SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

CIK: 0001446179 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $589,456 (100.0% shares, 0.0% debt)

Holdings (345)

IBM INTERNATIONAL BUSINESS MACHS 2.1%
Value ($000) $12,218 Shares 80,800 Est. Cost $101.43 Unrealized -0.2%
PRU PRUDENTIAL FINL INC 1.9%
Value ($000) $11,359 Shares 112,112 Est. Cost $69.21 Unrealized -0.8%
CF CF INDS HLDGS INC 1.8%
Value ($000) $10,629 Shares 195,241 Est. Cost $34.30 Unrealized +17.1%
AES AES CORP 1.7%
Value ($000) $10,184 Shares 727,451 Est. Cost $9.38 Unrealized +10.4%
ETR ENTERGY CORP NEW 1.5%
Value ($000) $9,060 Shares 111,678 Est. Cost $29.87 Unrealized +5.6%
MS MORGAN STANLEY 1.5%
Value ($000) $8,601 Shares 184,689 Est. Cost $38.94 Unrealized 0.0%
M MACYS INC 1.4%
Value ($000) $8,547 Shares 246,112 Est. Cost $27.02 Unrealized +37.7%
FE FIRSTENERGY CORP 1.4%
Value ($000) $8,259 Shares 222,200 Est. Cost $25.13 Unrealized +7.8%
EXC EXELON CORP 1.4%
Value ($000) $8,001 Shares 183,256 Est. Cost $22.13 Unrealized +7.6%
TEVA TEVA PHARMACEUTICAL INDS LTD 1.3%
Value ($000) $7,954 Shares 369,245 Est. Cost $18.32 Unrealized
PCG PG&E CORP 1.2%
Value ($000) $6,813 Shares 148,081 Est. Cost $42.97 Unrealized +2.4%
VLO VALERO ENERGY CORP NEW 1.1%
Value ($000) $6,728 Shares 59,144 Est. Cost $68.16 Unrealized +23.6%
KSS KOHLS CORP 1.1%
Value ($000) $6,510 Shares 87,321 Est. Cost $64.45 Unrealized +17.4%
BPOP POPULAR INC 1.1%
Value ($000) $6,215 Shares 121,274 Est. Cost $32.66 Unrealized +22.9%
OXY OCCIDENTAL PETE CORP DEL 1.0%
Value ($000) $5,875 Shares 71,500 Est. Cost $61.81 Unrealized +9.6%
HOLLYFRONTIER CORP 1.0%
Value ($000) $5,613 Shares 80,300 Est. Cost $48.86 Unrealized
KLAC KLA-TENCOR CORP 0.9%
Value ($000) $5,483 Shares 53,906 Est. Cost $98.10 Unrealized +0.1%
CAG CONAGRA BRANDS INC 0.9%
Value ($000) $5,476 Shares 161,190 Est. Cost $27.36 Unrealized -0.1%
EVRG EVERGY INC 0.9%
Value ($000) $5,459 Shares 99,408 Est. Cost $40.03 Unrealized +6.8%
MAT MATTEL INC 0.9%
Value ($000) $5,449 Shares 347,100 Est. Cost $15.59 Unrealized +2.7%
IP INTL PAPER CO 0.9%
Value ($000) $5,302 Shares 107,873 Est. Cost $35.63 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.9%
Value ($000) $5,198 Shares 31,013 Est. Cost $33.41 Unrealized +6.2%
DUNKIN BRANDS GROUP INC 0.9%
Value ($000) $5,168 Shares 70,100 Est. Cost $59.68 Unrealized
PAYX PAYCHEX INC 0.9%
Value ($000) $5,138 Shares 69,758 Est. Cost $52.03 Unrealized +11.4%
SABR SABRE CORP 0.9%
Value ($000) $5,060 Shares 194,000 Est. Cost $21.79 Unrealized +17.8%
ADM ARCHER DANIELS MIDLAND CO 0.8%
Value ($000) $4,995 Shares 99,364 Est. Cost $37.13 Unrealized +6.3%
PHG KONINKLIJKE PHILIPS N V 0.8%
Value ($000) $4,979 Shares 109,414 Est. Cost $38.87 Unrealized
NORDSTROM INC 0.8%
Value ($000) $4,863 Shares 81,300 Est. Cost $51.57 Unrealized
INTERPUBLIC GROUP COS INC 0.8%
Value ($000) $4,507 Shares 197,089 Est. Cost $16.63 Unrealized +1.2%
ALLY ALLY FINL INC 0.7%
Value ($000) $4,410 Shares 166,748 Est. Cost $21.62 Unrealized -0.2%
TROW PRICE T ROWE GROUP INC 0.7%
Value ($000) $4,291 Shares 39,306 Est. Cost $84.41 Unrealized +2.7%
AMGN AMGEN INC 0.7%
Value ($000) $4,253 Shares 20,516 Est. Cost $151.94 Unrealized +3.6%
CNP CENTERPOINT ENERGY INC 0.7%
Value ($000) $4,214 Shares 152,398 Est. Cost $20.96 Unrealized +7.5%
PPL PPL CORP 0.7%
Value ($000) $4,205 Shares 143,728 Est. Cost $20.88 Unrealized +1.2%
NAVI NAVIENT CORPORATION 0.7%
Value ($000) $4,205 Shares 311,949 Est. Cost $13.60 Unrealized -0.5%
SEAGATE TECHNOLOGY PLC 0.7%
Value ($000) $4,190 Shares 88,500 Est. Cost $58.27 Unrealized
WSM WILLIAMS SONOMA INC 0.7%
Value ($000) $4,046 Shares 61,559 Est. Cost $22.32 Unrealized +20.9%
AFL AFLAC INC 0.7%
Value ($000) $3,939 Shares 83,685 Est. Cost $37.13 Unrealized +3.6%
KR KROGER CO 0.6%
Value ($000) $3,674 Shares 126,200 Est. Cost $21.37 Unrealized +18.9%
NTRS NORTHERN TR CORP 0.6%
Value ($000) $3,670 Shares 35,939 Est. Cost $85.59 Unrealized 0.0%
