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 10/19/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
FTSE RAFI US 1000 INDEX SWAP SOCIETE GENERALE - 653,393.33 - 56.46
FTSE RAFI US 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 185,856.76 - 16.06
RUSSELL 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - (432,321.08) - (282.75)
RUSSELL 1000 INDEX SWAP SOCIETE GENERALE - (9,557,830.56) - (6,251.11)
APPLE INC AAPL - $269,312.68 1,228.00
EXXON MOBIL CORP XOM - $253,533.21 3,093.00
CHEVRON CORP CVX - $175,083.48 1,482.00
AT&T INC T - $170,989.74 5,202.00
JPMORGAN CHASE & CO JPM - $157,872.33 1,463.00
MICROSOFT CORP MSFT - $145,930.38 1,343.00
VERIZON COMMUNICATIONS INC VZ - $140,049.90 2,551.00
WELLS FARGO & CO WFC - $123,339.48 2,332.00
BERKSHIRE HATHAWAY INC BRK.B - $115,826.16 552.00
JOHNSON & JOHNSON JNJ - $114,577.20 824.00
PFIZER INC PFE - $113,608.50 2,553.00
GENERAL ELECTRIC CO GE - $102,276.08 8,143.00
CITIGROUP INC C - $100,811.04 1,464.00
BANK OF AMERICA CORP BAC - $99,799.68 3,524.00
PROCTER & GAMBLE CO PG - $98,299.80 1,126.00
MERCK & CO INC MRK - $87,326.45 1,207.00
WAL-MART STORES INC WMT - $85,977.75 885.00
INTEL CORP INTC - $81,928.00 1,862.00
UNITEDHEALTH GROUP INC UNH - $70,569.80 266.00
CONOCOPHILLIPS COP - $69,372.93 957.00
CISCO SYSTEMS INC CSCO - $66,649.80 1,470.00
COMCAST CORP CMCSA - $63,360.78 1,761.00
CVS HEALTH CORP CVS - $60,827.60 820.00
COCA-COLA CO/THE KO - $58,329.47 1,259.00
INTL BUSINESS MACHINES CORP IBM - $57,578.60 446.00
WALT DISNEY CO DIS - $55,526.30 467.00
PEPSICO INC PEP - $53,380.36 484.00
EXPRESS SCRIPTS HOLDING CO ESRX - $52,033.80 546.00
PHILIP MORRIS INTL INC PM - $50,455.44 568.00
FORD MOTOR CO F - $50,065.00 5,890.00
COSTCO WHOLESALE CORP COST - $47,541.69 207.00
HOME DEPOT INC HD - $46,401.30 258.00
ALPHABET INC CL C GOOG - $46,051.32 42.00
ALPHABET INC CL A GOOGL - $45,312.38 41.00
MARATHON PETROLEUM CORP MPC - $44,204.16 598.00
DUKE ENERGY CORP DUK - $42,368.00 512.00
AMAZON.COM INC AMZN - $42,336.72 24.00
GENERAL MOTORS CO GM - $41,776.80 1,339.00
AMERICAN INTL GROUP INC AIG - $41,394.40 877.00
MEDTRONIC INC MDT - $41,051.78 437.00
UNITED TECHNOLOGIES CORP UTX - $40,662.88 316.00
ALTRIA GROUP INC MO - $40,081.65 647.00
GOLDMAN SACHS GROUP INC GS - $39,718.00 175.00
AMGEN INC AMGN - $38,947.40 193.00
BOEING CO BA - $38,832.34 109.00
QUALCOMM INC QCOM - $38,693.12 592.00
PHILLIPS 66 PSX - $38,538.75 375.00
MCDONALD'S CORP MCD - $38,522.70 230.00
SCHLUMBERGER NV SLB - $38,122.44 652.00
VALERO ENERGY CORP VLO - $38,031.60 410.00
WALGREENS BOOTS ALLIANCE INC WBA - $37,514.75 485.00
ANTHEM INC ANTM - $37,406.10 134.00
ALLERGAN PLC AGN - $37,337.41 197.00
ORACLE CORP ORCL - $36,834.66 774.00
MCKESSON CORP MCK - $36,274.86 274.00
TARGET CORP TGT - $35,842.74 437.00
ELI LILLY AND CO LLY - $34,919.04 312.00
UNION PACIFIC CORP UNP - $34,795.80 234.00
EXELON CORP EXC - $34,597.92 784.00
U.S. BANCORP USB - $34,125.00 650.00
METLIFE INC MET - $33,932.16 774.00
CAPITAL ONE FINANCIAL CORP COF - $32,620.28 356.00
PRUDENTIAL FINANCIAL INC PRU - $32,110.40 329.00
UNITED PARCEL SERVICE INC UPS - $31,219.32 268.00
SOUTHERN CO/THE SO - $30,918.02 686.00
OCCIDENTAL PETROLEUM CORP OXY - $30,820.86 427.00
HONEYWELL INTL INC HON - $30,387.06 198.00
ARCHER DANIELS MIDLAND CO ADM - $30,169.86 609.00
DOWDUPONT INC DWDP - $29,492.37 513.00
AMERICAN EXPRESS CO AXP - $29,350.75 275.00
NEXTERA ENERGY INC NEE - $29,141.28 168.00
KROGER CO KR - $28,910.44 1,049.00
KINDER MORGAN INC KMI - $27,635.26 1,537.00
LOWE'S COS INC LOW - $26,590.53 267.00
3M CO MMM - $26,580.05 133.00
CATERPILLAR INC CAT - $26,526.64 202.00
FACEBOOK INC FB - $25,572.30 166.00
GILEAD SCIENCES INC GILD - $25,351.42 346.00
MONDELEZ INTL INC MDLZ - $24,912.80 596.00
CENTURYLINK INC CTL - $24,848.70 1,130.00
AETNA INC AET - $24,823.56 124.00
TRAVELERS COS INC/THE TRV - $24,709.72 196.00
CHUBB LTD CB - $24,629.76 192.00
ABBOTT LABORATORIES ABT - $24,129.63 357.00
MORGAN STANLEY MS - $23,581.36 508.00
PNC FINANCIAL SERVICES GROUP INC PNC - $23,029.44 184.00
ABBVIE INC ABBV - $22,960.17 261.00
PG&E CORP PCG - $22,861.80 468.00
VISA INC V - $22,132.64 158.00
AMERICAN ELECTRIC POWER CO INC AEP - $21,758.22 297.00
BRISTOL-MYERS SQUIBB CO BMY - $21,557.10 397.00
LOCKHEED MARTIN CORP LMT - $21,329.10 65.00
ACCENTURE PLC ACN - $20,892.96 132.00
CARDINAL HEALTH INC CAH - $20,744.10 390.00
TJX COS INC TJX - $20,486.66 191.00
HCA HOLDINGS INC HCA - $20,457.63 153.00
ALLSTATE CORP ALL - $20,339.88 209.00
DOMINION RESOURCES INC D - $20,286.00 276.00
HUMANA INC HUM - $19,702.80 60.00
BANK OF NEW YORK MELLON CORP BK - $19,481.40 411.00
AFLAC INC AFL - $19,344.45 435.00
FEDEX CORP FDX - $19,342.40 88.00
LYONDELLBASELL INDUSTRIES NV LYB - $18,811.59 201.00
MARATHON OIL CORP MRO - $18,458.31 893.00
EMERSON ELECTRIC CO EMR - $18,428.85 255.00
SYSCO CORP SYY - $18,130.50 255.00
NIKE INC NKE - $18,033.03 243.00
TEXAS INSTRUMENTS INC TXN - $17,981.58 183.00
CSX CORP CSX - $17,528.52 258.00
DEERE & CO DE - $17,363.29 119.00
NORFOLK SOUTHERN CORP NSC - $17,047.68 104.00
BB&T CORP BBT - $16,975.24 347.00
AMERISOURCEBERGEN CORP ABC - $16,889.60 182.00
HEWLETT PACKARD ENTERPRISE CO HPE - $16,783.28 1,087.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $16,628.64 303.00
HP INC HPQ - $16,354.24 686.00
