00
OLD REPUBLIC INTL CORP ORI - $4,839.45 231.00
INTERPUBLIC GROUP OF COS INC IPG - $4,824.52 206.00
AMERICAN FINANCIAL GROUP INC AFG - $4,797.76 44.00
BORGWARNER INC BWA - $4,783.80 102.00
QUANTA SERVICES INC PWR - $4,777.65 135.00
SVB FINANCIAL GROUP SIVB - $4,777.20 15.00
GAMESTOP CORP GME - $4,760.13 303.00
STARWOOD PROPERTY TRUST INC STWD - $4,759.40 212.00
ARTHUR J. GALLAGHER & CO. AJG - $4,719.60 72.00
HOSPITALITY PROPERTIES TRUST HPT - $4,717.75 167.00
LAM RESEARCH CORP LRCX - $4,712.58 27.00
TRINITY INDUSTRIES INC TRN - $4,712.40 140.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $4,670.82 77.00
PERFORMANCE FOOD GROUP CO PFGC - $4,643.75 125.00
FIRST REPUBLIC BANK FRC - $4,638.18 46.00
YUM CHINA HOLDINGS INC YUMC - $4,608.05 115.00
MACERICH CO MAC - $4,599.99 81.00
HERSHEY CO HSY - $4,593.00 50.00
FOSSIL GROUP INC FOSL - $4,559.88 156.00
EQT CORP EQT - $4,542.40 80.00
OASIS PETROLEUM INC OAS - $4,536.06 346.00
DUKE REALTY CORP DRE - $4,529.86 158.00
JUNIPER NETWORKS INC JNPR - $4,525.92 168.00
FIDELITY NATIONAL FINANCIAL INC FNF - $4,520.56 121.00
KANSAS CITY SOUTHERN KSU - $4,517.52 42.00
BRIXMOR PROPERTY GROUP INC BRX - $4,509.84 258.00
ATMOS ENERGY CORP ATO - $4,504.83 51.00
ALLIANCE DATA SYSTEMS CORP ADS - $4,496.73 19.00
CORECIVIC INC CXW - $4,461.94 203.00
RAYMOND JAMES FINANCIAL INC RJF - $4,449.58 46.00
CROWN HOLDINGS INC CCK - $4,427.08 97.00
ASSURED GUARANTY LTD AGO - $4,412.40 120.00
HUNTSMAN CORP HUN - $4,406.25 141.00
CERNER CORP CERN - $4,396.32 72.00
ZIONS BANCORP ZION - $4,381.26 78.00
SIGNET JEWELERS LTD SIG - $4,378.58 74.00
PULTEGROUP INC PHM - $4,377.62 149.00
SENIOR HOUSING PROPERTIES TRUST SNH - $4,376.84 247.00
TELEPHONE AND DATA SYSTEMS INC TDS - $4,371.15 161.00
STEEL DYNAMICS INC STLD - $4,366.35 93.00
ANTERO RESOURCES CORP AR - $4,363.48 211.00
LENNAR CORP LEN - $4,335.09 83.00
PACKAGING CORP OF AMERICA PKG - $4,322.34 37.00
RANGE RESOURCES CORP RRC - $4,311.12 253.00
DISCOVERY COMMUNICATIONS INC DISCK - $4,293.52 164.00
XPO LOGISTICS INC XPO - $4,290.58 38.00
FORTIVE CORP FTV - $4,255.20 54.00
DELEK US HOLDINGS INC DK - $4,220.00 80.00
MICHAEL KORS HOLDINGS LTD KORS - $4,215.38 62.00
AKAMAI TECHNOLOGIES INC AKAM - $4,197.30 51.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $4,194.00 225.00
CAMDEN PROPERTY TRUST CPT - $4,167.14 46.00
MOODY'S CORP MCO - $4,163.28 24.00
TRACTOR SUPPLY CO TSCO - $4,148.28 54.00
WPX ENERGY INC WPX - $4,133.10 230.00
WILLIAMS-SONOMA INC WSM - $4,131.20 64.00
DOMTAR CORP UFS - $4,118.40 88.00
MARTIN MARIETTA MATERIALS INC MLM - $4,114.44 18.00
NEWS CORP NWSA - $4,098.56 256.00
UDR INC UDR - $4,093.60 112.00
SANTANDER CONSUMER USA HOLDINGS INC SC - $4,087.40 214.00
NEW RESIDENTIAL INVESTMENT CORP NRZ - $4,053.56 217.00
HASBRO INC HAS - $4,017.20 44.00
CHURCH & DWIGHT CO INC CHD - $4,009.25 79.00
QORVO INC QRVO - $4,006.08 48.00
EDWARDS LIFESCIENCES CORP EW - $4,001.40 26.00
VULCAN MATERIALS CO VMC - $3,997.20 30.00
LKQ CORP LKQ - $3,996.72 122.00