BRSL INTERNATIONAL GAME TECHNOLOG 0.6%
Value ($000) $3,605 Shares 182,544 Est. Cost $14.49 Unrealized -4.6%
DKS DICKS SPORTING GOODS INC 0.6%
Value ($000) $3,601 Shares 101,491 Est. Cost $28.54 Unrealized 0.0%
PBF PBF ENERGY INC 0.6%
Value ($000) $3,511 Shares 70,340 Est. Cost $36.14 Unrealized +31.5%
CCOI COGENT COMMUNICATIONS HLDGS 0.6%
Value ($000) $3,477 Shares 62,304 Est. Cost $29.20 Unrealized +25.1%
AZN ASTRAZENECA PLC 0.6%
Value ($000) $3,443 Shares 87,000 Est. Cost $34.97 Unrealized
C CITIGROUP INC 0.6%
Value ($000) $3,393 Shares 47,291 Est. Cost $53.03 Unrealized +3.3%
MOBILE TELESYSTEMS PJSC 0.6%
Value ($000) $3,358 Shares 393,643 Est. Cost $8.61 Unrealized
EAT BRINKER INTL INC 0.6%
Value ($000) $3,331 Shares 71,284 Est. Cost $35.53 Unrealized +23.4%
INFY INFOSYS LTD 0.6%
Value ($000) $3,324 Shares 326,828 Est. Cost $14.01 Unrealized
BHP BILLITON PLC 0.6%
Value ($000) $3,320 Shares 75,500 Est. Cost $39.73 Unrealized
HANESBRANDS INC 0.6%
Value ($000) $3,302 Shares 179,173 Est. Cost $22.02 Unrealized
DAL DELTA AIR LINES INC DEL 0.6%
Value ($000) $3,267 Shares 56,500 Est. Cost $49.40 Unrealized +4.0%
OII OCEANEERING INTL INC 0.5%
Value ($000) $3,235 Shares 117,226 Est. Cost $20.05 Unrealized +32.9%
MKC MCCORMICK & CO INC 0.5%
Value ($000) $3,228 Shares 24,500 Est. Cost $45.31 Unrealized +18.4%
R RYDER SYS INC 0.5%
Value ($000) $3,179 Shares 43,505 Est. Cost $75.13 Unrealized +1.5%
INTC INTEL CORP 0.5%
Value ($000) $3,168 Shares 67,000 Est. Cost $41.82 Unrealized -0.7%
NWE NORTHWESTERN CORP 0.5%
Value ($000) $3,162 Shares 53,902 Est. Cost $37.69 Unrealized +14.5%
LLY LILLY ELI & CO 0.5%
Value ($000) $3,104 Shares 28,921 Est. Cost $81.34 Unrealized +11.0%
WHITING PETE CORP NEW 0.5%
Value ($000) $2,988 Shares 56,337 Est. Cost $52.72 Unrealized
EL PASO ELEC CO 0.5%
Value ($000) $2,922 Shares 51,092 Est. Cost $52.88 Unrealized
SQM SOCIEDAD QUIMICA MINERA DE C 0.5%
Value ($000) $2,900 Shares 63,438 Est. Cost $47.89 Unrealized
LAM RESEARCH CORP 0.5%
Value ($000) $2,882 Shares 18,999 Est. Cost $164.35 Unrealized
OHI OMEGA HEALTHCARE INVS INC 0.5%
Value ($000) $2,806 Shares 85,640 Est. Cost $28.06 Unrealized
HAS HASBRO INC 0.5%
Value ($000) $2,803 Shares 26,664 Est. Cost $70.02 Unrealized +9.4%
QCOM QUALCOMM INC 0.5%
Value ($000) $2,791 Shares 38,741 Est. Cost $54.32 Unrealized +0.6%
GWW GRAINGER W W INC 0.5%
Value ($000) $2,788 Shares 7,800 Est. Cost $235.02 Unrealized +32.6%
MSI MOTOROLA SOLUTIONS INC 0.5%
Value ($000) $2,785 Shares 21,400 Est. Cost $91.54 Unrealized +22.2%
CMA COMERICA INC 0.5%
Value ($000) $2,774 Shares 30,750 Est. Cost $67.38 Unrealized 0.0%
GATX GATX CORP 0.5%
Value ($000) $2,737 Shares 31,609 Est. Cost $60.03 Unrealized +18.4%
COST COSTCO WHSL CORP NEW 0.5%
Value ($000) $2,725 Shares 11,600 Est. Cost $169.26 Unrealized +20.0%
PKG PACKAGING CORP AMER 0.5%
Value ($000) $2,721 Shares 24,802 Est. Cost $89.95 Unrealized 0.0%
VFC V F CORP 0.5%
Value ($000) $2,710 Shares 29,000 Est. Cost $72.71 Unrealized +17.3%
MUR MURPHY OIL CORP 0.5%
Value ($000) $2,701 Shares 81,022 Est. Cost $24.29 Unrealized 0.0%
RS RELIANCE STEEL & ALUMINUM CO 0.5%
Value ($000) $2,682 Shares 31,442 Est. Cost $88.52 Unrealized 0.0%
CVI CVR ENERGY INC 0.5%
Value ($000) $2,670 Shares 66,391 Est. Cost $20.85 Unrealized 0.0%
TXN TEXAS INSTRS INC 0.5%
Value ($000) $2,661 Shares 24,804 Est. Cost $87.17 Unrealized +3.5%
LNC LINCOLN NATL CORP IND 0.4%
Value ($000) $2,619 Shares 38,714 Est. Cost $47.56 Unrealized 0.0%
WING WINGSTOP INC 0.4%
Value ($000) $2,546 Shares 37,291 Est. Cost $45.92 Unrealized +30.9%
NTAP NETAPP INC 0.4%
Value ($000) $2,525 Shares 29,400 Est. Cost $57.19 Unrealized +18.1%
DISCOVER FINL SVCS 0.4%
Value ($000) $2,485 Shares 32,500 Est. Cost $71.94 Unrealized
EIX EDISON INTL 0.4%
Value ($000) $2,457 Shares 36,307 Est. Cost $45.72 Unrealized +6.0%
SNA SNAP ON INC 0.4%
Value ($000) $2,447 Shares 13,328 Est. Cost $124.36 Unrealized +15.8%
AIZ ASSURANT INC 0.4%
