SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

CIK: 0001446179 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $571,398 (100.0% shares, 0.0% debt)

Holdings (308)

IBM INTERNATIONAL BUSINESS MACHS 2.3%
Value ($000) $13,004 Shares 114,400 Est. Cost $97.47 Unrealized -9.8%
ETR ENTERGY CORP NEW 2.1%
Value ($000) $12,151 Shares 141,178 Est. Cost $30.49 Unrealized +7.6%
MPC MARATHON PETE CORP 2.1%
Value ($000) $12,102 Shares 205,087 Est. Cost $54.18 Unrealized +0.1%
AES AES CORP 1.8%
Value ($000) $10,519 Shares 727,451 Est. Cost $9.38 Unrealized +24.3%
IP INTL PAPER CO 1.7%
Value ($000) $9,778 Shares 242,273 Est. Cost $32.76 Unrealized -7.0%
CF CF INDS HLDGS INC 1.5%
Value ($000) $8,495 Shares 195,241 Est. Cost $34.30 Unrealized +14.5%
MS MORGAN STANLEY 1.5%
Value ($000) $8,477 Shares 213,789 Est. Cost $38.40 Unrealized -8.8%
FE FIRSTENERGY CORP 1.5%
Value ($000) $8,344 Shares 222,200 Est. Cost $25.13 Unrealized +12.8%
C CITIGROUP INC 1.5%
Value ($000) $8,314 Shares 159,691 Est. Cost $50.45 Unrealized -2.2%
EXC EXELON CORP 1.4%
Value ($000) $8,265 Shares 183,256 Est. Cost $22.13 Unrealized +12.6%
RCL ROYAL CARIBBEAN CRUISES LTD 1.3%
Value ($000) $7,678 Shares 78,516 Est. Cost $105.14 Unrealized -1.7%
DRI DARDEN RESTAURANTS INC 1.3%
Value ($000) $7,639 Shares 76,500 Est. Cost $87.79 Unrealized 0.0%
NORDSTROM INC 1.3%
Value ($000) $7,635 Shares 163,800 Est. Cost $49.07 Unrealized
M MACYS INC 1.2%
Value ($000) $6,978 Shares 234,312 Est. Cost $27.02 Unrealized +21.8%
BLACKROCK INC 1.2%
Value ($000) $6,681 Shares 17,007 Est. Cost $412.26 Unrealized
AMP AMERIPRISE FINL INC 1.2%
Value ($000) $6,617 Shares 63,400 Est. Cost $109.91 Unrealized 0.0%
PFG PRINCIPAL FINL GROUP INC 1.1%
Value ($000) $6,444 Shares 145,900 Est. Cost $37.23 Unrealized 0.0%
AMAT APPLIED MATLS INC 1.1%
Value ($000) $6,083 Shares 185,800 Est. Cost $31.70 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 1.0%
Value ($000) $5,674 Shares 153,470 Est. Cost $36.35 Unrealized -9.0%
EVRG EVERGY INC 1.0%
Value ($000) $5,643 Shares 99,408 Est. Cost $40.03 Unrealized +9.8%
NEE NEXTERA ENERGY INC 0.9%
Value ($000) $5,391 Shares 31,013 Est. Cost $33.41 Unrealized +9.7%
GLW CORNING INC 0.9%
Value ($000) $5,386 Shares 178,300 Est. Cost $26.17 Unrealized 0.0%
HAS HASBRO INC 0.9%
Value ($000) $5,295 Shares 65,164 Est. Cost $70.95 Unrealized +0.9%
PRU PRUDENTIAL FINL INC 0.9%
Value ($000) $5,217 Shares 63,976 Est. Cost $69.21 Unrealized -6.5%
KLAC KLA-TENCOR CORP 0.9%
Value ($000) $5,182 Shares 57,906 Est. Cost $97.14 Unrealized -13.3%
APACHE CORP 0.9%
Value ($000) $5,176 Shares 197,199 Est. Cost $26.25 Unrealized
KMB KIMBERLY CLARK CORP 0.9%
Value ($000) $5,150 Shares 45,202 Est. Cost $86.46 Unrealized -0.1%
USB US BANCORP DEL 0.9%
Value ($000) $5,148 Shares 112,651 Est. Cost $38.28 Unrealized 0.0%
L BRANDS INC 0.9%
Value ($000) $5,013 Shares 195,300 Est. Cost $27.01 Unrealized
NTAP NETAPP INC 0.9%
Value ($000) $4,941 Shares 82,800 Est. Cost $58.38 Unrealized +1.1%
PPL PPL CORP 0.8%
Value ($000) $4,757 Shares 167,928 Est. Cost $21.08 Unrealized +5.6%
WALGREENS BOOTS ALLIANCE INC 0.8%
Value ($000) $4,701 Shares 68,797 Est. Cost $70.33 Unrealized
DUNKIN BRANDS GROUP INC 0.8%
Value ($000) $4,495 Shares 70,100 Est. Cost $59.68 Unrealized
ALLY ALLY FINL INC 0.8%
Value ($000) $4,485 Shares 197,912 Est. Cost $21.36 Unrealized -6.4%
SYF SYNCHRONY FINL 0.8%
Value ($000) $4,465 Shares 190,333 Est. Cost $22.62 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.8%