WESCO INTL INC WCC - $3,986.40 66.00
NABORS INDUSTRIES LTD NBR - $3,980.17 619.00
COMMUNITY HEALTH SYSTEMS INC CYH - $3,971.84 856.00
EQUIFAX INC EFX - $3,968.93 31.00
AGILENT TECHNOLOGIES INC A - $3,955.77 63.00
NASDAQ OMX GROUP INC NDAQ - $3,943.38 42.00
QEP RESOURCES INC QEP - $3,939.60 335.00
VALIDUS HOLDINGS LTD VR - $3,937.04 58.00
INGREDION INC INGR - $3,936.86 34.00
MDU RESOURCES GROUP INC MDU - $3,931.90 137.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $3,924.60 31.00
OMEGA HEALTHCARE INVESTORS INC OHI - $3,899.80 124.00
AMDOCS LTD DOX - $3,886.40 56.00
AMETEK INC AME - $3,885.43 53.00
TREEHOUSE FOODS INC THS - $3,876.48 72.00
UNITED STATES STEEL CORP X - $3,858.84 108.00
OCEANEERING INTL INC OII - $3,855.95 161.00
W. P. CAREY INC WPC - $3,849.46 58.00
HORMEL FOODS CORP HRL - $3,843.72 108.00
POPULAR INC BPOP - $3,842.64 81.00
KEYSIGHT TECHNOLOGIES INC KEYS - $3,841.74 63.00
LIBERTY PROPERTY TRUST LPT - $3,833.22 87.00
LIFEPOINT HOSPITALS INC LPNT - $3,822.00 70.00
MCCORMICK & CO INC MKC - $3,809.16 36.00
CINTAS CORP CTAS - $3,805.60 20.00
SEALED AIR CORP SEE - $3,782.50 85.00
ROBERT HALF RHI - $3,772.44 54.00
AMERICAN EAGLE OUTFITTERS INC AEO - $3,769.92 153.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $3,762.29 71.00
SONOCO PRODUCTS CO SON - $3,746.88 72.00
DENTSPLY SIRONA INC XRAY - $3,745.79 83.00
CHIPOTLE MEXICAN GRILL INC CMG - $3,724.00 8.00
AMERICAN CAMPUS COMMUNITIES INC ACC - $3,720.12 87.00
QUALITY CARE PROPERTIES QCP - $3,714.62 169.00
SANMINA CORP SANM - $3,708.45 123.00
HANESBRANDS INC HBI - $3,707.39 173.00
REGENERON PHARMACEUTICALS INC REGN - $3,706.23 11.00
WORLD FUEL SERVICES CORP INT - $3,701.70 162.00
AMERICAN AIRLINES GROUP INC AAL - $3,698.64 88.00
NCR CORP NCR - $3,688.68 118.00
SNAP-ON INC SNA - $3,683.68 23.00
OWENS & MINOR INC OMI - $3,648.69 213.00
CAMPBELL SOUP CO CPB - $3,608.40 97.00
ARRIS INTERNATIONAL PLC ARRS - $3,595.50 141.00
CHIMERA INVESTMENT CORP CIM - $3,592.90 190.00
SLM CORP SLM - $3,587.52 303.00
HANOVER INSURANCE GROUP INC THG - $3,586.20 30.00
CITRIX SYSTEMS INC CTXS - $3,585.78 33.00
VECTREN CORP VVC - $3,573.50 50.00
OFFICE DEPOT INC ODP - $3,573.02 1,199.00
AGCO CORP AGCO - $3,560.62 58.00
DICK'S SPORTING GOODS INC DKS - $3,555.05 97.00
FLEETCOR TECHNOLOGIES INC FLT - $3,547.52 16.00
RPM INTL INC RPM - $3,545.91 69.00
EXTRA SPACE STORAGE INC EXR - $3,535.20 36.00
DDR CORP DDR - $3,534.00 200.00
DISH NETWORK CORP DISH - $3,515.81 101.00
TENNECO INC TEN - $3,514.50 75.00
UNITI GROUP INC UNIT - $3,514.28 154.00
POLARIS INDUSTRIES INC PII - $3,510.92 28.00
OWENS-ILLINOIS INC OI - $3,509.60 205.00
TD AMERITRADE HOLDING CORP AMTD - $3,508.14 59.00
DIAMOND OFFSHORE DRILLING INC DO - $3,502.17 189.00
GARMIN LTD GRMN - $3,502.08 57.00
SKYWORKS SOLUTIONS INC SWKS - $3,501.05 35.00
ROWAN COS PLC RDC - $3,478.64 236.00
UNIVAR INC UNVR - $3,436.02 126.00
PERRIGO CO PLC PRGO - $3,413.70 45.00
CNO FINANCIAL GROUP INC CNO - $3,409.83 173.00
LEGGETT & PLATT INC LEG - $3,397.20 76.00