Value ($000) $2,429 Shares 22,500 Est. Cost $80.47 Unrealized +14.6%
LMT LOCKHEED MARTIN CORP 0.4%
Value ($000) $2,426 Shares 7,012 Est. Cost $269.45 Unrealized -1.9%
BKE BUCKLE INC 0.4%
Value ($000) $2,346 Shares 101,800 Est. Cost $9.49 Unrealized +18.1%
RF REGIONS FINL CORP NEW 0.4%
Value ($000) $2,321 Shares 126,500 Est. Cost $13.90 Unrealized +0.3%
WADDELL & REED FINL INC 0.4%
Value ($000) $2,300 Shares 108,588 Est. Cost $19.59 Unrealized
MPC MARATHON PETE CORP 0.4%
Value ($000) $2,294 Shares 28,687 Est. Cost $53.75 Unrealized +16.3%
POR PORTLAND GEN ELEC CO 0.4%
Value ($000) $2,267 Shares 49,705 Est. Cost $30.23 Unrealized +12.7%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.4%
Value ($000) $2,246 Shares 16,141 Est. Cost $107.77 Unrealized +0.5%
PII POLARIS INDS INC 0.4%
Value ($000) $2,228 Shares 22,070 Est. Cost $115.58 Unrealized -3.4%
WALGREENS BOOTS ALLIANCE INC 0.4%
Value ($000) $2,187 Shares 29,997 Est. Cost $72.91 Unrealized
EQNR EQUINOR ASA 0.4%
Value ($000) $2,184 Shares 77,441 Est. Cost $26.41 Unrealized
APOLLO GLOBAL MGMT LLC 0.4%
Value ($000) $2,154 Shares 62,335 Est. Cost $32.42 Unrealized
TGT TARGET CORP 0.4%
Value ($000) $2,122 Shares 24,053 Est. Cost $58.46 Unrealized +16.3%
DEO DIAGEO P L C 0.4%
Value ($000) $2,071 Shares 14,620 Est. Cost $135.41 Unrealized
MAXIM INTEGRATED PRODS INC 0.4%
Value ($000) $2,070 Shares 36,700 Est. Cost $58.66 Unrealized
KMB KIMBERLY CLARK CORP 0.3%
Value ($000) $2,045 Shares 17,997 Est. Cost $86.55 Unrealized 0.0%
ENR ENERGIZER HLDGS INC NEW 0.3%
Value ($000) $2,035 Shares 34,689 Est. Cost $41.00 Unrealized +17.9%
BP BP PLC 0.3%
Value ($000) $2,028 Shares 44,000 Est. Cost $43.62 Unrealized
NPK NATIONAL PRESTO INDS INC 0.3%
Value ($000) $2,024 Shares 15,615 Est. Cost $102.24 Unrealized +24.2%
NVT NVENT ELECTRIC PLC 0.3%
Value ($000) $2,007 Shares 73,893 Est. Cost $21.84 Unrealized +6.4%
RPM RPM INTL INC 0.3%
Value ($000) $2,006 Shares 30,894 Est. Cost $64.41 Unrealized 0.0%
MEREDITH CORP 0.3%
Value ($000) $1,986 Shares 38,911 Est. Cost $51.02 Unrealized
BLACKROCK INC 0.3%
Value ($000) $1,983 Shares 4,207 Est. Cost $471.36 Unrealized
THOMSON REUTERS CORP 0.3%
Value ($000) $1,978 Shares 43,300 Est. Cost $40.32 Unrealized
IDA IDACORP INC 0.3%
Value ($000) $1,945 Shares 19,597 Est. Cost $89.76 Unrealized +7.3%
PATTERSON COMPANIES INC 0.3%
Value ($000) $1,901 Shares 77,757 Est. Cost $24.45 Unrealized
TAP MOLSON COORS BREWING CO 0.3%
Value ($000) $1,874 Shares 30,465 Est. Cost $54.30 Unrealized 0.0%
DRYSHIPS INC 0.3%
Value ($000) $1,856 Shares 304,275 Est. Cost $3.85 Unrealized
HPQ HP INC 0.3%
Value ($000) $1,842 Shares 71,485 Est. Cost $17.36 Unrealized +8.2%
STWD STARWOOD PPTY TR INC 0.3%
Value ($000) $1,840 Shares 85,500 Est. Cost $20.95 Unrealized
SLB SCHLUMBERGER LTD 0.3%
Value ($000) $1,837 Shares 30,149 Est. Cost $52.03 Unrealized 0.0%
LEGG MASON INC 0.3%
Value ($000) $1,802 Shares 57,693 Est. Cost $31.23 Unrealized
CYPRESS SEMICONDUCTOR CORP 0.3%
Value ($000) $1,718 Shares 118,555 Est. Cost $14.49 Unrealized
HUN HUNTSMAN CORP 0.3%
Value ($000) $1,718 Shares 63,087 Est. Cost $30.92 Unrealized -1.5%
L BRANDS INC 0.3%
Value ($000) $1,715 Shares 56,598 Est. Cost $30.30 Unrealized
HI-CRUSH PARTNERS LP 0.3%
Value ($000) $1,704 Shares 157,749 Est. Cost $10.80 Unrealized
CNOOC LTD 0.3%
Value ($000) $1,693 Shares 8,569 Est. Cost $157.14 Unrealized
HERSHA HOSPITALITY TR 0.3%
Value ($000) $1,668 Shares 73,596 Est. Cost $17.89 Unrealized
DSW INC 0.3%
Value ($000) $1,642 Shares 48,468 Est. Cost $25.81 Unrealized
ESS ESSEX PPTY TR INC 0.3%
Value ($000) $1,577 Shares 6,392 Est. Cost $175.97 Unrealized +6.2%
BIGGQ BIG LOTS INC 0.3%
Value ($000) $1,559 Shares 37,300 Est. Cost $38.94 Unrealized -7.6%
AMTRUST FINL SVCS INC 0.3%
Value ($000) $1,550 Shares 106,727 Est. Cost $13.47 Unrealized
PAG PENSKE AUTOMOTIVE GRP INC 0.3%
Value ($000) $1,549 Shares 32,680 Est. Cost $48.49 Unrealized +4.8%
COVANTA HLDG CORP 0.3%
Value ($000) $1,549 Shares 95,341 Est. Cost $15.01 Unrealized
