SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

CIK: 0001446179 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $501,869 (100.0% shares, 0.0% debt)

Holdings (299)

JNJ JOHNSON & JOHNSON 7.2%
Value ($000) $36,149 Shares 275,675 Est. Cost $114.14 Unrealized +5.3%
LLY LILLY ELI & CO 2.2%
Value ($000) $11,070 Shares 79,800 Est. Cost $123.21 Unrealized +4.0%
CLX CLOROX CO DEL 2.1%
Value ($000) $10,315 Shares 59,537 Est. Cost $130.23 Unrealized +6.5%
CL COLGATE PALMOLIVE CO 2.0%
Value ($000) $10,219 Shares 154,000 Est. Cost $59.93 Unrealized +2.7%
FE FIRSTENERGY CORP 1.7%
Value ($000) $8,695 Shares 217,000 Est. Cost $36.45 Unrealized -0.3%
PG PROCTER & GAMBLE CO 1.5%
Value ($000) $7,746 Shares 70,414 Est. Cost $93.78 Unrealized +10.7%
SRE SEMPRA ENERGY 1.5%
Value ($000) $7,729 Shares 68,400 Est. Cost $58.75 Unrealized -0.6%
VZ VERIZON COMMUNICATIONS INC 1.5%
Value ($000) $7,544 Shares 140,400 Est. Cost $41.85 Unrealized -2.0%
DOW DOW INC 1.4%
Value ($000) $7,245 Shares 247,780 Est. Cost $30.58 Unrealized 0.0%
NVO NOVO-NORDISK A S 1.4%
Value ($000) $6,933 Shares 115,164 Est. Cost $55.87 Unrealized
ETR ENTERGY CORP NEW 1.3%
Value ($000) $6,606 Shares 70,300 Est. Cost $41.49 Unrealized +15.1%
NEM NEWMONT CORP 1.3%
Value ($000) $6,457 Shares 142,600 Est. Cost $32.71 Unrealized +15.8%
AES AES CORP 1.2%
Value ($000) $6,001 Shares 441,264 Est. Cost $13.40 Unrealized +8.1%
KMB KIMBERLY CLARK CORP 1.2%
Value ($000) $5,985 Shares 46,806 Est. Cost $102.35 Unrealized +9.5%
AMAT APPLIED MATLS INC 1.1%
Value ($000) $5,709 Shares 124,606 Est. Cost $54.36 Unrealized 0.0%
TGT TARGET CORP 1.1%
Value ($000) $5,690 Shares 61,200 Est. Cost $86.78 Unrealized +9.5%
EXC EXELON CORP 1.1%
Value ($000) $5,669 Shares 154,015 Est. Cost $25.91 Unrealized -1.7%
MO ALTRIA GROUP INC 1.1%
Value ($000) $5,530 Shares 143,012 Est. Cost $27.56 Unrealized 0.0%
POR PORTLAND GEN ELEC CO 1.1%
Value ($000) $5,374 Shares 112,100 Est. Cost $43.68 Unrealized +0.4%
TD AMERITRADE HLDG CORP 1.1%
Value ($000) $5,357 Shares 154,554 Est. Cost $49.70 Unrealized
SJM SMUCKER J M CO 1.1%
Value ($000) $5,348 Shares 48,179 Est. Cost $88.39 Unrealized -0.2%
KHC KRAFT HEINZ CO 1.1%
Value ($000) $5,319 Shares 215,000 Est. Cost $20.68 Unrealized 0.0%
COP CONOCOPHILLIPS 1.0%
Value ($000) $5,174 Shares 168,000 Est. Cost $42.80 Unrealized -4.3%
CPB CAMPBELL SOUP CO 1.0%
Value ($000) $5,167 Shares 111,941 Est. Cost $39.45 Unrealized +0.5%
LAM RESEARCH CORP 1.0%
Value ($000) $5,064 Shares 21,100 Est. Cost $216.93 Unrealized
MDT MEDTRONIC PLC 1.0%
Value ($000) $5,050 Shares 56,000 Est. Cost $75.39 Unrealized +19.6%
GEN NORTONLIFELOCK INC 1.0%
Value ($000) $4,975 Shares 265,895 Est. Cost $15.63 Unrealized 0.0%
HRL HORMEL FOODS CORP 1.0%
Value ($000) $4,935 Shares 105,800 Est. Cost $38.66 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 0.9%
Value ($000) $4,704 Shares 84,400 Est. Cost $44.09 Unrealized +10.2%
GIS GENERAL MLS INC 0.9%
Value ($000) $4,580 Shares 86,800 Est. Cost $43.01 Unrealized +0.7%
FLO FLOWERS FOODS INC 0.9%
Value ($000) $4,542 Shares 221,331 Est. Cost $17.03 Unrealized +0.3%
BBY BEST BUY INC 0.9%
Value ($000) $4,492 Shares 78,800 Est. Cost $54.45 Unrealized +14.7%
CCEP COCA COLA EUROPEAN PARTNERS 0.9%
Value ($000) $4,481 Shares 119,400 Est. Cost $42.09 Unrealized -3.1%
AMGN AMGEN INC 0.9%
Value ($000) $4,359 Shares 21,500 Est. Cost $173.41 Unrealized +5.1%
NEW YORK CMNTY BANCORP INC 0.9%
