0001567619-19-010497.txt : 20190513
0001567619-19-010497.hdr.sgml : 20190513
20190513112439
ACCESSION NUMBER: 0001567619-19-010497
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190331
FILED AS OF DATE: 20190513
DATE AS OF CHANGE: 20190513
EFFECTIVENESS DATE: 20190513
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FFCM LLC
CENTRAL INDEX KEY: 0001479598
IRS NUMBER: 271070018
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-17612
FILM NUMBER: 19817359
BUSINESS ADDRESS:
STREET 1: 53 STATE STREET
STREET 2: SUITE 1308
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 617-292-9801
MAIL ADDRESS:
STREET 1: 53 STATE STREET
STREET 2: SUITE 1308
CITY: BOSTON
STATE: MA
ZIP: 02109
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001479598
XXXXXXXX
03-31-2019
03-31-2019
FFCM LLC
53 STATE STREET
SUITE 1308
BOSTON
MA
02109
13F COMBINATION REPORT
028-17612
0001157765
028-10049
AGF INVESTMENTS INC.
0001672775
028-19309
O'Shares Investment Advisers, LLC
N
Albert Moore
Chief Compliance Officer
617-994-5402
/s/ Albert Moore
Boston
MA
05-01-2019
0
626
445865
false
INFORMATION TABLE
2
form13fInfoTable.xml
Aaron's Inc.
COM
002535300
8
156
SH
SOLE
NONE
156
0
0
Abbott Laboratories
COM
002824100
2757
34494
SH
SOLE
NONE
14592
0
0
AbbVie Inc.
COM
00287Y109
4402
54624
SH
SOLE
NONE
13051
0
0
ABIOMED Inc.
COM
003654100
310
1086
SH
SOLE
NONE
1529
0
0
Acadia Healthcare Co. Inc.
COM
00404A109
15
507
SH
SOLE
NONE
324
0
0
Accenture PLC
COM
G1151C101
4390
24940
SH
SOLE
NONE
5205
0
0
ACI Worldwide Inc.
COM
004498101
9
266
SH
SOLE
NONE
266
0
0
Activision Blizzard Inc.
COM
00507V109
208
4570
SH
SOLE
NONE
5280
0
0
Adobe Inc.
COM
00724F101
6347
23818
SH
SOLE
NONE
6807
0
0
Advance Auto Parts Inc.
COM
00751Y106
704
4131
SH
SOLE
NONE
977
0
0
Advanced Micro Devices Inc.
COM
007903107
1218
47743
SH
SOLE
NONE
13796
0
0
AECOM
COM
00766T100
1636
55137
SH
SOLE
NONE
13089
0
0
Aflac Inc.
COM
001055102
1700
34006
SH
SOLE
NONE
6828
0
0
AGCO Corp.
COM
001084102
2165
31132
SH
SOLE
NONE
6120
0
0
AGFiQ Hedged Dividend Income Fund
ETF
351680806
8
315
SH
SOLE
NONE
0
0
0
AGFiQ US Market Neutral Anti-Beta Fund
ETF
351680707
126
5844
SH
SOLE
NONE
2231
0
0
AGFiQ US Market Neutral Momentum Fund
ETF
351680103
16
655
SH
SOLE
NONE
655
0
0
AGFiQ US Market Neutral Value Fund
ETF
351680202
8
365
SH
SOLE
NONE
365
0
0
AGNC Investment Corp. REIT
REIT
00123Q104
230
12759
SH
SOLE
NONE
12480
0
0
Air Lease Corp.
COM
00912X302
1508
43890
SH
SOLE
NONE
9757
0
0
Alaska Air Group Inc.
COM
011659109
4
70
SH
SOLE
NONE
70
0
0
Allegion PLC
COM
G0176J109
222
2448
SH
SOLE
NONE
2448
0
0
Allete Inc.
COM
018522300
224
2729
SH
SOLE
NONE
2736
0
0
Allison Transmission Holdings Inc.
COM
01973R101
34
768
SH
SOLE
NONE
428
0
0
Ally Financial Inc.
COM
02005N100
6
211
SH
SOLE
NONE
211
0
0
Alphabet Inc.
COM
02079K107
698
595
SH
SOLE
NONE
0
0
0
Alphabet Inc.
COM
02079K305
8063
6851
SH
SOLE
NONE
1541
0
0
Altria Group Inc.
COM
02209S103
6289
109500
SH
SOLE
NONE
24436
0
0
Amazon.com Inc.
COM
023135106
5168
2902
SH
SOLE
NONE
789
0
0
AMC Networks Inc.
COM
00164V103
7
128
SH
SOLE
NONE
128
0
0
Amdocs Ltd.
COM
G02602103
216
3984
SH
SOLE
NONE
3984
0
0
Amerco Inc.
COM
023586100
214
576
SH
SOLE
NONE
576
0
0
Ameren Corp.
COM
023608102
241
3279
SH
SOLE
NONE
3120
0
0
American Eagle Outfitters Inc.
COM
02553E106
250
11268
SH
SOLE
NONE
10848
0
0
American Electric Power Co. Inc.
COM
025537101
29
343
SH
SOLE
NONE
453
0
0
American Tower Corp. REIT
REIT
03027X100
7
37
SH
SOLE
NONE
120
0
0
AmeriGas Partners LP
COM
030975106
41
1338
SH
SOLE
NONE
1338
0
0
AmerisourceBergen Corp.
COM
03073E105
5
58
SH
SOLE
NONE
58
0
0
Amgen Inc.
COM
031162100
1780
9368
SH
SOLE
NONE
2240
0
0
Annaly Capital Management Inc. REIT
REIT
035710409
224
22403
SH
SOLE
NONE
21888
0
0
ANSYS Inc.
COM
03662Q105
1238
6775
SH
SOLE
NONE
1613
0
0
Anthem Inc.
COM
036752103
5169
18013
SH
SOLE
NONE
3506
0
0
Aon PLC
COM
G0408V102
7
41
SH
SOLE
NONE
124
0
0
Apergy Corp.
COM
03755L104
3
78
SH
SOLE
NONE
202
0
0
Apollo Global Management LLC
COM
037612306
40
1404
SH
SOLE
NONE
1404
0
0
Apple Hospitality REIT Inc.
REIT
03784Y200
23
1429
SH
SOLE
NONE
2394
0
0
Apple Inc.
COM
037833100
12738
67059
SH
SOLE
NONE
12784
0
0
AptarGroup Inc.
COM
038336103
17
159
SH
SOLE
NONE
208
0
0
Arch Capital Group Ltd.
COM
G0450A105
219
6768
SH
SOLE
NONE
6768
0
0
Archer-Daniels-Midland Co.
COM
039483102
643
14900
SH
SOLE
NONE
3543
0
0
Arcosa Inc.
COM
039653100
1147
37556
SH
SOLE
NONE
8943
0
0
Ares Capital Corp.
COM
04010L103
38
2211
SH
SOLE
NONE
2211
0
0
Armstrong World Industries Inc.
COM
04247X102
32
404
SH
SOLE
NONE
288
0
0
Arthur J Gallagher and Co.
COM
363576109
229
2935
SH
SOLE
NONE
2736
0
0
ASGN Inc.
COM
00191U102
8
124
SH
SOLE
NONE
124
0
0
Ashland Global Holdings
COM
044186104
22
276
SH
SOLE
NONE
276
0
0
Aspen Technology Inc.
COM
045327103
660
6331
SH
SOLE
NONE
1519
0
0
Associated Banc-Corp.
COM
045487105
8
366
SH
SOLE
NONE
366
0
0
Assured Guaranty Ltd.
COM
G0585R106
235
5280
SH
SOLE
NONE
5280
0
0
AT&T Inc.
COM
00206R102
1193
38045
SH
SOLE
NONE
13634
0
0
Athene Holding Ltd.
COM
G0684D107
5
121
SH
SOLE
NONE
121
0
0
Autoliv Inc.
COM
052800109
201
2736
SH
SOLE
NONE
2736
0
0
AutoNation Inc.
COM
05329W102
13
370
SH
SOLE
NONE
232
0
0
AutoZone Inc.
COM
053332102
251
245
SH
SOLE
NONE
240
0
0
Avangrid Inc.
COM
05351W103
207
4120
SH
SOLE
NONE
4560
0
0
Avanos Medical Inc.
COM
05350V106
8
178
SH
SOLE
NONE
178
0
0
Avista Corp.
COM
05379B107
33
801
SH
SOLE
NONE
801
0
0
Avnet Inc.
COM
053807103
1036
23885
SH
SOLE
NONE
6686
0
0
Axalta Coating Systems Ltd.