CPA COPA HOLDINGS SA 0.3%
Value ($000) $1,546 Shares 19,358 Est. Cost $70.58 Unrealized 0.0%
CMI CUMMINS INC 0.3%
Value ($000) $1,534 Shares 10,500 Est. Cost $122.60 Unrealized -5.2%
SR SPIRE INC 0.3%
Value ($000) $1,514 Shares 20,589 Est. Cost $70.66 Unrealized
RCL ROYAL CARIBBEAN CRUISES LTD 0.3%
Value ($000) $1,507 Shares 11,600 Est. Cost $115.18 Unrealized -4.5%
CATO CATO CORP NEW 0.3%
Value ($000) $1,504 Shares 71,567 Est. Cost $9.13 Unrealized +66.8%
PSEC PROSPECT CAPITAL CORPORATION 0.3%
Value ($000) $1,488 Shares 203,000 Est. Cost $2.55 Unrealized +11.8%
SCANA CORP NEW 0.3%
Value ($000) $1,474 Shares 37,894 Est. Cost $38.90 Unrealized
TENNECO INC 0.2%
Value ($000) $1,464 Shares 34,741 Est. Cost $42.14 Unrealized
CONSOLIDATED COMM HLDGS INC 0.2%
Value ($000) $1,462 Shares 112,140 Est. Cost $10.96 Unrealized
MAN MANPOWERGROUP INC 0.2%
Value ($000) $1,437 Shares 16,719 Est. Cost $88.99 Unrealized 0.0%
MATX MATSON INC 0.2%
Value ($000) $1,435 Shares 36,207 Est. Cost $27.27 Unrealized +19.9%
PNC PNC FINL SVCS GROUP INC 0.2%
Value ($000) $1,431 Shares 10,504 Est. Cost $114.01 Unrealized -4.0%
OPLN KAR AUCTION SVCS INC 0.2%
Value ($000) $1,415 Shares 23,700 Est. Cost $20.17 Unrealized +14.5%
TD TORONTO DOMINION BK ONT 0.2%
Value ($000) $1,413 Shares 23,236 Est. Cost $58.52 Unrealized +1.8%
NMFC NEW MTN FIN CORP 0.2%
Value ($000) $1,402 Shares 103,819 Est. Cost $5.63 Unrealized +9.8%
ANDEAVOR LOGISTICS LP 0.2%
Value ($000) $1,376 Shares 28,341 Est. Cost $48.55 Unrealized
TRMK TRUSTMARK CORP 0.2%
Value ($000) $1,342 Shares 39,876 Est. Cost $27.05 Unrealized +2.8%
SRE SEMPRA ENERGY 0.2%
Value ($000) $1,297 Shares 11,400 Est. Cost $42.70 Unrealized +6.7%
NUE NUCOR CORP 0.2%
Value ($000) $1,288 Shares 20,300 Est. Cost $54.10 Unrealized +0.9%
TXNM PNM RES INC 0.2%
Value ($000) $1,285 Shares 32,566 Est. Cost $38.31 Unrealized +2.3%
RGR STURM RUGER & CO INC 0.2%
Value ($000) $1,275 Shares 18,468 Est. Cost $58.31 Unrealized +3.8%
UGI UGI CORP NEW 0.2%
Value ($000) $1,259 Shares 22,700 Est. Cost $44.84 Unrealized +20.2%
CBT CABOT CORP 0.2%
Value ($000) $1,247 Shares 19,876 Est. Cost $52.83 Unrealized +1.2%
RLI RLI CORP 0.2%
Value ($000) $1,224 Shares 15,575 Est. Cost $25.43 Unrealized +15.4%
ABBV ABBVIE INC 0.2%
Value ($000) $1,182 Shares 12,500 Est. Cost $78.53 Unrealized -11.9%
PK PARK HOTELS RESORTS INC 0.2%
Value ($000) $1,169 Shares 35,615 Est. Cost $27.02 Unrealized
OGS ONE GAS INC 0.2%
Value ($000) $1,159 Shares 14,084 Est. Cost $71.11 Unrealized +10.1%
AVGO BROADCOM INC 0.2%
Value ($000) $1,156 Shares 4,686 Est. Cost $19.73 Unrealized -7.4%
NJR NEW JERSEY RES 0.2%
Value ($000) $1,146 Shares 24,862 Est. Cost $31.01 Unrealized +14.5%
TOTAL S A 0.2%
Value ($000) $1,126 Shares 17,493 Est. Cost $57.69 Unrealized
AJG GALLAGHER ARTHUR J & CO 0.2%
Value ($000) $1,118 Shares 15,017 Est. Cost $60.72 Unrealized +6.9%
SON SONOCO PRODS CO 0.2%
Value ($000) $1,094 Shares 19,711 Est. Cost $40.57 Unrealized +6.4%
NFG NATIONAL FUEL GAS CO N J 0.2%
Value ($000) $1,093 Shares 19,497 Est. Cost $51.80 Unrealized +6.5%
AWK AMERICAN WTR WKS CO INC NEW 0.2%
Value ($000) $1,082 Shares 12,300 Est. Cost $71.59 Unrealized +7.0%
AIRCASTLE LTD 0.2%
Value ($000) $1,070 Shares 48,821 Est. Cost $20.73 Unrealized
GREENHILL & CO INC 0.2%
Value ($000) $1,067 Shares 40,494 Est. Cost $20.32 Unrealized
SIMO SILICON MOTION TECHNOLOGY CO 0.2%
Value ($000) $1,065 Shares 19,829 Est. Cost $48.13 Unrealized
PINNACLE FOODS INC DEL 0.2%
Value ($000) $1,056 Shares 16,300 Est. Cost $65.03 Unrealized
MERIDIAN BIOSCIENCE INC 0.2%
Value ($000) $1,054 Shares 70,713 Est. Cost $14.66 Unrealized
RSG REPUBLIC SVCS INC 0.2%
Value ($000) $1,054 Shares 14,500 Est. Cost $59.86 Unrealized +8.0%
WDC WESTERN DIGITAL CORP 0.2%
Value ($000) $1,036 Shares 17,700 Est. Cost $61.52 Unrealized -23.8%
HCP INC 0.2%
Value ($000) $1,034 Shares 39,300 Est. Cost $23.23 Unrealized
CINF CINCINNATI FINL CORP 0.2%
