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 10/22/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
FTSE RAFI US 1000 INDEX SWAP SOCIETE GENERALE - 713,684.58 - 62.11
FTSE RAFI US 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 184,519.59 - 16.06
RUSSELL 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - (430,471.89) - (282.75)
RUSSELL 1000 INDEX SWAP SOCIETE GENERALE - (9,536,950.67) - (6,264.25)
APPLE INC AAPL - $270,958.20 1,228.00
EXXON MOBIL CORP XOM - $250,996.95 3,093.00
CHEVRON CORP CVX - $173,705.22 1,482.00
AT&T INC T - $169,949.34 5,202.00
JPMORGAN CHASE & CO JPM - $155,604.68 1,463.00
MICROSOFT CORP MSFT - $147,233.09 1,343.00
VERIZON COMMUNICATIONS INC VZ - $140,253.98 2,551.00
WELLS FARGO & CO WFC - $120,447.80 2,332.00
JOHNSON & JOHNSON JNJ - $114,272.32 824.00
BERKSHIRE HATHAWAY INC BRK.B - $113,816.88 552.00
PFIZER INC PFE - $113,276.61 2,553.00
GENERAL ELECTRIC CO GE - $100,810.34 8,143.00
PROCTER & GAMBLE CO PG - $97,511.60 1,126.00
CITIGROUP INC C - $97,487.76 1,464.00
BANK OF AMERICA CORP BAC - $96,487.12 3,524.00
MERCK & CO INC MRK - $87,591.99 1,207.00
WAL-MART STORES INC WMT - $85,968.90 885.00
INTEL CORP INTC - $83,808.62 1,862.00
UNITEDHEALTH GROUP INC UNH - $69,742.54 266.00
CONOCOPHILLIPS COP - $68,951.85 957.00
CISCO SYSTEMS INC CSCO - $67,267.20 1,470.00
COMCAST CORP CMCSA - $62,955.75 1,761.00
CVS HEALTH CORP CVS - $59,728.80 820.00
INTL BUSINESS MACHINES CORP IBM - $57,988.92 446.00
COCA-COLA CO/THE KO - $57,876.23 1,259.00
WALT DISNEY CO DIS - $55,232.09 467.00
PEPSICO INC PEP - $52,949.60 484.00
EXPRESS SCRIPTS HOLDING CO ESRX - $51,864.54 546.00
PHILIP MORRIS INTL INC PM - $49,705.68 568.00
FORD MOTOR CO F - $49,534.90 5,890.00
COSTCO WHOLESALE CORP COST - $47,415.42 207.00
ALPHABET INC CL C GOOG - $46,248.72 42.00
HOME DEPOT INC HD - $46,117.50 258.00
ALPHABET INC CL A GOOGL - $45,566.17 41.00
MARATHON PETROLEUM CORP MPC - $44,329.74 598.00
AMAZON.COM INC AMZN - $42,943.20 24.00
DUKE ENERGY CORP DUK - $42,311.68 512.00
GENERAL MOTORS CO GM - $41,964.26 1,339.00
MEDTRONIC INC MDT - $40,911.94 437.00
UNITED TECHNOLOGIES CORP UTX - $39,942.40 316.00
ALTRIA GROUP INC MO - $39,667.57 647.00
AMERICAN INTL GROUP INC AIG - $39,429.92 877.00
QUALCOMM INC QCOM - $39,143.04 592.00
BOEING CO BA - $38,801.82 109.00
GOLDMAN SACHS GROUP INC GS - $38,780.00 175.00
PHILLIPS 66 PSX - $38,681.25 375.00
MCDONALD'S CORP MCD - $38,324.90 230.00
AMGEN INC AMGN - $38,217.86 193.00
VALERO ENERGY CORP VLO - $38,068.50 410.00
WALGREENS BOOTS ALLIANCE INC WBA - $37,660.25 485.00
ORACLE CORP ORCL - $37,105.56 774.00
SCHLUMBERGER NV SLB - $37,040.12 652.00
ALLERGAN PLC AGN - $36,965.08 197.00
ANTHEM INC ANTM - $36,947.82 134.00
TARGET CORP TGT - $36,371.51 437.00
ELI LILLY AND CO LLY - $34,953.36 312.00
MCKESSON CORP MCK - $34,724.02 274.00
UNION PACIFIC CORP UNP - $34,355.88 234.00
EXELON CORP EXC - $34,104.00 784.00
U.S. BANCORP USB - $33,429.50 650.00
METLIFE INC MET - $33,204.60 774.00
CAPITAL ONE FINANCIAL CORP COF - $31,520.24 356.00
PRUDENTIAL FINANCIAL INC PRU - $31,488.59 329.00
UNITED PARCEL SERVICE INC UPS - $30,991.52 268.00
OCCIDENTAL PETROLEUM CORP OXY - $30,867.83 427.00
SOUTHERN CO/THE SO - $30,849.42 686.00
HONEYWELL INTL INC HON - $30,216.78 198.00
ARCHER DANIELS MIDLAND CO ADM - $29,786.19 609.00
KROGER CO KR - $29,351.02 1,049.00
NEXTERA ENERGY INC NEE - $29,006.88 168.00
DOWDUPONT INC DWDP - $28,763.91 513.00
AMERICAN EXPRESS CO AXP - $28,740.25 275.00
KINDER MORGAN INC KMI - $26,805.28 1,537.00
3M CO MMM - $26,780.88 133.00
LOWE'S COS INC LOW - $26,270.13 267.00
CATERPILLAR INC CAT - $25,999.42 202.00
FACEBOOK INC FB - $25,693.48 166.00
GILEAD SCIENCES INC GILD - $25,029.64 346.00
AETNA INC AET - $24,736.76 124.00
MONDELEZ INTL INC MDLZ - $24,698.24 596.00
ABBOTT LABORATORIES ABT - $24,461.64 357.00
CHUBB LTD CB - $24,408.96 192.00
TRAVELERS COS INC/THE TRV - $24,317.72 196.00
CENTURYLINK INC CTL - $24,057.70 1,130.00
MORGAN STANLEY MS - $22,915.88 508.00
PG&E CORP PCG - $22,361.04 468.00
PNC FINANCIAL SERVICES GROUP INC PNC - $22,348.64 184.00
VISA INC V - $22,221.12 158.00
ABBVIE INC ABBV - $21,994.47 261.00
AMERICAN ELECTRIC POWER CO INC AEP - $21,725.55 297.00
LOCKHEED MARTIN CORP LMT - $21,240.70 65.00
ACCENTURE PLC ACN - $21,060.60 132.00
TJX COS INC TJX - $20,752.15 191.00
CARDINAL HEALTH INC CAH - $20,283.90 390.00
HCA HOLDINGS INC HCA - $20,251.08 153.00
DOMINION RESOURCES INC D - $20,222.52 276.00
ALLSTATE CORP ALL - $20,218.66 209.00
BRISTOL-MYERS SQUIBB CO BMY - $20,199.36 397.00
HUMANA INC HUM - $19,599.00 60.00
AFLAC INC AFL - $19,261.80 435.00
FEDEX CORP FDX - $19,219.20 88.00
BANK OF NEW YORK MELLON CORP BK - $19,099.17 411.00
LYONDELLBASELL INDUSTRIES NV LYB - $18,479.94 201.00
EMERSON ELECTRIC CO EMR - $18,288.60 255.00
MARATHON OIL CORP MRO - $18,270.78 893.00
TEXAS INSTRUMENTS INC TXN - $18,248.76 183.00
NIKE INC NKE - $18,200.70 243.00
SYSCO CORP SYY - $18,051.45 255.00
CSX CORP CSX - $17,623.98 258.00
DEERE & CO DE - $17,307.36 119.00
HEWLETT PACKARD ENTERPRISE CO HPE - $17,218.08 1,087.00
NORFOLK SOUTHERN CORP NSC - $17,049.76 104.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $16,568.04 303.00
HP INC HPQ - $16,539.46 686.00
AMERISOURCEBERGEN CORP ABC - $16,420.04 182.00
BB&T CORP BBT - $16,336.76 347.00