CME GROUP INC CME - $16,073.20 88.00
MACY'S INC M - $15,943.62 493.00
EATON CORP PLC ETN - $15,844.45 205.00
HESS CORP HES - $15,699.32 247.00
THERMO FISHER SCIENTIFIC INC TMO - $15,673.35 69.00
SIMON PROPERTY GROUP INC SPG - $15,554.53 89.00
EDISON INTL EIX - $15,397.89 219.00
KRAFT HEINZ CO/THE KHC - $15,368.52 267.00
CONSOLIDATED EDISON INC ED - $15,243.86 197.00
TRANSOCEAN LTD RIG - $15,152.17 1,243.00
CIGNA CORP CI - $15,120.00 72.00
RAYTHEON CO RTN - $15,089.79 79.00
PROGRESSIVE CORP PGR - $14,886.05 211.00
ANADARKO PETROLEUM CORP APC - $14,784.00 224.00
CHARTER COMMUNICATIONS INC CHTR - $14,781.64 46.00
PPL CORP PPL - $14,642.18 469.00
KIMBERLY-CLARK CORP KMB - $14,550.36 132.00
WELLTOWER INC HCN - $14,505.75 225.00
COLGATE-PALMOLIVE CO CL - $14,258.92 221.00
STARBUCKS CORP SBUX - $14,254.38 243.00
EOG RESOURCES INC EOG - $14,120.40 120.00
XCEL ENERGY INC XEL - $14,100.31 287.00
AES CORP AES - $13,901.44 928.00
GENERAL DYNAMICS CORP GD - $13,888.98 73.00
NATIONAL OILWELL VARCO INC NOV - $13,816.80 342.00
BIOGEN IDEC INC BIIB - $13,777.63 43.00
BLACKROCK INC BLK - $13,656.10 34.00
AUTOMATIC DATA PROCESSING INC ADP - $13,480.54 94.00
TWENTY-FIRST CENTURY FOX INC FOXA - $13,431.12 293.00
WASTE MANAGEMENT INC WM - $13,113.80 145.00
PRAXAIR INC PX - $13,107.70 82.00
FIRSTENERGY CORP FE - $13,092.45 337.00
SEMPRA ENERGY SRE - $13,060.32 112.00
HOLLYFRONTIER CORP HFC - $13,013.02 206.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $13,012.56 279.00
SUNTRUST BANKS INC STI - $12,997.53 207.00
BUNGE LTD BG - $12,744.27 189.00
CORNING INC GLW - $12,742.92 414.00
ENTERGY CORP ETR - $12,618.00 150.00
MASTERCARD INC MA - $12,589.72 62.00
DANAHER CORP DHR - $12,548.75 125.00
DISCOVER FINANCIAL SERVICES DFS - $12,468.92 164.00
WILLIAMS COS INC WMB - $12,434.10 465.00
SYNCHRONY FINANCIAL SYF - $12,324.48 393.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $12,019.45 365.00
DXC TECHNOLOGY CO DXC - $11,832.20 134.00
GENERAL MILLS INC GIS - $11,803.10 265.00
MOSAIC CO MOS - $11,771.80 355.00
CENTENE CORP CNC - $11,707.96 82.00
MICRON TECHNOLOGY INC MU - $11,528.25 285.00
PROLOGIS INC PLD - $11,509.79 181.00
NORTHROP GRUMMAN CORP NOC - $11,383.79 37.00
VENTAS INC VTR - $11,299.88 202.00
APACHE CORP APA - $11,282.80 268.00
HALLIBURTON CO HAL - $11,262.00 300.00
DTE ENERGY CO DTE - $11,181.06 99.00
BEST BUY CO INC BBY - $11,043.24 156.00
NORTHEAST UTILITIES SYSTEM ES - $11,019.42 174.00
KOHL'S CORP KSS - $10,974.04 154.00
BOOKING HOLDINGS INC BKNG - $10,834.44 6.00
MARSH & MCLENNAN COS INC MMC - $10,701.18 133.00
PAYPAL HOLDINGS INC PYPL - $10,682.28 126.00
PACCAR INC PCAR - $10,660.71 177.00
VIACOM INC VIAB - $10,334.53 311.00
LIBERTY GLOBAL PLC LBTYK - $10,186.68 402.00
EQUITY RESIDENTIAL EQR - $10,184.59 157.00
ALLY FINANCIAL INC ALLY - $9,857.20 380.00
ENSCO PLC ESV - $9,794.53 1,193.00
BECTON DICKINSON AND CO BDX - $9,761.69 41.00
YUM! BRANDS INC YUM - $9,744.60 109.00
BROADCOM INC AVGO - $9,587.76 42.00
AMEREN CORP AEE - $9,511.20 144.00
ECOLAB INC ECL - $9,507.20 64.00
STRYKER CORP SYK - $9,460.64 56.00
DOLLAR GENERAL CORP DG - $9,421.30 86.00
INTL PAPER CO IP - $9,419.52 223.00
WEC ENERGY GROUP INC WEC - $9,385.81 133.00
CUMMINS INC CMI - $9,377.32 67.00
STATE STREET CORP STT - $9,331.20 128.00
FIFTH THIRD BANCORP FITB - $9,294.49 353.00
T-MOBILE US INC TMUS - $9,276.75 133.00
BAXTER INTL INC BAX - $9,168.72 132.00
NUCOR CORP NUE - $9,167.23 157.00
CARNIVAL CORP CCL - $9,156.80 160.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $9,137.56 124.00
LOEWS CORP L - $9,024.00 192.00
AIR PRODUCTS AND CHEMICALS INC APD - $9,013.20 58.00
AMERICAN TOWER CORP AMT - $9,009.00 60.00
CITIZENS FINANCIAL GROUP INC CFG - $8,947.02 246.00
AON PLC AON - $8,914.90 59.00
VISTRA ENERGY CORP VST - $8,788.20 388.00
EVERGY INC EVRG - $8,781.08 154.00
CROWN CASTLE INTL CORP CCI - $8,661.33 81.00
ILLINOIS TOOL WORKS INC ITW - $8,638.04 68.00
OMNICOM GROUP INC OMC - $8,631.84 112.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $8,611.25 83.00
REGIONS FINANCIAL CORP RF - $8,483.80 502.00
SEAGATE TECHNOLOGY PLC STX - $8,367.71 191.00
ANNALY CAPITAL MANAGEMENT INC NLY - $8,336.52 837.00
INTERCONTINENTAL EXCHANGE INC ICE - $8,171.90 110.00
M&T BANK CORP MTB - $8,131.50 50.00
FREEPORT-MCMORAN INC FCX - $8,089.46 673.00
LINCOLN NATIONAL CORP LNC - $8,064.00 126.00
NOBLE ENERGY INC NBL - $8,035.50 275.00
INGERSOLL-RAND PLC IR - $7,975.55 85.00
CBS CORP CBS - $7,950.80 139.00
PPG INDUSTRIES INC PPG - $7,908.42 78.00
HCP INC HCP - $7,840.80 297.00
AVALONBAY COMMUNITIES INC AVB - $7,830.68 44.00
CHARLES SCHWAB CORP SCHW - $7,820.61 167.00
AMERIPRISE FINANCIAL INC AMP - $7,744.02 57.00
CENTERPOINT ENERGY INC CNP - $7,733.00 275.00
VF CORP VFC - $7,698.24 99.00
TYSON FOODS INC TSN - $7,678.89 123.00
TE CONNECTIVITY LTD TEL - $7,677.45 99.00
BOSTON PROPERTIES INC BXP - $7,601.75 65.00
CELGENE CORP CELG - $7,581.72 92.00
CMS ENERGY CORP CMS - $7,449.96 147.00
PRINCIPAL FINANCIAL GROUP INC PFG - $7,444.84 139.00
CF INDUSTRIES HOLDINGS INC CF - $7,444.08 147.00
LAS VEGAS SANDS CORP LVS - $7,402.78 133.00
WEYERHAEUSER CO WY - $7,334.78 257.00
MURPHY OIL CORP MUR - $7,318.50 210.00
ARROW ELECTRONICS INC ARW - $7,299.54 107.00
GENUINE PARTS CO GPC - $7,296.48 72.00
MYLAN INC MYL - $7,215.04 224.00
T. ROWE PRICE GROUP INC TROW - $7,204.32 72.00
