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| Financials | +0.19% |
| Energy | +0.01% |
| Consumer Staples | -0.88% |
| Health Care | -0.89% |
| Industrials | -1.50% |
| Communication Services | -1.50% |
| Materials | -1.53% |
| Consumer Discretionary | -1.86% |
| Information Technology | -2.21% |
| Real Estate | -3.15% |
| Utilities | -4.11% |
(Sorted by Daily Weighted Alpha)