Value ($000) $4,302 Shares 152,398 Est. Cost $20.96 Unrealized +8.1%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.7%
Value ($000) $4,099 Shares 265,845 Est. Cost $18.32 Unrealized
AMGN AMGEN INC 0.7%
Value ($000) $4,033 Shares 20,719 Est. Cost $151.94 Unrealized +3.2%
LNC LINCOLN NATL CORP IND 0.7%
Value ($000) $3,998 Shares 77,914 Est. Cost $45.77 Unrealized -3.9%
GILD GILEAD SCIENCES INC 0.7%
Value ($000) $3,772 Shares 60,300 Est. Cost $53.01 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.6%
Value ($000) $3,688 Shares 33,900 Est. Cost $84.74 Unrealized 0.0%
HUN HUNTSMAN CORP 0.6%
Value ($000) $3,545 Shares 183,756 Est. Cost $24.70 Unrealized -13.2%
PCG PG&E CORP 0.6%
Value ($000) $3,517 Shares 148,081 Est. Cost $42.97 Unrealized -17.7%
KR KROGER CO 0.6%
Value ($000) $3,471 Shares 126,200 Est. Cost $21.37 Unrealized +16.5%
INTERPUBLIC GROUP COS INC 0.6%
Value ($000) $3,444 Shares 166,921 Est. Cost $16.63 Unrealized +3.1%
UNP UNION PAC CORP 0.6%
Value ($000) $3,414 Shares 24,700 Est. Cost $126.42 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.6%
Value ($000) $3,411 Shares 24,500 Est. Cost $45.31 Unrealized +38.1%
ANADARKO PETE CORP 0.6%
Value ($000) $3,371 Shares 76,900 Est. Cost $43.84 Unrealized
PSX PHILLIPS 66 0.6%
Value ($000) $3,360 Shares 39,000 Est. Cost $73.27 Unrealized 0.0%
LLY LILLY ELI & CO 0.6%
Value ($000) $3,347 Shares 28,921 Est. Cost $81.34 Unrealized +24.6%
SBUX STARBUCKS CORP 0.6%
Value ($000) $3,291 Shares 51,100 Est. Cost $53.65 Unrealized 0.0%
KEY KEYCORP NEW 0.6%
Value ($000) $3,209 Shares 217,090 Est. Cost $12.51 Unrealized 0.0%
NWE NORTHWESTERN CORP 0.6%
Value ($000) $3,204 Shares 53,902 Est. Cost $37.69 Unrealized +19.5%
FOOT LOCKER INC 0.6%
Value ($000) $3,187 Shares 59,900 Est. Cost $53.21 Unrealized
MRK MERCK & CO INC 0.6%
Value ($000) $3,171 Shares 41,500 Est. Cost $56.50 Unrealized 0.0%
BHP GROUP PLC 0.6%
Value ($000) $3,163 Shares 75,500 Est. Cost $39.73 Unrealized
THOMSON REUTERS CORP 0.6%
Value ($000) $3,155 Shares 65,300 Est. Cost $48.32 Unrealized
WSM WILLIAMS SONOMA INC 0.5%
Value ($000) $3,106 Shares 61,559 Est. Cost $22.32 Unrealized +9.8%
SABR SABRE CORP 0.5%
Value ($000) $3,075 Shares 142,100 Est. Cost $21.79 Unrealized +11.0%
PNC PNC FINL SVCS GROUP INC 0.5%
Value ($000) $3,016 Shares 25,800 Est. Cost $105.10 Unrealized -5.8%
OHI OMEGA HEALTHCARE INVS INC 0.5%
Value ($000) $3,010 Shares 85,640 Est. Cost $28.06 Unrealized
XEL XCEL ENERGY INC 0.5%
Value ($000) $3,010 Shares 61,100 Est. Cost $40.29 Unrealized 0.0%
WEC WEC ENERGY GROUP INC 0.5%
Value ($000) $2,953 Shares 42,639 Est. Cost $55.99 Unrealized 0.0%
CPA COPA HOLDINGS SA 0.5%
Value ($000) $2,885 Shares 36,658 Est. Cost $67.37 Unrealized -5.3%
WMT WALMART INC 0.5%
Value ($000) $2,871 Shares 30,826 Est. Cost $28.76 Unrealized 0.0%
HD HOME DEPOT INC 0.5%
Value ($000) $2,869 Shares 16,700 Est. Cost $150.39 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.5%
Value ($000) $2,869 Shares 71,662 Est. Cost $35.78 Unrealized 0.0%
MUR MURPHY OIL CORP 0.5%
Value ($000) $2,851 Shares 121,903 Est. Cost $24.06 Unrealized -1.8%
MCD MCDONALDS CORP 0.5%
Value ($000) $2,841 Shares 16,000 Est. Cost $150.10 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.5%
Value ($000) $2,819 Shares 56,500 Est. Cost $49.40 Unrealized +3.4%
DKS DICKS SPORTING GOODS INC 0.5%
Value ($000) $2,788 Shares 89,366 Est. Cost $28.54 Unrealized -2.5%
OXY OCCIDENTAL PETE CORP DEL 0.5%
Value ($000) $2,725 Shares 44,400 Est. Cost $61.81 Unrealized -3.7%
ES EVERSOURCE ENERGY 0.5%
Value ($000) $2,712 Shares 41,700 Est. Cost $49.05 Unrealized +3.2%