Value ($000) $4,275 Shares 455,303 Est. Cost $10.08 Unrealized
NRG NRG ENERGY INC 0.8%
Value ($000) $4,209 Shares 154,400 Est. Cost $28.87 Unrealized 0.0%
WESTROCK CO 0.8%
Value ($000) $4,167 Shares 147,440 Est. Cost $30.31 Unrealized
HOLLYFRONTIER CORP 0.8%
Value ($000) $4,103 Shares 167,400 Est. Cost $24.51 Unrealized
OGS ONE GAS INC 0.8%
Value ($000) $4,080 Shares 48,791 Est. Cost $88.45 Unrealized 0.0%
PNW PINNACLE WEST CAP CORP 0.8%
Value ($000) $4,009 Shares 52,900 Est. Cost $70.35 Unrealized 0.0%
ABBV ABBVIE INC 0.8%
Value ($000) $4,004 Shares 52,549 Est. Cost $64.09 Unrealized +4.8%
PGR PROGRESSIVE CORP OHIO 0.8%
Value ($000) $3,914 Shares 53,000 Est. Cost $61.17 Unrealized +6.8%
BAC BK OF AMERICA CORP 0.8%
Value ($000) $3,857 Shares 181,700 Est. Cost $24.81 Unrealized +4.4%
XIFR NEXTERA ENERGY PARTNERS LP 0.7%
Value ($000) $3,539 Shares 82,300 Est. Cost $52.90 Unrealized +0.2%
IDA IDACORP INC 0.7%
Value ($000) $3,498 Shares 39,850 Est. Cost $103.49 Unrealized -0.6%
BGS B & G FOODS INC NEW 0.7%
Value ($000) $3,389 Shares 187,362 Est. Cost $9.32 Unrealized -1.3%
SCHW SCHWAB CHARLES CORP 0.7%
Value ($000) $3,342 Shares 99,400 Est. Cost $38.68 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.7%
Value ($000) $3,284 Shares 486,500 Est. Cost $10.07 Unrealized -2.8%
WMB WILLIAMS COS INC 0.6%
Value ($000) $3,215 Shares 227,200 Est. Cost $18.58 Unrealized -24.7%
TM TOYOTA MOTOR CORP 0.6%
Value ($000) $3,042 Shares 25,361 Est. Cost $122.72 Unrealized
VLO VALERO ENERGY CORP 0.6%
Value ($000) $3,039 Shares 67,000 Est. Cost $68.59 Unrealized -16.6%
NTAP NETAPP INC 0.6%
Value ($000) $2,856 Shares 68,500 Est. Cost $50.77 Unrealized -13.2%
RIO RIO TINTO PLC 0.6%
Value ($000) $2,838 Shares 62,300 Est. Cost $48.68 Unrealized
MDU MDU RES GROUP INC 0.6%
Value ($000) $2,827 Shares 131,500 Est. Cost $8.40 Unrealized +5.1%
WSO WATSCO INC 0.5%
Value ($000) $2,664 Shares 16,856 Est. Cost $168.85 Unrealized 0.0%
THG HANOVER INS GROUP INC 0.5%
Value ($000) $2,647 Shares 29,225 Est. Cost $110.57 Unrealized -2.8%
EQT EQT CORPORATION 0.5%
Value ($000) $2,500 Shares 353,600 Est. Cost $6.58 Unrealized 0.0%
DXC DXC TECHNOLOGY CO 0.5%
Value ($000) $2,478 Shares 189,900 Est. Cost $31.18 Unrealized -16.7%
BKH BLACK HILLS CORP 0.5%
Value ($000) $2,305 Shares 36,000 Est. Cost $57.91 Unrealized +2.6%
TPR TAPESTRY INC 0.5%
Value ($000) $2,270 Shares 175,253 Est. Cost $21.27 Unrealized -3.8%
GT GOODYEAR TIRE & RUBR CO 0.4%
Value ($000) $2,249 Shares 386,415 Est. Cost $10.92 Unrealized 0.0%
AOS SMITH A O CORP 0.4%
Value ($000) $2,235 Shares 59,100 Est. Cost $38.29 Unrealized 0.0%
GFI GOLD FIELDS LTD NEW 0.4%
Value ($000) $2,188 Shares 460,588 Est. Cost $4.75 Unrealized
IP INTL PAPER CO 0.4%
Value ($000) $2,166 Shares 69,564 Est. Cost $30.49 Unrealized -6.5%
FAF FIRST AMERN FINL CORP 0.4%
Value ($000) $2,146 Shares 50,600 Est. Cost $44.93 Unrealized +3.7%
NOBLE ENERGY INC 0.4%
Value ($000) $2,101 Shares 347,800 Est. Cost $14.65 Unrealized
SOUTH JERSEY INDS INC 0.4%
Value ($000) $2,075 Shares 83,000 Est. Cost $25.00 Unrealized
INFY INFOSYS LTD 0.4%
Value ($000) $2,047 Shares 249,298 Est. Cost $8.63 Unrealized
TRP TC ENERGY CORP 0.4%
Value ($000) $2,016 Shares 45,500 Est. Cost $34.25 Unrealized +9.0%
LEA LEAR CORP 0.4%
Value ($000) $1,978 Shares 24,348 Est. Cost $104.21 Unrealized -1.7%
VIRT VIRTU FINL INC 0.4%
Value ($000) $1,973 Shares 94,775 Est. Cost $18.47 Unrealized 0.0%
DOMTAR CORP 0.4%
Value ($000) $1,970 Shares 91,022 Est. Cost $23.72 Unrealized