COM
G0750C108
209
8304
SH
SOLE
NONE
8304
0
0
Axis Capital Holdings Ltd.
COM
G0692U109
233
4260
SH
SOLE
NONE
3888
0
0
Axon Enterprise Inc.
COM
05464C101
239
4388
SH
SOLE
NONE
4080
0
0
Baker Hughes a GE Co.
COM
05722G100
221
7974
SH
SOLE
NONE
8448
0
0
Ball Corp.
COM
058498106
22
388
SH
SOLE
NONE
388
0
0
Bank of America Corp.
COM
060505104
4376
158599
SH
SOLE
NONE
32579
0
0
Bank of Hawaii Corp.
COM
062540109
220
2794
SH
SOLE
NONE
2688
0
0
BankUnited Inc.
COM
06652K103
8
248
SH
SOLE
NONE
248
0
0
Barnes Group Inc.
COM
067806109
7
132
SH
SOLE
NONE
132
0
0
Baxter International Inc.
COM
071813109
242
2976
SH
SOLE
NONE
2976
0
0
Berkshire Hathaway Inc.
COM
084670702
623
3100
SH
SOLE
NONE
776
0
0
Berry Global Group Inc.
COM
08579W103
218
4044
SH
SOLE
NONE
4224
0
0
Best Buy Co. Inc.
COM
086516101
1500
21108
SH
SOLE
NONE
5026
0
0
Biogen Inc.
COM
09062X103
2567
10858
SH
SOLE
NONE
2588
0
0
Bio-Rad Laboratories Inc.
COM
090572207
9
30
SH
SOLE
NONE
30
0
0
Bio-Techne Corp.
COM
09073M104
229
1152
SH
SOLE
NONE
1152
0
0
Black Hills Corp.
COM
092113109
16
216
SH
SOLE
NONE
300
0
0
Black Knight Inc.
COM
09215C105
230
4224
SH
SOLE
NONE
4224
0
0
Blackstone Mortgage Trust Inc.
REIT
09257W100
287
8306
SH
SOLE
NONE
6384
0
0
Booking Holdings Inc.
COM
09857L108
206
118
SH
SOLE
NONE
128
0
0
Booz Allen Hamilton Holding Corp.
COM
099502106
1321
22722
SH
SOLE
NONE
4176
0
0
Boston Scientific Corp.
COM
101137107
3
78
SH
SOLE
NONE
528
0
0
Brandywine Realty Trust REIT
REIT
105368203
9
540
SH
SOLE
NONE
540
0
0
Bright Horizons Family Solutions Inc.
COM
109194100
211
1658
SH
SOLE
NONE
1776
0
0
Bristol-Myers Squibb Co.
COM
110122108
175
3668
SH
SOLE
NONE
4224
0
0
Broadcom Inc.
COM
11135F101
421
1399
SH
SOLE
NONE
816
0
0
Broadridge Financial Solutions Inc.
COM
11133T103
16
151
SH
SOLE
NONE
151
0
0
Brookfield Property REIT Inc.
REIT
11282X103
4422
215807
SH
SOLE
NONE
43681
0
0
Brown & Brown Inc.
COM
115236101
228
7724
SH
SOLE
NONE
7488
0
0
Bruker Corp.
COM
116794108
9
222
SH
SOLE
NONE
222
0
0
Bunge Ltd.
COM
G16962105
222
4176
SH
SOLE
NONE
4176
0
0
Burlington Stores Inc.
COM
122017106
819
5229
SH
SOLE
NONE
1296
0
0
BWX Technologies Inc.
COM
05605H100
183
3682
SH
SOLE
NONE
4176
0
0
Cable ONE Inc.
COM
12685J105
33
34
SH
SOLE
NONE
24
0
0
Cabot Oil and Gas Corp.
COM
127097103
223
8526
SH
SOLE
NONE
8976
0
0
CACI International Inc.
COM
127190304
227
1246
SH
SOLE
NONE
1200
0
0
Cadence Design Systems Inc.
COM
127387108
244
3840
SH
SOLE
NONE
3840
0
0
Campbell Soup Co.
COM
134429109
253
6625
SH
SOLE
NONE
6192
0
0
Cantel Medical Corp.
COM
138098108
182
2724
SH
SOLE
NONE
2976
0
0
Capri Holdings Ltd.
COM
G1890L107
205
4489
SH
SOLE
NONE
4848
0
0
Carlisle Cos Inc.
COM
142339100
218
1776
SH
SOLE
NONE
1776
0
0
Carter's Inc.
COM
146229109
9
88
SH
SOLE
NONE
88
0
0
Cathay General Bancorp
COM
149150104
7
216
SH
SOLE
NONE
216
0
0
CBOE Global Markets Inc.
COM
12503M108
211
2210
SH
SOLE
NONE
2352
0
0
CBRE Group Inc.
COM
12504L109
1380
27916
SH
SOLE
NONE
6757
0
0
CDK Global Inc.
COM
12508E101
201
3424
SH
SOLE
NONE
3792
0
0
CDW Corp.
COM
12514G108
22
228
SH
SOLE
NONE
228
0
0
Centene Corp.
COM
15135B101
1141
21486
SH
SOLE
NONE
7116
0
0
Centerpoint Energy Inc.
COM
15189T107
37
1200
SH
SOLE
NONE
1200
0
0
CF Industries Holdings Inc.
COM
125269100
21
508
SH
SOLE
NONE
508
0
0
CH Robinson Worldwide Inc.
COM
12541W209
213
2448
SH
SOLE
NONE
2448
0
0
Chemed Corp.
COM
16359R103
1637
5115
SH
SOLE
NONE
1051
0
0
Cheniere Energy Inc.
COM
16411R208
242
3536
SH
SOLE
NONE
3456
0
0
Chevron Corp.
COM
166764100
2752
22340
SH
SOLE
NONE
4618
0
0
Chimera Investment Corp. REIT
REIT
16934Q208
259
13825
SH
SOLE
NONE
11952
0
0
Chipotle Mexican Grill Inc.
COM
169656105
5
7
SH
SOLE
NONE
36
0
0
Choice Hotels International Inc.
COM
169905106
9
114
SH
SOLE
NONE
114
0
0
Chubb Ltd.
COM
H1467J104
226
1616
SH
SOLE
NONE
1680
0
0
Church & Dwight Co. Inc.
COM
171340102
32
455
SH
SOLE
NONE
328
0
0
Ciena Corp.
COM
171779309
19
496
SH
SOLE
NONE
496
0
0
Cigna Corp.
COM
125523100
1527
9497
SH
SOLE
NONE
1683
0
0
Cincinnati Financial Corp.
COM
172062101
16
182
SH
SOLE
NONE
244
0
0
Cinemark Holdings Inc.
COM
17243V102
241
6030
SH
SOLE
NONE
5808
0
0
Cintas Corp.
COM
172908105
16
80
SH
SOLE
NONE
104
0
0
Cisco Systems Inc.
COM
17275R102
285
5285
SH
SOLE
NONE
5449
0
0
CIT Group Inc.
COM
125581801
3070
63998
SH
SOLE
NONE
13169
0
0
Citizens Financial Group Inc.
COM
174610105
909
27965
SH
SOLE
NONE
8181
0
0
Citrix Systems Inc.
COM
177376100
210
2112
SH
SOLE
NONE
2112
0
0
Clearway Energy Inc.
COM
18539C204
30
1959
SH
SOLE
NONE
1959
0
0
CME Group Inc.
COM
12572Q105
205
1245
SH
SOLE
NONE
1200
0
0
CNX Resources Corp.
COM
12653C108
9
806
SH
SOLE
NONE
806
0
0
Cognizant Technology Solutions Corp.
COM
192446102
217
3002
SH
SOLE
NONE
3120
0
0
Colgate-Palmolive Co.
COM
194162103
385
5623
SH
SOLE
NONE
5843
0
0
Columbia Property Trust Inc. REIT
REIT
198287203
8
372
SH
SOLE
NONE
372
0
0
Columbia Sportswear Co.
COM
198516106
247
2368
SH
SOLE
NONE
2160
0
0
Comcast Corp.
COM
20030N101
5117
127982
SH
SOLE
NONE
38020
0
0
Commerce Bancshares Inc.
COM
200525103
11
186
SH
SOLE
NONE
336
0
0
Communication Services Select Sector SPDR Fund
ETF
81369Y852
6
127
SH
SOLE
NONE
0
0
0
Conduent Inc.