JONES LANG LASALLE INC JLL - $3,389.60 20.00
MASCO CORP MAS - $3,382.72 88.00
TWITTER INC TWTR - $3,367.49 73.00
CNX RESOURCES CORP CNX - $3,358.85 197.00
J B HUNT TRANSPORT SERVICES INC JBHT - $3,340.48 26.00
SPIRIT REALTY CAPITAL INC SRC - $3,332.81 403.00
LASALLE HOTEL PROPERTIES LHO - $3,317.40 95.00
COCA-COLA EUROPEAN PARTNERS PLC CCE - $3,293.64 84.00
HILTON WORLDWIDE HLDGS - W/I HLT - $3,280.40 40.00
MBIA INC MBI - $3,265.27 347.00
INTL FLAVORS & FRAGRANCES INC IFF - $3,263.52 26.00
FEDERAL REIT FRT - $3,252.15 27.00
AVERY DENNISON CORP AVY - $3,249.60 32.00
H & R BLOCK INC HRB - $3,249.45 135.00
PACWEST BANCORP PACW - $3,232.20 60.00
RENAISSANCERE HOLDINGS LTD RNR - $3,232.06 26.00
EAST WEST BANCORP INC EWBC - $3,229.20 46.00
FLOWSERVE CORP FLS - $3,224.78 79.00
FIRST AMERICAN FINANCIAL CORP FAF - $3,224.32 64.00
GENESEE & WYOMING INC GWR - $3,221.40 39.00
HAWAIIAN ELECTRIC INDUSTRIES INC HE - $3,214.08 96.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $3,208.65 15.00
AFFILIATED MANAGERS GROUP INC AMG - $3,207.33 21.00
APPLE HOSPITALITY REIT INC APLE - $3,199.00 175.00
KAR AUCTION SERVICES INC KAR - $3,181.17 57.00
UNITED NATURAL FOODS INC UNFI - $3,174.52 76.00
ON SEMICONDUCTOR CORP ON - $3,171.42 126.00
BROOKDALE SENIOR LIVING INC BKD - $3,165.40 340.00
ILLUMINA INC ILMN - $3,164.15 11.00
OWENS CORNING OC - $3,157.46 47.00
UMPQUA HOLDINGS CORP UMPQ - $3,145.31 131.00
CBL & ASSOCIATES PROPERTIES INC CBL - $3,139.92 534.00
PENTAIR PLC PNR - $3,124.80 72.00
LPL FINANCIAL HOLDINGS INC LPLA - $3,123.90 45.00
XYLEM INC XYL - $3,120.75 45.00
GEO GROUP INC/THE GEO - $3,114.66 122.00
NVR INC NVR - $3,099.92 1.00
PARK HOTELS & RESORTS INC-WI PK - $3,095.73 99.00
INSIGHT ENTERPRISES INC NSIT - $3,086.60 61.00
DELPHI TECHNOLOGIES PLC DLPH - $3,082.94 61.00
SYNOPSYS INC SNPS - $3,070.54 34.00
BURLINGTON STORES INC BURL - $3,049.40 20.00
ENCOMPASS HEALTH CORP EHC - $3,046.56 44.00
ENDO INTL PLC ENDP - $3,045.89 323.00
TRIBUNE MEDIA CO TRCO - $3,044.80 80.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $3,039.66 26.00
WP GLIMCHER INC WPG - $3,038.08 376.00
LIBERTY SIRIUSXM GROUP-A LSXMA - $3,035.52 64.00
PORTLAND GENERAL ELECTRIC CO POR - $3,029.76 72.00
ATHENE HOLDING LTD-CLASS A ATH - $3,027.73 67.00
SOUTHWEST AIRLINES CO LUV - $3,016.00 58.00
CARLISLE COS INC CSL - $3,010.56 28.00
TOTAL SYSTEM SERVICES INC TSS - $3,005.94 34.00
GROUP 1 AUTOMOTIVE INC GPI - $3,004.48 41.00
HOLOGIC INC HOLX - $2,981.25 75.00
HIGHWOODS PROPERTIES INC HIW - $2,980.80 60.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - $2,975.69 29.00
ABERCROMBIE & FITCH CO ANF - $2,973.24 108.00
PINNACLE FOODS INC PF - $2,969.76 46.00
CACI INTL INC CACI - $2,952.00 18.00
FMC CORP FMC - $2,950.18 34.00
BRINKER INTL INC EAT - $2,946.33 57.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $2,942.95 71.00
SM ENERGY CO SM - $2,941.38 117.00
SYNNEX CORP SNX - $2,940.34 26.00
POST HOLDINGS INC POST - $2,939.64 34.00