PH PARKER HANNIFIN CORP 0.4%
Value ($000) $1,965 Shares 15,150 Est. Cost $158.08 Unrealized +5.4%
CENTURYLINK INC 0.4%
Value ($000) $1,953 Shares 206,400 Est. Cost $9.46 Unrealized
KSS KOHLS CORP 0.4%
Value ($000) $1,946 Shares 133,400 Est. Cost $37.48 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.4%
Value ($000) $1,924 Shares 20,600 Est. Cost $81.89 Unrealized 0.0%
T AT&T INC 0.4%
Value ($000) $1,871 Shares 64,200 Est. Cost $17.55 Unrealized +3.5%
FAST FASTENAL CO 0.4%
Value ($000) $1,856 Shares 59,400 Est. Cost $15.16 Unrealized 0.0%
PETS PETMED EXPRESS INC 0.4%
Value ($000) $1,822 Shares 63,323 Est. Cost $24.61 Unrealized +6.5%
WEC WEC ENERGY GROUP INC 0.4%
Value ($000) $1,784 Shares 20,239 Est. Cost $58.94 Unrealized +34.9%
BLACKROCK INC 0.4%
Value ($000) $1,760 Shares 4,000 Est. Cost $440.00 Unrealized
PAYX PAYCHEX INC 0.4%
Value ($000) $1,760 Shares 27,965 Est. Cost $69.58 Unrealized -3.1%
CONTINENTAL RES INC 0.3%
Value ($000) $1,741 Shares 227,851 Est. Cost $7.64 Unrealized
EQUITRANS MIDSTREAM CORP 0.3%
Value ($000) $1,712 Shares 340,332 Est. Cost $6.17 Unrealized
DKS DICKS SPORTING GOODS INC 0.3%
Value ($000) $1,699 Shares 79,900 Est. Cost $31.64 Unrealized +0.6%
FNF FIDELITY NATIONAL FINANCIAL 0.3%
Value ($000) $1,699 Shares 68,300 Est. Cost $30.94 Unrealized -3.1%
HP HELMERICH & PAYNE INC 0.3%
Value ($000) $1,667 Shares 106,519 Est. Cost $46.11 Unrealized -23.6%
ANF ABERCROMBIE & FITCH CO 0.3%
Value ($000) $1,654 Shares 181,928 Est. Cost $14.49 Unrealized -1.2%
RS RELIANCE STEEL & ALUMINUM CO 0.3%
Value ($000) $1,612 Shares 18,400 Est. Cost $88.58 Unrealized +20.4%
CFR CULLEN FROST BANKERS INC 0.3%
Value ($000) $1,601 Shares 28,700 Est. Cost $68.15 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.3%
Value ($000) $1,592 Shares 118,000 Est. Cost $28.22 Unrealized -10.4%
GRAFTECH INTL LTD 0.3%
Value ($000) $1,548 Shares 190,673 Est. Cost $8.37 Unrealized
SNY SANOFI 0.3%
Value ($000) $1,544 Shares 35,308 Est. Cost $43.73 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.3%
Value ($000) $1,532 Shares 26,540 Est. Cost $87.75 Unrealized 0.0%
CADENCE BANCORPORATION 0.3%
Value ($000) $1,532 Shares 233,900 Est. Cost $6.55 Unrealized
CMA COMERICA INC 0.3%
Value ($000) $1,530 Shares 52,154 Est. Cost $42.15 Unrealized -4.0%
TOL TOLL BROTHERS INC 0.3%
Value ($000) $1,513 Shares 78,600 Est. Cost $37.84 Unrealized 0.0%
CLF CLEVELAND CLIFFS INC 0.3%
Value ($000) $1,496 Shares 378,631 Est. Cost $6.71 Unrealized -7.7%
SABR SABRE CORP 0.3%
Value ($000) $1,489 Shares 251,077 Est. Cost $18.32 Unrealized -8.7%
ROK ROCKWELL AUTOMATION INC 0.3%
Value ($000) $1,479 Shares 9,800 Est. Cost $146.91 Unrealized +13.8%
UVV UNIVERSAL CORP VA 0.3%
Value ($000) $1,440 Shares 32,565 Est. Cost $49.91 Unrealized 0.0%
NORDSTROM INC 0.3%
Value ($000) $1,399 Shares 91,211 Est. Cost $33.92 Unrealized
APOLLO GLOBAL MGMT INC 0.3%
Value ($000) $1,397 Shares 41,700 Est. Cost $37.97 Unrealized
LNC LINCOLN NATL CORP IND 0.3%
Value ($000) $1,387 Shares 52,700 Est. Cost $44.91 Unrealized -21.0%
POLYONE CORP 0.3%
Value ($000) $1,355 Shares 71,413 Est. Cost $18.97 Unrealized
CMS CMS ENERGY CORP 0.3%
Value ($000) $1,326 Shares 22,574 Est. Cost $42.03 Unrealized +27.7%
ERIE ERIE INDTY CO 0.3%
Value ($000) $1,320 Shares 8,905 Est. Cost $143.76 Unrealized 0.0%
PII POLARIS INC 0.3%
Value ($000) $1,314 Shares 27,300 Est. Cost $83.30 Unrealized -1.5%
SMG SCOTTS MIRACLE GRO CO 0.3%