COM
206787103
221
15981
SH
SOLE
NONE
15072
0
0
ConocoPhillips
COM
20825C104
1712
25651
SH
SOLE
NONE
9061
0
0
Consolidated Edison Inc.
COM
209115104
12
140
SH
SOLE
NONE
444
0
0
Consumer Staples Select Sector SPDR ETF
ETF
81369Y308
10
178
SH
SOLE
NONE
164
0
0
Continental Resources Inc.
COM
212015101
9
190
SH
SOLE
NONE
190
0
0
Copart Inc.
COM
217204106
1622
26767
SH
SOLE
NONE
6348
0
0
CoreCivic Inc. REIT
REIT
21871N101
7
374
SH
SOLE
NONE
374
0
0
CoreLogic Inc.
COM
21871D103
8
212
SH
SOLE
NONE
212
0
0
CoStar Group Inc.
COM
22160N109
7
14
SH
SOLE
NONE
48
0
0
Costco Wholesale Corp.
COM
22160K105
4
16
SH
SOLE
NONE
96
0
0
Covetrus Inc.
COM
22304C100
8
238
SH
SOLE
NONE
238
0
0
Cracker Barrel Old Country Store Inc.
COM
22410J106
225
1392
SH
SOLE
NONE
1344
0
0
Credit Acceptance Corp.
COM
225310101
1843
4077
SH
SOLE
NONE
964
0
0
CSX Corp.
COM
126408103
13
176
SH
SOLE
NONE
296
0
0
CubeSmart REIT
REIT
229663109
231
7200
SH
SOLE
NONE
7200
0
0
CVR Energy Inc.
COM
12662P108
41
984
SH
SOLE
NONE
984
0
0
CVS Health Corp.
COM
126650100
2599
48194
SH
SOLE
NONE
9348
0
0
Cypress Semiconductor Corp.
COM
232806109
45
3004
SH
SOLE
NONE
2676
0
0
DCP Midstream LP
LTD PART
23311P100
42
1266
SH
SOLE
NONE
1266
0
0
Deckers Outdoor Corp.
COM
243537107
30
202
SH
SOLE
NONE
144
0
0
Dell Technologies Inc.
COM
24703L202
5
85
SH
SOLE
NONE
85
0
0
DENTSPLY SIRONA Inc.
COM
24906P109
239
4816
SH
SOLE
NONE
5328
0
0
DexCom Inc.
COM
252131107
1131
9500
SH
SOLE
NONE
2293
0
0
Diamondback Energy Inc.
COM
25278X109
208
2049
SH
SOLE
NONE
2160
0
0
Dick's Sporting Goods Inc.
COM
253393102
909
24702
SH
SOLE
NONE
4659
0
0
Discovery Inc.
COM
25470F302
25
995
SH
SOLE
NONE
0
0
0
Dolby Laboratories Inc.
COM
25659T107
223
3536
SH
SOLE
NONE
3408
0
0
Dollar General Corp.
COM
256677105
214
1796
SH
SOLE
NONE
1872
0
0
Dollar Tree Inc.
COM
256746108
232
2211
SH
SOLE
NONE
2304
0
0
Domino's Pizza Inc.
COM
25754A201
34
131
SH
SOLE
NONE
84
0
0
Domtar Corp.
COM
257559203
35
714
SH
SOLE
NONE
420
0
0
Dover Corp.
COM
260003108
230
2448
SH
SOLE
NONE
2448
0
0
DR Horton Inc.
COM
23331A109
236
5712
SH
SOLE
NONE
5712
0
0
Duke Energy Corp.
COM
26441C204
252
2803
SH
SOLE
NONE
2448
0
0
Dunkin' Brands Group Inc.
COM
265504100
225
2996
SH
SOLE
NONE
3072
0
0
DXC Technology Co.
COM
23355L106
1444
22450
SH
SOLE
NONE
4877
0
0
EastGroup Properties Inc. REIT
REIT
277276101
17
155
SH
SOLE
NONE
200
0
0
Eastman Chemical Co.
COM
277432100
5
65
SH
SOLE
NONE
65
0
0
Eaton Corp. PLC
COM
G29183103
1179
14639
SH
SOLE
NONE
14753
0
0
Ecolab Inc.
COM
278865100
8
44
SH
SOLE
NONE
128
0
0
Edwards Lifesciences Corp.
COM
28176E108
1078
5636
SH
SOLE
NONE
1823
0
0
Element Solutions Inc.
COM
28618M106
7
740
SH
SOLE
NONE
740
0
0
Eli Lilly and Co.
COM
532457108
1171
9024
SH
SOLE
NONE
2144
0
0
EMCOR Group Inc.
COM
29084Q100
9
118
SH
SOLE
NONE
118
0
0
Encompass Health Corp.
COM
29261A100
256
4386
SH
SOLE
NONE
3504
0
0
Endo International PLC
COM
G30401106
16
1992
SH
SOLE
NONE
1992
0
0
Energizer Holdings Inc.
COM
29272W109
9
192
SH
SOLE
NONE
192
0
0
Energy Transfer LP
COM
29273V100
39
2568
SH
SOLE
NONE
2568
0
0
EnLink Midstream LLC
COM
29336T100
45
3544
SH
SOLE
NONE
3544
0
0
Entergy Corp.
COM
29364G103
43
448
SH
SOLE
NONE
396
0
0
Enterprise Products Partners LP
COM
293792107
40
1377
SH
SOLE
NONE
1377
0
0
EOG Resources Inc.
COM
26875P101
204
2145
SH
SOLE
NONE
2352
0
0
EPR Properties REIT
REIT
26884U109
697
9059
SH
SOLE
NONE
2126
0
0
EQM Midstream Partners LP
LTD PART
26885B100
37
807
SH
SOLE
NONE
807
0
0
Equity Commonwealth REIT
REIT
294628102
1643
50258
SH
SOLE
NONE
10355
0
0
Equity LifeStyle Properties Inc. REIT
REIT
29472R108
247
2161
SH
SOLE
NONE
2016
0
0
Euronet Worldwide Inc.
COM
298736109
256
1792
SH
SOLE
NONE
1632
0
0
Everest Re Group Ltd.
COM
G3223R108
212
981
SH
SOLE
NONE
960
0
0
Evergy Inc.
COM
30034W106
35
600
SH
SOLE
NONE
600
0
0
Exelon Corp.
COM
30161N101
8336
166284
SH
SOLE
NONE
32657
0
0
Expeditors International of Washington Inc.
COM
302130109
16
212
SH
SOLE
NONE
284
0
0
Extended Stay America Inc.
UT
30224P200
8
472
SH
SOLE
NONE
472
0
0
Extra Space Storage Inc.
REIT
30225T102
257
2524
SH
SOLE
NONE
2304
0
0
Exxon Mobil Corp.
COM
30231G102
1070
13239
SH
SOLE
NONE
2662
0
0
F5 Networks Inc.
COM
315616102
1943
12384
SH
SOLE
NONE
2475
0
0
Facebook Inc.
COM
30303M102
9006
54028
SH
SOLE
NONE
11334
0
0
Factset Research Systems Inc.
COM
303075105
7
28
SH
SOLE
NONE
92
0
0
Fair Isaac Corp.
COM
303250104
18
65
SH
SOLE
NONE
84
0
0
Fastenal Co.
COM
311900104
227
3532
SH
SOLE
NONE
3271
0
0
Federated Investors Inc.
COM
314211103
226
7726
SH
SOLE
NONE
7440
0
0
Fidelity Dividend ETF for Rising Rates
ETF
316092832
24
767
SH
SOLE
NONE
0
0
0
Fidelity MSCI Communication Services Index ETF
ETF
316092873
2
50
SH
SOLE
NONE
0
0
0
Fidelity MSCI Consumer Discretionary Index ETF
ETF
316092204
1
29
SH
SOLE
NONE
0
0
0
Fidelity MSCI Consumer Staples Index ETF
ETF
316092303
1
37
SH
SOLE
NONE
0
0
0
Fidelity MSCI Energy Index ETF
ETF
316092402
0
11
SH
SOLE
NONE
0
0
0
Fidelity MSCI Financials Index ETF
ETF
316092501
3
79
SH
SOLE
NONE
0
0
0
Fidelity MSCI Health Care Index ETF
ETF
316092600
2
49
SH
SOLE
NONE
0
0
0
Fidelity MSCI Industrials Index ETF
ETF
316092709
2
58
SH
SOLE
NONE
0
0
0
Fidelity MSCI Information Technology Index ETF
ETF
316092808
4
61
SH
SOLE
NONE
0
0
0
Fidelity MSCI Materials Index ETF
ETF
316092881
1
41
SH
SOLE
NONE
0
0
0
Fidelity MSCI Real Estate Index ETF
ETF
316092857
1
40
SH
SOLE
NONE
0
0
0
Fidelity MSCI Utilities Index ETF
ETF
316092865
0
7
SH
SOLE
NONE
0
0
0
Fifth Third Bancorp
COM
316773100
1348
53433
SH
SOLE
NONE
12018
0
0
Financial Select Sector SPDR ETF
ETF
81369Y605
21
799
SH
SOLE
NONE
735
0
0
FireEye Inc.