MACY'S INC M - $16,214.77 493.00
CME GROUP INC CME - $15,947.36 88.00
EATON CORP PLC ETN - $15,694.80 205.00
THERMO FISHER SCIENTIFIC INC TMO - $15,578.13 69.00
HESS CORP HES - $15,546.18 247.00
EDISON INTL EIX - $15,299.34 219.00
SIMON PROPERTY GROUP INC SPG - $15,297.32 89.00
CONSOLIDATED EDISON INC ED - $15,133.54 197.00
RAYTHEON CO RTN - $15,096.90 79.00
CIGNA CORP CI - $15,033.60 72.00
KRAFT HEINZ CO/THE KHC - $15,008.07 267.00
TRANSOCEAN LTD RIG - $15,003.01 1,243.00
PROGRESSIVE CORP PGR - $14,824.86 211.00
CHARTER COMMUNICATIONS INC CHTR - $14,702.06 46.00
PPL CORP PPL - $14,337.33 469.00
ANADARKO PETROLEUM CORP APC - $14,320.32 224.00
STARBUCKS CORP SBUX - $14,312.70 243.00
WELLTOWER INC HCN - $14,251.50 225.00
COLGATE-PALMOLIVE CO CL - $14,064.44 221.00
KIMBERLY-CLARK CORP KMB - $14,044.80 132.00
XCEL ENERGY INC XEL - $14,025.69 287.00
EOG RESOURCES INC EOG - $13,950.00 120.00
AES CORP AES - $13,929.28 928.00
GENERAL DYNAMICS CORP GD - $13,880.22 73.00
NATIONAL OILWELL VARCO INC NOV - $13,772.34 342.00
PRAXAIR INC PX - $13,684.16 82.00
BIOGEN IDEC INC BIIB - $13,568.22 43.00
AUTOMATIC DATA PROCESSING INC ADP - $13,535.06 94.00
TWENTY-FIRST CENTURY FOX INC FOXA - $13,395.96 293.00
HOLLYFRONTIER CORP HFC - $13,348.80 206.00
BLACKROCK INC BLK - $13,340.24 34.00
WASTE MANAGEMENT INC WM - $13,038.40 145.00
FIRSTENERGY CORP FE - $13,014.94 337.00
SEMPRA ENERGY SRE - $12,949.44 112.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $12,817.26 279.00
CORNING INC GLW - $12,763.62 414.00
MASTERCARD INC MA - $12,679.00 62.00
BUNGE LTD BG - $12,632.76 189.00
SUNTRUST BANKS INC STI - $12,591.81 207.00
ENTERGY CORP ETR - $12,505.50 150.00
DANAHER CORP DHR - $12,320.00 125.00
WILLIAMS COS INC WMB - $12,220.20 465.00
DISCOVER FINANCIAL SERVICES DFS - $12,188.48 164.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $11,920.90 365.00
DXC TECHNOLOGY CO DXC - $11,881.78 134.00
GENERAL MILLS INC GIS - $11,699.75 265.00
MOSAIC CO MOS - $11,636.90 355.00
CENTENE CORP CNC - $11,587.42 82.00
SYNCHRONY FINANCIAL SYF - $11,581.71 393.00
PROLOGIS INC PLD - $11,450.06 181.00
NORTHROP GRUMMAN CORP NOC - $11,349.75 37.00
MICRON TECHNOLOGY INC MU - $11,331.60 285.00
BEST BUY CO INC BBY - $11,261.64 156.00
KOHL'S CORP KSS - $11,245.08 154.00
DTE ENERGY CO DTE - $11,117.70 99.00
APACHE CORP APA - $11,065.72 268.00
VENTAS INC VTR - $11,004.96 202.00
NORTHEAST UTILITIES SYSTEM ES - $10,996.80 174.00
BOOKING HOLDINGS INC BKNG - $10,963.74 6.00
HALLIBURTON CO HAL - $10,920.00 300.00
PAYPAL HOLDINGS INC PYPL - $10,764.18 126.00
PACCAR INC PCAR - $10,708.50 177.00
MARSH & MCLENNAN COS INC MMC - $10,685.22 133.00
VIACOM INC VIAB - $10,263.00 311.00
LIBERTY GLOBAL PLC LBTYK - $10,158.54 402.00
EQUITY RESIDENTIAL EQR - $9,975.78 157.00
YUM! BRANDS INC YUM - $9,739.15 109.00
ENSCO PLC ESV - $9,675.23 1,193.00
BECTON DICKINSON AND CO BDX - $9,648.94 41.00
ALLY FINANCIAL INC ALLY - $9,621.60 380.00
BROADCOM INC AVGO - $9,602.04 42.00
DOLLAR GENERAL CORP DG - $9,461.72 86.00
AMEREN CORP AEE - $9,453.60 144.00
ECOLAB INC ECL - $9,408.00 64.00
STRYKER CORP SYK - $9,394.56 56.00
CUMMINS INC CMI - $9,375.31 67.00
WEC ENERGY GROUP INC WEC - $9,335.27 133.00
NUCOR CORP NUE - $9,291.26 157.00
T-MOBILE US INC TMUS - $9,244.83 133.00
INTL PAPER CO IP - $9,127.39 223.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $9,125.16 124.00
BAXTER INTL INC BAX - $9,110.64 132.00
STATE STREET CORP STT - $9,063.68 128.00
CARNIVAL CORP CCL - $9,036.80 160.00
FIFTH THIRD BANCORP FITB - $8,959.14 353.00
AMERICAN TOWER CORP AMT - $8,955.00 60.00
LOEWS CORP L - $8,941.44 192.00
AON PLC AON - $8,934.96 59.00
VISTRA ENERGY CORP VST - $8,927.88 388.00
AIR PRODUCTS AND CHEMICALS INC APD - $8,891.40 58.00
CITIZENS FINANCIAL GROUP INC CFG - $8,799.42 246.00
EVERGY INC EVRG - $8,748.74 154.00
OMNICOM GROUP INC OMC - $8,685.60 112.00
ILLINOIS TOOL WORKS INC ITW - $8,657.76 68.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $8,627.02 83.00
CROWN CASTLE INTL CORP CCI - $8,568.18 81.00
SEAGATE TECHNOLOGY PLC STX - $8,327.60 191.00
ANNALY CAPITAL MANAGEMENT INC NLY - $8,269.56 837.00
REGIONS FINANCIAL CORP RF - $8,227.78 502.00
INTERCONTINENTAL EXCHANGE INC ICE - $8,119.10 110.00
FREEPORT-MCMORAN INC FCX - $8,076.00 673.00
NOBLE ENERGY INC NBL - $7,975.00 275.00
PPG INDUSTRIES INC PPG - $7,929.48 78.00
INGERSOLL-RAND PLC IR - $7,905.00 85.00
M&T BANK CORP MTB - $7,900.00 50.00
CBS CORP CBS - $7,895.20 139.00
LINCOLN NATIONAL CORP LNC - $7,859.88 126.00
HCP INC HCP - $7,707.15 297.00
VF CORP VFC - $7,682.40 99.00
TE CONNECTIVITY LTD TEL - $7,670.52 99.00
CENTERPOINT ENERGY INC CNP - $7,647.75 275.00
CHARLES SCHWAB CORP SCHW - $7,615.20 167.00
TYSON FOODS INC TSN - $7,605.09 123.00
AVALONBAY COMMUNITIES INC AVB - $7,604.96 44.00
AMERIPRISE FINANCIAL INC AMP - $7,590.69 57.00
BOSTON PROPERTIES INC BXP - $7,475.65 65.00
CMS ENERGY CORP CMS - $7,420.56 147.00
CELGENE CORP CELG - $7,416.12 92.00
ARROW ELECTRONICS INC ARW - $7,335.92 107.00
PRINCIPAL FINANCIAL GROUP INC PFG - $7,303.06 139.00
LAS VEGAS SANDS CORP LVS - $7,300.37 133.00
ADOBE SYSTEMS INC ADBE - $7,280.74 29.00
GENUINE PARTS CO GPC - $7,256.88 72.00
PBF ENERGY INC PBF - $7,243.50 165.00
AVNET INC AVT - $7,213.50 175.00
CF INDUSTRIES HOLDINGS INC CF - $7,211.82 147.00
T. ROWE PRICE GROUP INC TROW - $7,156.80 72.00