Value ($000) $1,290 Shares 12,600 Est. Cost $82.55 Unrealized +6.2%
WH WYNDHAM HOTELS & RESORTS INC 0.3%
Value ($000) $1,289 Shares 40,900 Est. Cost $50.85 Unrealized 0.0%
PBF PBF ENERGY INC 0.3%
Value ($000) $1,270 Shares 179,400 Est. Cost $25.42 Unrealized -11.7%
RRC RANGE RES CORP 0.3%
Value ($000) $1,256 Shares 551,000 Est. Cost $3.19 Unrealized 0.0%
CAH CARDINAL HEALTH INC 0.2%
Value ($000) $1,251 Shares 26,100 Est. Cost $44.27 Unrealized 0.0%
MSM MSC INDL DIRECT INC 0.2%
Value ($000) $1,232 Shares 22,410 Est. Cost $65.85 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.2%
Value ($000) $1,219 Shares 45,200 Est. Cost $35.92 Unrealized -8.2%
COR AMERISOURCEBERGEN CORP 0.2%
Value ($000) $1,212 Shares 13,697 Est. Cost $63.10 Unrealized +18.3%
EWBC EAST WEST BANCORP INC 0.2%
Value ($000) $1,171 Shares 45,512 Est. Cost $36.66 Unrealized -2.9%
MUR MURPHY OIL CORP 0.2%
Value ($000) $1,168 Shares 190,600 Est. Cost $17.27 Unrealized -13.8%
BED BATH & BEYOND INC 0.2%
Value ($000) $1,166 Shares 276,900 Est. Cost $5.10 Unrealized
AVY AVERY DENNISON CORP 0.2%
Value ($000) $1,161 Shares 11,400 Est. Cost $97.43 Unrealized +13.7%
CINF CINCINNATI FINL CORP 0.2%
Value ($000) $1,124 Shares 14,900 Est. Cost $67.38 Unrealized +26.6%
KELLOGG CO 0.2%
Value ($000) $1,122 Shares 18,700 Est. Cost $45.78 Unrealized +8.3%
ORI OLD REP INTL CORP 0.2%
Value ($000) $1,111 Shares 72,824 Est. Cost $13.31 Unrealized -5.2%
OZK BANK OZK 0.2%
Value ($000) $1,103 Shares 66,046 Est. Cost $21.54 Unrealized -4.5%
THO THOR INDS INC 0.2%
Value ($000) $1,091 Shares 25,855 Est. Cost $60.94 Unrealized +0.9%
ALK ALASKA AIR GROUP INC 0.2%
Value ($000) $1,051 Shares 36,900 Est. Cost $55.00 Unrealized -1.4%
PTEN PATTERSON UTI ENERGY INC 0.2%
Value ($000) $1,046 Shares 445,107 Est. Cost $6.47 Unrealized 0.0%
VECTOR GROUP LTD 0.2%
Value ($000) $1,025 Shares 108,834 Est. Cost $11.48 Unrealized
D DOMINION ENERGY INC 0.2%
Value ($000) $1,011 Shares 14,000 Est. Cost $54.01 Unrealized +16.9%
BTU PEABODY ENERGY CORP NEW 0.2%
Value ($000) $991 Shares 341,700 Est. Cost $7.09 Unrealized -13.1%
MTN VAIL RESORTS INC 0.2%
Value ($000) $990 Shares 6,700 Est. Cost $234.09 Unrealized -8.1%
MLCO MELCO RESORTS AND ENTMNT LTD 0.2%
Value ($000) $986 Shares 79,500 Est. Cost $12.40 Unrealized
ENABLE MIDSTREAM PARTNERS LP 0.2%
Value ($000) $980 Shares 381,494 Est. Cost $2.57 Unrealized
HMC HONDA MOTOR LTD 0.2%
Value ($000) $975 Shares 43,400 Est. Cost $22.47 Unrealized
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $972 Shares 13,000 Est. Cost $51.54 Unrealized +6.6%
STERLING BANCORP DEL 0.2%
Value ($000) $959 Shares 91,807 Est. Cost $10.45 Unrealized
BMA BANCO MACRO SA 0.2%
Value ($000) $958 Shares 56,400 Est. Cost $24.16 Unrealized
GRFS GRIFOLS S A 0.2%
Value ($000) $931 Shares 46,236 Est. Cost $20.05 Unrealized
ALTRA INDL MOTION CORP 0.2%
Value ($000) $928 Shares 53,073 Est. Cost $17.49 Unrealized
RSG REPUBLIC SVCS INC 0.2%
Value ($000) $916 Shares 12,200 Est. Cost $67.24 Unrealized +23.5%
TRIP TRIPADVISOR INC 0.2%
Value ($000) $909 Shares 52,300 Est. Cost $31.25 Unrealized -18.9%
DK DELEK US HLDGS INC NEW 0.2%
Value ($000) $893 Shares 56,693 Est. Cost $28.42 Unrealized -31.9%
EQH EQUITABLE HLDGS INC 0.2%
Value ($000) $867 Shares 60,000 Est. Cost $18.74 Unrealized 0.0%
GUESS INC 0.2%
Value ($000) $865 Shares 127,772 Est. Cost $14.76 Unrealized
PAA PLAINS ALL AMERN PIPELINE L 0.2%
Value ($000) $854 Shares 161,800 Est. Cost $5.28 Unrealized