COM
31816Q101
9
510
SH
SOLE
NONE
510
0
0
First American Financial Corp.
COM
31847R102
240
4665
SH
SOLE
NONE
4320
0
0
First Financial Bankshares Inc.
COM
32020R109
6
107
SH
SOLE
NONE
332
0
0
First Solar Inc.
COM
336433107
208
3934
SH
SOLE
NONE
4176
0
0
FirstCash Inc.
COM
33767D105
14
166
SH
SOLE
NONE
244
0
0
FirstEnergy Corp.
COM
337932107
38
906
SH
SOLE
NONE
906
0
0
Fiserv Inc.
COM
337738108
219
2484
SH
SOLE
NONE
2592
0
0
FLIR Systems Inc.
COM
302445101
203
4272
SH
SOLE
NONE
4272
0
0
Flowers Foods Inc.
COM
343498101
278
13047
SH
SOLE
NONE
10800
0
0
FNB Corp.
COM
302520101
41
3867
SH
SOLE
NONE
3477
0
0
FNF Group
COM
31620R303
232
6336
SH
SOLE
NONE
6336
0
0
Foot Locker Inc.
COM
344849104
5
81
SH
SOLE
NONE
81
0
0
Fortinet Inc.
COM
34959E109
20
244
SH
SOLE
NONE
244
0
0
Fox Corp.
COM
35137L204
350
9750
SH
SOLE
NONE
3372
0
0
FTI Consulting Inc.
COM
302941109
22
288
SH
SOLE
NONE
288
0
0
Fulton Financial Corp.
COM
360271100
8
496
SH
SOLE
NONE
496
0
0
Gaming and Leisure Properties Inc. REIT
REIT
36467J108
6
148
SH
SOLE
NONE
148
0
0
GATX Corp.
COM
361448103
20
268
SH
SOLE
NONE
268
0
0
General Electric Co.
COM
369604103
184
18446
SH
SOLE
NONE
21312
0
0
General Mills Inc.
COM
370334104
22
421
SH
SOLE
NONE
873
0
0
General Motors Co.
COM
37045V100
34
924
SH
SOLE
NONE
1017
0
0
Genesee & Wyoming Inc.
COM
371559105
6
69
SH
SOLE
NONE
69
0
0
Gilead Sciences Inc.
COM
375558103
2637
40556
SH
SOLE
NONE
9684
0
0
Glacier Bancorp Inc.
COM
37637Q105
23
572
SH
SOLE
NONE
484
0
0
Globus Medical Inc.
COM
379577208
234
4736
SH
SOLE
NONE
4560
0
0
Graco Inc.
COM
384109104
227
4584
SH
SOLE
NONE
4704
0
0
Graham Holdings Co.
COM
384637104
379
555
SH
SOLE
NONE
498
0
0
Graphic Packaging Holding Co.
COM
388689101
9
720
SH
SOLE
NONE
720
0
0
GrubHub Inc.
COM
400110102
1097
15794
SH
SOLE
NONE
4560
0
0
H&R Block Inc.
COM
093671105
1465
61188
SH
SOLE
NONE
15306
0
0
Haemonetics Corp.
COM
405024100
9
98
SH
SOLE
NONE
98
0
0
Hanesbrands Inc.
COM
410345102
48
2709
SH
SOLE
NONE
2709
0
0
Harris Corp.
COM
413875105
209
1311
SH
SOLE
NONE
1344
0
0
Hasbro Inc.
COM
418056107
220
2592
SH
SOLE
NONE
2592
0
0
Hawaiian Electric Industries Inc.
COM
419870100
275
6741
SH
SOLE
NONE
5808
0
0
HCA Healthcare Inc.
COM
40412C101
723
5543
SH
SOLE
NONE
1221
0
0
HCP Inc. REIT
REIT
40414L109
236
7548
SH
SOLE
NONE
7152
0
0
HD Supply Holdings Inc.
COM
40416M105
223
5136
SH
SOLE
NONE
5136
0
0
Health Care Select Sector SPDR ETF
ETF
81369Y209
20
218
SH
SOLE
NONE
200
0
0
Healthcare Realty Trust Inc. REIT
REIT
421946104
223
6960
SH
SOLE
NONE
6960
0
0
Healthcare Trust of America Inc. REIT
REIT
42225P501
221
7728
SH
SOLE
NONE
7728
0
0
HEICO Corp.
COM
422806109
239
2520
SH
SOLE
NONE
2352
0
0
HEICO Corp.
COM
422806208
344
4091
SH
SOLE
NONE
4091
0
0
Helen of Troy Ltd.
COM
G4388N106
31
264
SH
SOLE
NONE
188
0
0
Helmerich and Payne Inc.
COM
423452101
289
5210
SH
SOLE
NONE
3959
0
0
Henry Schein Inc.
COM
806407102
5
81
SH
SOLE
NONE
81
0
0
Herbalife Nutrition Ltd.
COM
G4412G101
464
8755
SH
SOLE
NONE
4443
0
0
Hewlett Packard Enterprise Co.
COM
42824C109
1143
74049
SH
SOLE
NONE
31919
0
0
HollyFrontier Corp.
COM
436106108
1819
36909
SH
SOLE
NONE
8018
0
0
Horizon Pharma plc
COM
G4617B105
32
1210
SH
SOLE
NONE
744
0
0
Hormel Foods Corp.
COM
440452100
243
5430
SH
SOLE
NONE
5136
0
0
Humana Inc.
COM
444859102
1092
4105
SH
SOLE
NONE
795
0
0
Hyatt Hotels Corp.
COM
448579102
9
120
SH
SOLE
NONE
120
0
0
IAC/InterActiveCorp
COM
44919P508
837
3986
SH
SOLE
NONE
797
0
0
Icahn Enterprises LP
COM
451100101
43
591
SH
SOLE
NONE
591
0
0
ICU Medical Inc.
COM
44930G107
227
948
SH
SOLE
NONE
912
0
0
Illumina Inc.
COM
452327109
413
1329
SH
SOLE
NONE
494
0
0
Industrial Select Sector SPDR ETF
ETF
81369Y704
20
266
SH
SOLE
NONE
245
0
0
Ingersoll-Rand PLC
COM
G47791101
219
2032
SH
SOLE
NONE
2112
0
0
Insperity Inc.
COM
45778Q107
16
131
SH
SOLE
NONE
168
0
0
Insulet Corp.
COM
45784P101
3
30
SH
SOLE
NONE
90
0
0
Integra LifeSciences Holdings Corp.
COM
457985208
231
4142
SH
SOLE
NONE
3984
0
0
Intel Corp.
COM
458140100
3127
58231
SH
SOLE
NONE
13879
0
0
International Business Machines Corp.
COM
459200101
16
111
SH
SOLE
NONE
297
0
0
International Flavors & Fragrances Inc.
COM
459506101
223
1728
SH
SOLE
NONE
1728
0
0
International Paper Co.
COM
460146103
35
763
SH
SOLE
NONE
846
0
0
Intuit Inc.
COM
461202103
5611
21465
SH
SOLE
NONE
4336
0
0
Intuitive Surgical Inc.
COM
46120E602
2564
4493
SH
SOLE
NONE
1179
0
0
Invesco S&P 500 Pure Value ETF
ETF
46137V258
23
362
SH
SOLE
NONE
0
0
0
Investors Bancorp Inc.
COM
46146L101
8
672
SH
SOLE
NONE
672
0
0
IPG Photonics Corp.
COM
44980X109
689
4537
SH
SOLE
NONE
1111
0
0
IQVIA Holdings Inc.