ROSS STORES INC ROST - $7,153.58 74.00
KELLOGG CO K - $7,129.59 101.00
NOBLE CORP PLC NE - $7,119.84 1,141.00
NRG ENERGY INC NRG - $7,102.08 192.00
WEYERHAEUSER CO WY - $7,095.77 257.00
MYLAN INC MYL - $7,091.84 224.00
MURPHY OIL CORP MUR - $7,077.00 210.00
HOST HOTELS & RESORTS INC HST - $7,057.38 374.00
TENET HEALTHCARE CORP THC - $7,040.36 268.00
WESTERN DIGITAL CORP WDC - $6,920.00 125.00
KEYCORP KEY - $6,917.25 401.00
CONCHO RESOURCES INC CXO - $6,901.48 47.00
US FOODS HOLDING CORP USFD - $6,825.89 227.00
REPUBLIC SERVICES INC RSG - $6,812.45 95.00
WELLCARE HEALTH PLANS INC WCG - $6,805.48 22.00
ACTIVISION BLIZZARD INC ATVI - $6,768.66 97.00
CARMAX INC KMX - $6,706.14 98.00
ZIMMER HOLDINGS INC ZBH - $6,702.48 54.00
CA INC CA - $6,675.84 152.00
VOYA FINANCIAL INC VOYA - $6,654.69 147.00
ONEOK INC OKE - $6,564.04 98.00
UNITED CONTINENTAL HOLDINGS INC UAL - $6,557.14 74.00
NEWMONT MINING CORP NEM - $6,553.85 205.00
O'REILLY AUTOMOTIVE INC ORLY - $6,551.58 19.00
PUBLIC STORAGE PSA - $6,486.81 33.00
PARKER HANNIFIN CORP PH - $6,455.45 41.00
TRANSDIGM GROUP INC TDG - $6,360.82 19.00
L3 TECHNOLOGIES INC LLL - $6,357.67 29.00
DEVON ENERGY CORP DVN - $6,346.34 182.00
S&P GLOBAL INC SPGI - $6,234.69 33.00
NORDSTROM INC JWN - $6,233.56 103.00
CONAGRA FOODS INC CAG - $6,122.87 169.00
ALLEGHANY CORP Y - $6,025.10 10.00
CHESAPEAKE ENERGY CORP CHK - $5,997.34 1,321.00
BOSTON SCIENTIFIC CORP BSX - $5,969.06 163.00
DAVITA HEALTHCARE PARTNERS INC DVA - $5,962.11 89.00
KLA-TENCOR CORP KLAC - $5,958.48 66.00
ALCOA CORP AA - $5,919.00 150.00
AUTOZONE INC AZO - $5,890.24 8.00
NORTHERN TRUST CORP NTRS - $5,883.52 64.00
FLEXTRONICS INTL LTD FLEX - $5,870.00 500.00
AMERICAN WATER WORKS CO INC AWK - $5,857.92 64.00
HENRY SCHEIN INC HSIC - $5,824.84 71.00
WHITING PETROLEUM CORP WLL - $5,800.00 145.00
IRON MOUNTAIN INC IRM - $5,783.96 182.00
NETAPP INC NTAP - $5,783.04 72.00
ANALOG DEVICES INC ADI - $5,778.50 70.00
FLUOR CORP FLR - $5,777.50 125.00
MALLINCKRODT PLC MNK - $5,774.88 212.00
PINNACLE WEST CAPITAL CORP PNW - $5,773.88 68.00
STANLEY BLACK & DECKER INC SWK - $5,773.18 49.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $5,757.90 34.00
L BRANDS INC LB - $5,745.61 193.00
DIGITAL REALTY TRUST INC DLR - $5,739.54 51.00
SALESFORCE.COM INC CRM - $5,718.00 40.00
JACOBS ENGINEERING GROUP INC JEC - $5,713.54 74.00
SYMANTEC CORP SYMC - $5,707.20 290.00
NAVIANT CORP NAVI - $5,696.60 455.00
DOLLAR TREE INC DLTR - $5,595.84 67.00
AERCAP HOLDINGS NV AER - $5,591.70 109.00
TWENTY-FIRST CENTURY FOX INC FOX - $5,589.12 123.00
QUEST DIAGNOSTICS INC DGX - $5,584.70 55.00
UGI CORP UGI - $5,584.29 101.00
CLOROX CO CLX - $5,581.45 37.00
TEXTRON INC TXT - $5,569.74 99.00
TARGA RESOURCES CORP TRGP - $5,567.76 99.00
W W GRAINGER INC GWW - $5,504.80 20.00
MOLINA HEALTHCARE INC MOH - $5,497.28 41.00
MARKEL CORP MKL - $5,493.25 5.00
PAYCHEX INC PAYX - $5,473.17 81.00
ADVANCE AUTO PARTS INC AAP - $5,437.41 33.00
SCANA CORP SCG - $5,423.60 149.00
EBAY INC EBAY - $5,413.10 190.00
FRANKLIN RESOURCES INC BEN - $5,401.44 186.00
CINCINNATI FINANCIAL CORP CINF - $5,331.39 71.00
FISERV INC FISV - $5,319.80 67.00
APPLIED MATERIALS INC AMAT - $5,297.74 158.00
NXP SEMICONDUCTORS NV NXPI - $5,277.12 69.00
ROYAL CARIBBEAN CRUISES LTD RCL - $5,272.06 46.00
SHERWIN-WILLIAMS CO SHW - $5,248.88 13.00
MATTEL INC MAT - $5,245.20 372.00
TECH DATA CORP TECD - $5,237.72 74.00
J M SMUCKER CO SJM - $5,235.50 50.00
ASSURANT INC AIZ - $5,211.50 50.00
WHIRLPOOL CORP WHR - $5,210.17 49.00
APTIV PLC APTV - $5,199.60 70.00
BOOZ ALLEN HAMILTON HOLDING CORP BAH - $5,187.00 105.00
EASTMAN CHEMICAL CO EMN - $5,179.85 65.00
HUNTINGTON BANCSHARES INC HBAN - $5,136.16 376.00
C.H. ROBINSON WORLDWIDE INC CHRW - $5,131.84 56.00
INTUIT INC INTU - $5,118.48 24.00
INTUITIVE SURGICAL INC ISRG - $5,114.10 10.00
DELTA AIR LINES INC DAL - $5,098.56 94.00
UNUM GROUP UNM - $5,079.96 137.00
ARCONIC INC ARNC - $5,062.20 236.00
GOODYEAR TIRE & RUBBER CO/THE GT - $5,055.14 251.00
PIONEER NATURAL RESOURCES CO PXD - $5,053.62 31.00
CONSTELLATION BRANDS INC STZ - $5,040.68 23.00
MGM RESORTS INTL MGM - $5,037.30 193.00
LIBERTY INTERACTIVE CORP QRTEA - $5,032.59 227.00
REINSURANCE GROUP OF AMERICA INC RGA - $4,996.85 37.00
ALEXION PHARMACEUTICALS INC ALXN - $4,956.80 40.00
WILLIS TOWERS WATSON PLC WLTW - $4,896.50 35.00
EVEREST RE GROUP LTD RE - $4,890.49 23.00
VORNADO REALTY TRUST VNO - $4,872.75 73.00
JABIL CIRCUIT INC JBL - $4,852.04 202.00
VEREIT INC VER - $4,841.27 679.00
NIELSEN HOLDINGS PLC NLSN - $4,827.63 179.00
HARRIS CORP HRS - $4,807.32 28.00
IQVIA HOLDINGS INC IQV - $4,805.10 38.00
SPRINT CORP S - $4,804.24 746.00
MOTOROLA SOLUTIONS INC MSI - $4,797.78 39.00
MARRIOTT INTL INC MAR - $4,794.07 43.00
CIT GROUP INC CIT - $4,791.56 103.00
REALTY INCOME CORP O - $4,789.93 83.00
BALL CORP BLL - $4,783.78 106.00
FIRST DATA CORP FDC - $4,767.21 207.00
AGNC INVESTMENT CORP AGNC - $4,755.92 269.00
ALLIANT ENERGY CORP LNT - $4,716.36 108.00
DARDEN RESTAURANTS INC DRI - $4,713.72 44.00
UNIVERSAL HEALTH SERVICES INC UHS - $4,669.03 37.00
XEROX CORP XRX - $4,646.40 176.00
NVIDIA CORP NVDA - $4,624.40 20.00
ENDO INTL PLC ENDP - $4,605.30 255.00
TAPESTRY INC TPR - $4,602.96 108.00
ROCKWELL AUTOMATION INC ROK - $4,570.16 28.00
JEFFERIES FINANCIAL GROUP IN JEF - $4,568.34 219.00