NOBLE CORP PLC NE - $7,199.71 1,141.00
KELLOGG CO K - $7,188.17 101.00
AVNET INC AVT - $7,180.25 175.00
KEYCORP KEY - $7,153.84 401.00
HOST HOTELS & RESORTS INC HST - $7,143.40 374.00
PBF ENERGY INC PBF - $7,131.30 165.00
ADOBE SYSTEMS INC ADBE - $7,105.87 29.00
NRG ENERGY INC NRG - $7,069.44 192.00
WESTERN DIGITAL CORP WDC - $7,067.50 125.00
ROSS STORES INC ROST - $7,007.06 74.00
TENET HEALTHCARE CORP THC - $7,000.16 268.00
US FOODS HOLDING CORP USFD - $6,966.63 227.00
CONCHO RESOURCES INC CXO - $6,934.38 47.00
VOYA FINANCIAL INC VOYA - $6,857.55 147.00
REPUBLIC SERVICES INC RSG - $6,849.50 95.00
WELLCARE HEALTH PLANS INC WCG - $6,792.28 22.00
ACTIVISION BLIZZARD INC ATVI - $6,765.75 97.00
CARMAX INC KMX - $6,727.70 98.00
ZIMMER HOLDINGS INC ZBH - $6,717.60 54.00
CA INC CA - $6,681.92 152.00
ONEOK INC OKE - $6,643.42 98.00
NEWMONT MINING CORP NEM - $6,598.95 205.00
PUBLIC STORAGE PSA - $6,598.68 33.00
PARKER HANNIFIN CORP PH - $6,472.67 41.00
UNITED CONTINENTAL HOLDINGS INC UAL - $6,469.82 74.00
O'REILLY AUTOMOTIVE INC ORLY - $6,457.53 19.00
TRANSDIGM GROUP INC TDG - $6,406.61 19.00
DEVON ENERGY CORP DVN - $6,359.08 182.00
L3 TECHNOLOGIES INC LLL - $6,241.67 29.00
S&P GLOBAL INC SPGI - $6,215.22 33.00
CHESAPEAKE ENERGY CORP CHK - $6,195.49 1,321.00
ALLEGHANY CORP Y - $6,148.20 10.00
NORDSTROM INC JWN - $6,122.32 103.00
SCANA CORP SCG - $6,092.61 149.00
CONAGRA FOODS INC CAG - $6,056.96 169.00
DAVITA HEALTHCARE PARTNERS INC DVA - $6,020.85 89.00
KLA-TENCOR CORP KLAC - $5,993.46 66.00
NORTHERN TRUST CORP NTRS - $5,960.96 64.00
BOSTON SCIENTIFIC CORP BSX - $5,956.02 163.00
WHITING PETROLEUM CORP WLL - $5,955.15 145.00
FLEXTRONICS INTL LTD FLEX - $5,935.00 500.00
AMERICAN WATER WORKS CO INC AWK - $5,884.16 64.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $5,868.40 34.00
HENRY SCHEIN INC HSIC - $5,858.21 71.00
IRON MOUNTAIN INC IRM - $5,856.76 182.00
FLUOR CORP FLR - $5,832.50 125.00
MALLINCKRODT PLC MNK - $5,825.76 212.00
AUTOZONE INC AZO - $5,806.40 8.00
PINNACLE WEST CAPITAL CORP PNW - $5,790.20 68.00
ALCOA CORP AA - $5,790.00 150.00
STANLEY BLACK & DECKER INC SWK - $5,786.90 49.00
ANALOG DEVICES INC ADI - $5,763.45 70.00
AERCAP HOLDINGS NV AER - $5,746.48 109.00
DIGITAL REALTY TRUST INC DLR - $5,741.58 51.00
L BRANDS INC LB - $5,720.52 193.00
NAVIANT CORP NAVI - $5,719.35 455.00
SYMANTEC CORP SYMC - $5,704.30 290.00
DOLLAR TREE INC DLTR - $5,662.17 67.00
UGI CORP UGI - $5,652.97 101.00
CLOROX CO CLX - $5,645.09 37.00
QUEST DIAGNOSTICS INC DGX - $5,637.50 55.00
SALESFORCE.COM INC CRM - $5,619.60 40.00
TEXTRON INC TXT - $5,618.25 99.00
MARKEL CORP MKL - $5,602.60 5.00
TWENTY-FIRST CENTURY FOX INC FOX - $5,600.19 123.00
TARGA RESOURCES CORP TRGP - $5,599.44 99.00
NETAPP INC NTAP - $5,585.04 72.00
FRANKLIN RESOURCES INC BEN - $5,535.36 186.00
W W GRAINGER INC GWW - $5,525.60 20.00
MOLINA HEALTHCARE INC MOH - $5,516.96 41.00
PAYCHEX INC PAYX - $5,503.14 81.00
EBAY INC EBAY - $5,462.50 190.00
ADVANCE AUTO PARTS INC AAP - $5,422.89 33.00
CINCINNATI FINANCIAL CORP CINF - $5,418.01 71.00
APPLIED MATERIALS INC AMAT - $5,417.82 158.00
NXP SEMICONDUCTORS NV NXPI - $5,361.30 69.00
JACOBS ENGINEERING GROUP INC JEC - $5,348.72 74.00
HUNTINGTON BANCSHARES INC HBAN - $5,339.20 376.00
ASSURANT INC AIZ - $5,308.50 50.00
ROYAL CARIBBEAN CRUISES LTD RCL - $5,298.28 46.00
MATTEL INC MAT - $5,289.84 372.00
FISERV INC FISV - $5,261.51 67.00
EASTMAN CHEMICAL CO EMN - $5,250.05 65.00
J M SMUCKER CO SJM - $5,249.00 50.00
SHERWIN-WILLIAMS CO SHW - $5,243.94 13.00
WHIRLPOOL CORP WHR - $5,237.61 49.00
APTIV PLC APTV - $5,200.30 70.00
PIONEER NATURAL RESOURCES CO PXD - $5,170.18 31.00
ARCONIC INC ARNC - $5,163.68 236.00
UNUM GROUP UNM - $5,158.05 137.00
TECH DATA CORP TECD - $5,152.62 74.00
BOOZ ALLEN HAMILTON HOLDING CORP BAH - $5,147.10 105.00
MGM RESORTS INTL MGM - $5,143.45 193.00
CONSTELLATION BRANDS INC STZ - $5,127.39 23.00
C.H. ROBINSON WORLDWIDE INC CHRW - $5,088.16 56.00
GOODYEAR TIRE & RUBBER CO/THE GT - $5,087.77 251.00
REINSURANCE GROUP OF AMERICA INC RGA - $5,070.85 37.00
INTUIT INC INTU - $5,066.40 24.00
INTUITIVE SURGICAL INC ISRG - $5,042.60 10.00
ALEXION PHARMACEUTICALS INC ALXN - $5,035.60 40.00
LIBERTY INTERACTIVE CORP QRTEA - $5,028.05 227.00
DELTA AIR LINES INC DAL - $5,018.66 94.00
VORNADO REALTY TRUST VNO - $4,987.36 73.00
CIT GROUP INC CIT - $4,980.05 103.00
EVEREST RE GROUP LTD RE - $4,972.14 23.00
VEREIT INC VER - $4,902.38 679.00
WILLIS TOWERS WATSON PLC WLTW - $4,899.30 35.00
BALL CORP BLL - $4,868.58 106.00
REALTY INCOME CORP O - $4,855.50 83.00
FIRST DATA CORP FDC - $4,845.87 207.00
JABIL CIRCUIT INC JBL - $4,833.86 202.00
NIELSEN HOLDINGS PLC NLSN - $4,824.05 179.00
IQVIA HOLDINGS INC IQV - $4,821.82 38.00
SPRINT CORP S - $4,819.16 746.00
MARRIOTT INTL INC MAR - $4,817.72 43.00
MOTOROLA SOLUTIONS INC MSI - $4,811.04 39.00
AGNC INVESTMENT CORP AGNC - $4,793.58 269.00
ALLIANT ENERGY CORP LNT - $4,757.40 108.00
HARRIS CORP HRS - $4,730.04 28.00
XEROX CORP XRX - $4,729.12 176.00
JEFFERIES FINANCIAL GROUP IN JEF - $4,695.36 219.00
DARDEN RESTAURANTS INC DRI - $4,678.52 44.00
UNIVERSAL HEALTH SERVICES INC UHS - $4,654.23 37.00
LEIDOS HOLDINGS INC LDOS - $4,594.76 68.00
TAPESTRY INC TPR - $4,591.08 108.00
ROCKWELL AUTOMATION INC ROK - $4,583.60 28.00
NVIDIA CORP NVDA - $4,583.40 20.00