COM
46266C105
221
1539
SH
SOLE
NONE
1539
0
0
Iron Mountain Inc. REIT
REIT
46284V101
37
1050
SH
SOLE
NONE
1050
0
0
iShares 1-3 Year Treasury Bond ETF
ETF
464287457
0
5
SH
SOLE
NONE
5
0
0
iShares Core U.S. Aggregate Bond ETF
ETF
464287226
34
312
SH
SOLE
NONE
148
0
0
iShares Edge MSCI Minimum Volatility USA ETF
ETF
46429B697
33
563
SH
SOLE
NONE
563
0
0
iShares Edge MSCI USA Momentum Factor ETF
ETF
46432F396
16
142
SH
SOLE
NONE
142
0
0
iShares iBoxx $ High Yield Corporate Bond ETF
ETF
464288513
23
271
SH
SOLE
NONE
267
0
0
iShares iBoxx $ Investment Grade Corporate Bond ETF
ETF
464287242
47
398
SH
SOLE
NONE
396
0
0
iShares MSCI ACWI ex US ETF
ETF
464288240
4
96
SH
SOLE
NONE
66
0
0
iShares MSCI Emerging Markets ETF
ETF
464287234
1
16
SH
SOLE
NONE
11
0
0
iShares MSCI Pacific ex Japan ETF
ETF
464286665
1
18
SH
SOLE
NONE
12
0
0
iShares Preferred & Income Securities ETF
ETF
464288687
8
209
SH
SOLE
NONE
209
0
0
iShares TIPS ETF
ETF
464287176
0
4
SH
SOLE
NONE
4
0
0
iShares U.S. Real Estate ETF
ETF
464287739
1
6
SH
SOLE
NONE
6
0
0
j2 Global Inc.
COM
48123V102
14
164
SH
SOLE
NONE
108
0
0
Jabil Circuit Inc.
COM
466313103
482
18122
SH
SOLE
NONE
9903
0
0
Jack Henry and Associates Inc.
COM
426281101
1472
10610
SH
SOLE
NONE
2126
0
0
Jack In The Box Inc.
COM
466367109
8
102
SH
SOLE
NONE
102
0
0
Jazz Pharmaceuticals plc
COM
G50871105
233
1627
SH
SOLE
NONE
1593
0
0
JB Hunt Transport Services Inc.
COM
445658107
209
2064
SH
SOLE
NONE
2064
0
0
JBG Smith Properties
REIT
46590V100
22
524
SH
SOLE
NONE
524
0
0
Jefferies Financial Group Inc.
COM
47233W109
402
21388
SH
SOLE
NONE
7879
0
0
John Hancock Multifactor Consumer Discretionary ETF
ETF
47804J305
2
58
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Consumer Staples ETF
ETF
47804J875
1
20
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Energy ETF
ETF
47804J701
2
65
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Financials ETF
ETF
47804J404
4
105
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Healthcare ETF
ETF
47804J503
1
38
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Industrials ETF
ETF
47804J883
2
60
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Materials ETF
ETF
47804J800
1
45
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Technology ETF
ETF
47804J602
2
52
SH
SOLE
NONE
0
0
0
John Hancock Multifactor Utilities ETF
ETF
47804J867
1
27
SH
SOLE
NONE
0
0
0
John Wiley and Sons Inc.
COM
968223206
7
154
SH
SOLE
NONE
154
0
0
Johnson & Johnson
COM
478160104
3039
21740
SH
SOLE
NONE
4801
0
0
Jones Lang Lasalle Inc.
COM
48020Q107
2313
15004
SH
SOLE
NONE
4105
0
0
Juniper Networks Inc.
COM
48203R104
5
203
SH
SOLE
NONE
203
0
0
Kansas City Southern
COM
485170302
239
2064
SH
SOLE
NONE
2064
0
0
KAR Auction Services Inc.
COM
48238T109
241
4704
SH
SOLE
NONE
4704
0
0
Kellogg Co.
COM
487836108
34
594
SH
SOLE
NONE
594
0
0
Kemper Corp.
COM
488401100
10
127
SH
SOLE
NONE
256
0
0
Keurig Dr Pepper Inc.
COM
49271V100
6
225
SH
SOLE
NONE
225
0
0
Keysight Technologies Inc.
COM
49338L103
22
252
SH
SOLE
NONE
252
0
0
Kimberly-Clark Corp.
COM
494368103
225
1814
SH
SOLE
NONE
1517
0
0
Kimco Realty Corp. REIT
REIT
49446R109
49
2636
SH
SOLE
NONE
2322
0
0
Kinder Morgan Inc.
COM
49456B101
57
2868
SH
SOLE
NONE
2202
0
0
Kohl's Corp.
COM
500255104
3310
48131
SH
SOLE
NONE
9929
0
0
Lamb Weston Holdings Inc.
COM
513272104
246
3284
SH
SOLE
NONE
3168
0
0
Lancaster Colony Corp.
COM
513847103
235
1501
SH
SOLE
NONE
1392
0
0
Landstar System Inc.
COM
515098101
226
2064
SH
SOLE
NONE
2064
0
0
Legg Mason Inc.
COM
524901105
1343
49053
SH
SOLE
NONE
10803
0
0
Leggett and Platt Inc.
COM
524660107
40
948
SH
SOLE
NONE
948
0
0
Lennar Corp.
COM
526057104
209
4263
SH
SOLE
NONE
4608
0
0
Liberty Media Corp. - Liberty Formula One
COM
531229854
244
6969
SH
SOLE
NONE
0
0
0
Liberty Media Corp. - Liberty SiriusXM
COM
531229607
5
128
SH
SOLE
NONE
0
0
0
Life Storage Inc. REIT
REIT
53223X107
240
2472
SH
SOLE
NONE
2256
0
0
Ligand Pharmaceuticals Inc.
COM
53220K504
9
68
SH
SOLE
NONE
68
0
0
Linde PLC
COM
G5494J103
215
1221
SH
SOLE
NONE
1296
0
0
LiveRamp Holdings Inc.
COM
53815P108
30
556
SH
SOLE
NONE
396
0
0
Lockheed Martin Corp.
COM
539830109
241
804
SH
SOLE
NONE
720
0
0
LogMeIn Inc.
COM
54142L109
215
2682
SH
SOLE
NONE
2784
0
0
Louisiana-Pacific Corp.
COM
546347105
8
336
SH
SOLE
NONE
336
0
0
Lululemon Athletica Inc.
COM
550021109
3097
18899
SH
SOLE
NONE
4096
0
0
LyondellBasell Industries NV
COM
N53745100
5486
65246
SH
SOLE
NONE
13982
0
0
Macy's Inc.
COM
55616P104
1751
72849
SH
SOLE
NONE
13962
0
0
Magellan Midstream Partners LP
COM
559080106
36
594
SH
SOLE
NONE
594
0
0
Manhattan Associates Inc.
COM
562750109
708
12853
SH
SOLE
NONE
3984
0
0
ManpowerGroup Inc.
COM
56418H100
2379
28773
SH
SOLE
NONE
6318
0
0
Marathon Oil Corp.
COM
565849106
738
44166
SH
SOLE
NONE
8671
0
0
Marathon Petroleum Corp.
COM
56585A102
98
1643
SH
SOLE
NONE
1944
0
0
Markel Corp.
COM
570535104
226
227
SH
SOLE
NONE
240
0
0
MarketAxess Holdings Inc.
COM
57060D108
232
942
SH
SOLE
NONE
912
0
0
Marsh and McLennan Cos. Inc.
COM
571748102
207
2205
SH
SOLE
NONE
2352
0
0
Martin Marietta Materials Inc.
COM
573284106
241
1200
SH
SOLE
NONE
1200
0
0
Masimo Corp.
COM
574795100
22
160
SH
SOLE
NONE
160
0
0
Mastercard Inc.
COM
57636Q104
15248
64762
SH
SOLE
NONE
12891
0
0
Materials Select Sector SPDR ETF
ETF
81369Y100
10
189
SH
SOLE
NONE
175
0
0
MAXIMUS Inc.
COM
577933104
230
3242
SH
SOLE
NONE
3120
0
0
McCormick and Co. Inc.
COM
579780206
239
1585
SH
SOLE
NONE
0
0
0
McDonald's Corp.
COM
580135101
1704
8971
SH
SOLE
NONE
2153
0
0
McKesson Corp.
COM
58155Q103
139
1188
SH
SOLE
NONE
1318
0
0
Medical Properties Trust Inc. REIT
REIT
58463J304
4212
227530
SH
SOLE
NONE
45036
0
0
Medidata Solutions Inc.
COM
58471A105
8
112
SH
SOLE
NONE
112
0
0
Mednax Inc.
COM
58502B106
174
6404
SH
SOLE
NONE
6672
0
0
Medtronic PLC
COM
G5960L103
827
9082
SH
SOLE
NONE
9174
0
0
Merck & Co. Inc.
COM
58933Y105
1765
21220
SH
SOLE
NONE
4271
0
0
MFA Financial Inc. REIT
REIT
55272X102
266
36550
SH
SOLE
NONE
30384
0
0
Micron Technology Inc.