ARMK ARAMARK 0.2%
Value ($000) $845 Shares 42,300 Est. Cost $24.41 Unrealized 0.0%
CCOI COGENT COMMUNICATIONS HLDGS 0.2%
Value ($000) $828 Shares 10,101 Est. Cost $54.80 Unrealized 0.0%
TRN TRINITY INDS INC 0.2%
Value ($000) $823 Shares 51,200 Est. Cost $15.91 Unrealized 0.0%
ARCH COAL INC 0.2%
Value ($000) $815 Shares 28,205 Est. Cost $33.89 Unrealized
CRI CARTERS INC 0.2%
Value ($000) $802 Shares 12,200 Est. Cost $78.99 Unrealized +0.4%
SIG SIGNET JEWELERS LIMITED 0.1%
Value ($000) $751 Shares 116,372 Est. Cost $19.30 Unrealized 0.0%
PRGO PERRIGO CO PLC 0.1%
Value ($000) $750 Shares 15,600 Est. Cost $53.64 Unrealized 0.0%
SMFG SUMITOMO MITSUI FINL GROUP I 0.1%
Value ($000) $722 Shares 150,773 Est. Cost $4.79 Unrealized
ITUB ITAU UNIBANCO HLDG S A 0.1%
Value ($000) $717 Shares 159,700 Est. Cost $9.15 Unrealized
CREDIT SUISSE GROUP 0.1%
Value ($000) $707 Shares 87,400 Est. Cost $8.09 Unrealized
FRONTLINE LTD 0.1%
Value ($000) $705 Shares 73,350 Est. Cost $9.34 Unrealized
TRV TRAVELERS COMPANIES INC 0.1%
Value ($000) $686 Shares 6,900 Est. Cost $119.29 Unrealized -8.1%
MEREDITH CORP 0.1%
Value ($000) $677 Shares 55,375 Est. Cost $21.04 Unrealized
HUN HUNTSMAN CORP 0.1%
Value ($000) $672 Shares 46,576 Est. Cost $20.60 Unrealized -5.3%
GEL GENESIS ENERGY L P 0.1%
Value ($000) $651 Shares 166,040 Est. Cost $3.92 Unrealized
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $638 Shares 33,950 Est. Cost $12.40 Unrealized +24.4%
COSAN LTD 0.1%
Value ($000) $637 Shares 51,800 Est. Cost $13.37 Unrealized
PSO PEARSON PLC 0.1%
Value ($000) $624 Shares 90,591 Est. Cost $6.89 Unrealized
MNRO MONRO INC 0.1%
Value ($000) $613 Shares 14,000 Est. Cost $60.61 Unrealized 0.0%
FS KKR CAPITAL CORP 0.1%
Value ($000) $610 Shares 203,400 Est. Cost $3.00 Unrealized
MARATHON OIL CORP 0.1%
Value ($000) $606 Shares 184,100 Est. Cost $3.29 Unrealized
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $586 Shares 6,000 Est. Cost $95.54 Unrealized 0.0%
OFFICE DEPOT INC 0.1%
Value ($000) $576 Shares 351,493 Est. Cost $2.11 Unrealized
CVGW CALAVO GROWERS INC 0.1%
Value ($000) $573 Shares 9,925 Est. Cost $62.46 Unrealized 0.0%
LCII LCI INDS 0.1%
Value ($000) $559 Shares 8,370 Est. Cost $79.61 Unrealized 0.0%
PATTERSON COS INC 0.1%
Value ($000) $549 Shares 35,900 Est. Cost $19.67 Unrealized
R RYDER SYS INC 0.1%
Value ($000) $542 Shares 20,500 Est. Cost $42.12 Unrealized 0.0%
WGO WINNEBAGO INDS INC 0.1%
Value ($000) $531 Shares 19,100 Est. Cost $48.27 Unrealized 0.0%
RPM RPM INTL INC 0.1%
Value ($000) $530 Shares 8,900 Est. Cost $64.42 Unrealized +6.9%
ADT ADT INC 0.1%
Value ($000) $518 Shares 119,919 Est. Cost $5.29 Unrealized 0.0%
KRNY KEARNY FINL CORP MD 0.1%
Value ($000) $509 Shares 59,272 Est. Cost $11.52 Unrealized 0.0%
JUNIPER NETWORKS INC 0.1%
Value ($000) $507 Shares 26,500 Est. Cost $24.62 Unrealized
GVA GRANITE CONSTR INC 0.1%
Value ($000) $498 Shares 32,800 Est. Cost $22.45 Unrealized 0.0%
NAT NORDIC AMERICAN TANKERS LIMI 0.1%
Value ($000) $494 Shares 109,096 Est. Cost $2.84 Unrealized +26.8%
SINCLAIR BROADCAST GROUP INC 0.1%
Value ($000) $489 Shares 30,400 Est. Cost $16.09 Unrealized
DHT DHT HOLDINGS INC 0.1%
Value ($000) $485 Shares 63,200 Est. Cost $3.82 Unrealized +0.8%
WU WESTERN UN CO 0.1%
Value ($000) $466 Shares 25,700 Est. Cost $18.56 Unrealized
CMC COMMERCIAL METALS CO 0.1%
Value ($000) $464 Shares 29,400 Est. Cost $17.32 Unrealized 0.0%
OTTR OTTER TAIL CORP 0.1%
Value ($000) $462 Shares 10,400 Est. Cost $42.27 Unrealized 0.0%