ALBEMARLE CORP ALB - $2,931.52 32.00
F5 NETWORKS INC FFIV - $2,911.84 16.00
SENSATA TECHNOLOGIES HOLDING NV ST - $2,908.40 55.00
KILROY REALTY CORP KRC - $2,895.22 38.00
BEMIS CO INC BMS - $2,894.50 70.00
ASPEN INSURANCE HOLDINGS LTD AHL - $2,891.10 69.00
STERIS PLC STE - $2,888.19 27.00
RESMED INC RMD - $2,883.87 27.00
KIRBY CORP KEX - $2,881.50 34.00
OSHKOSH CORP OSK - $2,877.38 41.00
ASCENA RETAIL GROUP INC ASNA - $2,877.30 690.00
EMCOR GROUP INC EME - $2,873.52 36.00
NATIONAL RETAIL PROPERTIES INC NNN - $2,866.26 67.00
TOLL BROTHERS INC TOL - $2,842.40 76.00
BROWN-FORMAN CORP BF.B - $2,834.16 56.00
VERISK ANALYTICS INC VRSK - $2,824.64 26.00
SOUTHWEST GAS CORP SWX - $2,817.36 36.00
DARLING INGREDIENTS INC DAR - $2,807.31 141.00
CASEY'S GENERAL STORES INC CASY - $2,800.71 27.00
PITNEY BOWES INC PBI - $2,784.87 291.00
MFA FINANCIAL INC MFA - $2,783.20 355.00
REALOGY HOLDINGS CORP RLGY - $2,777.46 119.00
CLEVELAND-CLIFFS INC CLF - $2,774.40 320.00
OUTFRONT MEDIA INC OUT - $2,773.05 139.00
TWO HARBORS INVESTMENT CORP TWO - $2,765.76 172.00
DISCOVERY COMMUNICATIONS INC DISCA - $2,764.58 98.00
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL - $2,764.30 77.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $2,764.08 11.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $2,761.64 49.00
COMMSCOPE HOLDING CO INC COMM - $2,761.17 93.00
WHITE MOUNTAINS INSURANCE GROUP LTD WTM - $2,754.00 3.00
GAMING AND LEISURE PROPERTIES INC GLPI - $2,752.62 78.00
JAZZ PHARMACEUTICALS PLC JAZZ - $2,747.70 15.00
DEAN FOODS CO DF - $2,747.43 267.00
SPIRIT AEROSYSTEMS HOLDINGS INC SPR - $2,744.64 32.00
AXALTA COATING SYSTEMS LTD AXTA - $2,743.20 90.00
MRC GLOBAL INC MRC - $2,729.76 132.00
RAYONIER INC RYN - $2,723.56 71.00
COLUMBIA PROPERTY TRUST INC CXP - $2,710.84 122.00
REGAL BELOIT CORP RBC - $2,702.70 33.00
WATERS CORP WAT - $2,701.16 14.00
BERRY PLASTICS GROUP INC BERY - $2,697.00 58.00
FIRST SOLAR INC FSLR - $2,686.84 52.00
CHECK POINT SOFTWARE TECHNOLOGIES LTD CHKP - $2,686.77 27.00
CHEMOURS CO/THE CC - $2,685.84 57.00
IDEX CORP IEX - $2,682.99 19.00
COMMERCIAL METALS CO CMC - $2,674.71 113.00
PENSKE AUTOMOTIVE GROUP INC PAG - $2,673.32 52.00
BRUNSWICK CORP BC - $2,672.00 40.00
COMMERCE BANCSHARES INC CBSH - $2,664.00 40.00
RETAIL PROPERTIES OF AMERICA INC RPAI - $2,662.02 207.00
CREE INC CREE - $2,659.25 55.00
ENERGEN CORP EGN - $2,658.44 41.00
MARVELL TECHNOLOGY GROUP LTD MRVL - $2,653.50 122.00
TERADATA CORP TDC - $2,643.74 61.00
URBAN OUTFITTERS INC URBN - $2,640.24 57.00
WORLDPAY INC WP - $2,638.41 31.00
GENTEX CORP GNTX - $2,626.05 105.00
CULLEN/FROST BANKERS INC CFR - $2,623.84 23.00
NATIONAL FUEL GAS CO NFG - $2,618.07 49.00
PATTERSON-UTI ENERGY INC PTEN - $2,617.92 144.00
DILLARD'S INC DDS - $2,614.95 27.00
SUNSTONE HOTEL INVESTORS INC SHO - $2,611.75 155.00
MEDNAX INC MD - $2,611.17 57.00
OLD DOMINION FREIGHT LINE INC ODFL - $2,609.12 16.00
ASSOCIATED BANC-CORP ASB - $2,608.20 92.00
RLJ LODGING TRUST RLJ - $2,586.66 114.00