AVIS BUDGET GROUP INC CAR - $4,558.80 145.00
MOLSON COORS BREWING CO TAP - $4,552.40 76.00
INVESCO LTD IVZ - $4,549.86 207.00
WESTROCK CO WRK - $4,545.36 107.00
HELMERICH & PAYNE INC HP - $4,498.20 68.00
ARCH CAPITAL GROUP LTD ACGL - $4,489.02 162.00
ENDO INTL PLC ENDP - $4,470.15 255.00
OGE ENERGY CORP OGE - $4,456.86 118.00
SL GREEN REALTY CORP SLG - $4,456.32 48.00
AECOM ACM - $4,453.02 143.00
ARAMARK ARMK - $4,437.00 116.00
ESSEX PROPERTY TRUST INC ESS - $4,421.52 18.00
LEAR CORP LEA - $4,392.00 32.00
HERTZ GLOBAL HOLDINGS INC HTZ - $4,388.23 287.00
BAKER HUGHES A GE CO BHGE - $4,371.24 146.00
DOVER CORP DOV - $4,367.73 53.00
RITE AID CORP RAD - $4,331.89 4,289.00
GENWORTH FINANCIAL INC GNW - $4,326.12 1,098.00
XILINX INC XLNX - $4,297.80 58.00
LIBERTY SIRIUS GROUP-C LSXMK - $4,285.02 102.00
NISOURCE INC NI - $4,267.20 168.00
HERSHEY CO HSY - $4,263.20 40.00
MURPHY USA INC MUSA - $4,238.94 53.00
CDW CORP CDW - $4,196.40 52.00
WESTERN UNION CO WU - $4,181.40 230.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $4,175.22 42.00
ROPER TECHNOLOGIES INC ROP - $4,170.15 15.00
NEWELL RUBBERMAID INC NWL - $4,169.70 246.00
EQUINIX INC EQIX - $4,143.10 10.00
ARTHUR J. GALLAGHER & CO. AJG - $4,142.19 57.00
COMERICA INC CMA - $4,136.09 49.00
AXIS CAPITAL HOLDINGS LTD AXS - $4,132.90 74.00
ZOETIS INC ZTS - $4,116.15 45.00
IHS MARKIT LTD INFO - $4,111.95 79.00
MCCORMICK & CO INC MKC - $4,078.85 29.00
CONDUENT INC CNDT - $4,074.27 201.00
TELEPHONE AND DATA SYSTEMS INC TDS - $4,045.86 126.00
LIBERTY GLOBAL PLC LBTYA - $4,031.55 155.00
ESTEE LAUDER COS INC EL - $4,014.40 32.00
FASTENAL CO FAST - $4,004.00 77.00
GAP INC GPS - $3,994.24 158.00
INTERPUBLIC GROUP OF COS INC IPG - $3,993.30 162.00
W. R. BERKLEY CORP WRB - $3,992.22 54.00
UNITED RENTALS INC URI - $3,982.08 34.00
WEATHERFORD INTL PLC WFT - $3,952.80 1,620.00
DISCOVERY COMMUNICATIONS INC DISCK - $3,927.30 130.00
HARLEY-DAVIDSON INC HOG - $3,917.43 99.00
TRINITY INDUSTRIES INC TRN - $3,893.88 111.00
CELANESE CORP CE - $3,885.18 39.00
ATMOS ENERGY CORP ATO - $3,882.80 40.00
TORCHMARK CORP TMK - $3,871.35 45.00
KIMCO REALTY CORP KIM - $3,858.15 255.00
ASSURED GUARANTY LTD AGO - $3,842.72 94.00
FOOT LOCKER INC FL - $3,838.59 81.00
CBRE GROUP INC CBG - $3,836.35 97.00
BRIGHTHOUSE FINANCIAL INC BHF - $3,820.18 91.00
AMPHENOL CORP APH - $3,816.62 46.00
ROCKWELL COLLINS INC COL - $3,813.50 29.00
FRONTIER COMMUNICATIONS CORP FTR - $3,803.12 694.00
ADIENT PLC ADNT - $3,773.75 125.00
CORECIVIC INC CXW - $3,760.96 161.00
JUNIPER NETWORKS INC JNPR - $3,750.12 132.00
OLD REPUBLIC INTL CORP ORI - $3,743.74 182.00
CHURCH & DWIGHT CO INC CHD - $3,740.46 62.00
TRACTOR SUPPLY CO TSCO - $3,734.98 43.00
RELIANCE STEEL AND ALUMINUM CO RS - $3,729.22 46.00
NEW YORK COMMUNITY BANCORP INC NYCB - $3,727.80 380.00
EXPEDIA INC EXPE - $3,667.92 31.00
HD SUPPLY HOLDINGS INC HDS - $3,659.52 96.00
E*TRADE FINANCIAL CORP ETFC - $3,631.92 74.00
MANPOWERGROUP INC MAN - $3,618.72 48.00
STARWOOD PROPERTY TRUST INC STWD - $3,593.90 166.00
WORLD FUEL SERVICES CORP INT - $3,583.62 129.00
RYDER SYSTEM INC R - $3,581.05 55.00
RALPH LAUREN CORP RL - $3,580.92 29.00
D.R. HORTON INC DHI - $3,556.08 99.00
LIFEPOINT HOSPITALS INC LPNT - $3,553.00 55.00
TIFFANY & CO TIF - $3,531.33 33.00
CERNER CORP CERN - $3,526.88 56.00
REGENERON PHARMACEUTICALS INC REGN - $3,508.47 9.00
GAMESTOP CORP GME - $3,505.74 238.00
UDR INC UDR - $3,505.71 89.00
HORMEL FOODS CORP HRL - $3,505.32 84.00
HOSPITALITY PROPERTIES TRUST HPT - $3,503.28 132.00
KANSAS CITY SOUTHERN KSU - $3,501.96 33.00
RANGE RESOURCES CORP RRC - $3,478.00 200.00
AMERICAN FINANCIAL GROUP INC AFG - $3,475.48 34.00
CROWN HOLDINGS INC CCK - $3,449.64 76.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $3,445.52 52.00
DUKE REALTY CORP DRE - $3,438.52 124.00
QUANTA SERVICES INC PWR - $3,433.63 107.00
FORTIVE CORP FTV - $3,351.18 42.00
OASIS PETROLEUM INC OAS - $3,338.79 273.00
ROWAN COS PLC RDC - $3,338.70 186.00
HASBRO INC HAS - $3,333.36 34.00
NETFLIX INC NFLX - $3,326.70 10.00
FIDELITY NATIONAL FINANCIAL INC FNF - $3,314.55 95.00
SENIOR HOUSING PROPERTIES TRUST SNH - $3,301.88 194.00
WPX ENERGY INC WPX - $3,299.66 182.00
MACERICH CO MAC - $3,298.56 64.00
PVH CORP PVH - $3,272.67 27.00
AUTONATION INC AN - $3,267.60 84.00
CAMDEN PROPERTY TRUST CPT - $3,255.70 35.00
ALLIANCE DATA SYSTEMS CORP ADS - $3,242.70 15.00
OMEGA HEALTHCARE INVESTORS INC OHI - $3,229.10 98.00
RPM INTL INC RPM - $3,227.04 54.00
AGILENT TECHNOLOGIES INC A - $3,223.50 50.00
EQUIFAX INC EFX - $3,212.56 26.00
SANTANDER CONSUMER USA HOLDINGS INC SC - $3,197.70 170.00
WYNN RESORTS LTD WYNN - $3,195.80 29.00
RAYMOND JAMES FINANCIAL INC RJF - $3,195.32 37.00
BRIXMOR PROPERTY GROUP INC BRX - $3,166.80 203.00
SONOCO PRODUCTS CO SON - $3,166.35 57.00
ELECTRONIC ARTS INC EA - $3,165.41 31.00
SIGNET JEWELERS LTD SIG - $3,161.22 59.00
POPULAR INC BPOP - $3,160.71 63.00
FIRST REPUBLIC BANK FRC - $3,145.80 35.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $3,119.54 61.00
SVB FINANCIAL GROUP SIVB - $3,100.24 11.00
DOMTAR CORP UFS - $3,099.48 69.00
KEYSIGHT TECHNOLOGIES INC KEYS - $3,089.00 50.00
FLOWSERVE CORP FLS - $3,087.60 62.00
MICROCHIP TECHNOLOGY INC MCHP - $3,083.38 46.00
NEW RESIDENTIAL INVESTMENT CORP NRZ - $3,080.52 172.00
EDWARDS LIFESCIENCES CORP EW - $3,053.82 21.00
