The largest contributor to the MARKET return was Apple Inc with a return of 7.3%. The largest detractor to the MARKET return was Facebook Inc with a return of -4.1%.

The largest contributor to the INVESTMENT Factor return was an overweight posi..on in Quanta Services Inc with a return of 11.6%. The largest detractor to the INVESTMENT Factor return was an underweight posi..on in Marathon Petroleum Corp with a return of 23.5%.

The largest contributor to the MOMENTUM Factor return was an overweight posi..on in AMETEK Inc with a return of 7%. The largest detractor to the MOMENTUM Factor return was an underweight posi..on in Wells Fargo & Co with a return of 8.3%.

The largest contributor to the QUALITY Factor return was an overweight posi..on in Allegion PLC with a return of 8%. The largest detractor to the QUALITY Factor return was an underweight posi..on in Quanta Services Inc with a return of 11.6%.

The largest contributor to the VALUE Factor return was an overweight posi..on in AbbVie Inc with a return of 15.2%. The largest detractor to the VALUE Factor return was an underweight posi..on in Charles Schwab Corp/The with a return of 9.3%.

The largest contributor to the VOLATILITY Factor return was an overweight posi..on in Principal Financial Group Inc with a return of 8.5%. The largest detractor to the VOLATILITY Factor return was an underweight posi..on in LyondellBasell Industries NV with a return of 17.2%.