J C PENNEY CO INC JCP - $2,583.36 936.00
MEDICAL PROPERTIES TRUST INC MPW - $2,572.98 183.00
MONSTER BEVERAGE CORP MNST - $2,554.84 46.00
WEBSTER FINANCIAL CORP WBS - $2,551.32 38.00
SYNOVUS FINANCIAL CORP SNV - $2,548.40 46.00
PIEDMONT OFFICE REALTY TRUST INC PDM - $2,541.50 130.00
LEGG MASON INC LM - $2,538.96 71.00
TESLA MOTORS INC TSLA - $2,535.54 7.00
IDACORP INC IDA - $2,521.68 28.00
BANKUNITED INC BKU - $2,520.54 57.00
XENIA HOTELS AND REPORTS INC XHR - $2,520.42 102.00
STERICYCLE INC SRCL - $2,513.20 40.00
CABOT OIL & GAS CORP COG - $2,512.64 104.00
HUBBELL INC HUBB - $2,507.00 23.00
AMERICAN AXLE & MANUFACTURING HOLDINGS INC AXL - $2,501.04 136.00
HERBALIFE LTD HLF - $2,497.80 46.00
VARIAN MEDICAL SYSTEMS INC VAR - $2,491.44 21.00
OLIN CORP OLN - $2,491.42 86.00
GRAPHIC PACKAGING HOLDING CO GPK - $2,490.50 170.00
CINEMARK HOLDINGS INC CNK - $2,488.12 68.00
SERVICE CORP INTL SCI - $2,486.08 68.00
WGL HOLDINGS INC WGL - $2,481.92 28.00
TEREX CORP TEX - $2,475.04 62.00
DANA HOLDING CORP DAN - $2,449.84 113.00
LIVE NATION ENTERTAINMENT INC LYV - $2,449.72 52.00
LULULEMON ATHLETICA INC LULU - $2,437.13 19.00
PLATFORM SPECIALTY PRODUCTS CORP PAH - $2,436.98 206.00
MACQUARIE INFRASTRUCTURE CORP MIC - $2,428.20 57.00
ALLETE INC ALE - $2,426.56 32.00
ASBURY AUTOMOTIVE GROUP INC ABG - $2,425.60 32.00
IAC/INTERACTIVECORP IAC - $2,422.50 15.00
WATSCO INC WSO - $2,417.61 13.00
INTL GAME TECHNOLOG IGT - $2,404.63 97.00
REGENCY CENTERS CORP REG - $2,402.80 40.00
NU SKIN ENTERPRISES INC NUS - $2,401.78 29.00
PARAMOUNT GROUP INC PGRE - $2,397.72 156.00
ALLISON TRANSMISSION HOLDINGS INC ALSN - $2,378.61 57.00
ANSYS INC ANSS - $2,375.49 13.00
SEAWORLD ENTERTAINMENT INC SEAS - $2,372.28 106.00
UNITED THERAPEUTICS CORP UTHR - $2,366.20 20.00
COLFAX CORP CFX - $2,364.96 78.00
SIGNATURE BANK SBNY - $2,358.90 18.00
WYNDHAM HOTELS & RESORTS INC WH - $2,352.20 38.00
ASHLAND INC ASH - $2,349.00 30.00
GLOBAL PAYMENTS INC GPN - $2,338.00 20.00
BLACK HILLS CORP BKH - $2,333.37 39.00
AQUA AMERICA INC WTR - $2,329.68 68.00
WEINGARTEN REALTY INVESTORS WRI - $2,329.40 76.00
TCF FINANCIAL CORP TCF - $2,324.08 88.00
EXTENDED STAY AMERICA INC STAY - $2,319.56 103.00
METTLER-TOLEDO INTL INC MTD - $2,318.60 4.00
SUN COMMUNITIES INC SUI - $2,315.76 24.00
DOUGLAS EMMETT INC DEI - $2,310.72 58.00
GATX CORP GATX - $2,306.56 32.00
NOMAD FOODS LTD NOMD - $2,306.25 123.00
NOW INC DNOW - $2,299.59 167.00
LAMAR ADVERTISING CO LAMR - $2,291.85 33.00
MAGELLAN HEALTH SERVICES INC MGLN - $2,290.80 23.00
FLOWERS FOODS INC FLO - $2,290.09 109.00
MASTEC INC MTZ - $2,289.00 42.00
TRIMBLE NAVIGATION LTD TRMB - $2,286.24 66.00
PROSPERITY BANCSHARES INC PB - $2,275.52 32.00
AVISTA CORP AVA - $2,271.26 43.00
GENERAC HOLDINGS INC GNRC - $2,266.44 44.00
VISHAY INTERTECHNOLOGY INC VSH - $2,258.60 92.00
KBR INC KBR - $2,253.36 123.00
COOPER-STANDARD HOLDINGS INC CPS - $2,248.32 16.00
YRC WORLDWIDE INC YRCW - $2,248.00 200.00
NEW JERSEY RESOURCES CORP NJR - $2,246.55 51.00