LEIDOS HOLDINGS INC LDOS - $4,565.52 68.00
AVIS BUDGET GROUP INC CAR - $4,525.45 145.00
MOLSON COORS BREWING CO TAP - $4,475.64 76.00
HELMERICH & PAYNE INC HP - $4,446.52 68.00
AECOM ACM - $4,440.15 143.00
ARCH CAPITAL GROUP LTD ACGL - $4,438.80 162.00
RITE AID CORP RAD - $4,417.67 4,289.00
LEAR CORP LEA - $4,416.64 32.00
SL GREEN REALTY CORP SLG - $4,407.84 48.00
OGE ENERGY CORP OGE - $4,403.76 118.00
DOVER CORP DOV - $4,386.28 53.00
BAKER HUGHES A GE CO BHGE - $4,378.54 146.00
GENWORTH FINANCIAL INC GNW - $4,370.04 1,098.00
INVESCO LTD IVZ - $4,369.77 207.00
ESSEX PROPERTY TRUST INC ESS - $4,364.28 18.00
HERTZ GLOBAL HOLDINGS INC HTZ - $4,353.79 287.00
ARAMARK ARMK - $4,350.00 116.00
XILINX INC XLNX - $4,344.78 58.00
WESTROCK CO WRK - $4,308.89 107.00
CDW CORP CDW - $4,271.80 52.00
LIBERTY SIRIUS GROUP-C LSXMK - $4,266.66 102.00
MURPHY USA INC MUSA - $4,244.77 53.00
HERSHEY CO HSY - $4,231.20 40.00
NISOURCE INC NI - $4,230.24 168.00
ZOETIS INC ZTS - $4,176.00 45.00
ROPER TECHNOLOGIES INC ROP - $4,175.55 15.00
ARTHUR J. GALLAGHER & CO. AJG - $4,145.04 57.00
WESTERN UNION CO WU - $4,142.30 230.00
GAP INC GPS - $4,133.28 158.00
EQUINIX INC EQIX - $4,117.30 10.00
MCCORMICK & CO INC MKC - $4,100.89 29.00
IHS MARKIT LTD INFO - $4,095.36 79.00
AXIS CAPITAL HOLDINGS LTD AXS - $4,078.88 74.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $4,074.00 42.00
CONDUENT INC CNDT - $4,072.26 201.00
TELEPHONE AND DATA SYSTEMS INC TDS - $4,053.42 126.00
TRINITY INDUSTRIES INC TRN - $4,044.84 111.00
ESTEE LAUDER COS INC EL - $4,038.08 32.00
LIBERTY GLOBAL PLC LBTYA - $4,022.25 155.00
NEWELL RUBBERMAID INC NWL - $4,014.72 246.00
COMERICA INC CMA - $3,975.86 49.00
FASTENAL CO FAST - $3,968.58 77.00
W. R. BERKLEY CORP WRB - $3,964.14 54.00
INTERPUBLIC GROUP OF COS INC IPG - $3,959.28 162.00
DISCOVERY COMMUNICATIONS INC DISCK - $3,914.30 130.00
UNITED RENTALS INC URI - $3,906.94 34.00
WEATHERFORD INTL PLC WFT - $3,888.00 1,620.00
CELANESE CORP CE - $3,870.75 39.00
ATMOS ENERGY CORP ATO - $3,860.40 40.00
ADIENT PLC ADNT - $3,851.25 125.00
FOOT LOCKER INC FL - $3,836.97 81.00
HARLEY-DAVIDSON INC HOG - $3,834.27 99.00
ASSURED GUARANTY LTD AGO - $3,830.50 94.00
TORCHMARK CORP TMK - $3,809.70 45.00
CBRE GROUP INC CBG - $3,808.22 97.00
AMPHENOL CORP APH - $3,805.12 46.00
KIMCO REALTY CORP KIM - $3,802.05 255.00
ROCKWELL COLLINS INC COL - $3,784.50 29.00
CORECIVIC INC CXW - $3,767.40 161.00
JUNIPER NETWORKS INC JNPR - $3,759.36 132.00
TRACTOR SUPPLY CO TSCO - $3,757.77 43.00
RELIANCE STEEL AND ALUMINUM CO RS - $3,749.46 46.00
OLD REPUBLIC INTL CORP ORI - $3,741.92 182.00
BRIGHTHOUSE FINANCIAL INC BHF - $3,736.46 91.00
RALPH LAUREN CORP RL - $3,713.74 29.00
CHURCH & DWIGHT CO INC CHD - $3,713.18 62.00
EXPEDIA INC EXPE - $3,673.50 31.00
MANPOWERGROUP INC MAN - $3,667.20 48.00
FRONTIER COMMUNICATIONS CORP FTR - $3,657.38 694.00
HD SUPPLY HOLDINGS INC HDS - $3,613.44 96.00
GAMESTOP CORP GME - $3,598.56 238.00
STARWOOD PROPERTY TRUST INC STWD - $3,582.28 166.00
E*TRADE FINANCIAL CORP ETFC - $3,578.64 74.00
NEW YORK COMMUNITY BANCORP INC NYCB - $3,564.40 380.00
TIFFANY & CO TIF - $3,564.33 33.00
LIFEPOINT HOSPITALS INC LPNT - $3,558.50 55.00
WORLD FUEL SERVICES CORP INT - $3,556.53 129.00
RYDER SYSTEM INC R - $3,545.30 55.00
CERNER CORP CERN - $3,526.88 56.00
HORMEL FOODS CORP HRL - $3,500.28 84.00
REGENERON PHARMACEUTICALS INC REGN - $3,490.20 9.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $3,483.48 52.00
KANSAS CITY SOUTHERN KSU - $3,479.19 33.00
HOSPITALITY PROPERTIES TRUST HPT - $3,475.56 132.00
D.R. HORTON INC DHI - $3,462.03 99.00
AMERICAN FINANCIAL GROUP INC AFG - $3,442.16 34.00
UDR INC UDR - $3,440.74 89.00
CROWN HOLDINGS INC CCK - $3,416.20 76.00
QUANTA SERVICES INC PWR - $3,405.81 107.00
DUKE REALTY CORP DRE - $3,385.20 124.00
RANGE RESOURCES CORP RRC - $3,340.00 200.00
ROWAN COS PLC RDC - $3,323.82 186.00
NETFLIX INC NFLX - $3,295.40 10.00
PVH CORP PVH - $3,282.66 27.00
OASIS PETROLEUM INC OAS - $3,278.73 273.00
FIDELITY NATIONAL FINANCIAL INC FNF - $3,271.80 95.00
WPX ENERGY INC WPX - $3,268.72 182.00
FORTIVE CORP FTV - $3,262.98 42.00
AUTONATION INC AN - $3,257.52 84.00
RPM INTL INC RPM - $3,238.38 54.00
HASBRO INC HAS - $3,230.34 34.00
SENIOR HOUSING PROPERTIES TRUST SNH - $3,220.40 194.00
MACERICH CO MAC - $3,216.64 64.00
AGILENT TECHNOLOGIES INC A - $3,214.00 50.00
CAMDEN PROPERTY TRUST CPT - $3,200.05 35.00
EQUIFAX INC EFX - $3,196.70 26.00
OMEGA HEALTHCARE INVESTORS INC OHI - $3,183.04 98.00
WYNN RESORTS LTD WYNN - $3,152.30 29.00
ELECTRONIC ARTS INC EA - $3,142.16 31.00
EDWARDS LIFESCIENCES CORP EW - $3,135.51 21.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $3,130.52 61.00
SIGNET JEWELERS LTD SIG - $3,128.18 59.00
POPULAR INC BPOP - $3,127.95 63.00
DOMTAR CORP UFS - $3,127.77 69.00
SONOCO PRODUCTS CO SON - $3,124.74 57.00
RAYMOND JAMES FINANCIAL INC RJF - $3,122.80 37.00
ALLIANCE DATA SYSTEMS CORP ADS - $3,119.40 15.00
SANTANDER CONSUMER USA HOLDINGS INC SC - $3,112.70 170.00
KEYSIGHT TECHNOLOGIES INC KEYS - $3,097.00 50.00
BRIXMOR PROPERTY GROUP INC BRX - $3,085.60 203.00
NEW RESIDENTIAL INVESTMENT CORP NRZ - $3,078.80 172.00
MICROCHIP TECHNOLOGY INC MCHP - $3,074.18 46.00
FIRST REPUBLIC BANK FRC - $3,059.35 35.00
SVB FINANCIAL GROUP SIVB - $3,047.66 11.00
FLOWSERVE CORP FLS - $3,047.30 62.00