LAM RESEARCH CORP LRCX - $3,049.20 21.00
MOODY'S CORP MCO - $3,035.63 19.00
ANTERO RESOURCES CORP AR - $3,022.86 166.00
COCA-COLA EUROPEAN PARTNERS PLC CCE - $3,015.00 67.00
MOHAWK INDUSTRIES INC MHK - $3,006.20 20.00
CHIPOTLE MEXICAN GRILL INC CMG - $2,999.78 7.00
W. P. CAREY INC WPC - $2,995.52 46.00
STEEL DYNAMICS INC STLD - $2,995.19 73.00
OCEANEERING INTL INC OII - $2,989.58 127.00
BORGWARNER INC BWA - $2,971.08 81.00
AMETEK INC AME - $2,965.62 42.00
PERFORMANCE FOOD GROUP CO PFGC - $2,952.18 99.00
WILLIAMS-SONOMA INC WSM - $2,941.00 50.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $2,938.08 24.00
EQT CORP EQT - $2,921.94 63.00
CAMPBELL SOUP CO CPB - $2,920.61 77.00
NABORS INDUSTRIES LTD NBR - $2,913.36 488.00
OWENS-ILLINOIS INC OI - $2,907.90 162.00
AUTOLIV INC ALV - $2,879.28 36.00
INGREDION INC INGR - $2,872.80 28.00
YUM CHINA HOLDINGS INC YUMC - $2,866.50 90.00
ZIONS BANCORP ZION - $2,865.17 61.00
SNAP-ON INC SNA - $2,859.69 19.00
CINTAS CORP CTAS - $2,858.56 16.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $2,855.12 178.00
GARMIN LTD GRMN - $2,850.62 46.00
MICHAEL KORS HOLDINGS LTD KORS - $2,844.94 49.00
MCDERMOTT INTERNATIONAL INC MDR - $2,844.00 200.00
MDU RESOURCES GROUP INC MDU - $2,843.81 109.00
XPO LOGISTICS INC XPO - $2,841.00 30.00
CORE-MARK HOLDING CO INC CORE - $2,833.50 75.00
ILLUMINA INC ILMN - $2,817.90 9.00
BED BATH & BEYOND INC BBBY - $2,814.10 214.00
LIBERTY PROPERTY TRUST LPT - $2,802.78 69.00
DISH NETWORK CORP DISH - $2,792.80 80.00
VECTREN CORP VVC - $2,791.62 39.00
CLEVELAND-CLIFFS INC CLF - $2,784.60 252.00
INTL FLAVORS & FRAGRANCES INC IFF - $2,782.40 20.00
AMERICAN CAMPUS COMMUNITIES INC ACC - $2,780.70 69.00
RENAISSANCERE HOLDINGS LTD RNR - $2,779.14 21.00
QEP RESOURCES INC QEP - $2,774.64 264.00
TREEHOUSE FOODS INC THS - $2,770.20 57.00
MBIA INC MBI - $2,750.96 274.00
QORVO INC QRVO - $2,749.30 38.00
WESCO INTL INC WCC - $2,748.72 52.00
SOUTHWEST AIRLINES CO LUV - $2,732.11 47.00
AMDOCS LTD DOX - $2,727.49 43.00
H & R BLOCK INC HRB - $2,710.05 105.00
CNO FINANCIAL GROUP INC CNO - $2,709.12 136.00
HAWAIIAN ELECTRIC INDUSTRIES INC HE - $2,706.75 75.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $2,695.00 55.00
LENNAR CORP LEN - $2,694.78 66.00
LKQ CORP LKQ - $2,692.72 97.00
SM ENERGY CO SM - $2,668.92 92.00
CASEY'S GENERAL STORES INC CASY - $2,660.91 21.00
FLEETCOR TECHNOLOGIES INC FLT - $2,653.17 13.00
NEWS CORP NWSA - $2,652.26 202.00
DIAMOND OFFSHORE DRILLING INC DO - $2,638.79 149.00
PACKAGING CORP OF AMERICA PKG - $2,637.60 30.00
AKAMAI TECHNOLOGIES INC AKAM - $2,633.84 41.00
UNIVAR INC UNVR - $2,633.40 99.00
PORTLAND GENERAL ELECTRIC CO POR - $2,626.40 56.00
CHIMERA INVESTMENT CORP CIM - $2,610.00 150.00
DISCOVERY COMMUNICATIONS INC DISCA - $2,605.20 78.00
ENERGEN CORP EGN - $2,604.16 32.00
DICK'S SPORTING GOODS INC DKS - $2,601.06 77.00
HANOVER INSURANCE GROUP INC THG - $2,600.84 23.00
ROBERT HALF RHI - $2,592.24 42.00
POST HOLDINGS INC POST - $2,586.06 27.00
ARRIS INTERNATIONAL PLC ARRS - $2,584.08 111.00
NASDAQ OMX GROUP INC NDAQ - $2,583.04 32.00
FEDERAL REIT FRT - $2,580.90 21.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $2,578.62 11.00
PULTEGROUP INC PHM - $2,546.44 118.00
ENCOMPASS HEALTH CORP EHC - $2,546.26 34.00
AMERICAN EAGLE OUTFITTERS INC AEO - $2,541.00 121.00
SLM CORP SLM - $2,539.20 240.00
ATHENE HOLDING LTD-CLASS A ATH - $2,534.48 52.00
EXTRA SPACE STORAGE INC EXR - $2,528.22 29.00
CITRIX SYSTEMS INC CTXS - $2,517.50 25.00
PERRIGO CO PLC PRGO - $2,516.15 35.00
GENESEE & WYOMING INC GWR - $2,515.34 31.00
TOTAL SYSTEM SERVICES INC TSS - $2,508.57 27.00
SPIRIT REALTY CAPITAL INC SRC - $2,504.30 317.00
OFFICE DEPOT INC ODP - $2,504.25 945.00
OWENS & MINOR INC OMI - $2,503.33 167.00
AGCO CORP AGCO - $2,501.94 46.00
KAR AUCTION SERVICES INC KAR - $2,489.08 44.00
ALBEMARLE CORP ALB - $2,486.38 26.00
HUNTSMAN CORP HUN - $2,484.16 112.00
BEMIS COMPANY INC BMS - $2,479.14 54.00
WORLDPAY INC WP - $2,474.16 26.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $2,456.16 21.00
PINNACLE FOODS INC PF - $2,453.47 37.00
TRIBUNE MEDIA CO TRCO - $2,445.03 63.00
AVERY DENNISON CORP AVY - $2,439.50 25.00
VERISK ANALYTICS INC VRSK - $2,438.94 21.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $2,437.02 9.00
NATIONAL RETAIL PROPERTIES INC NNN - $2,425.28 53.00
XYLEM INC XYL - $2,424.45 35.00
ADVANCED MICRO DEVICES INC AMD - $2,413.32 102.00
SEAWORLD ENTERTAINMENT INC SEAS - $2,409.49 83.00
HOLOGIC INC HOLX - $2,408.97 59.00
NCR CORP NCR - $2,398.47 93.00
UNITI GROUP INC UNIT - $2,398.22 121.00
SKYWORKS SOLUTIONS INC SWKS - $2,384.48 28.00
SANMINA CORP SANM - $2,384.26 97.00
BROOKDALE SENIOR LIVING INC BKD - $2,382.52 268.00
SYNOPSYS INC SNPS - $2,378.70 27.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $2,377.65 55.00
DELEK US HOLDINGS INC DK - $2,373.21 63.00
LASALLE HOTEL PROPERTIES LHO - $2,373.18 74.00
TD AMERITRADE HOLDING CORP AMTD - $2,372.56 47.00
DENTSPLY SIRONA INC XRAY - $2,358.20 65.00
IAC/INTERACTIVECORP IAC - $2,347.68 12.00
UNITED STATES STEEL CORP X - $2,345.15 85.00
J B HUNT TRANSPORT SERVICES INC JBHT - $2,344.23 21.00
CACI INTL INC CACI - $2,343.51 13.00
GEO GROUP INC/THE GEO - $2,335.76 97.00
BURLINGTON STORES INC BURL - $2,330.25 15.00
CHECK POINT SOFTWARE TECHNOLOGIES LTD CHKP - $2,315.67 21.00