FBP FIRST BANCORP P R 0.1%
Value ($000) $460 Shares 86,400 Est. Cost $6.83 Unrealized 0.0%
CWH CAMPING WORLD HLDGS INC 0.1%
Value ($000) $455 Shares 80,030 Est. Cost $9.11 Unrealized 0.0%
EIG EMPLOYERS HOLDINGS INC 0.1%
Value ($000) $452 Shares 11,156 Est. Cost $33.10 Unrealized 0.0%
OVV OVINTIV INC 0.1%
Value ($000) $437 Shares 161,774 Est. Cost $13.13 Unrealized 0.0%
APACHE CORP 0.1%
Value ($000) $434 Shares 103,900 Est. Cost $25.60 Unrealized
KLAC KLA CORPORATION 0.1%
Value ($000) $417 Shares 2,900 Est. Cost $97.14 Unrealized +54.6%
GPRE GREEN PLAINS INC 0.1%
Value ($000) $415 Shares 85,477 Est. Cost $9.98 Unrealized +8.1%
TEEKAY LNG PARTNERS L P 0.1%
Value ($000) $411 Shares 42,000 Est. Cost $9.79 Unrealized
SERVICEMASTER GLOBAL HLDGS I 0.1%
Value ($000) $408 Shares 15,100 Est. Cost $27.02 Unrealized
NATIONAL OILWELL VARCO INC 0.1%
Value ($000) $408 Shares 41,500 Est. Cost $9.83 Unrealized
GGAL GRUPO FINANCIERO GALICIA S.A 0.1%
Value ($000) $403 Shares 57,208 Est. Cost $13.00 Unrealized
CGBD TCG BDC INC 0.1%
Value ($000) $402 Shares 77,000 Est. Cost $5.55 Unrealized 0.0%
MUFG MITSUBISHI UFJ FINL GROUP IN 0.1%
Value ($000) $400 Shares 109,400 Est. Cost $3.66 Unrealized
ENR ENERGIZER HLDGS INC NEW 0.1%
Value ($000) $384 Shares 12,700 Est. Cost $36.23 Unrealized 0.0%
ONB OLD NATL BANCORP IND 0.1%
Value ($000) $381 Shares 28,900 Est. Cost $16.68 Unrealized 0.0%
BSBR BANCO SANTANDER BRASIL S A 0.1%
Value ($000) $379 Shares 73,300 Est. Cost $5.17 Unrealized
RL RALPH LAUREN CORP 0.1%
Value ($000) $374 Shares 5,600 Est. Cost $94.03 Unrealized 0.0%
WNC WABASH NATL CORP 0.1%
Value ($000) $371 Shares 51,358 Est. Cost $9.85 Unrealized 0.0%
SNA SNAP ON INC 0.1%
Value ($000) $370 Shares 3,400 Est. Cost $126.43 Unrealized 0.0%
HILLENBRAND INC 0.1%
Value ($000) $368 Shares 19,237 Est. Cost $32.11 Unrealized
HANESBRANDS INC 0.1%
Value ($000) $364 Shares 46,200 Est. Cost $13.76 Unrealized
FHN FIRST HORIZON NATL CORP 0.1%
Value ($000) $358 Shares 44,420 Est. Cost $12.63 Unrealized -12.7%
CC CHEMOURS CO 0.1%
Value ($000) $354 Shares 39,900 Est. Cost $17.31 Unrealized -34.0%
KTB KONTOOR BRANDS INC 0.1%
Value ($000) $353 Shares 18,406 Est. Cost $37.66 Unrealized -5.3%
MATCH GROUP INC 0.1%
Value ($000) $350 Shares 5,300 Est. Cost $62.92 Unrealized
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $346 Shares 28,800 Est. Cost $22.27 Unrealized -12.3%
SNX SYNNEX CORP 0.1%
Value ($000) $344 Shares 4,711 Est. Cost $57.40 Unrealized 0.0%
CVBF CVB FINL CORP 0.1%
Value ($000) $338 Shares 16,833 Est. Cost $15.85 Unrealized 0.0%
PLCE CHILDRENS PL INC 0.1%
Value ($000) $334 Shares 17,087 Est. Cost $62.91 Unrealized -15.7%
CQP CHENIERE ENERGY PARTNERS LP 0.1%
Value ($000) $327 Shares 12,100 Est. Cost $27.02 Unrealized
RLI RLI CORP 0.1%
Value ($000) $325 Shares 3,700 Est. Cost $35.85 Unrealized 0.0%
TKR TIMKEN CO 0.1%
Value ($000) $323 Shares 10,000 Est. Cost $46.95 Unrealized +0.8%
ARLP ALLIANCE RES PARTNER L P 0.1%
Value ($000) $320 Shares 103,241 Est. Cost $3.10 Unrealized
FFBC FIRST FINL BANCORP OH 0.1%
Value ($000) $310 Shares 20,800 Est. Cost $16.68 Unrealized 0.0%
TRITON INTL LTD 0.1%
Value ($000) $300 Shares 11,600 Est. Cost $25.86 Unrealized
NVT NVENT ELECTRIC PLC 0.1%
Value ($000) $297 Shares 17,600 Est. Cost $20.80 Unrealized 0.0%
JHG JANUS HENDERSON GROUP PLC 0.1%
Value ($000) $294 Shares 19,200 Est. Cost $22.98 Unrealized -4.2%
ENLINK MIDSTREAM LLC 0.1%