RPM RPM INTL INC 0.5%
Value ($000) $2,704 Shares 45,994 Est. Cost $63.37 Unrealized -3.4%
WYNN WYNN RESORTS LTD 0.5%
Value ($000) $2,659 Shares 26,888 Est. Cost $100.24 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.5%
Value ($000) $2,636 Shares 68,308 Est. Cost $58.27 Unrealized
CMS CMS ENERGY CORP 0.5%
Value ($000) $2,617 Shares 52,700 Est. Cost $40.97 Unrealized 0.0%
PHG KONINKLIJKE PHILIPS N V 0.5%
Value ($000) $2,613 Shares 74,423 Est. Cost $38.87 Unrealized
MRSH MARSH & MCLENNAN COS INC 0.5%
Value ($000) $2,608 Shares 32,700 Est. Cost $74.46 Unrealized 0.0%
MO ALTRIA GROUP INC 0.4%
Value ($000) $2,395 Shares 48,500 Est. Cost $33.13 Unrealized 0.0%
WING WINGSTOP INC 0.4%
Value ($000) $2,394 Shares 37,291 Est. Cost $45.92 Unrealized +42.3%
MTB M & T BK CORP 0.4%
Value ($000) $2,347 Shares 16,400 Est. Cost $127.57 Unrealized 0.0%
DSW INC 0.4%
Value ($000) $2,299 Shares 93,068 Est. Cost $25.28 Unrealized
CVI CVR ENERGY INC 0.4%
Value ($000) $2,289 Shares 66,391 Est. Cost $20.85 Unrealized +3.2%
POR PORTLAND GEN ELEC CO 0.4%
Value ($000) $2,279 Shares 49,705 Est. Cost $30.23 Unrealized +17.0%
EL PASO ELEC CO 0.4%
Value ($000) $2,270 Shares 45,292 Est. Cost $52.88 Unrealized
DTE DTE ENERGY CO 0.4%
Value ($000) $2,250 Shares 20,400 Est. Cost $76.80 Unrealized 0.0%
VIACOM INC NEW 0.4%
Value ($000) $2,241 Shares 87,200 Est. Cost $25.70 Unrealized
WM WASTE MGMT INC DEL 0.4%
Value ($000) $2,225 Shares 25,000 Est. Cost $79.68 Unrealized 0.0%
GWW GRAINGER W W INC 0.4%
Value ($000) $2,202 Shares 7,800 Est. Cost $235.02 Unrealized +15.1%
FHB FIRST HAWAIIAN INC 0.4%
Value ($000) $2,173 Shares 96,525 Est. Cost $17.90 Unrealized 0.0%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.4%
Value ($000) $2,167 Shares 16,141 Est. Cost $107.77 Unrealized +6.3%
MOBILE TELESYSTEMS PJSC 0.4%
Value ($000) $2,146 Shares 306,594 Est. Cost $8.61 Unrealized
MEREDITH CORP 0.4%
Value ($000) $2,021 Shares 38,911 Est. Cost $51.02 Unrealized
AMC ENTMT HLDGS INC 0.4%
Value ($000) $2,016 Shares 164,197 Est. Cost $13.26 Unrealized
KELLOGG CO 0.4%
Value ($000) $2,012 Shares 35,300 Est. Cost $46.40 Unrealized 0.0%
PAYX PAYCHEX INC 0.3%
Value ($000) $1,991 Shares 30,558 Est. Cost $52.03 Unrealized +5.8%
OGS ONE GAS INC 0.3%
Value ($000) $1,973 Shares 24,784 Est. Cost $76.01 Unrealized +8.5%
SNA SNAP ON INC 0.3%
Value ($000) $1,936 Shares 13,328 Est. Cost $124.36 Unrealized +5.6%
GATX GATX CORP 0.3%
Value ($000) $1,905 Shares 26,909 Est. Cost $60.03 Unrealized +13.3%
TRN TRINITY INDS INC 0.3%
Value ($000) $1,890 Shares 91,800 Est. Cost $17.60 Unrealized 0.0%
WADDELL & REED FINL INC 0.3%
Value ($000) $1,887 Shares 104,379 Est. Cost $19.59 Unrealized
AZN ASTRAZENECA PLC 0.3%
Value ($000) $1,876 Shares 49,400 Est. Cost $34.97 Unrealized
IDA IDACORP INC 0.3%
Value ($000) $1,824 Shares 19,597 Est. Cost $89.76 Unrealized +8.8%
WESTROCK CO 0.3%
Value ($000) $1,816 Shares 48,100 Est. Cost $37.75 Unrealized
SCANA CORP NEW 0.3%
Value ($000) $1,811 Shares 37,894 Est. Cost $38.90 Unrealized
NPK NATIONAL PRESTO INDS INC 0.3%
Value ($000) $1,779 Shares 15,215 Est. Cost $102.24 Unrealized +22.5%
SON SONOCO PRODS CO 0.3%
Value ($000) $1,770 Shares 33,311 Est. Cost $41.50 Unrealized +3.3%
CCOI COGENT COMMUNICATIONS HLDGS 0.3%
Value ($000) $1,748 Shares 38,655 Est. Cost $29.20 Unrealized +16.7%
CVS CVS HEALTH CORP 0.3%
Value ($000) $1,743 Shares 26,600 Est. Cost $59.39 Unrealized 0.0%
OFFICE DEPOT INC 0.3%
Value ($000) $1,741 Shares 674,705 Est. Cost $2.65 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.3%
