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 8/7/20

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
FTSE RAFI US 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - 107,091.37 - 9.06
FTSE RAFI US 1000 INDEX SWAP SOCIETE GENERALE - 59,101.20 - 5.00
RUSSELL 1000 INDEX SWAP GOLDMAN SACHS INTERNATIONAL - (83,214.04) - (44.75)
RUSSELL 1000 INDEX SWAP SOCIETE GENERALE - (5,347,893.24) - (2,876.00)
APPLE INC AAPL - $201,780.30 454.00
MICROSOFT CORP MSFT - $106,452.48 501.00
EXXON MOBIL CORP XOM - $98,739.12 2,273.00
AT&T INC T - $93,242.12 3,106.00
VERIZON COMMUNICATIONS INC VZ - $85,922.04 1,468.00
JPMORGAN CHASE & CO JPM - $77,814.54 783.00
BERKSHIRE HATHAWAY INC BRK.B - $70,594.76 337.00
CHEVRON CORP CVX - $70,568.40 813.00
JOHNSON & JOHNSON JNJ - $66,275.60 446.00
WAL-MART STORES INC WMT - $61,345.84 472.00
PFIZER INC PFE - $60,328.05 1,569.00
AMAZON.COM INC AMZN - $57,014.28 18.00
BANK OF AMERICA CORP BAC - $56,998.13 2,183.00
PROCTER & GAMBLE CO PG - $55,690.35 417.00
UNITEDHEALTH GROUP INC UNH - $53,578.07 169.00
CITIGROUP INC C - $46,751.64 897.00
COMCAST CORP CMCSA - $45,806.70 1,070.00
WELLS FARGO & CO WFC - $43,697.01 1,743.00
CISCO SYSTEMS INC CSCO - $41,596.11 877.00
INTEL CORP INTC - $41,305.80 860.00
FACEBOOK INC FB - $40,266.00 150.00
CVS HEALTH CORP CVS - $40,015.36 616.00
HOME DEPOT INC HD - $38,029.60 140.00
FORD MOTOR CO F - $36,817.62 5,367.00
INTL BUSINESS MACHINES CORP IBM - $36,238.40 290.00
ALPHABET INC CL A GOOGL - $35,960.88 24.00
ALPHABET INC CL C GOOG - $35,867.76 24.00
MERCK & CO INC MRK - $35,162.68 434.00
PEPSICO INC PEP - $31,723.68 232.00
WALT DISNEY CO DIS - $31,313.13 241.00
PHILIP MORRIS INTL INC PM - $31,155.00 402.00
UNITED PARCEL SERVICE INC UPS - $30,595.50 195.00
GENERAL MOTORS CO GM - $28,991.20 1,085.00
ABBVIE INC ABBV - $28,619.36 308.00
COSTCO WHOLESALE CORP COST - $28,295.53 83.00
COCA-COLA CO/THE KO - $26,098.80 546.00
ALTRIA GROUP INC MO - $26,018.89 617.00
MCKESSON CORP MCK - $24,928.00 164.00
GENERAL ELECTRIC CO GE - $24,467.20 3,823.00
GOLDMAN SACHS GROUP INC GS - $24,367.59 117.00
AMGEN INC AMGN - $24,309.69 101.00
QUALCOMM INC QCOM - $23,273.75 215.00
KROGER CO KR - $22,483.12 638.00
DUPONT DE NEMOURS INC DD - $22,459.74 402.00
TARGET CORP TGT - $22,002.25 167.00
GILEAD SCIENCES INC GILD - $21,775.90 314.00
MEDTRONIC INC MDT - $21,610.80 216.00
LINDE PLC LIN - $20,851.35 85.00
LOWE'S COS INC LOW - $20,778.08 136.00
3M CO MMM - $20,741.23 131.00
ANTHEM INC ANTM - $20,472.84 74.00
UNION PACIFIC CORP UNP - $20,305.23 111.00
DUKE ENERGY CORP DUK - $20,266.74 234.00
MCDONALD'S CORP MCD - $19,846.20 97.00
MORGAN STANLEY MS - $19,837.90 394.00
ABBOTT LABORATORIES ABT - $19,537.39 193.00
NEXTERA ENERGY INC NEE - $19,281.26 67.00
WALGREENS BOOTS ALLIANCE INC WBA - $18,767.04 452.00
CATERPILLAR INC CAT - $18,753.88 139.00
ORACLE CORP ORCL - $18,502.05 335.00
PRUDENTIAL FINANCIAL INC PRU - $17,941.44 264.00
RAYTHEON TECHNOLOGIES CORP RTX - $17,817.93 291.00
FEDEX CORP FDX - $17,068.29 93.00
PHILLIPS 66 PSX - $16,534.81 263.00
AMERICAN INTL GROUP INC AIG - $16,525.74 539.00
HONEYWELL INTL INC HON - $16,441.66 106.00
ACCENTURE PLC ACN - $16,440.76 71.00
METLIFE INC MET - $16,378.56 423.00
MICRON TECHNOLOGY INC MU - $15,405.00 316.00
BRISTOL-MYERS SQUIBB CO BMY - $15,377.04 252.00
CARDINAL HEALTH INC CAH - $15,195.62 289.00
ARCHER DANIELS MIDLAND CO ADM - $15,190.35 345.00
CONOCOPHILLIPS COP - $15,166.80 396.00
TEXAS INSTRUMENTS INC TXN - $15,092.28 113.00
CAPITAL ONE FINANCIAL CORP COF - $15,056.75 229.00
VALERO ENERGY CORP VLO - $15,008.10 285.00
EXELON CORP EXC - $14,715.54 378.00
SOUTHERN CO/THE SO - $14,656.92 268.00
U.S. BANCORP USB - $14,646.86 391.00
BOEING CO BA - $14,621.72 86.00
AMERISOURCEBERGEN CORP ABC - $14,600.30 143.00
SCHLUMBERGER NV SLB - $14,486.94 738.00
CHARTER COMMUNICATIONS INC CHTR - $14,444.88 24.00
ELI LILLY AND CO LLY - $14,375.42 94.00
CHUBB LTD CB - $14,294.50 110.00
VISA INC V - $14,137.92 72.00
BROADCOM INC AVGO - $14,014.99 43.00
MONDELEZ INTL INC MDLZ - $14,011.20 252.00
KRAFT HEINZ CO/THE KHC - $13,986.95 395.00
LOCKHEED MARTIN CORP LMT - $13,882.32 36.00
TRAVELERS COS INC/THE TRV - $13,731.12 117.00
MARATHON PETROLEUM CORP MPC - $13,567.90 370.00
BLACKROCK INC BLK - $13,528.37 23.00
THERMO FISHER SCIENTIFIC INC TMO - $13,258.56 32.00
DEERE & CO DE - $13,028.50 71.00
HUMANA INC HUM - $12,956.14 31.00
PNC FINANCIAL SERVICES GROUP INC PNC - $12,944.60 118.00
DOMINION RESOURCES INC D - $12,899.20 160.00
AMERICAN EXPRESS CO AXP - $12,494.16 126.00
PAYPAL HOLDINGS INC PYPL - $12,116.43 61.00
CIGNA CORP CI - $11,938.73 67.00
CENTURYLINK INC CTL - $11,696.35 1,115.00
BANK OF NEW YORK MELLON CORP BK - $11,362.75 301.00
DANAHER CORP DHR - $11,297.00 55.00
T-MOBILE US INC TMUS - $11,048.64 96.00
GENERAL MILLS INC GIS - $10,746.45 167.00
NIKE INC NKE - $10,491.58 103.00
AMERICAN ELECTRIC POWER CO INC AEP - $10,478.60 121.00
EATON CORP PLC ETN - $10,460.32 107.00
KIMBERLY-CLARK CORP KMB - $10,221.90 65.00
LYONDELLBASELL INDUSTRIES NV LYB - $10,203.57 153.00
PACCAR INC PCAR - $10,100.40 114.00
CENTENE CORP CNC - $9,834.84 153.00
WILLIAMS COS INC WMB - $9,820.35 471.00
KINDER MORGAN INC KMI - $9,694.64 677.00
DOW INC DOW - $9,677.01 227.00
EMERSON ELECTRIC CO EMR - $9,623.65 145.00