Value ($000) $292 Shares 265,700 Est. Cost $3.86 Unrealized
GRACE W R & CO DEL NEW 0.1%
Value ($000) $292 Shares 8,200 Est. Cost $35.61 Unrealized
HUBB HUBBELL INC 0.1%
Value ($000) $287 Shares 2,500 Est. Cost $121.20 Unrealized 0.0%
CRESTWOOD EQUITY PARTNERS LP 0.1%
Value ($000) $286 Shares 67,705 Est. Cost $8.54 Unrealized
NMRK NEWMARK GROUP INC 0.1%
Value ($000) $286 Shares 67,276 Est. Cost $9.21 Unrealized 0.0%
PNR PENTAIR PLC 0.1%
Value ($000) $286 Shares 9,600 Est. Cost $33.98 Unrealized +9.1%
AVT AVNET INC 0.1%
Value ($000) $284 Shares 11,300 Est. Cost $29.25 Unrealized 0.0%
BKE BUCKLE INC 0.1%
Value ($000) $280 Shares 20,400 Est. Cost $9.69 Unrealized +25.5%
KLIC KULICKE & SOFFA INDS INC 0.1%
Value ($000) $280 Shares 13,400 Est. Cost $20.26 Unrealized +9.6%
VAC MARRIOTT VACTINS WORLDWID CO 0.1%
Value ($000) $278 Shares 5,000 Est. Cost $98.36 Unrealized +5.6%
YPF YPF SOCIEDAD ANONIMA 0.1%
Value ($000) $277 Shares 66,500 Est. Cost $4.17 Unrealized
KMT KENNAMETAL INC 0.1%
Value ($000) $276 Shares 14,800 Est. Cost $28.17 Unrealized -15.3%
EC ECOPETROL S A 0.1%
Value ($000) $274 Shares 28,800 Est. Cost $9.51 Unrealized
BHE BENCHMARK ELECTRS INC 0.1%
Value ($000) $266 Shares 13,300 Est. Cost $24.58 Unrealized 0.0%
SNN SMITH & NEPHEW GROUP PLC 0.1%
Value ($000) $265 Shares 7,400 Est. Cost $43.54 Unrealized
REALOGY HLDGS CORP 0.1%
Value ($000) $263 Shares 87,400 Est. Cost $3.01 Unrealized
TRMK TRUSTMARK CORP 0.1%
Value ($000) $263 Shares 11,300 Est. Cost $24.78 Unrealized 0.0%
TRIUMPH GROUP INC NEW 0.1%
Value ($000) $260 Shares 38,462 Est. Cost $6.76 Unrealized
U S SILICA HLDGS INC 0.1%
Value ($000) $260 Shares 144,200 Est. Cost $4.94 Unrealized
MAXAR TECHNOLOGIES INC 0.1%
Value ($000) $258 Shares 24,200 Est. Cost $7.34 Unrealized
ALLY ALLY FINL INC 0.1%
Value ($000) $257 Shares 17,800 Est. Cost $21.27 Unrealized +1.6%
OEC ORION ENGINEERED CARBONS S A 0.1%
Value ($000) $251 Shares 33,700 Est. Cost $14.47 Unrealized 0.0%
APOG APOGEE ENTERPRISES INC 0.0%
Value ($000) $248 Shares 11,934 Est. Cost $25.45 Unrealized 0.0%
BYD BOYD GAMING CORP 0.0%
Value ($000) $241 Shares 16,726 Est. Cost $24.58 Unrealized 0.0%
EOG EOG RES INC 0.0%
Value ($000) $241 Shares 6,700 Est. Cost $49.68 Unrealized 0.0%
CORE LABORATORIES N V 0.0%
Value ($000) $240 Shares 23,200 Est. Cost $10.34 Unrealized
DUNKIN BRANDS GROUP INC 0.0%
Value ($000) $239 Shares 4,500 Est. Cost $75.56 Unrealized
TLYS TILLYS INC 0.0%
Value ($000) $234 Shares 56,600 Est. Cost $6.07 Unrealized 0.0%
CHINA UNICOM HONG KONG 0.0%
Value ($000) $231 Shares 39,288 Est. Cost $5.88 Unrealized
BBAR BANCO BBVA ARGENTINA S A 0.0%
Value ($000) $229 Shares 87,500 Est. Cost $4.57 Unrealized
MICRO FOCUS INTL PLC 0.0%
Value ($000) $214 Shares 42,200 Est. Cost $5.07 Unrealized
ABM ABM INDS INC 0.0%
Value ($000) $210 Shares 8,601 Est. Cost $30.57 Unrealized 0.0%
DCI DONALDSON INC 0.0%
Value ($000) $209 Shares 5,400 Est. Cost $44.52 Unrealized 0.0%
FNB F N B CORP 0.0%
Value ($000) $209 Shares 28,400 Est. Cost $9.60 Unrealized -13.1%
GPI GROUP 1 AUTOMOTIVE INC 0.0%
Value ($000) $208 Shares 4,700 Est. Cost $84.26 Unrealized 0.0%
HNI HNI CORP 0.0%
Value ($000) $204 Shares 8,100 Est. Cost $33.18 Unrealized +0.1%
COLB COLUMBIA BKG SYS INC 0.0%
Value ($000) $204 Shares 7,600 Est. Cost $28.62 Unrealized -7.9%
GEF GREIF INC 0.0%
Value ($000) $202 Shares 6,500 Est. Cost $32.67 Unrealized -5.8%
PARSLEY ENERGY INC 0.0%
Value ($000) $201 Shares 35,000 Est. Cost $5.74 Unrealized