LAM RESEARCH CORP LRCX - $3,029.67 21.00
STEEL DYNAMICS INC STLD - $3,029.50 73.00
MOODY'S CORP MCO - $3,029.36 19.00
CHIPOTLE MEXICAN GRILL INC CMG - $3,018.33 7.00
W. P. CAREY INC WPC - $2,975.74 46.00
COCA-COLA EUROPEAN PARTNERS PLC CCE - $2,974.13 67.00
MOHAWK INDUSTRIES INC MHK - $2,967.60 20.00
BORGWARNER INC BWA - $2,966.22 81.00
AMETEK INC AME - $2,961.00 42.00
OCEANEERING INTL INC OII - $2,952.75 127.00
PERFORMANCE FOOD GROUP CO PFGC - $2,931.39 99.00
WILLIAMS-SONOMA INC WSM - $2,926.00 50.00
CAMPBELL SOUP CO CPB - $2,922.15 77.00
YUM CHINA HOLDINGS INC YUMC - $2,914.20 90.00
AUTOLIV INC ALV - $2,904.12 36.00
ANTERO RESOURCES CORP AR - $2,903.34 166.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $2,893.44 24.00
GARMIN LTD GRMN - $2,880.06 46.00
NABORS INDUSTRIES LTD NBR - $2,869.44 488.00
SNAP-ON INC SNA - $2,864.82 19.00
CINTAS CORP CTAS - $2,858.56 16.00
CLEVELAND-CLIFFS INC CLF - $2,857.68 252.00
ILLUMINA INC ILMN - $2,855.07 9.00
MICHAEL KORS HOLDINGS LTD KORS - $2,853.27 49.00
MDU RESOURCES GROUP INC MDU - $2,850.35 109.00
CORE-MARK HOLDING CO INC CORE - $2,846.25 75.00
BED BATH & BEYOND INC BBBY - $2,841.92 214.00
OWENS-ILLINOIS INC OI - $2,833.38 162.00
INGREDION INC INGR - $2,827.44 28.00
XPO LOGISTICS INC XPO - $2,807.70 30.00
EQT CORP EQT - $2,799.09 63.00
INTL FLAVORS & FRAGRANCES INC IFF - $2,794.20 20.00
VECTREN CORP VVC - $2,789.67 39.00
MCDERMOTT INTERNATIONAL INC MDR - $2,780.00 200.00
LIBERTY PROPERTY TRUST LPT - $2,775.87 69.00
DISH NETWORK CORP DISH - $2,772.80 80.00
QORVO INC QRVO - $2,769.44 38.00
ZIONS BANCORP ZION - $2,766.35 61.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $2,757.22 178.00
TREEHOUSE FOODS INC THS - $2,746.83 57.00
AMERICAN CAMPUS COMMUNITIES INC ACC - $2,738.61 69.00
MBIA INC MBI - $2,729.04 274.00
AMDOCS LTD DOX - $2,721.90 43.00
SOUTHWEST AIRLINES CO LUV - $2,719.89 47.00
RENAISSANCERE HOLDINGS LTD RNR - $2,715.30 21.00
H & R BLOCK INC HRB - $2,712.15 105.00
WESCO INTL INC WCC - $2,709.72 52.00
QEP RESOURCES INC QEP - $2,708.64 264.00
HAWAIIAN ELECTRIC INDUSTRIES INC HE - $2,687.25 75.00
CNO FINANCIAL GROUP INC CNO - $2,684.64 136.00
AKAMAI TECHNOLOGIES INC AKAM - $2,672.38 41.00
NEWS CORP NWSA - $2,664.38 202.00
ROBERT HALF RHI - $2,661.96 42.00
AMERICAN EAGLE OUTFITTERS INC AEO - $2,659.58 121.00
LKQ CORP LKQ - $2,652.95 97.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $2,651.55 55.00
SM ENERGY CO SM - $2,650.52 92.00
FLEETCOR TECHNOLOGIES INC FLT - $2,646.15 13.00
CASEY'S GENERAL STORES INC CASY - $2,638.65 21.00
DIAMOND OFFSHORE DRILLING INC DO - $2,623.89 149.00
CHIMERA INVESTMENT CORP CIM - $2,611.50 150.00
DISCOVERY COMMUNICATIONS INC DISCA - $2,603.64 78.00
PACKAGING CORP OF AMERICA PKG - $2,603.40 30.00
LENNAR CORP LEN - $2,598.42 66.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $2,598.20 11.00
PORTLAND GENERAL ELECTRIC CO POR - $2,595.04 56.00
NASDAQ OMX GROUP INC NDAQ - $2,592.32 32.00
UNIVAR INC UNVR - $2,587.86 99.00
HANOVER INSURANCE GROUP INC THG - $2,585.89 23.00
ARRIS INTERNATIONAL PLC ARRS - $2,585.19 111.00
DICK'S SPORTING GOODS INC DKS - $2,583.35 77.00
CITRIX SYSTEMS INC CTXS - $2,560.25 25.00
ENERGEN CORP EGN - $2,560.00 32.00
ADVANCED MICRO DEVICES INC AMD - $2,553.06 102.00
ENCOMPASS HEALTH CORP EHC - $2,550.34 34.00
POST HOLDINGS INC POST - $2,545.02 27.00
OFFICE DEPOT INC ODP - $2,542.05 945.00
SLM CORP SLM - $2,536.80 240.00
ALBEMARLE CORP ALB - $2,528.76 26.00
TOTAL SYSTEM SERVICES INC TSS - $2,522.34 27.00
FEDERAL REIT FRT - $2,520.21 21.00
KAR AUCTION SERVICES INC KAR - $2,500.08 44.00
PERRIGO CO PLC PRGO - $2,493.40 35.00
EXTRA SPACE STORAGE INC EXR - $2,491.97 29.00
AGCO CORP AGCO - $2,486.76 46.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $2,483.88 21.00
ATHENE HOLDING LTD-CLASS A ATH - $2,479.88 52.00
BEMIS COMPANY INC BMS - $2,474.28 54.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $2,471.49 9.00
WORLDPAY INC WP - $2,470.52 26.00
GENESEE & WYOMING INC GWR - $2,469.77 31.00
HUNTSMAN CORP HUN - $2,468.48 112.00
PULTEGROUP INC PHM - $2,463.84 118.00
PINNACLE FOODS INC PF - $2,462.72 37.00
SPIRIT REALTY CAPITAL INC SRC - $2,459.92 317.00
TRIBUNE MEDIA CO TRCO - $2,451.96 63.00
VERISK ANALYTICS INC VRSK - $2,450.49 21.00
OWENS & MINOR INC OMI - $2,448.22 167.00
XYLEM INC XYL - $2,427.25 35.00
AVERY DENNISON CORP AVY - $2,424.25 25.00
SANMINA CORP SANM - $2,411.42 97.00
FOSSIL GROUP INC FOSL - $2,402.19 123.00
SYNOPSYS INC SNPS - $2,398.41 27.00
NCR CORP NCR - $2,396.61 93.00
HOLOGIC INC HOLX - $2,394.22 59.00
NATIONAL RETAIL PROPERTIES INC NNN - $2,393.48 53.00
SEAWORLD ENTERTAINMENT INC SEAS - $2,391.23 83.00
BURLINGTON STORES INC BURL - $2,390.10 15.00
IAC/INTERACTIVECORP IAC - $2,386.56 12.00
SKYWORKS SOLUTIONS INC SWKS - $2,385.60 28.00
CACI INTL INC CACI - $2,371.59 13.00
LASALLE HOTEL PROPERTIES LHO - $2,370.96 74.00
DELEK US HOLDINGS INC DK - $2,370.06 63.00
GEO GROUP INC/THE GEO - $2,368.74 97.00
CHECK POINT SOFTWARE TECHNOLOGIES LTD CHKP - $2,361.45 21.00
INSIGHT ENTERPRISES INC NSIT - $2,359.20 48.00
UNITED STATES STEEL CORP X - $2,357.90 85.00
UNITI GROUP INC UNIT - $2,357.08 121.00
TD AMERITRADE HOLDING CORP AMTD - $2,343.89 47.00
DENTSPLY SIRONA INC XRAY - $2,338.70 65.00
APARTMENT INVESTMENT AND MANAGEMENT CO AIV - $2,335.85 55.00