Value ($000) $1,721 Shares 132,300 Est. Cost $13.01 Unrealized
DRYSHIPS INC 0.3%
Value ($000) $1,719 Shares 304,275 Est. Cost $3.85 Unrealized
BNS BANK N S HALIFAX 0.3%
Value ($000) $1,719 Shares 34,467 Est. Cost $38.11 Unrealized -3.3%
NVT NVENT ELECTRIC PLC 0.3%
Value ($000) $1,660 Shares 73,893 Est. Cost $21.84 Unrealized -4.6%
AXA EQUITABLE HLDGS INC 0.3%
Value ($000) $1,596 Shares 95,988 Est. Cost $16.63 Unrealized
TIFFANY & CO NEW 0.3%
Value ($000) $1,586 Shares 19,700 Est. Cost $80.51 Unrealized
AWK AMERICAN WTR WKS CO INC NEW 0.3%
Value ($000) $1,579 Shares 17,400 Est. Cost $74.01 Unrealized +7.9%
DEO DIAGEO P L C 0.3%
Value ($000) $1,577 Shares 11,120 Est. Cost $135.41 Unrealized
ESS ESSEX PPTY TR INC 0.3%
Value ($000) $1,567 Shares 6,392 Est. Cost $175.97 Unrealized +12.0%
ALV AUTOLIV INC 0.3%
Value ($000) $1,552 Shares 22,100 Est. Cost $68.30 Unrealized 0.0%
HP HELMERICH & PAYNE INC 0.3%
Value ($000) $1,548 Shares 32,300 Est. Cost $61.40 Unrealized 0.0%
HRB BLOCK H & R INC 0.3%
Value ($000) $1,532 Shares 60,391 Est. Cost $20.22 Unrealized 0.0%
PATTERSON COMPANIES INC 0.3%
Value ($000) $1,529 Shares 77,757 Est. Cost $24.45 Unrealized
SR SPIRE INC 0.3%
Value ($000) $1,525 Shares 20,589 Est. Cost $70.66 Unrealized
KDP KEURIG DR PEPPER INC 0.3%
Value ($000) $1,482 Shares 57,800 Est. Cost $21.35 Unrealized 0.0%
HE HAWAIIAN ELEC INDUSTRIES 0.3%
Value ($000) $1,472 Shares 40,200 Est. Cost $35.79 Unrealized +3.6%
HPQ HP INC 0.3%
Value ($000) $1,463 Shares 71,485 Est. Cost $17.36 Unrealized +5.1%
GPC GENUINE PARTS CO 0.3%
Value ($000) $1,450 Shares 15,100 Est. Cost $80.48 Unrealized 0.0%
CMI CUMMINS INC 0.2%
Value ($000) $1,403 Shares 10,500 Est. Cost $122.60 Unrealized -4.2%
TXNM PNM RES INC 0.2%
Value ($000) $1,338 Shares 32,566 Est. Cost $38.31 Unrealized +7.0%
VECTREN CORP 0.2%
Value ($000) $1,307 Shares 18,158 Est. Cost $71.77 Unrealized
CNOOC LTD 0.2%
Value ($000) $1,306 Shares 8,569 Est. Cost $157.14 Unrealized
GRAFTECH INTL LTD 0.2%
Value ($000) $1,304 Shares 113,974 Est. Cost $11.44 Unrealized
MDT MEDTRONIC PLC 0.2%
Value ($000) $1,273 Shares 14,000 Est. Cost $77.14 Unrealized 0.0%
INFY INFOSYS LTD 0.2%
Value ($000) $1,266 Shares 133,028 Est. Cost $14.01 Unrealized
CNO CNO FINL GROUP INC 0.2%
Value ($000) $1,246 Shares 83,725 Est. Cost $15.43 Unrealized 0.0%
UGI UGI CORP NEW 0.2%
Value ($000) $1,211 Shares 22,700 Est. Cost $44.84 Unrealized +24.0%
SQM SOCIEDAD QUIMICA MINERA DE C 0.2%
Value ($000) $1,196 Shares 31,238 Est. Cost $47.89 Unrealized
AVGO BROADCOM INC 0.2%
Value ($000) $1,192 Shares 4,686 Est. Cost $19.73 Unrealized -1.8%
BIGGQ BIG LOTS INC 0.2%
Value ($000) $1,192 Shares 41,200 Est. Cost $38.28 Unrealized -16.5%
MATX MATSON INC 0.2%
Value ($000) $1,159 Shares 36,207 Est. Cost $27.27 Unrealized +20.4%
BKE BUCKLE INC 0.2%
Value ($000) $1,143 Shares 59,100 Est. Cost $9.49 Unrealized -1.8%
COVANTA HLDG CORP 0.2%
Value ($000) $1,139 Shares 84,900 Est. Cost $15.01 Unrealized
MERIDIAN BIOSCIENCE INC 0.2%
Value ($000) $1,117 Shares 64,359 Est. Cost $14.66 Unrealized
HCP INC 0.2%
Value ($000) $1,098 Shares 39,300 Est. Cost $23.23 Unrealized
RLI RLI CORP 0.2%
Value ($000) $1,075 Shares 15,575 Est. Cost $25.43 Unrealized +12.7%
SRE SEMPRA ENERGY 0.2%
Value ($000) $1,060 Shares 9,800 Est. Cost $42.70 Unrealized +5.9%
RSG REPUBLIC SVCS INC 0.2%
Value ($000) $1,045 Shares 14,500 Est. Cost $59.86 Unrealized +9.8%
BRSL INTERNATIONAL GAME TECHNOLOG 0.2%
Value ($000) $1,045 Shares 71,429 Est. Cost $14.49 Unrealized -26.8%