JOHNSON CONTROLS INTERNATIONAL PLC JCI - $9,606.30 246.00
ALLSTATE CORP ALL - $9,497.18 98.00
COLGATE-PALMOLIVE CO CL - $9,453.76 124.00
STARBUCKS CORP SBUX - $9,322.17 123.00
CUMMINS INC CMI - $9,166.42 46.00
NORFOLK SOUTHERN CORP NSC - $9,153.54 46.00
TJX COS INC TJX - $9,093.80 164.00
PROGRESSIVE CORP PGR - $8,982.27 99.00
GENERAL DYNAMICS CORP GD - $8,872.26 58.00
BIOGEN IDEC INC BIIB - $8,865.59 29.00
BOOKING HOLDINGS INC BKNG - $8,772.40 5.00
BEST BUY CO INC BBY - $8,540.70 83.00
AFLAC INC AFL - $8,436.12 231.00
TRUIST FINANCIAL CORP TFC - $8,397.90 215.00
HP INC HPQ - $8,366.91 453.00
PUBLIC SERVICE ENTERPRISE GROUP INC PEG - $8,291.85 149.00
XCEL ENERGY INC XEL - $8,246.76 114.00
CSX CORP CSX - $8,241.09 113.00
BECTON DICKINSON AND CO BDX - $8,205.12 32.00
MASTERCARD INC MA - $8,200.50 25.00
HEWLETT PACKARD ENTERPRISE CO HPE - $8,132.54 806.00
CONSOLIDATED EDISON INC ED - $8,036.77 107.00
BAKER HUGHES A GE CO BHGE - $8,003.31 483.00
HCA HOLDINGS INC HCA - $7,946.47 61.00
STATE STREET CORP STT - $7,930.98 114.00
CROWN CASTLE INTL CORP CCI - $7,904.93 47.00
NORTHROP GRUMMAN CORP NOC - $7,902.48 24.00
AIR PRODUCTS AND CHEMICALS INC APD - $7,887.32 28.00
ILLINOIS TOOL WORKS INC ITW - $7,812.55 41.00
PROLOGIS INC PLD - $7,775.18 74.00
CORNING INC GLW - $7,675.85 241.00
SYSCO CORP SYY - $7,456.20 129.00
MARSH & MCLENNAN COS INC MMC - $7,417.62 63.00
SYNCHRONY FINANCIAL SYF - $7,367.59 311.00
CME GROUP INC CME - $7,354.16 44.00
AMERICAN TOWER CORP AMT - $7,213.08 28.00
NVIDIA CORP NVDA - $7,167.68 16.00
SEMPRA ENERGY SRE - $7,144.50 55.00
EQUINIX INC EQIX - $7,125.30 9.00
WASTE MANAGEMENT INC WM - $7,101.36 63.00
INTL PAPER CO IP - $7,098.00 200.00
DOLLAR GENERAL CORP DG - $7,030.44 36.00
FREEPORT-MCMORAN INC FCX - $6,952.08 498.00
EBAY INC EBAY - $6,901.25 125.00
PPL CORP PPL - $6,839.28 252.00
TE CONNECTIVITY LTD TEL - $6,839.08 74.00
APPLIED MATERIALS INC AMAT - $6,738.42 106.00
NUCOR CORP NUE - $6,651.00 150.00
EQT CORP EQT - $6,558.94 382.00
ANTERO RESOURCES CORP AR - $6,421.62 1,634.00
TYSON FOODS INC TSN - $6,405.60 102.00
INTERCONTINENTAL EXCHANGE INC ICE - $6,360.48 63.00
LIBERTY GLOBAL PLC LBTYK - $6,266.88 288.00
ACTIVISION BLIZZARD INC ATVI - $6,102.78 74.00
OCCIDENTAL PETROLEUM CORP OXY - $6,010.05 389.00
NORTHEAST UTILITIES SYSTEM ES - $5,964.34 67.00
EOG RESOURCES INC EOG - $5,906.01 121.00
WHIRLPOOL CORP WHR - $5,888.80 34.00
KLA-TENCOR CORP KLAC - $5,882.65 29.00
DISCOVER FINANCIAL SERVICES DFS - $5,807.07 113.00
HARTFORD FINANCIAL SERVICES GROUP INC HIG - $5,735.20 134.00
HALLIBURTON CO HAL - $5,732.65 385.00
DTE ENERGY CO DTE - $5,705.28 48.00
CORTEVA INC CTVA - $5,697.00 225.00
OTIS WORLDWIDE CORP OTIS - $5,668.08 88.00
NEWMONT MINING CORP NEM - $5,650.62 82.00
SALESFORCE.COM INC CRM - $5,629.40 28.00
WEYERHAEUSER CO WY - $5,613.30 198.00
COGNIZANT TECHNOLOGY SOLUTIONS CORP CTSH - $5,600.84 83.00
DOLLAR TREE INC DLTR - $5,596.42 58.00
AMERIPRISE FINANCIAL INC AMP - $5,594.40 35.00
REGENERON PHARMACEUTICALS INC REGN - $5,581.89 9.00
STRYKER CORP SYK - $5,554.66 29.00
L BRANDS INC LB - $5,546.52 213.00
ARROW ELECTRONICS INC ARW - $5,490.80 74.00
ENTERGY CORP ETR - $5,442.84 52.00
PRINCIPAL FINANCIAL GROUP INC PFG - $5,407.04 122.00
ADOBE SYSTEMS INC ADBE - $5,394.84 12.00
AUTOMATIC DATA PROCESSING INC ADP - $5,381.61 39.00
UNITED RENTALS INC URI - $5,381.29 31.00
EDISON INTL EIX - $5,351.78 98.00
PPG INDUSTRIES INC PPG - $5,344.37 47.00
FIDELITY NATIONAL INFORMATION SERVICES INC FIS - $5,320.08 36.00
WELLTOWER INC HCN - $5,317.74 93.00
T. ROWE PRICE GROUP INC TROW - $5,305.94 38.00
WEC ENERGY GROUP INC WEC - $5,284.72 56.00
ECOLAB INC ECL - $5,262.30 27.00
SHERWIN-WILLIAMS CO SHW - $5,253.76 8.00
LIBERTY INTERACTIVE CORP QRTEA - $5,188.50 450.00
ALLY FINANCIAL INC ALLY - $5,152.80 240.00
CHARLES SCHWAB CORP SCHW - $5,140.04 151.00
CONAGRA FOODS INC CAG - $5,108.40 135.00
MYLAN INC MYL - $5,086.41 311.00
DIGITAL REALTY TRUST INC DLR - $5,075.52 32.00
NORTONLIFELOCK INC NLOK - $5,069.12 217.00
STANLEY BLACK & DECKER INC SWK - $5,032.32 32.00
CARRIER GLOBAL CORP CARR - $5,011.81 173.00
ANALOG DEVICES INC ADI - $5,001.76 43.00
FLEXTRONICS INTL LTD FLEX - $4,967.16 426.00
BUNGE LTD BG - $4,955.14 109.00
NETFLIX INC NFLX - $4,947.30 10.00
SEAGATE TECHNOLOGY PLC STX - $4,848.17 107.00
FIFTH THIRD BANCORP FITB - $4,846.65 237.00
AMEREN CORP AEE - $4,766.44 58.00
CITIZENS FINANCIAL GROUP INC CFG - $4,755.41 187.00
PARKER HANNIFIN CORP PH - $4,742.40 24.00
AUTOZONE INC AZO - $4,728.88 4.00
NXP SEMICONDUCTORS NV NXPI - $4,586.98 38.00
KELLOGG CO K - $4,518.80 65.00
S&P GLOBAL INC SPGI - $4,514.51 13.00
MOLINA HEALTHCARE INC MOH - $4,508.23 23.00
LAM RESEARCH CORP LRCX - $4,469.28 12.00
LENNAR CORP LEN - $4,467.64 61.00
EASTMAN CHEMICAL CO EMN - $4,456.66 61.00
LABORATORY CORP OF AMERICA HOLDINGS LH - $4,441.53 23.00
C.H. ROBINSON WORLDWIDE INC CHRW - $4,406.34 46.00
WESTERN DIGITAL CORP WDC - $4,402.41 119.00
AES CORP AES - $4,392.96 256.00
TESLA MOTORS INC TSLA - $4,358.13 3.00
VENTAS INC VTR - $4,318.08 104.00
CARMAX INC KMX - $4,312.04 43.00
D.R. HORTON INC DHI - $4,307.94 63.00
BLACKSTONE GROUP LP BX - $4,306.64 82.00
BAXTER INTL INC BAX - $4,278.69 53.00
APTIV PLC APTV - $4,276.86 51.00
CLOROX CO CLX - $4,274.82 18.00
LEAR CORP LEA - $4,273.48 38.00
PG&E CORP PCG - $4,267.90 469.00