SALLY BEAUTY HOLDINGS INC SBH - $2,228.70 138.00
GANNETT CO INC TGNA - $2,220.88 184.00
TELEDYNE TECHNOLOGIES INC TDY - $2,215.95 11.00
GRAMERCY PROPERTY TRUST GPT - $2,211.20 80.00
CLEAN HARBORS INC CLH - $2,209.08 41.00
KINDRED HEALTHCARE INC KND - $2,205.00 245.00
DIAMONDBACK ENERGY INC FANG - $2,202.52 17.00
RED HAT INC RHT - $2,199.86 13.00
ANIXTER INTL INC AXE - $2,199.45 33.00
BROWN & BROWN INC BRO - $2,196.48 78.00
PNM RESOURCES INC PNM - $2,192.40 58.00
EXPRESS INC EXPR - $2,188.07 211.00
COMMONWEALTH REIT EQC - $2,187.50 70.00
TRANSUNION TRU - $2,186.40 30.00
EATON VANCE CORP EV - $2,183.20 40.00
UNIVERSAL CORP UVV - $2,182.95 33.00
LIFE STORAGE INC LSI - $2,178.56 23.00
APTARGROUP INC ATR - $2,176.72 23.00
PDC ENERGY INC PDCE - $2,175.48 36.00
RYMAN HOSPITALITY PROPERTIES INC RHP - $2,172.82 26.00
HANCOCK HOLDING CO HBHC - $2,169.35 43.00
CORE-MARK HOLDING CO INC CORE - $2,151.36 96.00
ADVANCED MICRO DEVICES INC AMD - $2,147.60 130.00
ONE GAS INC OGS - $2,146.87 29.00
STIFEL FINANCIAL CORP SF - $2,144.34 38.00
MSC INDUSTRIAL DIRECT CO INC MSM - $2,124.28 23.00
NORTHWESTERN CORP NWE - $2,123.44 38.00
WADDELL & REED FINANCIAL INC WDR - $2,120.80 110.00
FLIR SYSTEMS INC FLIR - $2,120.04 39.00
SCIENCE APPLICATIONS INTL CORP SAIC - $2,116.40 26.00
KEMPER CORP KMPR - $2,112.75 27.00
DSW INC DSW - $2,110.86 81.00
AMBAC FINANCIAL GROUP INC AMBC - $2,105.16 106.00
ENERGIZER HOLDINGS INC EPC - $2,102.70 43.00
JACK HENRY & ASSOCIATES INC JKHY - $2,098.24 16.00
DCT INDUSTRIAL TRUST INC DCT - $2,090.88 32.00
CUBESMART CUBE - $2,086.26 66.00
JANUS HENDERSON GROUP PLC JHG - $2,082.60 65.00
INVESCO MORTGAGE CAPITAL INC IVR - $2,072.70 126.00
USG CORP USG - $2,072.64 48.00
TIMKEN CO TKR - $2,072.25 45.00
SELECT MEDICAL HOLDINGS CORP SEM - $2,068.20 108.00
DONALDSON CO INC DCI - $2,060.96 44.00
SUPERIOR ENERGY SERVICES INC SPN - $2,053.03 211.00
F.N.B. CORP FNB - $2,052.76 146.00
HUDSON PACIFIC PROPERTIES INC HPP - $2,041.02 58.00
TUPPERWARE BRANDS CORP TUP - $2,037.80 46.00
RUSH ENTERPRISES INC RUSHA - $2,026.20 44.00
TAUBMAN CENTERS INC TCO - $2,025.10 35.00
AMC NETWORKS INC AMCX - $2,022.60 30.00
ACADIA HEALTHCARE CO INC ACHC - $2,020.32 46.00
AIR LEASE CORP AL - $2,018.65 47.00
DOMINO'S PIZZA INC DPZ - $2,015.30 7.00
CORELOGIC INC CLGX - $2,013.54 37.00
ALLEGHENY TECHNOLOGIES INC ATI - $2,013.12 72.00
RR DONNELLEY & SONS CO RRD - $2,006.01 279.00
DIAMONDROCK HOSPITALITY CO DRH - $1,995.84 162.00
ONEMAIN HOLDINGS INC OMF - $1,995.20 58.00
BRANDYWINE REALTY TRUST BDN - $1,992.00 120.00
TAYLOR MORRISON HOME CORP TMHC - $1,990.08 96.00
ZEBRA TECHNOLOGIES CORP ZBRA - $1,989.39 13.00
LITHIA MOTORS INC LAD - $1,989.30 19.00
MACK-CALI REALTY CORP CLI - $1,987.20 96.00
EPR PROPERTIES EPR - $1,981.80 30.00
LIBERTY BROADBAND CORP LBRDK - $1,974.70 26.00
CABOT CORP CBT - $1,972.80 32.00
SIX FLAGS ENTERTAINMENT CORP SIX - $1,964.52 27.00
PERKINELMER INC PKI - $1,962.22 26.00
SPIRE INC SR - $1,958.60 28.00
PROASSURANCE CORP PRA - $1,958.35 53.00