SERVICE CORP INTL SCI - $2,303.91 53.00
VISTEON CORP VC - $2,301.90 30.00
FIRST AMERICAN FINANCIAL CORP FAF - $2,300.00 50.00
LEGGETT & PLATT INC LEG - $2,296.80 60.00
PARK HOTELS & RESORTS INC-WI PK - $2,295.54 78.00
INSIGHT ENTERPRISES INC NSIT - $2,295.36 48.00
FOSSIL GROUP INC FOSL - $2,295.18 123.00
NATIONAL FUEL GAS CO NFG - $2,271.36 39.00
MARTIN MARIETTA MATERIALS INC MLM - $2,263.38 14.00
HILTON WORLDWIDE HLDGS - W/I HLT - $2,261.12 32.00
ASPEN INSURANCE HOLDINGS LTD AHL - $2,260.98 54.00
APPLE HOSPITALITY REIT INC APLE - $2,259.06 138.00
SOUTHWEST GAS CORP SWX - $2,254.56 28.00
CNX RESOURCES CORP CNX - $2,253.70 155.00
CINEMARK HOLDINGS INC CNK - $2,247.73 53.00
AMERICAN AIRLINES GROUP INC AAL - $2,242.80 70.00
STERIS PLC STE - $2,240.28 21.00
CARLISLE COS INC CSL - $2,238.50 22.00
ESTERLINE TECHNOLOGIES CORP ESL - $2,233.64 19.00
HANESBRANDS INC HBI - $2,219.52 136.00
DARLING INGREDIENTS INC DAR - $2,206.68 111.00
SYNNEX CORP SNX - $2,198.56 28.00
FMC CORP FMC - $2,196.45 27.00
PENTAIR PLC PNR - $2,189.37 57.00
NVR INC NVR - $2,170.00 1.00
MASCO CORP MAS - $2,164.40 70.00
RESMED INC RMD - $2,162.58 21.00
HIGHWOODS PROPERTIES INC HIW - $2,162.40 48.00
IDACORP INC IDA - $2,161.06 22.00
HUBBELL INC HUBB - $2,160.54 18.00
SEALED AIR CORP SEE - $2,150.70 67.00
SPIRIT AEROSYSTEMS HOLDINGS INC SPR - $2,146.30 26.00
VULCAN MATERIALS CO VMC - $2,135.32 23.00
JONES LANG LASALLE INC JLL - $2,128.32 16.00
COLUMBIA PROPERTY TRUST INC CXP - $2,125.27 97.00
CLEAN HARBORS INC CLH - $2,123.84 32.00
MEDICAL PROPERTIES TRUST INC MPW - $2,119.68 144.00
LIVE NATION ENTERTAINMENT INC LYV - $2,118.88 41.00
KILROY REALTY CORP KRC - $2,118.60 30.00
BROWN-FORMAN CORP BF.B - $2,115.96 44.00
KIRBY CORP KEX - $2,112.88 28.00
GAMING AND LEISURE PROPERTIES INC GLPI - $2,108.16 61.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - $2,107.38 22.00
LIBERTY SIRIUSXM GROUP-A LSXMA - $2,099.50 50.00
AFFILIATED MANAGERS GROUP INC AMG - $2,096.27 17.00
ALLISON TRANSMISSION HOLDINGS INC ALSN - $2,093.96 44.00
OUTFRONT MEDIA INC OUT - $2,072.40 110.00
LPL FINANCIAL HOLDINGS INC LPLA - $2,069.90 35.00
LULULEMON ATHLETICA INC LULU - $2,051.55 15.00
WATERS CORP WAT - $2,039.62 11.00
BRINKER INTL INC EAT - $2,039.40 44.00
LAMAR ADVERTISING CO LAMR - $2,031.21 27.00
REGENCY CENTERS CORP REG - $2,030.40 32.00
PACWEST BANCORP PACW - $2,029.44 48.00
UMPQUA HOLDINGS CORP UMPQ - $2,019.83 103.00
HERBALIFE LTD HLF - $2,015.39 37.00
GENERAC HOLDINGS INC GNRC - $2,014.20 36.00
TELEDYNE TECHNOLOGIES INC TDY - $2,011.77 9.00
BERRY PLASTICS GROUP INC BERY - $2,008.78 47.00
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL - $2,008.12 61.00
TENNECO INC TEN - $2,004.00 60.00
AQUA AMERICA INC WTR - $1,999.16 53.00
COMMERCE BANCSHARES INC CBSH - $1,995.20 32.00
COMMUNITY HEALTH SYSTEMS INC CYH - $1,994.20 676.00
IDEX CORP IEX - $1,992.90 15.00
EAST WEST BANCORP INC EWBC - $1,992.08 37.00
F5 NETWORKS INC FFIV - $1,988.76 12.00
POLARIS INDUSTRIES INC PII - $1,987.26 22.00
GATX CORP GATX - $1,982.40 24.00
APTARGROUP INC ATR - $1,982.08 19.00
TRIMBLE NAVIGATION LTD TRMB - $1,980.16 52.00
MFA FINANCIAL INC MFA - $1,975.43 281.00
ASCENA RETAIL GROUP INC ASNA - $1,974.72 544.00
EMCOR GROUP INC EME - $1,972.00 29.00
CABOT OIL & GAS CORP COG - $1,965.54 82.00
NOW INC DNOW - $1,963.69 131.00
TWO HARBORS INVESTMENT CORP TWO - $1,945.35 135.00
NOMAD FOODS LTD NOMD - $1,939.20 96.00
RETAIL PROPERTIES OF AMERICA INC RPAI - $1,936.44 163.00
KBR INC KBR - $1,930.60 98.00
SITE CENTERS CORP SITC - $1,924.44 158.00
WP GLIMCHER INC WPG - $1,918.08 296.00
ONE GAS INC OGS - $1,911.30 23.00
FIRST SOLAR INC FSLR - $1,910.19 41.00
MEDNAX INC MD - $1,899.92 44.00
COLFAX CORP CFX - $1,896.49 61.00
SUN COMMUNITIES INC SUI - $1,895.06 19.00
PNM RESOURCES INC PNM - $1,893.63 47.00
SALLY BEAUTY HOLDINGS INC SBH - $1,890.06 109.00
BRUNSWICK CORP BC - $1,887.04 32.00
OSHKOSH CORP OSK - $1,873.92 32.00
JAZZ PHARMACEUTICALS PLC JAZZ - $1,871.88 12.00
BLACK HILLS CORP BKH - $1,868.10 30.00
COMMSCOPE HOLDING CO INC COMM - $1,868.07 73.00
NEW JERSEY RESOURCES CORP NJR - $1,866.40 40.00
PIEDMONT OFFICE REALTY TRUST INC PDM - $1,864.56 102.00
WEBSTER FINANCIAL CORP WBS - $1,864.50 30.00
GLOBAL PAYMENTS INC GPN - $1,864.00 16.00
REGAL BELOIT CORP RBC - $1,860.50 25.00
SENSATA TECHNOLOGIES HOLDING NV ST - $1,858.03 43.00
PROASSURANCE CORP PRA - $1,856.82 42.00
ALLETE INC ALE - $1,847.76 24.00
MACQUARIE INFRASTRUCTURE CORP MIC - $1,846.24 44.00
UNIVERSAL CORP UVV - $1,845.45 27.00
UNITED THERAPEUTICS CORP UTHR - $1,844.25 15.00
JACK HENRY & ASSOCIATES INC JKHY - $1,835.40 12.00
CULLEN/FROST BANKERS INC CFR - $1,831.60 19.00
PATTERSON-UTI ENERGY INC PTEN - $1,827.21 113.00
MONSTER BEVERAGE CORP MNST - $1,823.85 35.00
NORTHWESTERN CORP NWE - $1,822.50 30.00
AXALTA COATING SYSTEMS LTD AXTA - $1,810.50 71.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $1,810.38 39.00
PERKINELMER INC PKI - $1,809.78 21.00
PLATFORM SPECIALTY PRODUCTS CORP PAH - $1,806.04 163.00
TOLL BROTHERS INC TOL - $1,801.20 60.00
OWENS CORNING OC - $1,795.98 37.00
SUNSTONE HOTEL INVESTORS INC SHO - $1,786.08 122.00
DONALDSON CO INC DCI - $1,781.94 34.00
COOPER COS INC COO - $1,779.47 7.00
VARIAN MEDICAL SYSTEMS INC VAR - $1,771.23 17.00
PENSKE AUTOMOTIVE GROUP INC PAG - $1,766.69 41.00