CINF CINCINNATI FINL CORP 0.2%
Value ($000) $1,012 Shares 13,068 Est. Cost $61.53 Unrealized +5.1%
SANTANDER CONSUMER USA HDG I 0.2%
Value ($000) $1,010 Shares 57,400 Est. Cost $17.60 Unrealized
NFG NATIONAL FUEL GAS CO N J 0.2%
Value ($000) $998 Shares 19,497 Est. Cost $51.80 Unrealized +5.8%
NMFC NEW MTN FIN CORP 0.2%
Value ($000) $975 Shares 77,470 Est. Cost $5.63 Unrealized +7.6%
AJG GALLAGHER ARTHUR J & CO 0.2%
Value ($000) $937 Shares 12,717 Est. Cost $60.72 Unrealized +12.0%
CATO CATO CORP NEW 0.2%
Value ($000) $933 Shares 65,359 Est. Cost $9.13 Unrealized +26.3%
RS RELIANCE STEEL & ALUMINUM CO 0.2%
Value ($000) $922 Shares 12,950 Est. Cost $88.52 Unrealized -10.8%
KO COCA COLA CO 0.2%
Value ($000) $922 Shares 19,465 Est. Cost $36.30 Unrealized +5.8%
VFC V F CORP 0.2%
Value ($000) $920 Shares 12,900 Est. Cost $72.71 Unrealized +5.2%
ADM ARCHER DANIELS MIDLAND CO 0.2%
Value ($000) $910 Shares 22,200 Est. Cost $37.13 Unrealized +1.6%
WYNDHAM DESTINATIONS INC 0.2%
Value ($000) $896 Shares 25,000 Est. Cost $35.84 Unrealized
PBI PITNEY BOWES INC 0.2%
Value ($000) $880 Shares 148,907 Est. Cost $7.20 Unrealized 0.0%
CLX CLOROX CO DEL 0.2%
Value ($000) $879 Shares 5,700 Est. Cost $106.77 Unrealized +18.5%
BPOP POPULAR INC 0.2%
Value ($000) $859 Shares 18,200 Est. Cost $32.66 Unrealized +27.7%
GASLOG LTD 0.1%
Value ($000) $826 Shares 50,160 Est. Cost $16.45 Unrealized
CSCO CISCO SYS INC 0.1%
Value ($000) $819 Shares 18,900 Est. Cost $33.46 Unrealized +10.3%
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $817 Shares 47,387 Est. Cost $13.05 Unrealized -0.7%
HOPE HOPE BANCORP INC 0.1%
Value ($000) $805 Shares 67,893 Est. Cost $14.31 Unrealized 0.0%
PAGP PLAINS GP HLDGS L P 0.1%
Value ($000) $804 Shares 40,000 Est. Cost $20.10 Unrealized
EAT BRINKER INTL INC 0.1%
Value ($000) $795 Shares 18,084 Est. Cost $35.53 Unrealized +26.7%
PRA PROASSURANCE CORP 0.1%
Value ($000) $769 Shares 18,965 Est. Cost $41.80 Unrealized +2.6%
TRAVELPORT WORLDWIDE LTD 0.1%
Value ($000) $769 Shares 49,200 Est. Cost $16.34 Unrealized
ARCH COAL INC 0.1%
Value ($000) $763 Shares 9,198 Est. Cost $78.39 Unrealized
ETN EATON CORP PLC 0.1%
Value ($000) $762 Shares 11,100 Est. Cost $65.04 Unrealized 0.0%
NUE NUCOR CORP 0.1%
Value ($000) $756 Shares 14,600 Est. Cost $54.10 Unrealized -6.3%
LNG CHENIERE ENERGY INC 0.1%
Value ($000) $750 Shares 12,674 Est. Cost $64.45 Unrealized -4.5%
TRINSEO S A 0.1%
Value ($000) $728 Shares 15,900 Est. Cost $55.73 Unrealized
TRIBUNE MEDIA CO 0.1%
Value ($000) $718 Shares 15,825 Est. Cost $38.42 Unrealized
ALLETE INC 0.1%
Value ($000) $709 Shares 9,300 Est. Cost $72.28 Unrealized
APARTMENT INVT & MGMT CO 0.1%
Value ($000) $706 Shares 16,093 Est. Cost $40.76 Unrealized
BBVA BANCO BILBAO VIZCAYA ARGENTA 0.1%
Value ($000) $700 Shares 132,290 Est. Cost $5.29 Unrealized
HERSHA HOSPITALITY TR 0.1%
Value ($000) $695 Shares 39,646 Est. Cost $17.89 Unrealized
UVV UNIVERSAL CORP VA 0.1%
Value ($000) $685 Shares 12,646 Est. Cost $64.19 Unrealized +0.3%
PK PARK HOTELS RESORTS INC 0.1%
Value ($000) $684 Shares 26,315 Est. Cost $27.02 Unrealized
CHIMERA INVT CORP 0.1%
Value ($000) $684 Shares 38,400 Est. Cost $17.41 Unrealized
NTRS NORTHERN TR CORP 0.1%
Value ($000) $678 Shares 8,114 Est. Cost $85.59 Unrealized -12.0%
CLF CLEVELAND CLIFFS INC 0.1%
Value ($000) $668 Shares 86,900 Est. Cost $9.47 Unrealized 0.0%
ALK ALASKA AIR GROUP INC 0.1%
Value ($000) $663 Shares 10,900 Est. Cost $62.77 Unrealized 0.0%
U S SILICA HLDGS INC 0.1%
Value ($000) $660 Shares 64,800 Est. Cost $10.19 Unrealized