COM
595112103
5408
130858
SH
SOLE
NONE
28243
0
0
Microsoft Corp.
COM
594918104
11161
94629
SH
SOLE
NONE
21072
0
0
Molina Healthcare Inc.
COM
60855R100
528
3722
SH
SOLE
NONE
3566
0
0
Motorola Solutions Inc.
COM
620076307
236
1684
SH
SOLE
NONE
1536
0
0
MSA Safety Inc.
COM
553498106
29
282
SH
SOLE
NONE
204
0
0
MSC Industrial Direct Co. Inc.
COM
553530106
8
96
SH
SOLE
NONE
96
0
0
MSCI Inc.
COM
55354G100
7
33
SH
SOLE
NONE
116
0
0
Murphy Oil Corp.
COM
626717102
704
24029
SH
SOLE
NONE
5640
0
0
Murphy USA Inc.
COM
626755102
9
108
SH
SOLE
NONE
108
0
0
Nasdaq Inc.
COM
631103108
16
180
SH
SOLE
NONE
236
0
0
National Health Investors Inc. REIT
REIT
63633D104
232
2950
SH
SOLE
NONE
2832
0
0
National Instruments Corp.
COM
636518102
211
4752
SH
SOLE
NONE
4752
0
0
National Retail Properties Inc. REIT
REIT
637417106
257
4632
SH
SOLE
NONE
4224
0
0
Nektar Therapeutics
COM
640268108
125
3730
SH
SOLE
NONE
4258
0
0
Netflix Inc.
COM
64110L106
450
1263
SH
SOLE
NONE
463
0
0
New Relic Inc.
COM
64829B100
23
236
SH
SOLE
NONE
200
0
0
New Residential Investment Corp. REIT
REIT
64828T201
1569
92805
SH
SOLE
NONE
17980
0
0
New York Community Bancorp Inc.
COM
649445103
42
3639
SH
SOLE
NONE
3639
0
0
NewMarket Corp.
COM
651587107
211
487
SH
SOLE
NONE
480
0
0
Newmont Mining Corp.
COM
651639106
223
6232
SH
SOLE
NONE
6480
0
0
Nexstar Media Group Inc.
COM
65336K103
5
49
SH
SOLE
NONE
49
0
0
NIKE Inc.
COM
654106103
226
2680
SH
SOLE
NONE
2592
0
0
NiSource Inc.
COM
65473P105
223
7797
SH
SOLE
NONE
8160
0
0
Norfolk Southern Corp.
COM
655844108
13
68
SH
SOLE
NONE
120
0
0
Northrop Grumman Corp.
COM
666807102
180
666
SH
SOLE
NONE
768
0
0
Northwestern Corp.
COM
668074305
71
1012
SH
SOLE
NONE
570
0
0
NRG Energy Inc.
COM
629377508
3618
85168
SH
SOLE
NONE
18011
0
0
Nu Skin Enterprises Inc.
COM
67018T105
6
130
SH
SOLE
NONE
130
0
0
NuVasive Inc.
COM
670704105
218
3840
SH
SOLE
NONE
3696
0
0
nVent Electric PLC
COM
G6700G107
5
174
SH
SOLE
NONE
174
0
0
NVR Inc.
COM
62944T105
235
85
SH
SOLE
NONE
96
0
0
Occidental Petroleum Corp.
COM
674599105
251
3792
SH
SOLE
NONE
3360
0
0
OGE Energy Corp.
COM
670837103
59
1364
SH
SOLE
NONE
864
0
0
Old Republic International Corp.
COM
680223104
255
12210
SH
SOLE
NONE
10560
0
0
Ollie's Bargain Outlet Holdings Inc.
COM
681116109
5
61
SH
SOLE
NONE
244
0
0
Omega Healthcare Investors Inc. REIT
REIT
681936100
59
1554
SH
SOLE
NONE
966
0
0
Omnicom Group Inc.
COM
681919106
214
2928
SH
SOLE
NONE
2928
0
0
ONEOK Inc.
COM
682680103
303
4341
SH
SOLE
NONE
3456
0
0
Oracle Corp.
COM
68389X105
3413
63536
SH
SOLE
NONE
15166
0
0
O'Reilly Automotive Inc.
COM
67103H107
452
1164
SH
SOLE
NONE
1156
0
0
Owens Corning
COM
690742101
195
4134
SH
SOLE
NONE
4464
0
0
Owens-Illinois Inc.
COM
690768403
8
430
SH
SOLE
NONE
430
0
0
PACCAR Inc.
COM
693718108
1369
20098
SH
SOLE
NONE
4800
0
0
PacWest Bancorp
COM
695263103
19
516
SH
SOLE
NONE
1032
0
0
Palo Alto Networks Inc.
COM
697435105
222
912
SH
SOLE
NONE
912
0
0
Park Hotel & Resorts Inc. REIT
REIT
700517105
3451
111052
SH
SOLE
NONE
22687
0
0
Paycom Software Inc.
COM
70432V102
40
209
SH
SOLE
NONE
119
0
0
PayPal Holdings Inc.
COM
70450Y103
21
198
SH
SOLE
NONE
386
0
0
PBF Energy Inc.
COM
69318G106
3126
100372
SH
SOLE
NONE
20704
0
0
PDC Energy Inc.
COM
69327R101
17
406
SH
SOLE
NONE
254
0
0
Penske Automotive Group Inc.
COM
70959W103
277
6205
SH
SOLE
NONE
5362
0
0
Penumbra Inc.
COM
70975L107
27
181
SH
SOLE
NONE
156
0
0
PepsiCo Inc.
COM
713448108
976
7963
SH
SOLE
NONE
1963
0
0
Pfizer Inc.
COM
717081103
12185
286903
SH
SOLE
NONE
67119
0
0
Phillips 66
COM
718546104
33
351
SH
SOLE
NONE
393
0
0
Phillips 66 Partners LP
COM
718549207
42
801
SH
SOLE
NONE
801
0
0
Physicians Realty Trust REIT
REIT
71943U104
10
510
SH
SOLE
NONE
510
0
0
Piedmont Office Realty Trust Inc. REIT
REIT
720190206
9
450
SH
SOLE
NONE
450
0
0
Pilgrim's Pride Corp.
COM
72147K108
1464
65683
SH
SOLE
NONE
13917
0
0
Pinnacle West Capital Corp.
COM
723484101
263
2751
SH
SOLE
NONE
2352
0
0
Planet Fitness Inc.
COM
72703H101
7
109
SH
SOLE
NONE
360
0
0
PolyOne Corp.
COM
73179P106
8
256
SH
SOLE
NONE
256
0
0
Popular Inc.
COM
733174700
254
4882
SH
SOLE
NONE
4062
0
0
PPL Corp.
COM
69351T106
22
683
SH
SOLE
NONE
1197
0
0
Primerica Inc.
COM
74164M108
5
38
SH
SOLE
NONE
168
0
0
ProAssurance Corp.
COM
74267C106
7
212
SH
SOLE
NONE
212
0
0
Prudential Financial Inc.
COM
744320102
3523
38347
SH
SOLE
NONE
8697
0
0
PTC Inc.
COM
69370C100
16
177
SH
SOLE
NONE
228
0
0
Public Service Enterprise Group Inc.
COM
744573106
30
499
SH
SOLE
NONE
651
0
0
Public Storage REIT
REIT
74460D109
221
1016
SH
SOLE
NONE
1056
0
0
PulteGroup Inc.
COM
745867101
234
8386
SH
SOLE
NONE
8208
0
0
PVH Corp.
COM
693656100
5
42
SH
SOLE
NONE
42
0
0
Qorvo Inc.
COM
74736K101
210
2930
SH
SOLE
NONE
3168
0
0
Quanta Services Inc.
COM
74762E102
6
149
SH
SOLE
NONE
149
0
0
Quest Diagnostics Inc.
COM
74834L100
233
2594
SH
SOLE
NONE
2544
0
0
Qurate Retail Inc.
COM
74915M100
1093
68414
SH
SOLE
NONE
16052
0
0
Ralph Lauren Corp.
COM
751212101
252
1944
SH
SOLE
NONE
1776
0
0
Range Resources Corp.
COM
75281A109
1
117
SH
SOLE
NONE
810
0
0
Raytheon Co.
COM
755111507
210
1154
SH
SOLE
NONE
1200
0
0
Real Estate Select Sector SPDR ETF
ETF
81369Y860
8
218
SH
SOLE
NONE
0
0
0
Realogy Holdings Corp.
COM
75605Y106
1105
96969
SH
SOLE
NONE
23225
0
0
RealPage Inc.