REXNORD CORP RXN - $1,954.55 65.00
NVENT ELECTRIC PLC NVT - $1,949.04 72.00
SONIC AUTOMOTIVE INC SAH - $1,948.80 84.00
ITT INC ITT - $1,944.00 36.00
TELEFLEX INC TFX - $1,941.24 7.00
MB FINANCIAL INC MBFI - $1,927.77 39.00
NAVISTAR INTL CORP NAV - $1,918.66 46.00
SERVICEMASTER GLOBAL HOLDINGS INC SERV - $1,914.24 32.00
EQUITY LIFESTYLE PROPERTIES INC ELS - $1,912.89 21.00
WEX INC WEX - $1,907.40 10.00
PENNYMAC MORTGAGE INVESTMENT TRUST PMT - $1,904.76 99.00
CONSTELLIUM NV CSTM - $1,904.00 160.00
GENESCO INC GCO - $1,899.00 45.00
COVANTA HOLDING CORP CVA - $1,897.50 110.00
LIBERTY EXPEDIA HOLDINGS INC LEXEA - $1,894.20 41.00
LAMB WESTON HOLDING INC LW - $1,889.44 28.00
THOR INDUSTRIES INC THO - $1,885.68 18.00
HUB GROUP INC HUBG - $1,884.75 35.00
RSP PERMIAN INC RSPP - $1,880.10 45.00
PERSPECTA INC PRSP - $1,879.92 84.00
POLYONE CORP POL - $1,869.21 43.00
BIOMARIN PHARMACEUTICAL INC BMRN - $1,868.46 19.00
BLACKSTONE MORTGAGE TRUST INC BXMT - $1,867.89 57.00
LEXINGTON REALTY TRUST LXP - $1,861.02 211.00
CARS.COM INC CARS - $1,856.28 62.00
CYPRESS SEMICONDUCTOR CORP CY - $1,855.00 106.00
COOPER COS INC COO - $1,854.72 8.00
SABRE CORP SABR - $1,837.48 71.00
BLOOMIN' BRANDS INC BLMN - $1,835.96 83.00
AMERICAN HOMES 4 RENT AMH - $1,834.56 84.00
SOUTH JERSEY INDUSTRIES INC SJI - $1,834.00 56.00
HEALTHCARE TRUST OF AMERICA INC HTA - $1,827.70 70.00
VMWARE INC VMW - $1,826.16 12.00
CARTER'S INC CRI - $1,823.52 16.00
HEALTHCARE REALTY TRUST INC HR - $1,823.36 64.00
PRIMERICA INC PRI - $1,822.50 18.00
CONVERGYS CORP CVG - $1,819.16 73.00
LINCOLN ELECTRIC HOLDINGS INC LECO - $1,819.00 20.00
GRAHAM HOLDINGS CO GHC - $1,812.90 3.00
CIMAREX ENERGY CO XEC - $1,806.71 19.00
PEABODY ENERGY CORP BTU - $1,805.70 39.00
NUANCE COMMUNICATIONS INC NUAN - $1,805.00 125.00
KLX INC KLXI - $1,799.50 25.00
NETSCOUT SYSTEMS INC NTCT - $1,799.50 59.00
UNITED BANKSHARES INC UBSI - $1,793.05 47.00
GENPACT LTD G - $1,792.42 59.00
WYNDHAM WORLDWIDE CORP WYN - $1,782.20 38.00
WINTRUST FINANCIAL CORP WTFC - $1,781.63 19.00
BIO-RAD LABORATORIES INC BIO - $1,780.56 6.00
DUN & BRADSTREET CORP DNB - $1,773.52 14.00
CARPENTER TECHNOLOGY CORP CRS - $1,763.90 31.00
CADENCE DESIGN SYSTEMS INC CDNS - $1,762.80 39.00
SPARTANNASH CO SPTN - $1,751.91 69.00
SBA COMMUNICATIONS CORP SBAC - $1,746.80 11.00
VALLEY NATIONAL BANCORP VLY - $1,745.55 135.00
BOISE CASCADE CO BCC - $1,727.10 38.00
FOREST CITY ENTERPRISES INC FCE.A - $1,725.75 75.00
A. O. SMITH CORP AOS - $1,722.00 28.00
HILL-ROM HOLDINGS INC HRC - $1,721.21 19.00
KNIGHT-SWIFT TRANSPORTATION KNX - $1,715.85 41.00
CORPORATE OFFICE PROPERTIES TRUST OFC - $1,715.32 61.00
HYATT HOTELS CORP H - $1,712.55 21.00
BENCHMARK ELECTRONICS INC BHE - $1,711.00 58.00
TEXAS CAPITAL BANCSHARES INC TCBI - $1,700.10 18.00
GANNETT CO INC GCI - $1,687.44 158.00
INVESTORS BANCORP INC ISBC - $1,687.14 126.00
DELUXE CORP DLX - $1,686.25 25.00
WABCO HOLDINGS INC WBC - $1,680.28 14.00
VAIL RESORTS INC MTN - $1,679.70 6.00
HRG GROUP INC HRG - $1,672.59 127.00