GENUINE PARTS CO GPC - $4,266.50 46.00
DXC TECHNOLOGY CO DXC - $4,258.60 214.00
FIRSTENERGY CORP FE - $4,239.36 144.00
TRANE TECHNOLOGIES PLC TT - $4,206.60 36.00
VIACOMCBS INC - CLASS B VIAC - $4,193.60 160.00
O'REILLY AUTOMOTIVE INC ORLY - $4,186.62 9.00
RITE AID CORP RAD - $4,183.90 278.00
WESTROCK CO WRK - $4,157.01 143.00
LINCOLN NATIONAL CORP LNC - $4,066.16 106.00
REGIONS FINANCIAL CORP RF - $4,053.60 360.00
BOSTON SCIENTIFIC CORP BSX - $4,052.88 104.00
LAS VEGAS SANDS CORP LVS - $4,022.20 91.00
QUEST DIAGNOSTICS INC DGX - $4,006.72 32.00
J M SMUCKER CO SJM - $3,997.80 36.00
ROPER TECHNOLOGIES INC ROP - $3,968.10 9.00
LOEWS CORP L - $3,964.80 105.00
CONSTELLATION BRANDS INC STZ - $3,962.21 23.00
CENTERPOINT ENERGY INC CNP - $3,918.72 192.00
AON PLC AON - $3,908.80 20.00
ELECTRONIC ARTS INC EA - $3,887.73 27.00
M&T BANK CORP MTB - $3,873.96 36.00
GOODYEAR TIRE & RUBBER CO/THE GT - $3,850.22 407.00
CMS ENERGY CORP CMS - $3,835.68 61.00
DELL TECHNOLOGIES INC DELL - $3,830.40 63.00
TENET HEALTHCARE CORP THC - $3,814.72 131.00
TRANSDIGM GROUP INC TDG - $3,803.12 8.00
SIMON PROPERTY GROUP INC SPG - $3,793.59 61.00
WILLIS TOWERS WATSON PLC WLTW - $3,789.93 19.00
OMNICOM GROUP INC OMC - $3,782.17 71.00
ZIMMER HOLDINGS INC ZBH - $3,763.26 27.00
AMERICAN WATER WORKS CO INC AWK - $3,744.75 25.00
CONCHO RESOURCES INC CXO - $3,742.71 73.00
BJS WHOLESALE CLUB HOLDINGS INC BJ - $3,734.44 89.00
MOSAIC CO MOS - $3,695.85 215.00
EQUITABLE HOLDINGS INC EQH - $3,667.95 171.00
NORTHERN TRUST CORP NTRS - $3,663.00 44.00
BORGWARNER INC BWA - $3,657.54 94.00
KEYCORP KEY - $3,571.05 285.00
FRANKLIN RESOURCES INC BEN - $3,547.29 159.00
YUM! BRANDS INC YUM - $3,541.98 39.00
W W GRAINGER INC GWW - $3,493.80 10.00
FASTENAL CO FAST - $3,488.40 72.00
DAVITA HEALTHCARE PARTNERS INC DVA - $3,459.54 42.00
INTUITIVE SURGICAL INC ISRG - $3,429.25 5.00
EQUITY RESIDENTIAL EQR - $3,421.78 62.00
EVERGY INC EVRG - $3,419.92 62.00
INTUIT INC INTU - $3,403.73 11.00
IQVIA HOLDINGS INC IQV - $3,371.34 21.00
AVNET INC AVT - $3,360.30 115.00
ROCKWELL AUTOMATION INC ROK - $3,354.60 15.00
AMPHENOL CORP APH - $3,346.76 31.00
HOST HOTELS & RESORTS INC HST - $3,323.50 289.00
SKYWORKS SOLUTIONS INC SWKS - $3,320.51 23.00
MARKEL CORP MKL - $3,270.09 3.00
REPUBLIC SERVICES INC RSG - $3,261.24 36.00
MACY'S INC M - $3,257.04 492.00
JABIL CIRCUIT INC JBL - $3,226.44 92.00
CBRE GROUP INC CBG - $3,213.46 73.00
ALCOA CORP AA - $3,212.73 219.00
ALEXION PHARMACEUTICALS INC ALXN - $3,201.68 31.00
PUBLIC STORAGE PSA - $3,188.00 16.00
HESS CORP HES - $3,181.80 60.00
IRON MOUNTAIN INC IRM - $3,180.60 108.00
XILINX INC XLNX - $3,116.34 29.00
MARATHON OIL CORP MRO - $3,105.34 541.00
MARVELL TECHNOLOGY GROUP LTD MRVL - $3,102.88 86.00
AUTONATION INC AN - $3,092.56 58.00
MANPOWERGROUP INC MAN - $3,090.36 42.00
UNITED NATURAL FOODS INC UNFI - $3,086.05 155.00
AVALONBAY COMMUNITIES INC AVB - $3,077.20 20.00
VF CORP VFC - $3,064.00 50.00
ANNALY CAPITAL MANAGEMENT INC NLY - $3,062.70 415.00
ROSS STORES INC ROST - $3,040.96 34.00
FLUOR CORP FLR - $3,038.46 267.00
HUNTINGTON BANCSHARES INC HBAN - $3,033.24 314.00
ZOETIS INC ZTS - $3,018.72 19.00
PAYCHEX INC PAYX - $3,011.45 41.00
AECOM ACM - $3,005.34 78.00
ESTEE LAUDER COS INC EL - $2,999.85 15.00
ALTICE USA INC ATUS - $2,999.16 108.00
MOLSON COORS BREWING CO TAP - $2,981.60 80.00
KOHL'S CORP KSS - $2,972.70 135.00
MURPHY USA INC MUSA - $2,964.36 21.00
TRACTOR SUPPLY CO TSCO - $2,962.00 20.00
LKQ CORP LKQ - $2,923.58 97.00
MARRIOTT INTL INC MAR - $2,907.18 31.00
LITHIA MOTORS INC LAD - $2,894.76 12.00
ARTHUR J. GALLAGHER & CO. AJG - $2,883.87 27.00
US FOODS HOLDING CORP USFD - $2,881.76 124.00
HERSHEY CO HSY - $2,878.40 20.00
NATIONAL OILWELL VARCO INC NOV - $2,877.60 240.00
MICROCHIP TECHNOLOGY INC MCHP - $2,870.13 29.00
BRIGHTHOUSE FINANCIAL INC BHF - $2,857.89 93.00
ILLUMINA INC ILMN - $2,845.28 8.00
AGILENT TECHNOLOGIES INC A - $2,835.62 29.00
VISTRA ENERGY CORP VST - $2,835.00 150.00
XPO LOGISTICS INC XPO - $2,831.50 35.00
TEXTRON INC TXT - $2,818.50 75.00
RANGE RESOURCES CORP RRC - $2,816.66 341.00
PIONEER NATURAL RESOURCES CO PXD - $2,815.56 27.00
DISH NETWORK CORP DISH - $2,801.94 82.00
VOYA FINANCIAL INC VOYA - $2,794.55 55.00
EVEREST RE GROUP LTD RE - $2,786.28 12.00
HEALTHPEAK PROPERTIES INC PEAK - $2,775.17 97.00
BED BATH & BEYOND INC BBBY - $2,724.75 225.00
BALL CORP BLL - $2,719.08 36.00
RELIANCE STEEL AND ALUMINUM CO RS - $2,707.64 26.00
BERRY PLASTICS GROUP INC BERY - $2,688.50 50.00
CARNIVAL CORP CCL - $2,687.58 189.00
LIBERTY GLOBAL PLC LBTYA - $2,686.80 120.00
IHS MARKIT LTD INFO - $2,686.72 32.00
HOLLYFRONTIER CORP HFC - $2,677.50 105.00
MASCO CORP MAS - $2,675.82 46.00
NIELSEN HOLDINGS PLC NLSN - $2,667.84 168.00
CERNER CORP CERN - $2,661.52 38.00
PINNACLE WEST CAPITAL CORP PNW - $2,629.12 32.00
CELANESE CORP CE - $2,625.48 26.00
MCCORMICK & CO INC MKC - $2,620.15 13.00
QORVO INC QRVO - $2,619.40 20.00
CINCINNATI FINANCIAL CORP CINF - $2,613.44 32.00
BOSTON PROPERTIES INC BXP - $2,611.16 29.00
MAXIM INTEGRATED PRODUCTS INC MXIM - $2,610.22 38.00
UNUM GROUP UNM - $2,599.85 145.00
STEEL DYNAMICS INC STLD - $2,592.59 91.00
TUPPERWARE BRANDS CORP TUP - $2,591.54 173.00
PACKAGING CORP OF AMERICA PKG - $2,577.69 27.00
HENRY SCHEIN INC HSIC - $2,576.40 38.00