COM
75606N109
218
3600
SH
SOLE
NONE
3600
0
0
Realty Income Corp. REIT
REIT
756109104
249
3390
SH
SOLE
NONE
3216
0
0
Regal Beloit Corp.
COM
758750103
14
173
SH
SOLE
NONE
106
0
0
Reinsurance Group of America Inc.
COM
759351604
3476
24480
SH
SOLE
NONE
4790
0
0
Reliance Steel and Aluminum Co.
COM
759509102
149
1648
SH
SOLE
NONE
1648
0
0
RenaissanceRe Holdings Ltd.
COM
G7496G103
214
1488
SH
SOLE
NONE
1488
0
0
Republic Services Inc.
COM
760759100
249
3104
SH
SOLE
NONE
2832
0
0
Resideo Technologies Inc.
COM
76118Y104
566
29355
SH
SOLE
NONE
7164
0
0
Retail Properties of America Inc. REIT
REIT
76131V202
8
682
SH
SOLE
NONE
682
0
0
RLI Corp.
COM
749607107
249
3469
SH
SOLE
NONE
3120
0
0
Rollins Inc.
COM
775711104
17
416
SH
SOLE
NONE
536
0
0
Royal Gold Inc.
COM
780287108
222
2442
SH
SOLE
NONE
2496
0
0
RPM International Inc.
COM
749685103
240
4132
SH
SOLE
NONE
3840
0
0
Ryder System Inc.
COM
783549108
1440
23222
SH
SOLE
NONE
6325
0
0
S&P Global Inc.
COM
78409V104
2674
12700
SH
SOLE
NONE
3452
0
0
Santander Consumer USA Holdings Inc.
COM
80283M101
2534
119917
SH
SOLE
NONE
24566
0
0
Science Applications International Corp.
COM
808625107
10
124
SH
SOLE
NONE
124
0
0
Seagate Technology PLC
COM
G7945M107
6
120
SH
SOLE
NONE
120
0
0
Senior Housing Properties Trust REIT
REIT
81721M109
20
1696
SH
SOLE
NONE
2943
0
0
Sensient Technologies Corp.
COM
81725T100
4
56
SH
SOLE
NONE
130
0
0
ServiceNow Inc.
COM
81762P102
8
32
SH
SOLE
NONE
88
0
0
Shell Midstream Partners LP
COM
822634101
42
2061
SH
SOLE
NONE
2061
0
0
Silicon Laboratories Inc.
COM
826919102
8
98
SH
SOLE
NONE
98
0
0
Simon Property Group Inc. REIT
REIT
828806109
206
1128
SH
SOLE
NONE
1200
0
0
Skyworks Solutions Inc.
COM
83088M102
209
2534
SH
SOLE
NONE
2736
0
0
SM Energy Co.
COM
78454L100
524
29961
SH
SOLE
NONE
7126
0
0
Sonoco Products Co.
COM
835495102
259
4208
SH
SOLE
NONE
3840
0
0
Southwestern Energy Co.
COM
845467109
4
920
SH
SOLE
NONE
920
0
0
SPDR Dow Jones International Real Estate ETF
ETF
78463X863
8
191
SH
SOLE
NONE
191
0
0
SPDR Gold Shares
ETF
78463V107
0
3
SH
SOLE
NONE
3
0
0
SPDR S&P Consumer Discretionary Select Sector ETF
ETF
81369Y407
14
119
SH
SOLE
NONE
110
0
0
SPDR S&P Energy Select Sector ETF
ETF
81369Y506
1
20
SH
SOLE
NONE
18
0
0
SPDR S&P Technology Select Sector ETF
ETF
81369Y803
25
332
SH
SOLE
NONE
305
0
0
Spire Inc.
COM
84857L101
228
2766
SH
SOLE
NONE
2784
0
0
Spirit Airlines Inc.
COM
848577102
32
613
SH
SOLE
NONE
380
0
0
Spirit Realty Capital Inc. REIT
REIT
84860W300
14
355
SH
SOLE
NONE
218
0
0
Sprint Corp.
COM
85207U105
233
41300
SH
SOLE
NONE
38665
0
0
Sprouts Farmers Market Inc.
COM
85208M102
214
9924
SH
SOLE
NONE
9552
0
0
Starbucks Corp.
COM
855244109
2487
33455
SH
SOLE
NONE
18925
0
0
Starwood Property Trust Inc. REIT
REIT
85571B105
279
12504
SH
SOLE
NONE
9840
0
0
Steel Dynamics Inc.
COM
858119100
5
129
SH
SOLE
NONE
129
0
0
STORE Capital Corp. REIT
REIT
862121100
250
7468
SH
SOLE
NONE
6816
0
0
Sun Communities Inc. REIT
REIT
866674104
250
2108
SH
SOLE
NONE
1920
0
0
SunTrust Banks Inc.
COM
867914103
205
3453
SH
SOLE
NONE
3453
0
0
Symantec Corp.
COM
871503108
228
9916
SH
SOLE
NONE
9792
0
0
Synchrony Financial
COM
87165B103
2095
65679
SH
SOLE
NONE
14260
0
0
T Rowe Price Group Inc.
COM
74144T108
4302
42966
SH
SOLE
NONE
9013
0
0
Tableau Software Inc.
COM
87336U105
33
257
SH
SOLE
NONE
160
0
0
Tallgrass Energy LP
COM
874696107
35
1401
SH
SOLE
NONE
1401
0
0
Tanger Factory Outlet Centers Inc. REIT
REIT
875465106
8
360
SH
SOLE
NONE
360
0
0
Tapestry Inc.
COM
876030107
33
1008
SH
SOLE
NONE
1008
0
0
Targa Resources Corp.
COM
87612G101
39
942
SH
SOLE
NONE
942
0
0
Target Corp.
COM
87612E106
1346
16768
SH
SOLE
NONE
4002
0
0
TCF Financial Corp.
COM
872275102
1981
95760
SH
SOLE
NONE
18893
0
0
TD Ameritrade Holding Corp.
COM
87236Y108
19
376
SH
SOLE
NONE
376
0
0
Tech Data Corp.
COM
878237106
13
131
SH
SOLE
NONE
84
0
0
Tegna Inc.
COM
87901J105
15
1029
SH
SOLE
NONE
644
0
0
Teledyne Technologies Inc.
COM
879360105
22
92
SH
SOLE
NONE
92
0
0
Telephone & Data Systems Inc.
COM
879433829
2907
94606
SH
SOLE
NONE
21007
0
0
Tempur Sealy International Inc.
COM
88023U101
8
146
SH
SOLE
NONE
146
0
0
Tesla Inc.
COM
88160R101
183
654
SH
SOLE
NONE
720
0
0
Tetra Tech Inc.
COM
88162G103
30
498
SH
SOLE
NONE
356
0
0
Texas Instruments Inc.
COM
882508104
3450
32529
SH
SOLE
NONE
7168
0
0
Texas Roadhouse Inc.
COM
882681109
226
3634
SH
SOLE
NONE
3504
0
0
The Allstate Corp.
COM
020002101
22
232
SH
SOLE
NONE
330
0
0
The Blackstone Group LP
COM
09253U108
40
1140
SH
SOLE
NONE
1140
0
0
The Boeing Co.
COM
097023105
4365
11444
SH
SOLE
NONE
2754
0
0
The Brink's Co.
COM
109696104
218
2892
SH
SOLE
NONE
2784
0
0
The Clorox Co.
COM
189054109
409
2551
SH
SOLE
NONE
2472
0
0
The Coca-Cola Co.
COM
191216100
247
5275
SH
SOLE
NONE
4848
0
0
The Estee Lauder Cos. Inc.
COM
518439104
4789
28925
SH
SOLE
NONE
6877
0
0
The Gap Inc.
COM
364760108
263
10056
SH
SOLE
NONE
8736
0
0
The GEO Group Inc. REIT
REIT
36162J106
7
370
SH
SOLE
NONE
370
0
0
The Hanover Insurance Group Inc.
COM
410867105
214
1872
SH
SOLE
NONE
1872
0
0
The Hartford Financial Services Group Inc.
COM
416515104
224
4512
SH
SOLE
NONE
4512
0
0
The Hershey Co.
COM
427866108
227
1973
SH
SOLE
NONE
2016
0
0
The Home Depot Inc.
COM
437076102
6318
32923
SH
SOLE
NONE
6535
0
0
The Interpublic Group of Cos. Inc.
COM
460690100
35
1647
SH
SOLE
NONE
1647
0
0
The JM Smucker Co.