PACWEST BANCORP DEL 0.1%
Value ($000) $654 Shares 19,658 Est. Cost $33.27 Unrealized
EQNR EQUINOR ASA 0.1%
Value ($000) $648 Shares 30,600 Est. Cost $26.41 Unrealized
BEMIS INC 0.1%
Value ($000) $647 Shares 14,100 Est. Cost $45.89 Unrealized
BWA BORGWARNER INC 0.1%
Value ($000) $632 Shares 18,200 Est. Cost $29.94 Unrealized 0.0%
EVR EVERCORE INC 0.1%
Value ($000) $630 Shares 8,800 Est. Cost $69.94 Unrealized 0.0%
DAN DANA INCORPORATED 0.1%
Value ($000) $629 Shares 46,170 Est. Cost $14.79 Unrealized -12.8%
VECTOR GROUP LTD 0.1%
Value ($000) $626 Shares 64,375 Est. Cost $9.72 Unrealized
VEON LTD 0.1%
Value ($000) $617 Shares 263,500 Est. Cost $2.43 Unrealized
NJR NEW JERSEY RES 0.1%
Value ($000) $592 Shares 12,962 Est. Cost $31.01 Unrealized +18.0%
DOMINION ENERGY MIDSTRM PRTN 0.1%
Value ($000) $590 Shares 32,700 Est. Cost $13.61 Unrealized
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $588 Shares 25,000 Est. Cost $22.06 Unrealized -10.0%
PSO PEARSON PLC 0.1%
Value ($000) $570 Shares 47,767 Est. Cost $10.70 Unrealized
TOTAL S A 0.1%
Value ($000) $569 Shares 10,906 Est. Cost $57.69 Unrealized
ADC AGREE REALTY CORP 0.1%
Value ($000) $554 Shares 9,365 Est. Cost $48.06 Unrealized
ENB ENBRIDGE INC 0.1%
Value ($000) $553 Shares 17,788 Est. Cost $20.25 Unrealized 0.0%
ENEL AMERICAS S A 0.1%
Value ($000) $548 Shares 61,392 Est. Cost $9.43 Unrealized
CRH PLC 0.1%
Value ($000) $546 Shares 20,713 Est. Cost $26.36 Unrealized
MCY MERCURY GENL CORP NEW 0.1%
Value ($000) $536 Shares 10,367 Est. Cost $47.94 Unrealized +13.4%
BAP CREDICORP LTD 0.1%
Value ($000) $534 Shares 2,407 Est. Cost $183.02 Unrealized -0.2%
KT KT CORP 0.1%
Value ($000) $525 Shares 36,900 Est. Cost $13.70 Unrealized
PBF PBF ENERGY INC 0.1%
Value ($000) $516 Shares 15,800 Est. Cost $36.14 Unrealized +11.6%
CONSOLIDATED COMM HLDGS INC 0.1%
Value ($000) $512 Shares 51,840 Est. Cost $10.96 Unrealized
CAKE CHEESECAKE FACTORY INC 0.1%
Value ($000) $509 Shares 11,700 Est. Cost $41.67 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $508 Shares 16,900 Est. Cost $32.42 Unrealized 0.0%
AVANGRID INC 0.1%
Value ($000) $496 Shares 9,900 Est. Cost $50.10 Unrealized
MACQUARIE INFRASTRUCTURE COR 0.1%
Value ($000) $479 Shares 13,100 Est. Cost $36.56 Unrealized
TGS TRANSPORTADORA DE GAS SUR 0.1%
Value ($000) $477 Shares 31,808 Est. Cost $14.86 Unrealized
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $476 Shares 1,400 Est. Cost $218.67 Unrealized +16.5%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $472 Shares 3,600 Est. Cost $98.61 Unrealized +22.9%
ERIC ERICSSON 0.1%
Value ($000) $467 Shares 52,700 Est. Cost $7.00 Unrealized
CHINA TELECOM CORP LTD 0.1%
Value ($000) $467 Shares 9,205 Est. Cost $44.43 Unrealized
TLK P T TELEKOMUNIKASI INDONESIA 0.1%
Value ($000) $461 Shares 17,606 Est. Cost $25.26 Unrealized
CHINA MOBILE LIMITED 0.1%
Value ($000) $447 Shares 9,306 Est. Cost $44.40 Unrealized
NIC INC 0.1%
Value ($000) $445 Shares 35,675 Est. Cost $13.30 Unrealized
FR FIRST INDUSTRIAL REALTY TRUS 0.1%
Value ($000) $438 Shares 15,192 Est. Cost $29.24 Unrealized
OTTR OTTER TAIL CORP 0.1%
Value ($000) $437 Shares 8,798 Est. Cost $36.40 Unrealized +7.4%
NSP INSPERITY INC 0.1%
Value ($000) $429 Shares 4,600 Est. Cost $52.97 Unrealized +63.6%
BGS B & G FOODS INC NEW 0.1%
Value ($000) $428 Shares 14,800 Est. Cost $15.08 Unrealized 0.0%
DOV DOVER CORP 0.1%
Value ($000) $426 Shares 6,000 Est. Cost $73.40 Unrealized 0.0%
FAF FIRST AMERN FINL CORP 0.1%
Value ($000) $424 Shares 9,500 Est. Cost $36.40 Unrealized 0.0%