ALLIANT ENERGY CORP LNT - $2,571.84 47.00
JUNIPER NETWORKS INC JNPR - $2,568.06 99.00
CHURCH & DWIGHT CO INC CHD - $2,563.92 27.00
CROWN HOLDINGS INC CCK - $2,521.10 34.00
CF INDUSTRIES HOLDINGS INC CF - $2,517.88 76.00
LEIDOS HOLDINGS INC LDOS - $2,516.67 27.00
RYDER SYSTEM INC R - $2,510.49 67.00
GAP INC GPS - $2,492.16 177.00
DOVER CORP DOV - $2,484.69 23.00
CINTAS CORP CTAS - $2,480.08 8.00
MOODY'S CORP MCO - $2,479.68 9.00
EXPEDITORS INTL OF WASHINGTON INC EXPD - $2,478.05 29.00
NEW YORK COMMUNITY BANCORP INC NYCB - $2,461.70 239.00
FORTIVE CORP FTV - $2,455.82 34.00
HUNTSMAN CORP HUN - $2,455.20 124.00
YUM CHINA HOLDINGS INC YUMC - $2,454.10 46.00
ROYAL CARIBBEAN CRUISES LTD RCL - $2,448.70 47.00
FIRST REPUBLIC BANK FRC - $2,438.52 21.00
MGM RESORTS INTL MGM - $2,435.84 128.00
ADVANCE AUTO PARTS INC AAP - $2,431.52 16.00
KANSAS CITY SOUTHERN KSU - $2,431.52 13.00
OWENS & MINOR INC OMI - $2,422.50 190.00
CDW CORP CDW - $2,410.17 21.00
INTL FLAVORS & FRAGRANCES INC IFF - $2,409.20 19.00
COCA-COLA EUROPEAN PARTNERS PLC CCE - $2,402.94 58.00
HOLOGIC INC HOLX - $2,399.25 35.00
UGI CORP UGI - $2,399.13 69.00
OWENS CORNING OC - $2,392.20 36.00
REINSURANCE GROUP OF AMERICA INC RGA - $2,391.22 26.00
PULTEGROUP INC PHM - $2,390.04 54.00
INVESCO LTD IVZ - $2,382.38 221.00
SVB FINANCIAL GROUP SIVB - $2,373.40 10.00
NEWELL RUBBERMAID INC NWL - $2,366.70 138.00
GARMIN LTD GRMN - $2,343.47 23.00
WILLIAMS-SONOMA INC WSM - $2,329.25 25.00
ASSURANT INC AIZ - $2,321.99 19.00
QUANTA SERVICES INC PWR - $2,318.00 50.00
MOHAWK INDUSTRIES INC MHK - $2,312.55 27.00
PITNEY BOWES INC PBI - $2,301.09 367.00
DEVON ENERGY CORP DVN - $2,300.90 190.00
ONEOK INC OKE - $2,298.66 78.00
ALEXANDRIA REAL ESTATE EQUITIES INC ARE - $2,283.45 13.00
JACOBS ENGINEERING GROUP INC JEC - $2,283.00 25.00
NISOURCE INC NI - $2,277.00 92.00
HORMEL FOODS CORP HRL - $2,271.28 44.00
GAMESTOP CORP GME - $2,263.04 544.00
REALTY INCOME CORP O - $2,257.92 36.00
WESTERN UNION CO WU - $2,257.19 97.00
AMETEK INC AME - $2,249.17 23.00
NOBLE ENERGY INC NBL - $2,249.13 219.00
TIFFANY & CO TIF - $2,246.76 18.00
ARCH CAPITAL GROUP LTD ACGL - $2,241.81 69.00
ESSEX PROPERTY TRUST INC ESS - $2,231.90 10.00
MARTIN MARIETTA MATERIALS INC MLM - $2,200.00 10.00
FOX CORP - CLASS A FOXA - $2,195.63 89.00
UNIVERSAL HEALTH SERVICES INC UHS - $2,188.80 20.00
SYNOPSYS INC SNPS - $2,186.69 11.00
FISERV INC FISV - $2,182.11 21.00
J B HUNT TRANSPORT SERVICES INC JBHT - $2,175.20 16.00
INTERPUBLIC GROUP OF COS INC IPG - $2,172.38 118.00
EQUIFAX INC EFX - $2,166.32 13.00
ALLEGHANY CORP Y - $2,158.68 4.00
AUTOLIV INC ALV - $2,157.44 32.00
EDWARDS LIFESCIENCES CORP EW - $2,154.32 28.00
EXPEDIA INC EXPE - $2,146.56 26.00
ON SEMICONDUCTOR CORP ON - $2,146.52 103.00
DUKE REALTY CORP DRE - $2,146.50 54.00
UNITED STATES STEEL CORP X - $2,141.70 295.00
NETAPP INC NTAP - $2,140.00 50.00
ATHENE HOLDING LTD-CLASS A ATH - $2,124.60 60.00
AERCAP HOLDINGS NV AER - $2,115.19 67.00
ATMOS ENERGY CORP ATO - $2,114.20 20.00
MATTEL INC MAT - $2,112.96 186.00
FIDELITY NATIONAL FINANCIAL INC FNF - $2,110.20 60.00
L3HARRIS TECHNOLOGIES INC LHX - $2,107.68 12.00
MID-AMERICA APARTMENT COMMUNITIES INC MAA - $2,096.82 18.00
HANESBRANDS INC HBI - $2,090.56 139.00
JEFFERIES FINANCIAL GROUP IN JEF - $2,089.40 124.00
INVITATION HOMES INC INVH - $2,083.80 69.00
VULCAN MATERIALS CO VMC - $2,081.28 16.00
SYNNEX CORP SNX - $2,058.24 16.00
VISTEON CORP VC - $2,057.64 26.00
TRANSOCEAN LTD RIG - $2,049.60 915.00
W. R. BERKLEY CORP WRB - $2,044.48 32.00
FIRST SOLAR INC FSLR - $2,042.04 28.00
COMERICA INC CMA - $2,041.02 51.00
TARGA RESOURCES CORP TRGP - $2,039.44 104.00
RPM INTL INC RPM - $2,023.68 24.00
RAYMOND JAMES FINANCIAL INC RJF - $2,019.06 27.00
BROWN-FORMAN CORP BF.B - $1,992.88 29.00
NEWS CORP NWSA - $1,992.57 139.00
HARLEY-DAVIDSON INC HOG - $1,991.96 76.00
THOR INDUSTRIES INC THO - $1,980.36 18.00
DARDEN RESTAURANTS INC DRI - $1,976.50 25.00
AVIS BUDGET GROUP INC CAR - $1,972.60 70.00
VEREIT INC VER - $1,959.00 300.00
NRG ENERGY INC NRG - $1,953.96 57.00
CAMPBELL SOUP CO CPB - $1,948.83 39.00
W. P. CAREY INC WPC - $1,944.00 27.00
SOUTHWESTERN ENERGY CO SWN - $1,936.98 633.00
AGNC INVESTMENT CORP AGNC - $1,921.83 141.00
HASBRO INC HAS - $1,918.75 25.00
CNX RESOURCES CORP CNX - $1,918.57 173.00
SEALED AIR CORP SEE - $1,916.19 47.00
FORTUNE BRANDS HOME & SECURITY INC FBHS - $1,915.44 24.00
MONSTER BEVERAGE CORP MNST - $1,913.37 23.00
VERISK ANALYTICS INC VRSK - $1,911.60 10.00
INGREDION INC INGR - $1,911.36 24.00
BIG LOTS INC BIG - $1,908.90 42.00
TELEPHONE AND DATA SYSTEMS INC TDS - $1,907.34 83.00
GLOBE LIFE INC GL - $1,901.64 23.00
WATSCO INC WSO - $1,900.24 8.00
POLARIS INDUSTRIES INC PII - $1,897.74 18.00
E*TRADE FINANCIAL CORP ETFC - $1,886.76 36.00
OLD REPUBLIC INTL CORP ORI - $1,878.24 112.00
MOTOROLA SOLUTIONS INC MSI - $1,875.38 13.00
WESCO INTL INC WCC - $1,866.48 44.00
NASDAQ OMX GROUP INC NDAQ - $1,860.18 14.00
TWITTER INC TWTR - $1,857.00 50.00
ARAMARK ARMK - $1,839.24 78.00
APACHE CORP APA - $1,833.72 118.00
B&G FOODS INC BGS - $1,802.55 61.00
BOOZ ALLEN HAMILTON HOLDING CORP BAH - $1,778.07 21.00
SNAP-ON INC SNA - $1,767.60 12.00
AKAMAI TECHNOLOGIES INC AKAM - $1,747.52 16.00
HOWMET AEROSPACE INC HWM - $1,746.88 103.00
DELTA AIR LINES INC DAL - $1,739.52 64.00