Value ($000) $1,004 Shares 13,068 Est. Cost $61.53 Unrealized 0.0%
WU WESTERN UN CO 0.2%
Value ($000) $1,003 Shares 52,600 Est. Cost $19.23 Unrealized
MC MOELIS & CO 0.2%
Value ($000) $1,003 Shares 18,300 Est. Cost $30.36 Unrealized +14.6%
CDP CORPORATE OFFICE PPTYS TR 0.2%
Value ($000) $997 Shares 33,412 Est. Cost $25.84 Unrealized
GASLOG LTD 0.2%
Value ($000) $991 Shares 50,160 Est. Cost $16.45 Unrealized
BNS BANK N S HALIFAX 0.2%
Value ($000) $988 Shares 16,567 Est. Cost $39.46 Unrealized 0.0%
SONIC CORP 0.2%
Value ($000) $984 Shares 22,700 Est. Cost $25.23 Unrealized
PRA PROASSURANCE CORP 0.2%
Value ($000) $970 Shares 20,665 Est. Cost $41.80 Unrealized +5.2%
RYN RAYONIER INC 0.2%
Value ($000) $969 Shares 28,669 Est. Cost $35.18 Unrealized
CSCO CISCO SYS INC 0.2%
Value ($000) $919 Shares 18,900 Est. Cost $33.46 Unrealized +7.7%
AMC ENTMT HLDGS INC 0.2%
Value ($000) $913 Shares 44,516 Est. Cost $15.90 Unrealized
CWEN CLEARWAY ENERGY INC 0.2%
Value ($000) $912 Shares 47,387 Est. Cost $13.05 Unrealized 0.0%
MDU MDU RES GROUP INC 0.2%
Value ($000) $910 Shares 35,438 Est. Cost $8.49 Unrealized +1.0%
KO COCA COLA CO 0.2%
Value ($000) $899 Shares 19,465 Est. Cost $36.30 Unrealized 0.0%
NSP INSPERITY INC 0.2%
Value ($000) $885 Shares 7,500 Est. Cost $52.97 Unrealized +70.8%
LNG CHENIERE ENERGY INC 0.1%
Value ($000) $881 Shares 12,674 Est. Cost $64.45 Unrealized 0.0%
EXTENDED STAY AMER INC 0.1%
Value ($000) $876 Shares 43,293 Est. Cost $20.23 Unrealized
GUESS INC 0.1%
Value ($000) $869 Shares 38,473 Est. Cost $21.59 Unrealized
CLX CLOROX CO DEL 0.1%
Value ($000) $857 Shares 5,700 Est. Cost $106.77 Unrealized +7.4%
GEF GREIF INC 0.1%
Value ($000) $854 Shares 15,917 Est. Cost $42.62 Unrealized -2.8%
WRB W R BERKLEY CORPORATION 0.1%
Value ($000) $850 Shares 10,634 Est. Cost $18.67 Unrealized +2.9%
TRAVELPORT WORLDWIDE LTD 0.1%
Value ($000) $830 Shares 49,200 Est. Cost $16.34 Unrealized
ARCH COAL INC 0.1%
Value ($000) $822 Shares 9,198 Est. Cost $78.39 Unrealized
PSO PEARSON PLC 0.1%
Value ($000) $797 Shares 69,213 Est. Cost $10.70 Unrealized
MAIN MAIN STREET CAPITAL CORP 0.1%
Value ($000) $795 Shares 20,648 Est. Cost $38.06 Unrealized +4.1%
SIG SIGNET JEWELERS LIMITED 0.1%
Value ($000) $779 Shares 11,821 Est. Cost $52.93 Unrealized 0.0%
KW KENNEDY-WILSON HLDGS INC 0.1%
Value ($000) $767 Shares 35,684 Est. Cost $21.43 Unrealized 0.0%
SJM SMUCKER J M CO 0.1%
Value ($000) $746 Shares 7,272 Est. Cost $86.02 Unrealized 0.0%
BUCKEYE PARTNERS L P 0.1%
Value ($000) $728 Shares 20,399 Est. Cost $36.54 Unrealized
ESSENDANT INC 0.1%
Value ($000) $728 Shares 56,800 Est. Cost $13.22 Unrealized
APARTMENT INVT & MGMT CO 0.1%
Value ($000) $710 Shares 16,093 Est. Cost $40.76 Unrealized
ES EVERSOURCE ENERGY 0.1%
Value ($000) $707 Shares 11,500 Est. Cost $44.88 Unrealized +5.1%
NEW YORK MTG TR INC 0.1%
Value ($000) $707 Shares 116,352 Est. Cost $5.93 Unrealized
NIC INC 0.1%
Value ($000) $703 Shares 47,475 Est. Cost $13.30 Unrealized
ALLETE INC 0.1%
Value ($000) $698 Shares 9,300 Est. Cost $72.28 Unrealized
CHIMERA INVT CORP 0.1%
Value ($000) $696 Shares 38,400 Est. Cost $17.41 Unrealized
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $689 Shares 21,100 Est. Cost $11.03 Unrealized +7.1%
EC ECOPETROL S A 0.1%
Value ($000) $689 Shares 25,600 Est. Cost $26.91 Unrealized
VEON LTD 0.1%
Value ($000) $678 Shares 233,800 Est. Cost $2.44 Unrealized
HWC HANCOCK WHITNEY CORPORATION 0.1%
Value ($000) $677 Shares 14,229 Est. Cost $50.73 Unrealized -0.8%
HE HAWAIIAN ELEC INDUSTRIES 0.1%
Value ($000) $669 Shares 18,800 Est. Cost $34.32 Unrealized +2.5%
HTGC HERCULES CAPITAL INC 0.1%
Value ($000) $657 Shares 49,933 Est. Cost $12.54 Unrealized +6.4%
CNS COHEN & STEERS INC 0.1%
Value ($000) $652 Shares 16,049 Est. Cost $28.15 Unrealized +5.2%
OFG OFG BANCORP 0.1%
Value ($000) $634 Shares 39,247 Est. Cost $10.59 Unrealized +52.9%
MERC MERCER INTL INC 0.1%
Value ($000) $630 Shares 37,517 Est. Cost $10.44 Unrealized +29.2%
TRIBUNE MEDIA CO 0.1%