WHITE MOUNTAINS INSURANCE GROUP LTD WTM - $1,766.50 2.00
PARAMOUNT GROUP INC PGRE - $1,766.28 123.00
AVISTA CORP AVA - $1,762.56 34.00
BROWN & BROWN INC BRO - $1,759.85 61.00
RLJ LODGING TRUST RLJ - $1,752.30 90.00
REALOGY HOLDINGS CORP RLGY - $1,739.10 93.00
WADDELL & REED FINANCIAL INC WDR - $1,734.62 86.00
FLIR SYSTEMS INC FLIR - $1,731.66 31.00
MRC GLOBAL INC MRC - $1,730.56 104.00
XENIA HOTELS AND REPORTS INC XHR - $1,728.54 81.00
ANIXTER INTL INC AXE - $1,726.65 27.00
RAYONIER INC RYN - $1,726.48 56.00
ASHLAND INC ASH - $1,717.18 23.00
GANNETT CO INC TGNA - $1,716.80 145.00
GROUP 1 AUTOMOTIVE INC GPI - $1,709.76 32.00
NUANCE COMMUNICATIONS INC NUAN - $1,704.78 99.00
GRAPHIC PACKAGING HOLDING CO GPK - $1,703.14 134.00
SIGNATURE BANK SBNY - $1,692.00 15.00
TERADATA CORP TDC - $1,689.60 48.00
MARVELL TECHNOLOGY GROUP LTD MRVL - $1,687.20 95.00
BIO-RAD LABORATORIES INC BIO - $1,685.76 6.00
LAMB WESTON HOLDING INC LW - $1,684.54 22.00
PERSPECTA INC PRSP - $1,677.01 67.00
WEINGARTEN REALTY INVESTORS WRI - $1,677.00 60.00
METTLER-TOLEDO INTL INC MTD - $1,675.02 3.00
TWITTER INC TWTR - $1,672.14 58.00
LIBERTY BROADBAND CORP LBRDK - $1,665.20 20.00
LIFE STORAGE INC LSI - $1,665.18 18.00
ASSOCIATED BANC-CORP ASB - $1,657.44 72.00
ANSYS INC ANSS - $1,656.38 11.00
SPIRE INC SR - $1,655.94 22.00
DOUGLAS EMMETT INC DEI - $1,654.65 45.00
AMERICAN AXLE & MANUFACTURING HOLDINGS INC AXL - $1,652.54 106.00
DIAMONDBACK ENERGY INC FANG - $1,652.30 13.00
COMMONWEALTH REIT EQC - $1,650.88 56.00
CHEMOURS CO/THE CC - $1,650.02 46.00
ZEBRA TECHNOLOGIES CORP ZBRA - $1,649.50 10.00
STERICYCLE INC SRCL - $1,644.55 31.00
FLOWERS FOODS INC FLO - $1,639.16 86.00
GENTEX CORP GNTX - $1,634.26 82.00
LEGG MASON INC LM - $1,632.40 56.00
AMBAC FINANCIAL GROUP INC AMBC - $1,626.80 83.00
TEREX CORP TEX - $1,625.82 49.00
USG CORP USG - $1,620.70 38.00
COMMERCIAL METALS CO CMC - $1,607.34 89.00
DOMINO'S PIZZA INC DPZ - $1,606.50 6.00
UNITED NATURAL FOODS INC UNFI - $1,605.60 60.00
EQUITY LIFESTYLE PROPERTIES INC ELS - $1,604.29 17.00
PITNEY BOWES INC PBI - $1,603.10 230.00
DEAN FOODS CO DF - $1,599.38 211.00
WATSCO INC WSO - $1,593.40 10.00
URBAN OUTFITTERS INC URBN - $1,590.16 44.00
PROSPERITY BANCSHARES INC PB - $1,589.00 25.00
DSW INC DSW - $1,585.08 63.00
OLD DOMINION FREIGHT LINE INC ODFL - $1,584.72 12.00
AIR LEASE CORP AL - $1,584.22 38.00
ON SEMICONDUCTOR CORP ON - $1,568.16 99.00
TRANSUNION TRU - $1,567.91 23.00
EPR PROPERTIES EPR - $1,566.07 23.00
DUN & BRADSTREET CORP DNB - $1,565.96 11.00
TESLA MOTORS INC TSLA - $1,560.00 6.00
ASBURY AUTOMOTIVE GROUP INC ABG - $1,553.76 26.00
KEMPER CORP KMPR - $1,550.85 21.00
NU SKIN ENTERPRISES INC NUS - $1,550.12 22.00
TCF FINANCIAL CORP TCF - $1,549.74 69.00
SOUTH JERSEY INDUSTRIES INC SJI - $1,548.36 44.00
BIOMARIN PHARMACEUTICAL INC BMRN - $1,548.30 15.00
RYMAN HOSPITALITY PROPERTIES INC RHP - $1,547.40 20.00
CREE INC CREE - $1,534.24 43.00
ALLEGHENY TECHNOLOGIES INC ATI - $1,524.75 57.00
OLIN CORP OLN - $1,522.52 68.00
MACK-CALI REALTY CORP CLI - $1,521.00 75.00
TAUBMAN CENTERS INC TCO - $1,516.76 28.00
FOREST CITY REALTY TRUST- A FCE.A - $1,509.60 60.00
AVON PRODUCTS INC AVP - $1,506.43 757.00
SUPERIOR ENERGY SERVICES INC SPN - $1,503.96 166.00
PENNYMAC MORTGAGE INVESTMENT TRUST PMT - $1,503.37 79.00
ENERGIZER HOLDINGS INC EPC - $1,500.51 33.00
GENESCO INC GCO - $1,497.24 36.00
WEX INC WEX - $1,486.96 8.00
PRIMERICA INC PRI - $1,483.04 13.00
SYNOVUS FINANCIAL CORP SNV - $1,469.30 35.00
CIMAREX ENERGY CO XEC - $1,466.40 16.00
DANA HOLDING CORP DAN - $1,462.50 90.00
INVESCO MORTGAGE CAPITAL INC IVR - $1,462.23 99.00
TELEFLEX INC TFX - $1,460.34 6.00
HUDSON PACIFIC PROPERTIES INC HPP - $1,458.88 47.00
VEONEER INC VNE - $1,458.72 36.00
CUBESMART CUBE - $1,456.52 52.00
MSC INDUSTRIAL DIRECT CO INC MSM - $1,451.70 18.00
BLACKSTONE MORTGAGE TRUST INC BXMT - $1,444.96 44.00
HEALTHCARE REALTY TRUST INC HR - $1,444.83 51.00
ABERCROMBIE & FITCH CO ANF - $1,441.60 85.00
WYNDHAM HOTELS & RESORTS INC WH - $1,440.00 30.00
SELECT MEDICAL HOLDINGS CORP SEM - $1,435.56 84.00
DILLARD'S INC DDS - $1,433.46 21.00
STIFEL FINANCIAL CORP SF - $1,432.80 30.00
CBL & ASSOCIATES PROPERTIES INC CBL - $1,432.20 420.00
EXTENDED STAY AMERICA INC STAY - $1,429.65 81.00
SCIENCE APPLICATIONS INTL CORP SAIC - $1,426.60 20.00
BANKUNITED INC BKU - $1,426.48 44.00
HEALTHCARE TRUST OF AMERICA INC HTA - $1,426.15 55.00
HANCOCK HOLDING CO HBHC - $1,422.90 34.00
ACADIA HEALTHCARE CO INC ACHC - $1,420.80 37.00
EATON VANCE CORP EV - $1,420.73 31.00
ITT INC ITT - $1,416.52 28.00
TIMKEN CO TKR - $1,416.45 35.00
ONEMAIN HOLDINGS INC OMF - $1,415.17 47.00
COVANTA HOLDING CORP CVA - $1,405.05 87.00
VMWARE INC VMW - $1,404.60 10.00
EXPRESS INC EXPR - $1,397.72 166.00
SIX FLAGS ENTERTAINMENT CORP SIX - $1,392.93 21.00
NVENT ELECTRIC PLC NVT - $1,390.80 57.00
SBA COMMUNICATIONS CORP SBAC - $1,389.42 9.00
CORPORATE OFFICE PROPERTIES TRUST OFC - $1,384.74 49.00
AMC NETWORKS INC AMCX - $1,382.76 23.00
MASTEC INC MTZ - $1,377.28 32.00
SABRE CORP SABR - $1,369.50 55.00
COMPASS MINERALS INTL INC CMP - $1,362.20 20.00
PATTERSON COS INC PDCO - $1,357.20 58.00
BRANDYWINE REALTY TRUST BDN - $1,351.72 94.00
GENPACT LTD G - $1,351.72 47.00
MB FINANCIAL INC MBFI - $1,350.67 31.00
AMERICAN HOMES 4 RENT AMH - $1,349.40 65.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $1,346.95 11.00