VARIAN MEDICAL SYSTEMS INC VAR - $1,738.20 10.00
RESMED INC RMD - $1,732.40 10.00
NAVIANT CORP NAVI - $1,730.52 198.00
FIRST AMERICAN FINANCIAL CORP FAF - $1,725.76 32.00
CASEY'S GENERAL STORES INC CASY - $1,710.60 10.00
LULULEMON ATHLETICA INC LULU - $1,710.60 5.00
HUBBELL INC HUBB - $1,706.76 12.00
LIBERTY SIRIUS GROUP-C LSXMK - $1,706.10 47.00
WYNN RESORTS LTD WYNN - $1,704.30 23.00
FOOT LOCKER INC FL - $1,703.76 62.00
SONOCO PRODUCTS CO SON - $1,699.84 32.00
WATERS CORP WAT - $1,698.72 8.00
ZEBRA TECHNOLOGIES CORP ZBRA - $1,698.24 6.00
OSHKOSH CORP OSK - $1,698.06 21.00
ADVANCED MICRO DEVICES INC AMD - $1,697.00 20.00
TD AMERITRADE HOLDING CORP AMTD - $1,694.64 46.00
CHEMOURS CO/THE CC - $1,689.80 85.00
ZIONS BANCORP ZION - $1,689.50 50.00
ALBEMARLE CORP ALB - $1,688.80 20.00
RESIDEO TECHNOLOGIES INC REZI - $1,685.29 127.00
TAPESTRY INC TPR - $1,683.16 116.00
HUNTINGTON INGALLS INDUSTRIES INC HII - $1,679.00 10.00
MEDNAX INC MD - $1,676.08 82.00
HILTON WORLDWIDE HLDGS - W/I HLT - $1,674.00 20.00
CREDICORP LTD BAP - $1,669.85 13.00
PVH CORP PVH - $1,657.92 32.00
COVETRUS INC CVET - $1,652.40 72.00
AGCO CORP AGCO - $1,649.04 24.00
MURPHY OIL CORP MUR - $1,636.24 113.00
UNIVAR INC UNVR - $1,634.04 89.00
ULTA SALON COSMETICS AND FRAGRANCE INC ULTA - $1,631.04 8.00
OGE ENERGY CORP OGE - $1,630.72 49.00
BROADRIDGE FINANCIAL SOLUTIONS INC BR - $1,623.00 12.00
AVERY DENNISON CORP AVY - $1,621.48 14.00
AMDOCS LTD DOX - $1,609.14 26.00
ADIENT PLC ADNT - $1,606.50 105.00
TAKE-TWO INTERACTIVE SOFTWARE INC TTWO - $1,574.64 9.00
GLOBAL PAYMENTS INC GPN - $1,573.47 9.00
BIO-RAD LABORATORIES INC BIO - $1,572.39 3.00
PENN NATIONAL GAMING INC PENN - $1,568.00 32.00
PERRIGO CO PLC PRGO - $1,563.95 31.00
ANSYS INC ANSS - $1,561.85 5.00
AMERICAN AXLE & MANUFACTURING HOLDINGS INC AXL - $1,558.70 218.00
EXTRA SPACE STORAGE INC EXR - $1,556.40 15.00
FIRST HORIZON NATIONAL CORP FHN - $1,553.43 159.00
PEOPLE'S UNITED FINANCIAL INC PBCT - $1,550.84 137.00
DISCOVERY COMMUNICATIONS INC DISCK - $1,544.00 80.00
XYLEM INC XYL - $1,543.00 20.00
COMMSCOPE HOLDING CO INC COMM - $1,542.10 140.00
HD SUPPLY HOLDINGS INC HDS - $1,531.76 41.00
PERFORMANCE FOOD GROUP CO PFGC - $1,526.09 47.00
TRIMBLE NAVIGATION LTD TRMB - $1,524.27 31.00
RENAISSANCERE HOLDINGS LTD RNR - $1,518.40 8.00
DARLING INGREDIENTS INC DAR - $1,518.24 48.00
AMERICAN FINANCIAL GROUP INC AFG - $1,516.16 23.00
SPOTIFY TECHNOLOGY SA SPOT - $1,512.72 6.00
DICK'S SPORTING GOODS INC DKS - $1,511.40 33.00
IDEX CORP IEX - $1,507.86 9.00
SANMINA CORP SANM - $1,500.00 50.00
TELEFLEX INC TFX - $1,494.00 4.00
VORNADO REALTY TRUST VNO - $1,493.10 42.00
LEGGETT & PLATT INC LEG - $1,487.70 38.00
VICI PROPERTIES INC VICI - $1,487.20 65.00
CHECK POINT SOFTWARE TECHNOLOGIES LTD CHKP - $1,484.76 12.00
DIAMONDBACK ENERGY INC FANG - $1,470.35 35.00
UNITED THERAPEUTICS CORP UTHR - $1,466.27 13.00
CIENA CORP CIEN - $1,463.76 24.00
CABOT OIL & GAS CORP COG - $1,461.89 71.00
GRAPHIC PACKAGING HOLDING CO GPK - $1,460.25 99.00
MSCI INC MSCI - $1,449.48 4.00
LIBERTY BROADBAND CORP LBRDK - $1,449.00 10.00
NU SKIN ENTERPRISES INC NUS - $1,448.32 31.00
ROBERT HALF RHI - $1,446.66 27.00
FLEETCOR TECHNOLOGIES INC FLT - $1,443.66 6.00
OFFICE DEPOT INC ODP - $1,442.48 76.00
UNITED CONTINENTAL HOLDINGS INC UAL - $1,441.86 42.00
EAST WEST BANCORP INC EWBC - $1,438.71 39.00
PERKINELMER INC PKI - $1,431.96 12.00
DOMTAR CORP UFS - $1,424.00 50.00
PENTAIR PLC PNR - $1,408.64 32.00
SENSATA TECHNOLOGIES HOLDING NV ST - $1,406.30 35.00
F5 NETWORKS INC FFIV - $1,405.80 10.00
SPROUTS FARMERS MARKET INC SFM - $1,401.68 56.00
CNO FINANCIAL GROUP INC CNO - $1,394.92 86.00
NEW RESIDENTIAL INVESTMENT CORP NRZ - $1,394.38 173.00
STERIS PLC STE - $1,387.98 9.00
JAZZ PHARMACEUTICALS PLC JAZZ - $1,386.88 11.00
TREEHOUSE FOODS INC THS - $1,384.00 32.00
KIMCO REALTY CORP KIM - $1,383.88 116.00
GROUP 1 AUTOMOTIVE INC GPI - $1,381.80 15.00
REGENCY CENTERS CORP REG - $1,374.45 33.00
KEYSIGHT TECHNOLOGIES INC KEYS - $1,373.96 14.00
KNIGHT-SWIFT TRANSPORTATION KNX - $1,368.96 32.00
VERTEX PHARMACEUTICALS INC VRTX - $1,364.95 5.00
SL GREEN REALTY CORP SLG - $1,361.36 28.00
YANDEX NV YNDX - $1,360.68 23.00
MICHAELS COS INC MIK - $1,360.00 170.00
O-I GLASS INC OI - $1,352.98 122.00
SUN COMMUNITIES INC SUI - $1,346.85 9.00
POST HOLDINGS INC POST - $1,333.95 15.00
STARWOOD PROPERTY TRUST INC STWD - $1,332.80 85.00
ASBURY AUTOMOTIVE GROUP INC ABG - $1,332.63 13.00
CHARLES RIVER LABORATORIES INTL INC CRL - $1,329.60 6.00
PATTERSON COS INC PDCO - $1,329.60 48.00
JONES LANG LASALLE INC JLL - $1,326.22 14.00
PENSKE AUTOMOTIVE GROUP INC PAG - $1,323.27 29.00
AXIS CAPITAL HOLDINGS LTD AXS - $1,322.70 30.00
CATALENT INC CTLT - $1,322.55 15.00
FMC CORP FMC - $1,317.24 12.00
JANUS HENDERSON GROUP PLC JHG - $1,313.16 62.00
SOUTHWEST GAS CORP SWX - $1,312.20 18.00
APTARGROUP INC ATR - $1,311.75 11.00
SERVICE CORP INTL SCI - $1,309.28 28.00
STERICYCLE INC SRCL - $1,308.60 20.00
CADENCE DESIGN SYSTEMS INC CDNS - $1,302.36 12.00
OLD DOMINION FREIGHT LINE INC ODFL - $1,301.86 7.00
MERITAGE HOMES CORP MTH - $1,299.48 13.00
AFFILIATED MANAGERS GROUP INC AMG - $1,298.52 18.00
TELEDYNE TECHNOLOGIES INC TDY - $1,296.24 4.00
ELANCO ANIMAL HEALTH INC ELAN - $1,287.90 53.00
MDU RESOURCES GROUP INC MDU - $1,285.35 55.00