Value ($000) $608 Shares 15,825 Est. Cost $38.42 Unrealized
PDM PIEDMONT OFFICE REALTY TR IN 0.1%
Value ($000) $607 Shares 32,078 Est. Cost $17.59 Unrealized
WSO WATSCO INC 0.1%
Value ($000) $595 Shares 3,339 Est. Cost $173.34 Unrealized +1.9%
DOMINION ENERGY MIDSTRM PRTN 0.1%
Value ($000) $585 Shares 32,700 Est. Cost $13.61 Unrealized
NATIONAL CINEMEDIA INC 0.1%
Value ($000) $585 Shares 55,215 Est. Cost $7.12 Unrealized
ANIXTER INTL INC 0.1%
Value ($000) $575 Shares 8,184 Est. Cost $66.47 Unrealized
EATON VANCE CORP 0.1%
Value ($000) $566 Shares 10,768 Est. Cost $52.56 Unrealized
ENBRIDGE ENERGY MANAGEMENT L 0.1%
Value ($000) $561 Shares 51,410 Est. Cost $10.36 Unrealized
KT KT CORP 0.1%
Value ($000) $548 Shares 36,900 Est. Cost $13.70 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $542 Shares 3,600 Est. Cost $98.61 Unrealized +22.5%
BAP CREDICORP LTD 0.1%
Value ($000) $537 Shares 2,407 Est. Cost $183.02 Unrealized +1.0%
VECTREN CORP 0.1%
Value ($000) $533 Shares 7,458 Est. Cost $71.47 Unrealized
E ENI S P A 0.1%
Value ($000) $529 Shares 14,036 Est. Cost $35.35 Unrealized
NSA NATIONAL STORAGE AFFILIATES 0.1%
Value ($000) $523 Shares 20,560 Est. Cost $25.09 Unrealized
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $521 Shares 1,400 Est. Cost $218.67 Unrealized +22.2%
MCY MERCURY GENL CORP NEW 0.1%
Value ($000) $520 Shares 10,367 Est. Cost $47.94 Unrealized +4.0%
YRD YIRENDAI LTD 0.1%
Value ($000) $513 Shares 27,867 Est. Cost $18.41 Unrealized
CHINA LIFE INS CO LTD 0.1%
Value ($000) $501 Shares 43,967 Est. Cost $11.39 Unrealized
ADC AGREE REALTY CORP 0.1%
Value ($000) $497 Shares 9,365 Est. Cost $48.06 Unrealized
GNTX GENTEX CORP 0.1%
Value ($000) $495 Shares 23,079 Est. Cost $22.76 Unrealized +1.7%
AQUA AMERICA INC 0.1%
Value ($000) $491 Shares 13,293 Est. Cost $36.94 Unrealized
XHR XENIA HOTELS & RESORTS INC 0.1%
Value ($000) $490 Shares 20,676 Est. Cost $19.71 Unrealized
FR FIRST INDUSTRIAL REALTY TRUS 0.1%
Value ($000) $477 Shares 15,192 Est. Cost $29.24 Unrealized
IEP ICAHN ENTERPRISES LP 0.1%
Value ($000) $475 Shares 6,716 Est. Cost $70.73 Unrealized
CMBT EURONAV NV ANTWERPEN 0.1%
Value ($000) $470 Shares 54,000 Est. Cost $4.11 Unrealized +0.0%
ERIC ERICSSON 0.1%
Value ($000) $464 Shares 52,700 Est. Cost $7.00 Unrealized
VIPER ENERGY PARTNERS LP 0.1%
Value ($000) $463 Shares 11,005 Est. Cost $25.40 Unrealized
CC CHEMOURS CO 0.1%
Value ($000) $461 Shares 11,700 Est. Cost $32.39 Unrealized 0.0%
CHINA MOBILE LIMITED 0.1%
Value ($000) $455 Shares 9,306 Est. Cost $44.40 Unrealized
CHINA TELECOM CORP LTD 0.1%
Value ($000) $455 Shares 9,205 Est. Cost $44.43 Unrealized
MAXAR TECHNOLOGIES LTD 0.1%
Value ($000) $455 Shares 13,762 Est. Cost $46.17 Unrealized
GREAT WESTN BANCORP INC 0.1%
Value ($000) $454 Shares 10,762 Est. Cost $41.97 Unrealized
TRINSEO S A 0.1%
Value ($000) $438 Shares 5,591 Est. Cost $74.06 Unrealized
WBS WEBSTER FINL CORP CONN 0.1%
Value ($000) $431 Shares 7,304 Est. Cost $62.26 Unrealized +4.5%
FRONTLINE LTD 0.1%
Value ($000) $426 Shares 73,400 Est. Cost $4.57 Unrealized
OTTR OTTER TAIL CORP 0.1%
Value ($000) $421 Shares 8,798 Est. Cost $36.40 Unrealized +8.1%
GBCI GLACIER BANCORP INC NEW 0.1%
Value ($000) $420 Shares 9,745 Est. Cost $30.57 Unrealized +12.3%
IMKTA INGLES MKTS INC 0.1%
Value ($000) $411 Shares 12,010 Est. Cost $30.13 Unrealized -1.2%
DAN DANA INCORPORATED 0.1%
Value ($000) $397 Shares 21,270 Est. Cost $17.01 Unrealized 0.0%
FAST FASTENAL CO 0.1%
Value ($000) $395 Shares 6,800 Est. Cost $11.23 Unrealized +4.9%
THG HANOVER INS GROUP INC 0.1%
Value ($000) $395 Shares 3,200 Est. Cost $88.48 Unrealized +10.8%
CAH CARDINAL HEALTH INC 0.1%
Value ($000) $394 Shares 7,300 Est. Cost $48.98 Unrealized -16.1%
FNF FIDELITY NATIONAL FINANCIAL 0.1%
Value ($000) $394 Shares 10,000 Est. Cost $27.27 Unrealized +1.8%
ADTRAN INC 0.1%
Value ($000) $386 Shares 21,880 Est. Cost $14.85 Unrealized
OCFC OCEANFIRST FINL CORP 0.1%