VALMONT INDUSTRIES INC VMI - $1,670.35 11.00
ESTERLINE TECHNOLOGIES CORP ESL - $1,669.80 23.00
PATTERSON COS INC PDCO - $1,667.22 74.00
UNDER ARMOUR INC UAA - $1,663.92 72.00
TRINSEO SA TSE - $1,657.15 23.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $1,652.14 14.00
ENERSYS ENS - $1,647.03 21.00
FULTON FINANCIAL CORP FULT - $1,646.40 96.00
HOWARD HUGHES CORP HHC - $1,645.56 12.00
RLI CORP RLI - $1,643.04 24.00
COMPASS MINERALS INTL INC CMP - $1,637.50 25.00
AVANGRID INC AGR - $1,632.00 32.00
BANK OF HAWAII CORP BOH - $1,630.01 19.00
SELECTIVE INSURANCE GROUP INC SIGI - $1,624.00 28.00
TUTOR PERINI CORP TPC - $1,623.50 85.00
IBERIABANK CORP IBKC - $1,621.00 20.00
COOPER TIRE & RUBBER CO CTB - $1,618.20 58.00
FIRST HORIZON NATIONAL CORP FHN - $1,606.92 84.00
ECHOSTAR CORP SATS - $1,592.50 35.00
BIG LOTS INC BIG - $1,582.23 39.00
HAIN CELESTIAL GROUP INC/THE HAIN - $1,574.65 55.00
BANK OF OZARKS INC OZRK - $1,573.77 33.00
CATALENT INC CTLT - $1,573.24 37.00
CRANE CO CR - $1,572.82 19.00
HEXCEL CORP HXL - $1,569.06 23.00
TERADYNE INC TER - $1,568.00 40.00
NORDSON CORP NDSN - $1,566.48 12.00
CURTISS-WRIGHT CORP CW - $1,565.07 13.00
ACUITY BRANDS INC AYI - $1,559.74 13.00
MERITAGE HOMES CORP MTH - $1,555.75 35.00
SOUTHERN COPPER CORP SCCO - $1,552.32 33.00
AK STEEL HOLDING CORP AKS - $1,548.16 328.00
COSAN LIMITED CZZ - $1,544.40 195.00
PLEXUS CORP PLXS - $1,543.25 25.00
UNDER ARMOUR INC-CLASS C UA - $1,537.92 72.00
MGIC INVESTMENT CORP MTG - $1,528.20 135.00
ADTALEM GLOBAL EDUCATION INC ATGE - $1,525.20 31.00
SEI INVESTMENTS CO SEIC - $1,520.30 23.00
SCOTTS MIRACLE-GRO CO SMG - $1,515.06 19.00
GNC HOLDINGS INC GNC - $1,511.58 366.00
BEACON ROOFING SUPPLY INC BECN - $1,510.74 33.00
AVON PRODUCTS INC AVP - $1,505.63 959.00
MOOG INC MOG.A - $1,503.85 19.00
TRI POINTE HOMES INC TPH - $1,500.54 89.00
WASHINGTON FEDERAL INC WAFD - $1,496.00 44.00
CRACKER BARREL OLD COUNTRY STORE INC CBRL - $1,474.38 9.00
TORO CO TTC - $1,457.76 24.00
LOUISIANA-PACIFIC CORP LPX - $1,451.14 53.00
SINCLAIR BROADCAST GROUP INC SBGI - $1,440.50 43.00
LENNOX INTL INC LII - $1,434.37 7.00
VIASAT INC VSAT - $1,427.58 22.00
MICHAELS COS INC MIK - $1,425.00 76.00
KENNAMETAL INC KMT - $1,422.34 38.00
JETBLUE AIRWAYS CORP JBLU - $1,407.48 74.00
RADIAN GROUP INC RDN - $1,398.10 82.00
ABM INDUSTRIES INC ABM - $1,397.48 46.00
DIEBOLD INC DBD - $1,388.60 106.00
FEDERATED INVESTORS INC FII - $1,382.82 57.00
VISTA OUTDOOR INC VSTO - $1,372.80 80.00
MIDDLEBY CORP MIDD - $1,358.63 13.00
NEWS CORP NWS - $1,340.45 83.00
CHICO'S FAS INC CHS - $1,340.04 156.00
SPROUTS FARMERS MARKET INC SFM - $1,337.96 62.00
SKECHERS USA INC SKX - $1,312.65 45.00
APERGY CORP APY - $1,295.40 34.00
SANDERSON FARMS INC SAFM - $1,278.60 12.00
MERITOR INC MTOR - $1,262.66 58.00
BELDEN INC BDC - $1,252.80 20.00
TRIUMPH GROUP INC TGI - $1,157.10 58.00
LIBERTY BROADBAND CORP LBRDA - $529.48 7.00
SPIRIT MTA REIT SMTA - $424.40 40.00
NET OTHER ASSETS / CASH - - $156,109.46 156,109.46