WORLD FUEL SERVICES CORP INT - $1,280.76 52.00
TOLL BROTHERS INC TOL - $1,277.76 33.00
BRUNSWICK CORP BC - $1,277.20 20.00
LPL FINANCIAL HOLDINGS INC LPLA - $1,276.35 15.00
EXTENDED STAY AMERICA INC STAY - $1,275.00 100.00
HANOVER INSURANCE GROUP INC THG - $1,274.64 12.00
CITRIX SYSTEMS INC CTXS - $1,270.26 9.00
SCOTTS MIRACLE-GRO CO SMG - $1,267.76 8.00
FLOWERS FOODS INC FLO - $1,260.34 53.00
CARLISLE COS INC CSL - $1,259.20 10.00
REGAL BELOIT CORP RBC - $1,258.79 13.00
XEROX HOLDINGS CORP XRX - $1,257.00 75.00
UDR INC UDR - $1,256.15 35.00
PBF ENERGY INC PBF - $1,252.56 136.00
NORDSTROM INC JWN - $1,248.00 78.00
COMMERCIAL METALS CO CMC - $1,247.16 57.00
SBA COMMUNICATIONS CORP SBAC - $1,245.12 4.00
CAMDEN PROPERTY TRUST CPT - $1,244.60 14.00
KEURIG DR PEPPER INC KDP - $1,244.46 42.00
UNITI GROUP INC UNIT - $1,239.98 119.00
NATIONAL FUEL GAS CO NFG - $1,237.60 28.00
OMEGA HEALTHCARE INVESTORS INC OHI - $1,230.25 37.00
AMERICAN AIRLINES GROUP INC AAL - $1,224.82 94.00
ALIGN TECHNOLOGY INC ALGN - $1,223.24 4.00
REALOGY HOLDINGS CORP RLGY - $1,219.75 119.00
SS&C TECHNOLOGIES HOLDINGS INC SSNC - $1,219.40 20.00
ENCOMPASS HEALTH CORP EHC - $1,216.98 18.00
COOPER COS INC COO - $1,215.68 4.00
INSIGHT ENTERPRISES INC NSIT - $1,214.18 22.00
MEDICAL PROPERTIES TRUST INC MPW - $1,212.07 61.00
DELPHI TECHNOLOGIES PLC DLPH - $1,211.80 73.00
CAPRI HOLDINGS LTD CPRI - $1,203.84 76.00
NORDSON CORP NDSN - $1,196.70 6.00
EMCOR GROUP INC EME - $1,193.76 16.00
ASHLAND INC ASH - $1,190.70 15.00
CYRUSONE INC CONE - $1,189.86 14.00
KEMPER CORP KMPR - $1,187.90 14.00
DANA HOLDING CORP DAN - $1,187.61 93.00
CHIPOTLE MEXICAN GRILL INC CMG - $1,180.62 1.00
DENTSPLY SIRONA INC XRAY - $1,179.36 26.00
COMMUNITY HEALTH SYSTEMS INC CYH - $1,178.10 231.00
NOMAD FOODS LTD NOMD - $1,176.00 48.00
MACQUARIE INFRASTRUCTURE CORP MIC - $1,170.96 41.00
GCI LIBERTY INC - CLASS A GLIBA - $1,170.68 14.00
DOMINO'S PIZZA INC DPZ - $1,167.36 3.00
CREE INC CREE - $1,162.56 16.00
SPECTRUM BRANDS HOLDINGS INC SPB - $1,161.80 20.00
CORE-MARK HOLDING CO INC CORE - $1,160.69 37.00
AMERICAN CAMPUS COMMUNITIES INC ACC - $1,150.71 33.00
LANDSTAR SYSTEM INC LSTR - $1,146.87 9.00
BRIXMOR PROPERTY GROUP INC BRX - $1,144.92 94.00
LINCOLN ELECTRIC HOLDINGS INC LECO - $1,142.88 12.00
ICON PLC ICLR - $1,139.46 6.00
TERADYNE INC TER - $1,138.41 13.00
MIDDLEBY CORP MIDD - $1,132.01 11.00
SOUTHWEST AIRLINES CO LUV - $1,131.52 34.00
GAMING AND LEISURE PROPERTIES INC GLPI - $1,127.52 29.00
NCR CORP NCR - $1,126.16 56.00
A. O. SMITH CORP AOS - $1,124.93 23.00
MAGELLAN HEALTH SERVICES INC MGLN - $1,124.25 15.00
GENTEX CORP GNTX - $1,116.02 41.00
POPULAR INC BPOP - $1,111.50 30.00
MKS INSTRUMENTS INC MKSI - $1,107.99 9.00
LIBERTY MEDIA GROUP-C FWONK - $1,106.10 30.00
H & R BLOCK INC HRB - $1,105.20 72.00
SALLY BEAUTY HOLDINGS INC SBH - $1,105.10 86.00
JACK HENRY & ASSOCIATES INC JKHY - $1,104.00 6.00
AXALTA COATING SYSTEMS LTD AXTA - $1,097.92 47.00
HAWAIIAN ELECTRIC INDUSTRIES INC HE - $1,086.60 30.00
ABM INDUSTRIES INC ABM - $1,085.56 28.00
BEACON ROOFING SUPPLY INC BECN - $1,083.92 34.00
SIGNATURE BANK SBNY - $1,081.60 10.00
BURLINGTON STORES INC BURL - $1,081.14 6.00
SONIC AUTOMOTIVE INC SAH - $1,079.73 27.00
BUILDERS FIRSTSOURCE INC BLDR - $1,076.80 40.00
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP WAB - $1,075.68 16.00
SERVICEMASTER GLOBAL HOLDINGS INC SERV - $1,071.72 26.00
HELMERICH & PAYNE INC HP - $1,069.52 58.00
BIOMARIN PHARMACEUTICAL INC BMRN - $1,068.03 9.00
FACTSET RESEARCH SYSTEMS INC FDS - $1,067.46 3.00
LENNOX INTL INC LII - $1,067.04 4.00
COLFAX CORP CFX - $1,065.92 32.00
TRINITY INDUSTRIES INC TRN - $1,060.53 53.00
COOPER TIRE & RUBBER CO CTB - $1,057.50 30.00
CACI INTL INC CACI - $1,054.40 5.00
KILROY REALTY CORP KRC - $1,053.90 18.00
ACUITY BRANDS INC AYI - $1,052.70 10.00
PRIMERICA INC PRI - $1,051.12 8.00
CRACKER BARREL OLD COUNTRY STORE INC CBRL - $1,047.78 9.00
APPLE HOSPITALITY REIT INC APLE - $1,047.49 109.00
CULLEN/FROST BANKERS INC CFR - $1,047.48 14.00
WARRIOR MET COAL INC HCC - $1,045.83 71.00
PACWEST BANCORP PACW - $1,042.51 53.00
LAMAR ADVERTISING CO LAMR - $1,041.92 16.00
ESSENTIAL UTILITIES INC WTRG - $1,039.94 22.00
AMERCO UHAL - $1,038.60 3.00
AVAYA HOLDINGS CORP AVYA - $1,038.16 76.00
AARON'S INC AAN - $1,037.78 19.00
MSC INDUSTRIAL DIRECT CO INC MSM - $1,034.85 15.00
FOX CORP- CLASS B FOX - $1,020.49 41.00
IDACORP INC IDA - $1,019.48 11.00
BANK OZK OZK - $1,015.20 40.00
CHENIERE ENERGY INC LNG - $1,013.46 19.00
BROWN & BROWN INC BRO - $1,013.32 22.00
VALMONT INDUSTRIES INC VMI - $1,012.96 8.00
OLIN CORP OLN - $1,012.00 92.00
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL - $999.60 40.00
F.N.B. CORP FNB - $999.49 127.00
SCIENCE APPLICATIONS INTL CORP SAIC - $999.12 12.00
ASGN INC ASGN - $997.78 14.00
TAYLOR MORRISON HOME CORP TMHC - $995.02 43.00
NORWEGIAN CRUISE LINE HOLDINGS LTD NCLH - $993.29 71.00
PORTLAND GENERAL ELECTRIC CO POR - $992.68 23.00
COPART INC CPRT - $992.40 10.00
UBER TECHNOLOGIES INC UBER - $987.00 30.00
TIMKEN CO TKR - $984.39 19.00
VAIL RESORTS INC MTN - $983.60 5.00
UMPQUA HOLDINGS CORP UMPQ - $982.23 87.00
DONALDSON CO INC DCI - $973.75 19.00
ASSURED GUARANTY LTD AGO - $971.46 42.00
CONDUENT INC CNDT - $970.55 235.00
CBOE HOLDINGS INC CBOE - $968.66 11.00