Value ($000) $379 Shares 13,934 Est. Cost $21.22 Unrealized +2.2%
NEENAH INC 0.1%
Value ($000) $378 Shares 4,380 Est. Cost $78.31 Unrealized
JBSS SANFILIPPO JOHN B & SON INC 0.1%
Value ($000) $375 Shares 5,251 Est. Cost $75.10 Unrealized 0.0%
BED BATH & BEYOND INC 0.1%
Value ($000) $374 Shares 24,900 Est. Cost $20.12 Unrealized
BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%
Value ($000) $367 Shares 7,400 Est. Cost $33.57 Unrealized +27.3%
CPT CAMDEN PPTY TR 0.1%
Value ($000) $365 Shares 3,900 Est. Cost $63.82 Unrealized +13.2%
GANNETT CO INC 0.1%
Value ($000) $362 Shares 36,171 Est. Cost $9.98 Unrealized
FLO FLOWERS FOODS INC 0.1%
Value ($000) $359 Shares 19,246 Est. Cost $14.75 Unrealized +1.7%
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $355 Shares 12,720 Est. Cost $24.19 Unrealized -9.0%
HCI HCI GROUP INC 0.1%
Value ($000) $351 Shares 8,032 Est. Cost $36.10 Unrealized +14.7%
LAMR LAMAR ADVERTISING CO NEW 0.1%
Value ($000) $350 Shares 4,500 Est. Cost $63.67 Unrealized
RWT REDWOOD TR INC 0.1%
Value ($000) $349 Shares 21,472 Est. Cost $15.46 Unrealized
HUANENG PWR INTL INC 0.1%
Value ($000) $346 Shares 13,371 Est. Cost $26.85 Unrealized
GSBD GOLDMAN SACHS BDC INC 0.1%
Value ($000) $333 Shares 15,032 Est. Cost $20.76 Unrealized +5.5%
BP PRUDHOE BAY RTY TR 0.1%
Value ($000) $323 Shares 9,373 Est. Cost $34.46 Unrealized
MATV SCHWEITZER-MAUDUIT INTL INC 0.1%
Value ($000) $321 Shares 8,366 Est. Cost $28.88 Unrealized +0.1%
NEVSUN RES LTD 0.1%
Value ($000) $315 Shares 71,100 Est. Cost $2.38 Unrealized
CUBE CUBESMART 0.1%
Value ($000) $314 Shares 11,000 Est. Cost $28.20 Unrealized
SAFT SAFETY INS GROUP INC 0.1%
Value ($000) $314 Shares 3,501 Est. Cost $76.53 Unrealized +20.7%
SUN SUNOCO LP 0.1%
Value ($000) $314 Shares 10,640 Est. Cost $29.51 Unrealized
PIPR PIPER JAFFRAY COS 0.1%
Value ($000) $313 Shares 4,094 Est. Cost $78.29 Unrealized -1.9%
AMSF AMERISAFE INC 0.1%
Value ($000) $311 Shares 5,021 Est. Cost $31.13 Unrealized +7.2%
JHG JANUS HENDERSON GROUP PLC 0.1%
Value ($000) $311 Shares 11,543 Est. Cost $29.15 Unrealized 0.0%
DUKE REALTY CORP 0.1%
Value ($000) $309 Shares 10,900 Est. Cost $26.51 Unrealized
AB ALLIANCEBERNSTEIN HOLDING LP 0.1%
Value ($000) $305 Shares 10,001 Est. Cost $26.84 Unrealized
HVT HAVERTY FURNITURE INC 0.1%
Value ($000) $303 Shares 13,698 Est. Cost $19.94 Unrealized +8.3%
CORESITE RLTY CORP 0.1%
Value ($000) $300 Shares 2,700 Est. Cost $100.27 Unrealized
CEPU CENTRAL PUERTO S A 0.1%
Value ($000) $297 Shares 28,814 Est. Cost $10.31 Unrealized
JERNIGAN CAP INC 0.1%
Value ($000) $297 Shares 15,371 Est. Cost $18.11 Unrealized
TAILORED BRANDS INC 0.1%
Value ($000) $295 Shares 11,700 Est. Cost $25.06 Unrealized
NAT NORDIC AMERICAN TANKERS LIMI 0.1%
Value ($000) $295 Shares 140,938 Est. Cost $2.29 Unrealized +0.5%
KNOLL INC 0.0%
Value ($000) $294 Shares 12,547 Est. Cost $20.27 Unrealized
COLUMBIA PPTY TR INC 0.0%
Value ($000) $284 Shares 12,000 Est. Cost $20.50 Unrealized
CNA CNA FINL CORP 0.0%
Value ($000) $280 Shares 6,123 Est. Cost $27.19 Unrealized 0.0%
BSAC BANCO SANTANDER CHILE NEW 0.0%
Value ($000) $280 Shares 8,767 Est. Cost $31.94 Unrealized
NHTC NATURAL HEALTH TRENDS CORP 0.0%
Value ($000) $277 Shares 11,920 Est. Cost $20.92 Unrealized +17.1%
FS INVT CORP 0.0%
Value ($000) $276 Shares 39,101 Est. Cost $7.25 Unrealized
NTB BANK OF NT BUTTERFIELD&SON L 0.0%
Value ($000) $275 Shares 5,299 Est. Cost $35.36 Unrealized 0.0%
POWL POWELL INDS INC 0.0%
Value ($000) $270 Shares 7,435 Est. Cost $24.05 Unrealized +29.2%
TFSL TFS FINL CORP 0.0%
Value ($000) $269 Shares 17,927 Est. Cost $8.90 Unrealized +2.3%
PNW PINNACLE WEST CAP CORP 0.0%
Value ($000) $261 Shares 3,300 Est. Cost $57.22 Unrealized +3.6%
CFR CULLEN FROST BANKERS INC 0.0%
Value ($000) $260 Shares 2,485 Est. Cost $84.69 Unrealized +5.0%
NDAQ NASDAQ INC 0.0%
Value ($000) $257 Shares 3,000 Est. Cost $23.90 Unrealized +15.1%
UVV UNIVERSAL CORP VA 0.0%
Value ($000) $256 Shares 3,946 Est. Cost $63.72 Unrealized 0.0%