VISTEON CORP VC - $2,335.50 30.00
J B HUNT TRANSPORT SERVICES INC JBHT - $2,332.47 21.00
SERVICE CORP INTL SCI - $2,327.23 53.00
LEGGETT & PLATT INC LEG - $2,289.60 60.00
PARK HOTELS & RESORTS INC-WI PK - $2,283.06 78.00
FIRST AMERICAN FINANCIAL CORP FAF - $2,278.00 50.00
CARLISLE COS INC CSL - $2,267.10 22.00
ASPEN INSURANCE HOLDINGS LTD AHL - $2,258.82 54.00
HANESBRANDS INC HBI - $2,254.88 136.00
BROOKDALE SENIOR LIVING INC BKD - $2,253.88 268.00
SYNNEX CORP SNX - $2,251.76 28.00
AMERICAN AIRLINES GROUP INC AAL - $2,251.20 70.00
SOUTHWEST GAS CORP SWX - $2,248.68 28.00
MARTIN MARIETTA MATERIALS INC MLM - $2,246.58 14.00
HILTON WORLDWIDE HLDGS - W/I HLT - $2,245.12 32.00
APPLE HOSPITALITY REIT INC APLE - $2,242.50 138.00
CINEMARK HOLDINGS INC CNK - $2,236.07 53.00
ESTERLINE TECHNOLOGIES CORP ESL - $2,234.21 19.00
NATIONAL FUEL GAS CO NFG - $2,226.90 39.00
STERIS PLC STE - $2,219.28 21.00
CNX RESOURCES CORP CNX - $2,216.50 155.00
DARLING INGREDIENTS INC DAR - $2,184.48 111.00
HUBBELL INC HUBB - $2,183.94 18.00
IDACORP INC IDA - $2,168.98 22.00
PENTAIR PLC PNR - $2,168.28 57.00
LIVE NATION ENTERTAINMENT INC LYV - $2,157.01 41.00
RESMED INC RMD - $2,155.23 21.00
FMC CORP FMC - $2,155.14 27.00
SPIRIT AEROSYSTEMS HOLDINGS INC SPR - $2,142.14 26.00
HIGHWOODS PROPERTIES INC HIW - $2,137.44 48.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - $2,136.20 22.00
NVR INC NVR - $2,129.90 1.00
JONES LANG LASALLE INC JLL - $2,126.56 16.00
MASCO CORP MAS - $2,120.30 70.00
CLEAN HARBORS INC CLH - $2,119.04 32.00
ALLISON TRANSMISSION HOLDINGS INC ALSN - $2,108.92 44.00
KILROY REALTY CORP KRC - $2,103.00 30.00
KIRBY CORP KEX - $2,100.00 28.00
LULULEMON ATHLETICA INC LULU - $2,099.25 15.00
BROWN-FORMAN CORP BF.B - $2,097.48 44.00
MEDICAL PROPERTIES TRUST INC MPW - $2,092.32 144.00
VULCAN MATERIALS CO VMC - $2,090.24 23.00
SEALED AIR CORP SEE - $2,088.39 67.00
LIBERTY SIRIUSXM GROUP-A LSXMA - $2,086.00 50.00
GAMING AND LEISURE PROPERTIES INC GLPI - $2,077.05 61.00
COLUMBIA PROPERTY TRUST INC CXP - $2,073.86 97.00
ASCENA RETAIL GROUP INC ASNA - $2,050.88 544.00
WATERS CORP WAT - $2,046.88 11.00
HERBALIFE LTD HLF - $2,043.88 37.00
TENNECO INC TEN - $2,043.00 60.00
OUTFRONT MEDIA INC OUT - $2,040.50 110.00
POLARIS INDUSTRIES INC PII - $2,040.28 22.00
BRINKER INTL INC EAT - $2,038.52 44.00
AFFILIATED MANAGERS GROUP INC AMG - $2,037.45 17.00
TELEDYNE TECHNOLOGIES INC TDY - $2,033.64 9.00
F5 NETWORKS INC FFIV - $2,030.64 12.00
LPL FINANCIAL HOLDINGS INC LPLA - $2,017.75 35.00
GATX CORP GATX - $2,011.92 24.00
AQUA AMERICA INC WTR - $2,007.64 53.00
LAMAR ADVERTISING CO LAMR - $2,007.18 27.00
IDEX CORP IEX - $2,003.25 15.00
REGENCY CENTERS CORP REG - $2,000.64 32.00
COMMUNITY HEALTH SYSTEMS INC CYH - $1,994.20 676.00
TRIMBLE NAVIGATION LTD TRMB - $1,992.12 52.00
EMCOR GROUP INC EME - $1,987.95 29.00
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL - $1,987.38 61.00
GENERAC HOLDINGS INC GNRC - $1,984.68 36.00
APTARGROUP INC ATR - $1,975.43 19.00
BERRY PLASTICS GROUP INC BERY - $1,967.42 47.00
COMMERCE BANCSHARES INC CBSH - $1,965.44 32.00
MFA FINANCIAL INC MFA - $1,964.19 281.00
NOW INC DNOW - $1,962.38 131.00
TWO HARBORS INVESTMENT CORP TWO - $1,949.40 135.00
UMPQUA HOLDINGS CORP UMPQ - $1,946.70 103.00
PACWEST BANCORP PACW - $1,945.92 48.00
KBR INC KBR - $1,929.62 98.00
EAST WEST BANCORP INC EWBC - $1,927.70 37.00
SALLY BEAUTY HOLDINGS INC SBH - $1,907.50 109.00
ONE GAS INC OGS - $1,901.64 23.00
WP GLIMCHER INC WPG - $1,900.32 296.00
SITE CENTERS CORP SITC - $1,899.16 158.00
CABOT OIL & GAS CORP COG - $1,899.12 82.00
RETAIL PROPERTIES OF AMERICA INC RPAI - $1,897.32 163.00
JAZZ PHARMACEUTICALS PLC JAZZ - $1,887.00 12.00
COLFAX CORP CFX - $1,883.68 61.00
NOMAD FOODS LTD NOMD - $1,883.52 96.00
MEDNAX INC MD - $1,877.92 44.00
COMMSCOPE HOLDING CO INC COMM - $1,877.56 73.00
REGAL BELOIT CORP RBC - $1,873.75 25.00
PNM RESOURCES INC PNM - $1,873.42 47.00
GLOBAL PAYMENTS INC GPN - $1,869.28 16.00
OSHKOSH CORP OSK - $1,861.12 32.00
FIRST SOLAR INC FSLR - $1,859.35 41.00
PIEDMONT OFFICE REALTY TRUST INC PDM - $1,858.44 102.00
NEW JERSEY RESOURCES CORP NJR - $1,856.80 40.00
BLACK HILLS CORP BKH - $1,854.60 30.00
PROASSURANCE CORP PRA - $1,853.04 42.00
BRUNSWICK CORP BC - $1,851.52 32.00
SUN COMMUNITIES INC SUI - $1,849.84 19.00
JACK HENRY & ASSOCIATES INC JKHY - $1,847.04 12.00
SENSATA TECHNOLOGIES HOLDING NV ST - $1,845.56 43.00
ALLETE INC ALE - $1,839.84 24.00
UNITED THERAPEUTICS CORP UTHR - $1,834.05 15.00
UNIVERSAL CORP UVV - $1,825.20 27.00
MONSTER BEVERAGE CORP MNST - $1,823.15 35.00
MACQUARIE INFRASTRUCTURE CORP MIC - $1,818.08 44.00
NORTHWESTERN CORP NWE - $1,807.50 30.00
PERKINELMER INC PKI - $1,806.21 21.00
OWENS CORNING OC - $1,802.64 37.00
CULLEN/FROST BANKERS INC CFR - $1,796.26 19.00
AXALTA COATING SYSTEMS LTD AXTA - $1,789.20 71.00
PENSKE AUTOMOTIVE GROUP INC PAG - $1,788.01 41.00
WEBSTER FINANCIAL CORP WBS - $1,787.40 30.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $1,784.64 39.00
PLATFORM SPECIALTY PRODUCTS CORP PAH - $1,781.59 163.00
COOPER COS INC COO - $1,779.96 7.00
DONALDSON CO INC DCI - $1,777.52 34.00
BROWN & BROWN INC BRO - $1,776.93 61.00
PATTERSON-UTI ENERGY INC PTEN - $1,776.36 113.00
VARIAN MEDICAL SYSTEMS INC VAR - $1,775.99 17.00
WHITE MOUNTAINS INSURANCE GROUP LTD WTM - $1,767.90 2.00