COM
832696405
266
2279
SH
SOLE
NONE
2230
0
0
The Kraft Heinz Co.
COM
500754106
1711
52411
SH
SOLE
NONE
10792
0
0
The Kroger Co.
COM
501044101
3399
138163
SH
SOLE
NONE
27459
0
0
The Madison Square Garden Co.
COM
55825T103
241
821
SH
SOLE
NONE
768
0
0
The New York Times Co.
COM
650111107
244
7427
SH
SOLE
NONE
6672
0
0
The PNC Financial Services Group Inc.
COM
693475105
426
3470
SH
SOLE
NONE
3698
0
0
The Procter & Gamble Co.
COM
742718109
868
8338
SH
SOLE
NONE
2060
0
0
The Progressive Corp.
COM
743315103
282
3913
SH
SOLE
NONE
3814
0
0
The Southern Co.
COM
842587107
14
280
SH
SOLE
NONE
774
0
0
The TJX Cos. Inc.
COM
872540109
3565
67005
SH
SOLE
NONE
13919
0
0
The Walt Disney Co.
COM
254687106
1290
11620
SH
SOLE
NONE
3367
0
0
The Wendy's Co.
COM
95058W100
9
476
SH
SOLE
NONE
476
0
0
The Western Union Co.
COM
959802109
266
14421
SH
SOLE
NONE
12432
0
0
Toll Brothers Inc.
COM
889478103
210
5796
SH
SOLE
NONE
6240
0
0
Tractor Supply Co.
COM
892356106
22
224
SH
SOLE
NONE
224
0
0
TransDigm Group Inc.
COM
893641100
242
532
SH
SOLE
NONE
453
0
0
Trex Co. Inc.
COM
89531P105
21
335
SH
SOLE
NONE
284
0
0
Trinity Industries Inc.
COM
896522109
1945
89505
SH
SOLE
NONE
17523
0
0
TripAdvisor Inc.
COM
896945201
419
8136
SH
SOLE
NONE
2931
0
0
Two Harbors Investment Corp. REIT
REIT
90187B408
228
16854
SH
SOLE
NONE
15936
0
0
Tyler Technologies Inc.
COM
902252105
216
1056
SH
SOLE
NONE
1056
0
0
Tyson Foods Inc.
COM
902494103
3082
44393
SH
SOLE
NONE
9720
0
0
Ubiquiti Networks Inc.
COM
90347A100
4622
30875
SH
SOLE
NONE
7076
0
0
UDR Inc. REIT
REIT
902653104
17
370
SH
SOLE
NONE
476
0
0
UGI Corp.
COM
902681105
55
993
SH
SOLE
NONE
3881
0
0
Ulta Beauty Inc.
COM
90384S303
11
32
SH
SOLE
NONE
68
0
0
UMB Financial Corp.
COM
902788108
8
118
SH
SOLE
NONE
118
0
0
Umpqua Holdings Corp.
COM
904214103
8
468
SH
SOLE
NONE
468
0
0
Union Pacific Corp.
COM
907818108
1799
10762
SH
SOLE
NONE
5669
0
0
United Bankshares Inc.
COM
909907107
9
238
SH
SOLE
NONE
238
0
0
United Continental Holdings Inc.
COM
910047109
970
12162
SH
SOLE
NONE
3867
0
0
United States Cellular Corp.
COM
911684108
750
16337
SH
SOLE
NONE
3924
0
0
United Technologies Corp.
COM
913017109
213
1656
SH
SOLE
NONE
1728
0
0
United Therapeutics Corp.
COM
91307C102
2216
18884
SH
SOLE
NONE
5288
0
0
UnitedHealth Group Inc.
COM
91324P102
3029
12251
SH
SOLE
NONE
2925
0
0
Universal Health Services Inc.
COM
913903100
217
1621
SH
SOLE
NONE
1584
0
0
Urban Outfitters Inc.
COM
917047102
220
7428
SH
SOLE
NONE
7152
0
0
Utilities Select Sector SPDR ETF
ETF
81369Y886
1
23
SH
SOLE
NONE
21
0
0
Valero Energy Corp.
COM
91913Y100
257
3035
SH
SOLE
NONE
2688
0
0
Valley National Bancorp
COM
919794107
8
796
SH
SOLE
NONE
796
0
0
Valvoline Inc.
COM
92047W101
218
11760
SH
SOLE
NONE
11760
0
0
Veeva Systems Inc.
COM
922475108
782
6164
SH
SOLE
NONE
1436
0
0
Ventas Inc. REIT
REIT
92276F100
236
3706
SH
SOLE
NONE
3504
0
0
VEREIT Inc. REIT
REIT
92339V100
45
5348
SH
SOLE
NONE
4749
0
0
Verint Systems Inc.
COM
92343X100
10
162
SH
SOLE
NONE
162
0
0
VeriSign Inc.
COM
92343E102
12
68
SH
SOLE
NONE
100
0
0
Verisk Analytics Inc.
COM
92345Y106
236
1775
SH
SOLE
NONE
1728
0
0
Verizon Communications Inc.
COM
92343V104
11479
194126
SH
SOLE
NONE
38332
0
0
Vertex Pharmaceuticals Inc.
COM
92532F100
695
3778
SH
SOLE
NONE
3806
0
0
Viacom Inc.
COM
92553P201
5
183
SH
SOLE
NONE
0
0
0
ViaSat Inc.
COM
92552V100
10
124
SH
SOLE
NONE
124
0
0
VICI Properties Inc.
REIT
925652109
636
29076
SH
SOLE
NONE
7096
0
0
Viper Energy Partners LP
COM
92763M105
43
1299
SH
SOLE
NONE
1299
0
0
Virtu Financial Inc.
COM
928254101
1515
63792
SH
SOLE
NONE
12225
0
0
Visa Inc.
COM
92826C839
4229
27078
SH
SOLE
NONE
7704
0
0
Visteon Corp.
COM
92839U206
7
100
SH
SOLE
NONE
100
0
0
VMware Inc.
COM
928563402
4503
24945
SH
SOLE
NONE
5241
0
0
W.R. Grace & Co.
COM
38388F108
22
276
SH
SOLE
NONE
276
0
0
WABCO Holdings Inc.
COM
92927K102
209
1584
SH
SOLE
NONE
1584
0
0
Walgreens Boots Alliance Inc.
COM
931427108
128
2020
SH
SOLE
NONE
5272
0
0
Walmart Inc.
COM
931142103
3529
36180
SH
SOLE
NONE
8637
0
0
Waste Management Inc.
COM
94106L109
221
2124
SH
SOLE
NONE
2208
0
0
Watsco Inc.
COM
942622200
251
1753
SH
SOLE
NONE
1536
0
0
WEC Energy Group Inc.
COM
92939U106
221
2796
SH
SOLE
NONE
2928
0
0
Weingarten Realty Investors REIT
REIT
948741103
9
310
SH
SOLE
NONE
310
0
0
Wellcare Health Plans Inc.
COM
94946T106
728
2697
SH
SOLE
NONE
1749
0
0
Wells Fargo & Company
COM
949746101
6165
127584
SH
SOLE
NONE
26770
0
0
Welltower Inc. REIT
REIT
95040Q104
240
3094
SH
SOLE
NONE
2928
0
0
WESCO International Inc.
COM
95082P105
1394
26289
SH
SOLE
NONE
5086
0
0
White Mountains Insurance Group Ltd.
COM
G9618E107
217
235
SH
SOLE
NONE
240
0
0
Whiting Petroleum Corp.
COM
966387409
32
1228
SH
SOLE
NONE
876
0
0
Wolverine World Wide Inc.
COM
978097103
29
820
SH
SOLE
NONE
592
0
0
Woodward Inc.
COM
980745103
21
220
SH
SOLE
NONE
220
0
0
WP Carey Inc. REIT
REIT
92936U109
233
2976
SH
SOLE
NONE
2976
0
0
WR Berkley Corp.
COM
084423102
240
2832
SH
SOLE
NONE
2640
0
0
WW Grainger Inc.
COM
384802104
2615
8691
SH
SOLE
NONE
1704
0
0
Xilinx Inc.
COM
983919101
2681
21145
SH
SOLE
NONE
3782
0
0
Yelp Inc.
COM
985817105
8
230
SH
SOLE
NONE
230
0
0
Zendesk Inc.
COM
98936J101
18
208
SH
SOLE
NONE
268
0
0
Zimmer Biomet Holdings Inc.
COM
98956P102
6
46
SH
SOLE
NONE
46
0
0
Zoetis Inc.
COM
98978V103
3448
34246
SH
SOLE
NONE
16143
0
0