GENWORTH FINANCIAL INC GNW - $968.20 412.00
CIT GROUP INC CIT - $966.77 49.00
AMERICAN HOMES 4 RENT AMH - $964.26 33.00
APARTMENT INVT & MGMT CO -A AIV - $962.78 26.00
TRI POINTE HOMES INC TPH - $960.96 56.00
PRA HEALTH SCIENCES INC PRAH - $959.49 9.00
COMMERCE BANCSHARES INC CBSH - $959.04 16.00
HIGHWOODS PROPERTIES INC HIW - $956.40 24.00
RAYONIER INC RYN - $955.74 34.00
WPX ENERGY INC WPX - $953.16 156.00
CORELOGIC INC CLGX - $951.86 14.00
HILL-ROM HOLDINGS INC HRC - $951.30 10.00
FEDERAL REIT FRT - $945.72 12.00
METTLER-TOLEDO INTL INC MTD - $944.17 1.00
LIBERTY SIRIUSXM GROUP-A LSXMA - $943.02 26.00
UNITED BANKSHARES INC UBSI - $942.15 33.00
FTI CONSULTING INC FCN - $935.68 8.00
ACADIA HEALTHCARE CO INC ACHC - $931.50 30.00
TENNECO INC TEN - $931.38 114.00
FLOWSERVE CORP FLS - $928.76 31.00
PROSPERITY BANCSHARES INC PB - $924.48 16.00
AIR LEASE CORP AL - $924.42 31.00
ONE GAS INC OGS - $923.64 12.00
RALPH LAUREN CORP RL - $923.44 14.00
ALLIANCE DATA SYSTEMS CORP ADS - $923.00 20.00
WADDELL & REED FINANCIAL INC WDR - $920.40 60.00
BLACK KNIGHT INC BKI - $919.80 12.00
LIFE STORAGE INC LSI - $919.35 9.00
HEALTHCARE TRUST OF AMERICA INC HTA - $912.22 34.00
MARRIOTT VACATIONS WORLDWIDE CORP VAC - $908.50 10.00
GATX CORP GATX - $907.34 14.00
CUBESMART CUBE - $906.30 30.00
SKECHERS USA INC SKX - $905.51 31.00
ITT INC ITT - $905.25 15.00
SANDERSON FARMS INC SAFM - $900.40 8.00
ALLISON TRANSMISSION HOLDINGS INC ALSN - $899.28 24.00
COSAN LIMITED CZZ - $897.60 48.00
PARK HOTELS & RESORTS INC-WI PK - $892.00 100.00
CABOT CORP CBT - $887.11 23.00
SILGAN HOLDINGS INC SLGN - $885.27 23.00
CARTER'S INC CRI - $884.62 11.00
HAIN CELESTIAL GROUP INC/THE HAIN - $880.36 26.00
KIRBY CORP KEX - $879.13 19.00
DIVERSIFIED HEALTHCARE TRUST DHC - $876.12 196.00
TUTOR PERINI CORP TPC - $875.16 66.00
ENERSYS ENS - $874.80 12.00
EQUITY LIFESTYLE PROPERTIES INC ELS - $874.12 13.00
TRANSUNION TRU - $873.80 10.00
TORO CO TTC - $873.24 12.00
SANTANDER CONSUMER USA HOLDINGS INC SC - $873.08 46.00
MGIC INVESTMENT CORP MTG - $868.60 101.00
PLEXUS CORP PLXS - $863.72 11.00
RLJ LODGING TRUST RLJ - $862.96 92.00
AMERICAN EAGLE OUTFITTERS INC AEO - $860.31 79.00
TRINSEO SA TSE - $855.78 34.00
LOUISIANA-PACIFIC CORP LPX - $847.53 27.00
NAVISTAR INTL CORP NAV - $844.00 25.00
DECKERS OUTDOOR CORP DECK - $842.24 4.00
MASTEC INC MTZ - $841.13 19.00
EATON VANCE CORP EV - $839.30 22.00
COSTAR GROUP INC CSGP - $830.42 1.00
NUANCE COMMUNICATIONS INC NUAN - $825.44 28.00
DELEK US HOLDINGS INC DK - $825.00 55.00
ELEMENT SOLUTIONS INC ESI - $818.64 72.00
ASSOCIATED BANC-CORP ASB - $818.33 59.00
SUNSTONE HOTEL INVESTORS INC SHO - $816.08 101.00
WEX INC WEX - $814.05 5.00
VALLEY NATIONAL BANCORP VLY - $811.92 102.00
LIVE NATION ENTERTAINMENT INC LYV - $810.05 17.00
PARSLEY ENERGY INC PE - $810.00 72.00
APPLIED INDUSTRIAL TECHNOLOGIES INC AIT - $807.12 12.00
SERVICE PROPERTIES TRUST SVC - $803.96 101.00
ALLEGION PLC ALLE - $800.88 8.00
NATIONAL RETAIL PROPERTIES INC NNN - $800.14 22.00
NEXSTAR BROADCASTING GROUP INC NXST - $793.26 9.00
GEO GROUP INC/THE GEO - $789.58 74.00
GARTNER INC IT - $789.24 6.00
PERSPECTA INC PRSP - $786.60 36.00
GENPACT LTD G - $786.22 19.00
ALLETE INC ALE - $785.98 13.00
PATTERSON-UTI ENERGY INC PTEN - $782.80 190.00
OUTFRONT MEDIA INC OUT - $781.32 51.00
STIFEL FINANCIAL CORP SF - $780.15 15.00
DYCOM INDUSTRIES INC DY - $780.13 17.00
INTL GAME TECHNOLOG IGT - $777.75 75.00
SPIRIT REALTY CAPITAL INC SRC - $777.26 22.00
DISCOVERY COMMUNICATIONS INC DISCA - $776.26 37.00
KBR INC KBR - $774.51 33.00
CLEAN HARBORS INC CLH - $771.00 12.00
MERITOR INC MTOR - $770.88 32.00
BLACK HILLS CORP BKH - $767.52 13.00
GRACO INC GGG - $766.22 14.00
HUB GROUP INC HUBG - $765.24 14.00
ONEMAIN HOLDINGS INC OMF - $764.92 26.00
BOISE CASCADE CO BCC - $759.73 17.00
BANKUNITED INC BKU - $755.82 34.00
DUNKIN' BRANDS GROUP INC DNKN - $753.94 11.00
LEXINGTON REALTY TRUST LXP - $752.22 63.00
CORECIVIC INC CXW - $751.64 86.00
SLM CORP SLM - $749.00 107.00
GREENBRIER COS INC/THE GBX - $746.55 27.00
SPIRE INC SR - $744.96 12.00
TRITON INTERNATIONAL LTD TRTN - $742.44 23.00
CORPORATE OFFICE PROPERTIES TRUST OFC - $742.23 27.00
GANNETT CO INC TGNA - $737.80 62.00
GULFPORT ENERGY CORP GPOR - $736.78 788.00
RUSH ENTERPRISES INC RUSHA - $734.25 15.00
TEREX CORP TEX - $727.05 37.00
AVISTA CORP AVA - $726.94 19.00
DOUGLAS EMMETT INC DEI - $723.50 25.00
CRANE CO CR - $723.24 12.00
MACERICH CO MAC - $722.20 92.00
TTM TECHNOLOGIES INC TTMI - $715.14 58.00
TERADATA CORP TDC - $712.82 29.00
NEW JERSEY RESOURCES CORP NJR - $712.14 22.00
CIMAREX ENERGY CO XEC - $708.75 25.00
WEBSTER FINANCIAL CORP WBS - $707.25 25.00
COLONY CAPITAL INC CLNY - $706.32 324.00
KENNAMETAL INC KMT - $702.96 24.00
NORTHWESTERN CORP NWE - $694.44 12.00
WESTLAKE CHEMICAL CORP WLK - $693.36 12.00
LAMB WESTON HOLDING INC LW - $690.25 11.00
AVANGRID INC AGR - $689.50 14.00
NATIONAL INSTRUMENTS CORP NATI - $688.94 19.00
HUDSON PACIFIC PROPERTIES INC HPP - $688.46 29.00
CHIMERA INVESTMENT CORP CIM - $688.00 80.00
SELECTIVE INSURANCE GROUP INC SIGI - $681.72 12.00
HB FULLER CO FUL - $676.62 14.00
REXNORD CORP RXN - $676.50 22.00
HEALTHCARE REALTY TRUST INC HR - $673.44 23.00
UFP INDUSTRIES INC UFPI - $671.00 11.00
NABORS INDUSTRIES LTD NBR - $670.02 13.00