SUNSTONE HOTEL INVESTORS INC SHO - $1,766.56 122.00
RLJ LODGING TRUST RLJ - $1,764.00 90.00
AVISTA CORP AVA - $1,763.24 34.00
WADDELL & REED FINANCIAL INC WDR - $1,761.28 86.00
TOLL BROTHERS INC TOL - $1,743.60 60.00
GANNETT CO INC TGNA - $1,738.55 145.00
PARAMOUNT GROUP INC PGRE - $1,735.53 123.00
FLIR SYSTEMS INC FLIR - $1,734.76 31.00
NUANCE COMMUNICATIONS INC NUAN - $1,733.49 99.00
TERADATA CORP TDC - $1,727.52 48.00
ASHLAND INC ASH - $1,725.92 23.00
PERSPECTA INC PRSP - $1,713.19 67.00
ANIXTER INTL INC AXE - $1,710.18 27.00
MARVELL TECHNOLOGY GROUP LTD MRVL - $1,710.00 95.00
GROUP 1 AUTOMOTIVE INC GPI - $1,701.12 32.00
MRC GLOBAL INC MRC - $1,698.32 104.00
LAMB WESTON HOLDING INC LW - $1,697.30 22.00
RAYONIER INC RYN - $1,692.88 56.00
TWITTER INC TWTR - $1,692.44 58.00
XENIA HOTELS AND REPORTS INC XHR - $1,691.28 81.00
REALOGY HOLDINGS CORP RLGY - $1,687.95 93.00
ZEBRA TECHNOLOGIES CORP ZBRA - $1,681.80 10.00
ANSYS INC ANSS - $1,681.79 11.00
GENTEX CORP GNTX - $1,679.36 82.00
METTLER-TOLEDO INTL INC MTD - $1,674.33 3.00
BIO-RAD LABORATORIES INC BIO - $1,670.88 6.00
AMBAC FINANCIAL GROUP INC AMBC - $1,661.66 83.00
LIBERTY BROADBAND CORP LBRDK - $1,654.00 20.00
GRAPHIC PACKAGING HOLDING CO GPK - $1,650.88 134.00
URBAN OUTFITTERS INC URBN - $1,647.80 44.00
SPIRE INC SR - $1,646.92 22.00
WEINGARTEN REALTY INVESTORS WRI - $1,643.40 60.00
AMERICAN AXLE & MANUFACTURING HOLDINGS INC AXL - $1,643.00 106.00
LIFE STORAGE INC LSI - $1,642.50 18.00
FLOWERS FOODS INC FLO - $1,640.88 86.00
COMMONWEALTH REIT EQC - $1,639.12 56.00
ASSOCIATED BANC-CORP ASB - $1,625.76 72.00
DOUGLAS EMMETT INC DEI - $1,620.90 45.00
DSW INC DSW - $1,619.73 63.00
DIAMONDBACK ENERGY INC FANG - $1,619.28 13.00
DEAN FOODS CO DF - $1,618.37 211.00
CHEMOURS CO/THE CC - $1,617.82 46.00
SIGNATURE BANK SBNY - $1,617.30 15.00
STERICYCLE INC SRCL - $1,616.34 31.00
COMMERCIAL METALS CO CMC - $1,615.35 89.00
USG CORP USG - $1,613.86 38.00
CREE INC CREE - $1,612.07 43.00
TEREX CORP TEX - $1,610.14 49.00
DOMINO'S PIZZA INC DPZ - $1,606.50 6.00
LEGG MASON INC LM - $1,601.04 56.00
WATSCO INC WSO - $1,594.50 10.00
PITNEY BOWES INC PBI - $1,589.30 230.00
NU SKIN ENTERPRISES INC NUS - $1,578.72 22.00
TRANSUNION TRU - $1,578.03 23.00
EQUITY LIFESTYLE PROPERTIES INC ELS - $1,577.43 17.00
OLD DOMINION FREIGHT LINE INC ODFL - $1,573.68 12.00
ON SEMICONDUCTOR CORP ON - $1,573.11 99.00
TESLA MOTORS INC TSLA - $1,565.70 6.00
DUN & BRADSTREET CORP DNB - $1,564.75 11.00
PROSPERITY BANCSHARES INC PB - $1,554.75 25.00
BIOMARIN PHARMACEUTICAL INC BMRN - $1,552.95 15.00
EPR PROPERTIES EPR - $1,550.89 23.00
ASBURY AUTOMOTIVE GROUP INC ABG - $1,548.30 26.00
KEMPER CORP KMPR - $1,536.99 21.00
AVON PRODUCTS INC AVP - $1,529.14 757.00
ALLEGHENY TECHNOLOGIES INC ATI - $1,528.74 57.00
GENESCO INC GCO - $1,527.48 36.00
ENERGIZER HOLDINGS INC EPC - $1,524.27 33.00
AIR LEASE CORP AL - $1,519.24 38.00
FOREST CITY REALTY TRUST- A FCE.A - $1,513.20 60.00
MACK-CALI REALTY CORP CLI - $1,512.00 75.00
PENNYMAC MORTGAGE INVESTMENT TRUST PMT - $1,507.32 79.00
RYMAN HOSPITALITY PROPERTIES INC RHP - $1,506.20 20.00
TAUBMAN CENTERS INC TCO - $1,494.08 28.00
WEX INC WEX - $1,493.28 8.00
PRIMERICA INC PRI - $1,490.58 13.00
ABERCROMBIE & FITCH CO ANF - $1,484.10 85.00
OLIN CORP OLN - $1,475.60 68.00
VEONEER INC VNE - $1,472.76 36.00
UNITED NATURAL FOODS INC UNFI - $1,470.00 60.00
DILLARD'S INC DDS - $1,464.75 21.00
INVESCO MORTGAGE CAPITAL INC IVR - $1,463.22 99.00
VMWARE INC VMW - $1,461.40 10.00
DANA HOLDING CORP DAN - $1,457.10 90.00
SCIENCE APPLICATIONS INTL CORP SAIC - $1,453.80 20.00
TCF FINANCIAL CORP TCF - $1,452.45 69.00
MSC INDUSTRIAL DIRECT CO INC MSM - $1,450.98 18.00
BLACKSTONE MORTGAGE TRUST INC BXMT - $1,447.60 44.00
SUPERIOR ENERGY SERVICES INC SPN - $1,445.86 166.00
WYNDHAM HOTELS & RESORTS INC WH - $1,444.80 30.00
CUBESMART CUBE - $1,443.00 52.00
TELEFLEX INC TFX - $1,442.88 6.00
HUDSON PACIFIC PROPERTIES INC HPP - $1,437.26 47.00
CIMAREX ENERGY CO XEC - $1,437.12 16.00
ACADIA HEALTHCARE CO INC ACHC - $1,436.71 37.00
SOUTH JERSEY INDUSTRIES INC SJI - $1,424.28 44.00
HEALTHCARE REALTY TRUST INC HR - $1,422.39 51.00
TIMKEN CO TKR - $1,418.20 35.00
EXTENDED STAY AMERICA INC STAY - $1,416.69 81.00
HEALTHCARE TRUST OF AMERICA INC HTA - $1,413.50 55.00
SYNOVUS FINANCIAL CORP SNV - $1,411.90 35.00
EXPRESS INC EXPR - $1,411.00 166.00
CBL & ASSOCIATES PROPERTIES INC CBL - $1,407.00 420.00
ITT INC ITT - $1,405.32 28.00
STIFEL FINANCIAL CORP SF - $1,404.00 30.00
SELECT MEDICAL HOLDINGS CORP SEM - $1,399.44 84.00
COVANTA HOLDING CORP CVA - $1,395.48 87.00
MASTEC INC MTZ - $1,392.00 32.00
EATON VANCE CORP EV - $1,390.35 31.00
ONEMAIN HOLDINGS INC OMF - $1,387.91 47.00
HANCOCK HOLDING CO HBHC - $1,387.20 34.00
SBA COMMUNICATIONS CORP SBAC - $1,382.13 9.00
AMC NETWORKS INC AMCX - $1,381.38 23.00
SIX FLAGS ENTERTAINMENT CORP SIX - $1,376.97 21.00
PDC ENERGY INC PDCE - $1,369.96 29.00
CORPORATE OFFICE PROPERTIES TRUST OFC - $1,367.59 49.00
SABRE CORP SABR - $1,364.00 55.00
BANKUNITED INC BKU - $1,360.48 44.00
COMPASS MINERALS INTL INC CMP - $1,357.80 20.00
GENPACT LTD G - $1,345.61 47.00
PATTERSON COS INC PDCO - $1,343.28 58.00
SPROUTS FARMERS MARKET INC SFM - $1,343.09 49.00
SELECTIVE INSURANCE GROUP INC SIGI - $1,337.38 22.00
LIBERTY EXPEDIA HOLDINGS INC LEXEA - $1,336.64 32.00