TUPPERWARE BRANDS CORP 0.1%
Value ($000) $417 Shares 13,200 Est. Cost $31.59 Unrealized
FRONTLINE LTD 0.1%
Value ($000) $406 Shares 73,400 Est. Cost $4.57 Unrealized
BARNES & NOBLE INC 0.1%
Value ($000) $406 Shares 57,262 Est. Cost $6.31 Unrealized
CEPU CENTRAL PUERTO S A 0.1%
Value ($000) $400 Shares 43,514 Est. Cost $9.93 Unrealized
BKU BANKUNITED INC 0.1%
Value ($000) $395 Shares 13,200 Est. Cost $25.77 Unrealized 0.0%
AIRCASTLE LTD 0.1%
Value ($000) $395 Shares 22,931 Est. Cost $20.73 Unrealized
GBCI GLACIER BANCORP INC NEW 0.1%
Value ($000) $386 Shares 9,745 Est. Cost $30.57 Unrealized +11.7%
GUESS INC 0.1%
Value ($000) $384 Shares 18,500 Est. Cost $21.59 Unrealized
SID COMPANHIA SIDERURGICA NACION 0.1%
Value ($000) $384 Shares 175,161 Est. Cost $2.21 Unrealized
XEROX CORP 0.1%
Value ($000) $377 Shares 19,100 Est. Cost $19.74 Unrealized
CMBT EURONAV NV ANTWERPEN 0.1%
Value ($000) $374 Shares 54,000 Est. Cost $4.11 Unrealized +1.4%
NEW YORK MTG TR INC 0.1%
Value ($000) $363 Shares 61,652 Est. Cost $5.93 Unrealized
OFG OFG BANCORP 0.1%
Value ($000) $363 Shares 22,047 Est. Cost $10.59 Unrealized +58.9%
FAST FASTENAL CO 0.1%
Value ($000) $356 Shares 6,800 Est. Cost $11.23 Unrealized +0.4%
GREENHILL & CO INC 0.1%
Value ($000) $354 Shares 14,503 Est. Cost $20.32 Unrealized
DLX DELUXE CORP 0.1%
Value ($000) $346 Shares 9,000 Est. Cost $33.57 Unrealized 0.0%
CPT CAMDEN PPTY TR 0.1%
Value ($000) $343 Shares 3,900 Est. Cost $63.82 Unrealized +12.8%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%
Value ($000) $334 Shares 7,400 Est. Cost $33.57 Unrealized +28.6%
ANIXTER INTL INC 0.1%
Value ($000) $330 Shares 6,084 Est. Cost $66.47 Unrealized
NATIONAL CINEMEDIA INC 0.1%
Value ($000) $330 Shares 50,851 Est. Cost $7.12 Unrealized
COVIA HLDGS CORP 0.1%
Value ($000) $324 Shares 94,743 Est. Cost $3.42 Unrealized
CUBE CUBESMART 0.1%
Value ($000) $316 Shares 11,000 Est. Cost $28.20 Unrealized
TELFY TELEFONICA S A 0.1%
Value ($000) $315 Shares 37,290 Est. Cost $8.45 Unrealized
LAMR LAMAR ADVERTISING CO NEW 0.1%
Value ($000) $311 Shares 4,500 Est. Cost $63.67 Unrealized
EC ECOPETROL S A 0.1%
Value ($000) $306 Shares 19,300 Est. Cost $26.91 Unrealized
JERNIGAN CAP INC 0.1%
Value ($000) $305 Shares 15,371 Est. Cost $18.11 Unrealized
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $304 Shares 1,900 Est. Cost $124.06 Unrealized 0.0%
CDP CORPORATE OFFICE PPTYS TR 0.1%
Value ($000) $303 Shares 14,400 Est. Cost $25.84 Unrealized
HWC HANCOCK WHITNEY CORPORATION 0.1%
Value ($000) $301 Shares 8,700 Est. Cost $50.73 Unrealized -20.1%
YRD YIRENDAI LTD 0.1%
Value ($000) $300 Shares 27,867 Est. Cost $18.41 Unrealized
SIG SIGNET JEWELERS LIMITED 0.1%
Value ($000) $289 Shares 9,100 Est. Cost $52.93 Unrealized -18.1%
SUN SUNOCO LP 0.1%
Value ($000) $289 Shares 10,640 Est. Cost $29.51 Unrealized
SAFT SAFETY INS GROUP INC 0.1%
Value ($000) $286 Shares 3,501 Est. Cost $76.53 Unrealized +11.4%
NAT NORDIC AMERICAN TANKERS LIMI 0.0%
Value ($000) $282 Shares 140,938 Est. Cost $2.29 Unrealized +13.6%
PNW PINNACLE WEST CAP CORP 0.0%
Value ($000) $281 Shares 3,300 Est. Cost $57.22 Unrealized +12.1%
E ENI S P A 0.0%
Value ($000) $273 Shares 8,671 Est. Cost $35.35 Unrealized
AB ALLIANCEBERNSTEIN HOLDING LP 0.0%
Value ($000) $273 Shares 10,001 Est. Cost $26.84 Unrealized
NSA NATIONAL STORAGE AFFILIATES 0.0%
Value ($000) $266 Shares 10,060 Est. Cost $25.09 Unrealized
GRMN GARMIN LTD 0.0%
Value ($000) $260 Shares 4,100 Est. Cost $54.80 Unrealized 0.0%
HVT HAVERTY FURNITURE INC 0.0%