ARMOUR RESIDENTIAL REIT INC 0.0%
Value ($000) $252 Shares 11,206 Est. Cost $23.27 Unrealized
OFFICE DEPOT INC 0.0%
Value ($000) $252 Shares 78,463 Est. Cost $3.21 Unrealized
CBU COMMUNITY BK SYS INC 0.0%
Value ($000) $242 Shares 3,970 Est. Cost $51.28 Unrealized 0.0%
WINDSTREAM HLDGS INC 0.0%
Value ($000) $238 Shares 48,600 Est. Cost $4.90 Unrealized
VAC MARRIOTT VACATIONS WRLDWDE C 0.0%
Value ($000) $232 Shares 2,078 Est. Cost $118.20 Unrealized 0.0%
ATO ATMOS ENERGY CORP 0.0%
Value ($000) $230 Shares 2,450 Est. Cost $77.27 Unrealized 0.0%
TLK P T TELEKOMUNIKASI INDONESIA 0.0%
Value ($000) $230 Shares 9,406 Est. Cost $24.45 Unrealized
BMO BANK MONTREAL QUE 0.0%
Value ($000) $229 Shares 2,772 Est. Cost $56.99 Unrealized +3.6%
BBT BERKSHIRE HILLS BANCORP INC 0.0%
Value ($000) $228 Shares 5,605 Est. Cost $33.05 Unrealized 0.0%
CUK CARNIVAL PLC 0.0%
Value ($000) $227 Shares 3,600 Est. Cost $63.06 Unrealized
SUMMIT MIDSTREAM PARTNERS LP 0.0%
Value ($000) $227 Shares 15,871 Est. Cost $15.39 Unrealized
PNNT PENNANTPARK INVT CORP 0.0%
Value ($000) $227 Shares 30,422 Est. Cost $2.78 Unrealized +9.7%
AEGON N V 0.0%
Value ($000) $225 Shares 35,034 Est. Cost $6.77 Unrealized
SPH SUBURBAN PROPANE PARTNERS L 0.0%
Value ($000) $224 Shares 9,512 Est. Cost $22.01 Unrealized
WT WISDOMTREE INVTS INC 0.0%
Value ($000) $223 Shares 26,315 Est. Cost $10.80 Unrealized -21.4%
INTERCONTINENTAL HOTELS GROU 0.0%
Value ($000) $220 Shares 3,505 Est. Cost $62.77 Unrealized
CHCT COMMUNITY HEALTHCARE TR INC 0.0%
Value ($000) $219 Shares 7,053 Est. Cost $25.76 Unrealized
STATE BK FINL CORP 0.0%
Value ($000) $216 Shares 7,162 Est. Cost $33.43 Unrealized
GAIN CAP HLDGS INC 0.0%
Value ($000) $214 Shares 32,871 Est. Cost $7.56 Unrealized
HEIDRICK & STRUGGLES INTL IN 0.0%
Value ($000) $212 Shares 6,252 Est. Cost $35.03 Unrealized
CAPITALA FIN CORP 0.0%
Value ($000) $211 Shares 24,273 Est. Cost $7.70 Unrealized
FIBK FIRST INTST BANCSYSTEM INC 0.0%
Value ($000) $210 Shares 4,688 Est. Cost $30.14 Unrealized 0.0%
APAM ARTISAN PARTNERS ASSET MGMT 0.0%
Value ($000) $205 Shares 6,342 Est. Cost $16.12 Unrealized 0.0%
GBDC GOLUB CAP BDC INC 0.0%
Value ($000) $205 Shares 10,912 Est. Cost $9.15 Unrealized 0.0%
MGEE MGE ENERGY INC 0.0%
Value ($000) $204 Shares 3,194 Est. Cost $49.58 Unrealized +11.9%
HFF INC 0.0%
Value ($000) $203 Shares 4,788 Est. Cost $42.40 Unrealized
OXSQ OXFORD SQUARE CAP CORP 0.0%
Value ($000) $195 Shares 27,370 Est. Cost $5.83 Unrealized +23.6%
BARNES & NOBLE INC 0.0%
Value ($000) $193 Shares 33,262 Est. Cost $5.75 Unrealized
OAKTREE SPECIALTY LENDING CO 0.0%
Value ($000) $183 Shares 36,900 Est. Cost $4.57 Unrealized
DIEBOLD NXDF INC 0.0%
Value ($000) $167 Shares 37,102 Est. Cost $4.50 Unrealized
BRIGHTSPHERE INVESTMNT GRP P 0.0%
Value ($000) $158 Shares 12,774 Est. Cost $12.37 Unrealized
MAIDEN HOLDINGS LTD 0.0%
Value ($000) $153 Shares 53,829 Est. Cost $2.84 Unrealized
TGS TRANSPORTADORA DE GAS SUR 0.0%
Value ($000) $147 Shares 10,100 Est. Cost $14.55 Unrealized
NGL NGL ENERGY PARTNERS LP 0.0%
Value ($000) $138 Shares 11,929 Est. Cost $11.57 Unrealized
CMRE COSTAMARE INC 0.0%
Value ($000) $127 Shares 19,600 Est. Cost $5.42 Unrealized -1.4%
DLNG DYNAGAS LNG PARTNERS LP 0.0%
Value ($000) $117 Shares 13,315 Est. Cost $8.19 Unrealized
AMERICAN MIDSTREAM PARTNERS 0.0%
Value ($000) $99 Shares 15,659 Est. Cost $6.32 Unrealized
ENEL AMERICAS S A 0.0%
Value ($000) $90 Shares 11,600 Est. Cost $11.62 Unrealized
ISRAEL CHEMICALS LTD 0.0%
Value ($000) $81 Shares 13,500 Est. Cost $4.22 Unrealized
TILE SHOP HLDGS INC 0.0%
Value ($000) $80 Shares 11,250 Est. Cost $7.11 Unrealized
SID COMPANHIA SIDERURGICA NACION 0.0%
Value ($000) $72 Shares 31,531 Est. Cost $2.28 Unrealized
ACETO CORP 0.0%
Value ($000) $66 Shares 29,100 Est. Cost $3.35 Unrealized
NAVIOS MARITIME PARTNERS L P 0.0%
Value ($000) $52 Shares 29,687 Est. Cost $1.81 Unrealized
CEMTREX INC 0.0%
Value ($000) $4 Shares 30,000 Est. Cost $0.53 Unrealized