JACK JACK IN THE BOX INC 0.0%
Value ($000) $200 Shares 5,700 Est. Cost $82.80 Unrealized -17.8%
ENIC ENEL CHILE S.A. 0.0%
Value ($000) $192 Shares 57,800 Est. Cost $3.32 Unrealized
TCPC BLACKROCK TCP CAPITAL CORP 0.0%
Value ($000) $190 Shares 30,476 Est. Cost $12.41 Unrealized 0.0%
BRF SA 0.0%
Value ($000) $190 Shares 65,568 Est. Cost $2.90 Unrealized
ABBNY ABB LTD 0.0%
Value ($000) $189 Shares 10,975 Est. Cost $17.22 Unrealized
HESM HESS MIDSTREAM LP 0.0%
Value ($000) $183 Shares 18,028 Est. Cost $11.52 Unrealized 0.0%
SK TELECOM LTD 0.0%
Value ($000) $176 Shares 10,800 Est. Cost $16.30 Unrealized
TUPPERWARE BRANDS CORP 0.0%
Value ($000) $175 Shares 108,100 Est. Cost $5.48 Unrealized
SPARTANNASH CO 0.0%
Value ($000) $173 Shares 12,099 Est. Cost $14.30 Unrealized
HVT HAVERTY FURNITURE INC 0.0%
Value ($000) $171 Shares 14,353 Est. Cost $17.59 Unrealized 0.0%
WSBF WATERSTONE FINL INC MD 0.0%
Value ($000) $164 Shares 11,261 Est. Cost $16.97 Unrealized 0.0%
GFF GRIFFON CORP 0.0%
Value ($000) $161 Shares 12,725 Est. Cost $14.63 Unrealized 0.0%
CNO CNO FINL GROUP INC 0.0%
Value ($000) $151 Shares 12,200 Est. Cost $14.33 Unrealized 0.0%
TILE INTERFACE INC 0.0%
Value ($000) $150 Shares 19,778 Est. Cost $13.96 Unrealized 0.0%
LEVI LEVI STRAUSS & CO NEW 0.0%
Value ($000) $149 Shares 12,000 Est. Cost $15.41 Unrealized 0.0%
CNH CNH INDL N V 0.0%
Value ($000) $149 Shares 26,477 Est. Cost $6.95 Unrealized 0.0%
EXTENDED STAY AMER INC 0.0%
Value ($000) $147 Shares 20,100 Est. Cost $14.88 Unrealized
LIONS GATE ENTMNT CORP 0.0%
Value ($000) $147 Shares 26,300 Est. Cost $12.63 Unrealized
BROADMARK RLTY CAP INC 0.0%
Value ($000) $145 Shares 19,300 Est. Cost $7.51 Unrealized
CCU COMPANIA CERVECERIAS UNIDAS 0.0%
Value ($000) $143 Shares 10,693 Est. Cost $13.37 Unrealized
ACCO ACCO BRANDS CORP 0.0%
Value ($000) $140 Shares 27,700 Est. Cost $6.40 Unrealized -9.2%
CNX MIDSTREAM PARTNERS LP 0.0%
Value ($000) $132 Shares 16,300 Est. Cost $8.10 Unrealized
RDN RADIAN GROUP INC 0.0%
Value ($000) $130 Shares 10,000 Est. Cost $18.16 Unrealized 0.0%
CHINA LIFE INS CO LTD 0.0%
Value ($000) $122 Shares 12,500 Est. Cost $12.43 Unrealized
QEP RESOURCES INC 0.0%
Value ($000) $115 Shares 344,797 Est. Cost $0.33 Unrealized
GASLOG PARTNERS LP 0.0%
Value ($000) $112 Shares 50,200 Est. Cost $2.23 Unrealized
AROC ARCHROCK INC 0.0%
Value ($000) $94 Shares 25,100 Est. Cost $6.85 Unrealized -25.5%
OAKTREE SPECIALTY LENDING CO 0.0%
Value ($000) $89 Shares 27,610 Est. Cost $3.22 Unrealized
TGS TRANSPORTADORA DE GAS SUR 0.0%
Value ($000) $88 Shares 19,200 Est. Cost $11.16 Unrealized
ARCO ARCOS DORADOS HOLDINGS INC 0.0%
Value ($000) $75 Shares 22,500 Est. Cost $6.03 Unrealized -3.6%
SUZ SUZANO S A 0.0%
Value ($000) $73 Shares 10,600 Est. Cost $6.89 Unrealized
WT WISDOMTREE INVTS INC 0.0%
Value ($000) $55 Shares 23,544 Est. Cost $3.87 Unrealized 0.0%
VEON LTD 0.0%
Value ($000) $50 Shares 33,200 Est. Cost $1.51 Unrealized
TAILORED BRANDS INC 0.0%
Value ($000) $49 Shares 28,200 Est. Cost $1.74 Unrealized
NABORS INDUSTRIES LTD 0.0%
Value ($000) $49 Shares 125,446 Est. Cost $1.91 Unrealized
MFG MIZUHO FINL GROUP INC 0.0%
Value ($000) $44 Shares 18,946 Est. Cost $2.32 Unrealized
GOLAR LNG PARTNERS LP 0.0%
Value ($000) $40 Shares 12,000 Est. Cost $3.33 Unrealized
TAIT TAITRON COMPONENTS INC 0.0%
Value ($000) $29 Shares 12,997 Est. Cost $3.67 Unrealized -28.0%
CEMTREX INC 0.0%
Value ($000) $0 Shares 30,000 Est. Cost $0.53 Unrealized