Value ($000) $257 Shares 13,698 Est. Cost $19.94 Unrealized +3.1%
TX TERNIUM SA 0.0%
Value ($000) $244 Shares 9,000 Est. Cost $27.11 Unrealized
IEP ICAHN ENTERPRISES LP 0.0%
Value ($000) $241 Shares 4,216 Est. Cost $70.73 Unrealized
BCC BOISE CASCADE CO DEL 0.0%
Value ($000) $239 Shares 10,000 Est. Cost $19.87 Unrealized 0.0%
SYNOVUS FINL CORP 0.0%
Value ($000) $237 Shares 7,400 Est. Cost $32.03 Unrealized
SIMO SILICON MOTION TECHNOLOGY CO 0.0%
Value ($000) $235 Shares 6,800 Est. Cost $48.13 Unrealized
AIZ ASSURANT INC 0.0%
Value ($000) $233 Shares 2,600 Est. Cost $80.47 Unrealized +6.4%
ATO ATMOS ENERGY CORP 0.0%
Value ($000) $227 Shares 2,450 Est. Cost $77.27 Unrealized +4.1%
CAG CONAGRA BRANDS INC 0.0%
Value ($000) $226 Shares 10,585 Est. Cost $27.36 Unrealized -11.1%
BHE BENCHMARK ELECTRS INC 0.0%
Value ($000) $225 Shares 10,600 Est. Cost $19.42 Unrealized 0.0%
AMSF AMERISAFE INC 0.0%
Value ($000) $224 Shares 3,957 Est. Cost $31.13 Unrealized +8.7%
OPLN KAR AUCTION SVCS INC 0.0%
Value ($000) $224 Shares 4,700 Est. Cost $20.17 Unrealized +2.8%
RNST RENASANT CORP 0.0%
Value ($000) $223 Shares 7,400 Est. Cost $35.07 Unrealized 0.0%
CME CME GROUP INC 0.0%
Value ($000) $221 Shares 1,176 Est. Cost $142.24 Unrealized 0.0%
CHINA LIFE INS CO LTD 0.0%
Value ($000) $211 Shares 20,126 Est. Cost $11.39 Unrealized
CHCT COMMUNITY HEALTHCARE TR INC 0.0%
Value ($000) $203 Shares 7,053 Est. Cost $25.76 Unrealized
MLKN MILLER HERMAN INC 0.0%
Value ($000) $203 Shares 6,700 Est. Cost $27.60 Unrealized 0.0%
GANNETT CO INC 0.0%
Value ($000) $186 Shares 21,771 Est. Cost $9.98 Unrealized
TFSL TFS FINL CORP 0.0%
Value ($000) $169 Shares 10,448 Est. Cost $8.90 Unrealized +2.2%
OXSQ OXFORD SQUARE CAP CORP 0.0%
Value ($000) $167 Shares 25,870 Est. Cost $5.83 Unrealized +13.0%
MAIDEN HOLDINGS LTD 0.0%
Value ($000) $146 Shares 88,606 Est. Cost $2.37 Unrealized
PNNT PENNANTPARK INVT CORP 0.0%
Value ($000) $141 Shares 22,122 Est. Cost $2.78 Unrealized +6.0%
OAKTREE SPECIALTY LENDING CO 0.0%
Value ($000) $140 Shares 33,100 Est. Cost $4.57 Unrealized
BRIGHTSPHERE INVESTMNT GRP P 0.0%
Value ($000) $136 Shares 12,774 Est. Cost $12.37 Unrealized
MERC MERCER INTL INC 0.0%
Value ($000) $135 Shares 12,941 Est. Cost $10.44 Unrealized +4.0%
ACCO ACCO BRANDS CORP 0.0%
Value ($000) $122 Shares 18,000 Est. Cost $6.07 Unrealized 0.0%
SEASPAN CORP 0.0%
Value ($000) $122 Shares 15,600 Est. Cost $7.82 Unrealized
BOSTON PRIVATE FINL HLDGS IN 0.0%
Value ($000) $116 Shares 10,960 Est. Cost $10.58 Unrealized
GSM FERROGLOBE PLC 0.0%
Value ($000) $112 Shares 70,539 Est. Cost $4.67 Unrealized 0.0%
LPL LG DISPLAY CO LTD 0.0%
Value ($000) $102 Shares 12,500 Est. Cost $8.16 Unrealized
JPPYY JUPAI HLDGS LTD 0.0%
Value ($000) $101 Shares 23,007 Est. Cost $4.39 Unrealized
PSEC PROSPECT CAPITAL CORPORATION 0.0%
Value ($000) $90 Shares 14,300 Est. Cost $2.55 Unrealized +9.4%
CAPITALA FIN CORP 0.0%
Value ($000) $89 Shares 12,426 Est. Cost $7.70 Unrealized
ISRAEL CHEMICALS LTD 0.0%
Value ($000) $76 Shares 13,500 Est. Cost $4.22 Unrealized
AU OPTRONICS CORP 0.0%
Value ($000) $73 Shares 18,637 Est. Cost $3.92 Unrealized
AMERICAN MIDSTREAM PARTNERS 0.0%
Value ($000) $58 Shares 19,000 Est. Cost $5.75 Unrealized
DEAN FOODS CO NEW 0.0%
Value ($000) $45 Shares 11,900 Est. Cost $3.78 Unrealized
HI-CRUSH PARTNERS LP 0.0%
Value ($000) $42 Shares 11,800 Est. Cost $10.80 Unrealized
TEEKAY TANKERS LTD 0.0%
Value ($000) $42 Shares 44,800 Est. Cost $0.94 Unrealized
CEMTREX INC 0.0%
Value ($000) $0 Shares 30,000 Est. Cost $0.53 Unrealized