SPROUTS FARMERS MARKET INC SFM - $1,345.54 49.00
PDC ENERGY INC PDCE - $1,345.31 29.00
CABOT CORP CBT - $1,340.56 26.00
ENERSYS ENS - $1,339.43 17.00
F.N.B. CORP FNB - $1,338.60 115.00
RLI CORP RLI - $1,337.79 19.00
LIBERTY EXPEDIA HOLDINGS INC LEXEA - $1,335.36 32.00
DIAMONDROCK HOSPITALITY CO DRH - $1,332.23 127.00
MGIC INVESTMENT CORP MTG - $1,332.15 107.00
SELECTIVE INSURANCE GROUP INC SIGI - $1,331.00 22.00
YRC WORLDWIDE INC YRCW - $1,330.36 158.00
LINCOLN ELECTRIC HOLDINGS INC LECO - $1,324.16 16.00
REXNORD CORP RXN - $1,315.80 51.00
CORELOGIC INC CLGX - $1,315.73 29.00
CRANE CO CR - $1,313.40 15.00
HILL-ROM HOLDINGS INC HRC - $1,309.50 15.00
LEXINGTON REALTY TRUST LXP - $1,304.76 166.00
CURTISS-WRIGHT CORP CW - $1,302.62 11.00
VISHAY INTERTECHNOLOGY INC VSH - $1,285.92 72.00
UNITED BANKSHARES INC UBSI - $1,281.74 38.00
BLOOMIN' BRANDS INC BLMN - $1,271.40 65.00
CRACKER BARREL OLD COUNTRY STORE INC CBRL - $1,266.56 8.00
WINTRUST FINANCIAL CORP WTFC - $1,265.28 16.00
CARPENTER TECHNOLOGY CORP CRS - $1,264.56 24.00
AVANGRID INC AGR - $1,264.12 26.00
INTL GAME TECHNOLOG IGT - $1,261.60 76.00
COSAN LIMITED CZZ - $1,255.10 154.00
FULTON FINANCIAL CORP FULT - $1,253.24 76.00
CADENCE DESIGN SYSTEMS INC CDNS - $1,243.41 31.00
ACUITY BRANDS INC AYI - $1,239.40 10.00
VAIL RESORTS INC MTN - $1,232.15 5.00
NORDSON CORP NDSN - $1,228.20 10.00
HUB GROUP INC HUBG - $1,227.80 28.00
NAVISTAR INTL CORP NAV - $1,223.95 35.00
BIG LOTS INC BIG - $1,223.88 31.00
RUSH ENTERPRISES INC RUSHA - $1,220.40 36.00
CONSTELLIUM NV CSTM - $1,215.90 126.00
GNC HOLDINGS INC GNC - $1,215.36 288.00
JANUS HENDERSON GROUP PLC JHG - $1,213.80 51.00
ECHOSTAR CORP SATS - $1,213.24 28.00
IBERIABANK CORP IBKC - $1,210.72 16.00
RADIAN GROUP INC RDN - $1,210.24 64.00
MOOG INC MOG.A - $1,208.96 16.00
MAGELLAN HEALTH SERVICES INC MGLN - $1,202.04 18.00
RED HAT INC RHT - $1,201.20 10.00
CATALENT INC CTLT - $1,199.73 29.00
CARS.COM INC CARS - $1,199.03 49.00
POLYONE CORP POL - $1,198.89 33.00
GANNETT CO INC GCI - $1,191.64 124.00
ADTALEM GLOBAL EDUCATION INC ATGE - $1,187.75 25.00
HYATT HOTELS CORP H - $1,183.88 17.00
LITHIA MOTORS INC LAD - $1,182.40 16.00
ABM INDUSTRIES INC ABM - $1,176.60 37.00
TAYLOR MORRISON HOME CORP TMHC - $1,174.20 76.00
WABCO HOLDINGS INC WBC - $1,164.79 11.00
VALMONT INDUSTRIES INC VMI - $1,161.00 9.00
LENNOX INTL INC LII - $1,158.72 6.00
COOPER TIRE & RUBBER CO CTB - $1,156.67 47.00
SCOTTS MIRACLE-GRO CO SMG - $1,156.00 16.00
SERVICEMASTER GLOBAL HOLDINGS INC SERV - $1,149.72 26.00
MIDDLEBY CORP MIDD - $1,146.70 10.00
AK STEEL HOLDING CORP AKS - $1,145.52 258.00
SONIC AUTOMOTIVE INC SAH - $1,142.70 65.00
GRAHAM HOLDINGS CO GHC - $1,136.84 2.00
BANK OF HAWAII CORP BOH - $1,136.70 15.00
TUTOR PERINI CORP TPC - $1,136.52 66.00
HEXCEL CORP HXL - $1,135.44 18.00
HOWARD HUGHES CORP HHC - $1,133.40 10.00
CARTER'S INC CRI - $1,132.32 12.00
INVESTORS BANCORP INC ISBC - $1,125.00 100.00
J C PENNEY CO INC JCP - $1,121.76 738.00
BENCHMARK ELECTRONICS INC BHE - $1,115.96 46.00
VALLEY NATIONAL BANCORP VLY - $1,110.66 107.00
PLEXUS CORP PLXS - $1,106.00 20.00
PEABODY ENERGY CORP BTU - $1,102.36 31.00
VIASAT INC VSAT - $1,100.70 18.00
NETSCOUT SYSTEMS INC NTCT - $1,099.86 46.00
APERGY CORP APY - $1,098.63 27.00
COOPER-STANDARD HOLDINGS INC CPS - $1,098.36 12.00
CYPRESS SEMICONDUCTOR CORP CY - $1,097.26 83.00
TUPPERWARE BRANDS CORP TUP - $1,095.85 35.00
WYNDHAM WORLDWIDE CORP WYN - $1,093.80 30.00
TRINSEO SA TSE - $1,090.41 19.00
HAIN CELESTIAL GROUP INC/THE HAIN - $1,085.75 43.00
TORO CO TTC - $1,081.67 19.00
KENNAMETAL INC KMT - $1,067.70 30.00
THOR INDUSTRIES INC THO - $1,052.10 14.00
FEDERATED INVESTORS INC FII - $1,048.34 46.00
FIRST HORIZON NATIONAL CORP FHN - $1,046.54 67.00
DELUXE CORP DLX - $1,044.20 20.00
SKECHERS USA INC SKX - $1,040.20 35.00
DELPHI TECHNOLOGIES PLC DLPH - $1,032.48 48.00
UNDER ARMOUR INC UAA - $1,019.20 56.00
TERADYNE INC TER - $1,015.87 31.00
SPARTANNASH CO SPTN - $1,003.32 54.00
SINCLAIR BROADCAST GROUP INC SBGI - $1,001.98 34.00
BELDEN INC BDC - $999.36 16.00
A. O. SMITH CORP AOS - $993.96 22.00
WASHINGTON FEDERAL INC WAFD - $987.70 34.00
SEI INVESTMENTS CO SEIC - $982.62 18.00
JETBLUE AIRWAYS CORP JBLU - $974.68 59.00
RR DONNELLEY & SONS CO RRD - $974.60 220.00
UNDER ARMOUR INC-CLASS C UA - $974.40 58.00
MICHAELS COS INC MIK - $973.80 60.00
KNIGHT-SWIFT TRANSPORTATION KNX - $973.12 32.00
BOISE CASCADE CO BCC - $958.80 30.00
SOUTHERN COPPER CORP SCCO - $957.00 25.00
TEXAS CAPITAL BANCSHARES INC TCBI - $935.62 14.00
VISTA OUTDOOR INC VSTO - $930.51 63.00
MERITAGE HOMES CORP MTH - $927.08 28.00
LOUISIANA-PACIFIC CORP LPX - $915.60 42.00
SANDERSON FARMS INC SAFM - $903.69 9.00
CHICO'S FAS INC CHS - $870.84 123.00
NEWS CORP NWS - $869.70 65.00
TRIUMPH GROUP INC TGI - $839.25 45.00
BEACON ROOFING SUPPLY INC BECN - $799.74 27.00
TRI POINTE HOMES INC TPH - $782.60 70.00
MERITOR INC MTOR - $773.72 46.00
BANK OZK OZK - $638.00 25.00
FRONTDOOR INC FTDR - $484.38 13.00
RETAIL VALUE INC RVI - $473.60 16.00
LIBERTY BROADBAND CORP LBRDA - $416.85 5.00
SPIRIT MTA REIT SMTA - $361.60 32.00
DIEBOLD INC DBD - $341.96 83.00
GARRETT MOTION INC GTX - $281.80 20.00
KLX ENERGY SERVICES HOLDINGS INC KLXE - $225.96 7.00
NET OTHER ASSETS / CASH - - $(8,254,629.53) (8,254,629.53)