YRC WORLDWIDE INC YRCW - $1,335.10 158.00
NVENT ELECTRIC PLC NVT - $1,334.94 57.00
RLI CORP RLI - $1,333.80 19.00
ENERSYS ENS - $1,332.12 17.00
LINCOLN ELECTRIC HOLDINGS INC LECO - $1,330.88 16.00
AMERICAN HOMES 4 RENT AMH - $1,330.55 65.00
BRANDYWINE REALTY TRUST BDN - $1,330.10 94.00
REXNORD CORP RXN - $1,328.04 51.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $1,325.61 11.00
VISHAY INTERTECHNOLOGY INC VSH - $1,318.32 72.00
CABOT CORP CBT - $1,317.94 26.00
MGIC INVESTMENT CORP MTG - $1,317.17 107.00
DIAMONDROCK HOSPITALITY CO DRH - $1,315.72 127.00
CORELOGIC INC CLGX - $1,314.28 29.00
CRANE CO CR - $1,309.95 15.00
CURTISS-WRIGHT CORP CW - $1,309.44 11.00
MB FINANCIAL INC MBFI - $1,307.89 31.00
BLOOMIN' BRANDS INC BLMN - $1,295.45 65.00
HILL-ROM HOLDINGS INC HRC - $1,293.45 15.00
F.N.B. CORP FNB - $1,292.60 115.00
LEXINGTON REALTY TRUST LXP - $1,291.48 166.00
CRACKER BARREL OLD COUNTRY STORE INC CBRL - $1,279.44 8.00
BIG LOTS INC BIG - $1,277.51 31.00
CARPENTER TECHNOLOGY CORP CRS - $1,276.32 24.00
COSAN LIMITED CZZ - $1,270.50 154.00
AVANGRID INC AGR - $1,266.20 26.00
CADENCE DESIGN SYSTEMS INC CDNS - $1,258.91 31.00
UNITED BANKSHARES INC UBSI - $1,255.90 38.00
HUB GROUP INC HUBG - $1,251.04 28.00
GANNETT CO INC GCI - $1,237.52 124.00
INTL GAME TECHNOLOG IGT - $1,236.52 76.00
VAIL RESORTS INC MTN - $1,234.80 5.00
CONSTELLIUM NV CSTM - $1,231.02 126.00
CARS.COM INC CARS - $1,225.98 49.00
ACUITY BRANDS INC AYI - $1,224.40 10.00
NAVISTAR INTL CORP NAV - $1,223.95 35.00
FULTON FINANCIAL CORP FULT - $1,222.84 76.00
WINTRUST FINANCIAL CORP WTFC - $1,222.24 16.00
RED HAT INC RHT - $1,219.00 10.00
NORDSON CORP NDSN - $1,218.60 10.00
RUSH ENTERPRISES INC RUSHA - $1,216.08 36.00
JANUS HENDERSON GROUP PLC JHG - $1,212.78 51.00
MOOG INC MOG.A - $1,210.56 16.00
GNC HOLDINGS INC GNC - $1,209.60 288.00
RADIAN GROUP INC RDN - $1,205.12 64.00
ECHOSTAR CORP SATS - $1,199.24 28.00
CATALENT INC CTLT - $1,198.57 29.00
ADTALEM GLOBAL EDUCATION INC ATGE - $1,190.00 25.00
MAGELLAN HEALTH SERVICES INC MGLN - $1,187.82 18.00
POLYONE CORP POL - $1,184.70 33.00
IBERIABANK CORP IBKC - $1,182.24 16.00
LITHIA MOTORS INC LAD - $1,181.76 16.00
HYATT HOTELS CORP H - $1,181.67 17.00
COOPER TIRE & RUBBER CO CTB - $1,173.59 47.00
LENNOX INTL INC LII - $1,169.40 6.00
ABM INDUSTRIES INC ABM - $1,169.20 37.00
WABCO HOLDINGS INC WBC - $1,167.87 11.00
SONIC AUTOMOTIVE INC SAH - $1,166.10 65.00
AK STEEL HOLDING CORP AKS - $1,163.58 258.00
VALMONT INDUSTRIES INC VMI - $1,162.26 9.00
CARTER'S INC CRI - $1,148.40 12.00
MIDDLEBY CORP MIDD - $1,146.40 10.00
SERVICEMASTER GLOBAL HOLDINGS INC SERV - $1,145.82 26.00
SCOTTS MIRACLE-GRO CO SMG - $1,139.36 16.00
GRAHAM HOLDINGS CO GHC - $1,137.08 2.00
NETSCOUT SYSTEMS INC NTCT - $1,136.20 46.00
TAYLOR MORRISON HOME CORP TMHC - $1,130.88 76.00
BENCHMARK ELECTRONICS INC BHE - $1,130.68 46.00
HEXCEL CORP HXL - $1,123.74 18.00
BANK OF HAWAII CORP BOH - $1,117.05 15.00
PLEXUS CORP PLXS - $1,116.20 20.00
J C PENNEY CO INC JCP - $1,114.38 738.00
TUPPERWARE BRANDS CORP TUP - $1,109.85 35.00
TUTOR PERINI CORP TPC - $1,106.82 66.00
PEABODY ENERGY CORP BTU - $1,106.70 31.00
CYPRESS SEMICONDUCTOR CORP CY - $1,103.90 83.00
VIASAT INC VSAT - $1,100.88 18.00
HOWARD HUGHES CORP HHC - $1,100.30 10.00
COOPER-STANDARD HOLDINGS INC CPS - $1,097.76 12.00
APERGY CORP APY - $1,089.99 27.00
WYNDHAM WORLDWIDE CORP WYN - $1,089.00 30.00
INVESTORS BANCORP INC ISBC - $1,086.00 100.00
VALLEY NATIONAL BANCORP VLY - $1,081.77 107.00
KENNAMETAL INC KMT - $1,078.20 30.00
TRINSEO SA TSE - $1,076.54 19.00
HAIN CELESTIAL GROUP INC/THE HAIN - $1,065.54 43.00
TORO CO TTC - $1,063.24 19.00
DELUXE CORP DLX - $1,048.40 20.00
FEDERATED INVESTORS INC FII - $1,046.04 46.00
UNDER ARMOUR INC UAA - $1,040.48 56.00
DELPHI TECHNOLOGIES PLC DLPH - $1,037.76 48.00
THOR INDUSTRIES INC THO - $1,037.40 14.00
FIRST HORIZON NATIONAL CORP FHN - $1,019.07 67.00
SINCLAIR BROADCAST GROUP INC SBGI - $1,003.34 34.00
TERADYNE INC TER - $1,000.99 31.00
A. O. SMITH CORP AOS - $1,000.78 22.00
BELDEN INC BDC - $994.24 16.00
SKECHERS USA INC SKX - $988.75 35.00
UNDER ARMOUR INC-CLASS C UA - $988.32 58.00
RR DONNELLEY & SONS CO RRD - $985.60 220.00
SPARTANNASH CO SPTN - $983.34 54.00
JETBLUE AIRWAYS CORP JBLU - $977.63 59.00
KNIGHT-SWIFT TRANSPORTATION KNX - $977.60 32.00
BOISE CASCADE CO BCC - $971.70 30.00
SEI INVESTMENTS CO SEIC - $966.96 18.00
MICHAELS COS INC MIK - $957.60 60.00
SOUTHERN COPPER CORP SCCO - $956.50 25.00
WASHINGTON FEDERAL INC WAFD - $944.52 34.00
LOUISIANA-PACIFIC CORP LPX - $921.48 42.00
VISTA OUTDOOR INC VSTO - $909.09 63.00
MERITAGE HOMES CORP MTH - $906.08 28.00
CHICO'S FAS INC CHS - $899.13 123.00
TEXAS CAPITAL BANCSHARES INC TCBI - $896.70 14.00
SANDERSON FARMS INC SAFM - $881.10 9.00
NEWS CORP NWS - $871.00 65.00
TRIUMPH GROUP INC TGI - $829.80 45.00
BEACON ROOFING SUPPLY INC BECN - $784.62 27.00
MERITOR INC MTOR - $767.74 46.00
TRI POINTE HOMES INC TPH - $748.30 70.00
BANK OZK OZK - $636.00 25.00
FRONTDOOR INC FTDR - $488.80 13.00
RETAIL VALUE INC RVI - $464.64 16.00
LIBERTY BROADBAND CORP LBRDA - $413.25 5.00
SPIRIT MTA REIT SMTA - $354.88 32.00
DIEBOLD INC DBD - $324.53 83.00
GARRETT MOTION INC GTX - $279.20 20.00
KLX ENERGY SERVICES HOLDINGS INC KLXE - $239.40 7.00
NET OTHER ASSETS / CASH - - $942,485.15 942,485.15