VISHAY INTERTECHNOLOGY INC VSH - $669.20 40.00
MUELLER INDUSTRIES INC MLI - $665.50 22.00
IAC/INTERACTIVECORP IAC - $665.25 5.00
PNM RESOURCES INC PNM - $664.80 15.00
SYNOVUS FINANCIAL CORP SNV - $664.02 31.00
SIX FLAGS ENTERTAINMENT CORP SIX - $661.68 36.00
SIGNET JEWELERS LTD SIG - $660.92 52.00
KB HOME KBH - $660.63 19.00
RADIAN GROUP INC RDN - $656.88 42.00
CDK GLOBAL INC CDK - $656.46 14.00
OLD NATIONAL BANCORP ONB - $652.96 44.00
BLACKSTONE MORTGAGE TRUST INC BXMT - $646.11 27.00
ENERGIZER HOLDINGS INC EPC - $644.38 22.00
NVENT ELECTRIC PLC NVT - $639.88 34.00
PDC ENERGY INC PDCE - $639.20 40.00
SEI INVESTMENTS CO SEIC - $639.00 12.00
COMPASS MINERALS INTL INC CMP - $638.00 11.00
SABRA HEALTH CARE REIT INC SBRA - $635.50 41.00
BRANDYWINE REALTY TRUST BDN - $633.05 55.00
GARRETT MOTION INC GTX - $632.88 108.00
WINTRUST FINANCIAL CORP WTFC - $628.04 14.00
UNIVERSAL CORP UVV - $624.96 14.00
STERLING BANCORP STL - $624.75 51.00
BRINKER INTL INC EAT - $623.70 21.00
WYNDHAM WORLDWIDE CORP WYN - $622.16 22.00
STORE CAPITAL CORP STOR - $621.84 24.00
AVIENT CORP AVNT - $620.88 24.00
CURTISS-WRIGHT CORP CW - $618.18 6.00
COUSINS PROPERTIES INC CUZ - $610.47 19.00
HOME BANCSHARES INC HOMB - $610.05 35.00
DELUXE CORP DLX - $608.58 21.00
EURONET WORLDWIDE INC EEFT - $604.02 6.00
PIEDMONT OFFICE REALTY TRUST INC PDM - $601.56 36.00
INVESTORS BANCORP INC ISBC - $601.52 73.00
PINNACLE FINANCIAL PARTNERS INC PNFP - $597.80 14.00
CONSTELLIUM SE CSTM - $597.60 72.00
BOK FINANCIAL CORP BOKF - $593.50 10.00
SITE CENTERS CORP SITC - $592.80 76.00
SINCLAIR BROADCAST GROUP INC SBGI - $591.60 29.00
AMC NETWORKS INC AMCX - $589.88 25.00
ECHOSTAR CORP SATS - $589.00 19.00
BANK OF HAWAII CORP BOH - $587.90 10.00
NEWS CORP NWS - $587.12 41.00
PHYSICIANS REALTY TRUST DOC - $585.92 32.00
ABERCROMBIE & FITCH CO ANF - $584.10 59.00
UMB FINANCIAL CORP UMBF - $582.45 11.00
FEDERATED INVESTORS INC FII - $581.68 22.00
JOHN WILEY & SONS INC JW.A - $579.19 17.00
FIRST HAWAIIAN INC FHB - $578.88 32.00
COLUMBIA BANKING SYSTEM INC COLB - $573.23 19.00
JBG SMITH PROPERTIES JBGS - $568.00 20.00
FLIR SYSTEMS INC FLIR - $562.13 15.00
OASIS PETROLEUM INC OAS - $561.43 822.00
WESTERN ALLIANCE BANCORP WAL - $560.25 15.00
URBAN OUTFITTERS INC URBN - $559.99 29.00
RETAIL PROPERTIES OF AMERICA INC RPAI - $558.60 84.00
VIASAT INC VSAT - $547.30 13.00
COLUMBIA PROPERTY TRUST INC CXP - $545.40 45.00
SABRE CORP SABR - $542.09 71.00
SUMMIT MATERIALS INC SUM - $539.20 32.00
COVANTA HOLDING CORP CVA - $537.95 53.00
TEXAS CAPITAL BANCSHARES INC TCBI - $535.65 15.00
TCF FINANCIAL CORP TCF - $532.95 19.00
CONTINENTAL RESOURCES INC CLR - $532.58 31.00
HANCOCK HOLDING CO HBHC - $532.22 26.00
WEINGARTEN REALTY INVESTORS WRI - $530.12 29.00
SOUTH JERSEY INDUSTRIES INC SJI - $523.82 22.00
FULTON FINANCIAL CORP FULT - $522.75 51.00
SPIRIT AEROSYSTEMS HOLDINGS INC SPR - $520.50 25.00
MRC GLOBAL INC MRC - $520.08 88.00
WASHINGTON FEDERAL INC WAFD - $519.54 21.00
PARAMOUNT GROUP INC PGRE - $514.50 70.00
OFFICE PROPERTIES INCOME TRUST OPI - $512.80 20.00
PROASSURANCE CORP PRA - $510.72 32.00
GREIF INC GEF - $508.04 13.00
OCEANEERING INTL INC OII - $504.82 86.00
BENCHMARK ELECTRONICS INC BHE - $504.48 24.00
CATHAY GENERAL BANCORP CATY - $502.36 19.00
ESSENT GROUP LTD ESNT - $501.48 14.00
TAUBMAN CENTERS INC TCO - $498.94 13.00
SELECT MEDICAL HOLDINGS CORP SEM - $498.48 24.00
HOWARD HUGHES CORP HHC - $494.73 9.00
COOPER-STANDARD HOLDINGS INC CPS - $489.14 37.00
VECTOR GROUP LTD VGR - $484.64 52.00
EPR PROPERTIES EPR - $482.40 15.00
LIBERTY LATIN AMERIC-CL C LILAK - $481.52 52.00
WHITING PETROLEUM CORP WLL - $472.06 523.00
AMC ENTERTAINMENT HOLDINGS INC AMC - $470.25 99.00
QEP RESOURCES INC QEP - $464.75 325.00
CINEMARK HOLDINGS INC CNK - $464.52 42.00
LAUREATE EDUCATION INC-A LAUR - $464.40 36.00
TWO HARBORS INVESTMENT CORP TWO - $462.00 84.00
PEBBLEBROOK HOTEL TRUST PEB - $456.69 39.00
SM ENERGY CO SM - $451.44 152.00
DIAMONDROCK HOSPITALITY CO DRH - $443.22 83.00
ARCONIC CORP ARNC - $438.90 22.00
MALLINCKRODT PLC MNK - $429.12 298.00
LIBERTY BROADBAND CORP LBRDA - $428.73 3.00
FIRST CITIZENS BANCSHARES INC FCNCA - $425.78 1.00
COTY INC COTY - $424.00 106.00
MFA FINANCIAL INC MFA - $423.00 150.00
KONTOOR BRANDS INC KTB - $416.40 20.00
BROOKDALE SENIOR LIVING INC BKD - $412.37 137.00
XENIA HOTELS AND REPORTS INC XHR - $411.30 45.00
GRAHAM HOLDINGS CO GHC - $409.65 1.00
HEXCEL CORP HXL - $407.60 10.00
ALEXANDER & BALDWIN INC ALEX - $405.62 34.00
LIONS GATE ENTERTAINMENT-B LGF.B - $404.25 55.00
PEABODY ENERGY CORP BTU - $400.68 159.00
JETBLUE AIRWAYS CORP JBLU - $398.12 37.00
BLOOMIN' BRANDS INC BLMN - $395.67 33.00
ALLEGHENY TECHNOLOGIES INC ATI - $383.88 42.00
UNDER ARMOUR INC UAA - $382.21 37.00
CARPENTER TECHNOLOGY CORP CRS - $381.76 16.00
UNDER ARMOUR INC-CLASS C UA - $340.40 37.00
DESIGNER BRANDS INC DBI - $329.47 47.00
MEREDITH CORP MDP - $325.50 21.00
WP GLIMCHER INC WPG - $295.60 400.00
RYMAN HOSPITALITY PROPERTIES INC RHP - $284.64 8.00
G-III APPAREL GROUP LTD GIII - $276.64 26.00
VALARIS PLC VAL - $242.32 613.00
LIBERTY LATIN AMERIC-CL A LILA - $178.98 19.00
LIONS GATE ENTERTAINMENT-A LGF.A - $173.58 22.00
INVESCO MORTGAGE CAPITAL INC IVR - $144.32 44.00
LIBERTY MEDIA GROUP-A FWONA - $103.77 3.00
NET OTHER ASSETS / CASH - - $(31,715.93) (31,715.93)