SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

CIK: 0001446179 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $819,545 (100.0% shares, 0.0% debt)

Holdings (316)

JNJ JOHNSON & JOHNSON 4.7%
Value ($000) $38,914 Shares 300,775 Est. Cost $114.14 Unrealized -3.6%
AAPL APPLE INC 3.0%
Value ($000) $24,637 Shares 110,000 Est. Cost $40.43 Unrealized +24.2%
CVX CHEVRON CORP NEW 1.8%
Value ($000) $14,534 Shares 122,550 Est. Cost $88.83 Unrealized +3.0%
TSN TYSON FOODS INC 1.6%
Value ($000) $13,421 Shares 155,800 Est. Cost $50.94 Unrealized +38.8%
HD HOME DEPOT INC 1.6%
Value ($000) $12,830 Shares 55,298 Est. Cost $153.40 Unrealized +22.0%
DRI DARDEN RESTAURANTS INC 1.5%
Value ($000) $12,614 Shares 106,700 Est. Cost $88.60 Unrealized +15.4%
MDT MEDTRONIC PLC 1.5%
Value ($000) $11,992 Shares 110,400 Est. Cost $75.39 Unrealized +16.1%
PSX PHILLIPS 66 1.4%
Value ($000) $11,858 Shares 115,800 Est. Cost $73.53 Unrealized +5.1%
COF CAPITAL ONE FINL CORP 1.4%
Value ($000) $11,636 Shares 127,900 Est. Cost $72.22 Unrealized +11.7%
OMC OMNICOM GROUP INC 1.3%
Value ($000) $10,747 Shares 137,250 Est. Cost $60.98 Unrealized +3.1%
SYF SYNCHRONY FINL 1.3%
Value ($000) $10,542 Shares 309,233 Est. Cost $23.67 Unrealized +23.6%
ETN EATON CORP PLC 1.2%
Value ($000) $10,161 Shares 122,200 Est. Cost $66.36 Unrealized +8.7%
MCD MCDONALDS CORP 1.2%
Value ($000) $9,447 Shares 44,000 Est. Cost $152.96 Unrealized +20.8%
KMI KINDER MORGAN INC DEL 1.1%
Value ($000) $9,338 Shares 453,077 Est. Cost $13.16 Unrealized +7.0%
AMAT APPLIED MATLS INC 1.1%
Value ($000) $9,271 Shares 185,800 Est. Cost $31.70 Unrealized +43.0%
MPC MARATHON PETE CORP 1.1%
Value ($000) $9,222 Shares 151,800 Est. Cost $43.09 Unrealized 0.0%
SYY SYSCO CORP 1.0%
Value ($000) $8,591 Shares 108,200 Est. Cost $54.12 Unrealized +14.1%
CAG CONAGRA BRANDS INC 1.0%
Value ($000) $8,511 Shares 277,398 Est. Cost $17.77 Unrealized +24.8%
COP CONOCOPHILLIPS 1.0%
Value ($000) $8,305 Shares 145,750 Est. Cost $47.74 Unrealized -5.1%
WEC WEC ENERGY GROUP INC 1.0%
Value ($000) $8,293 Shares 87,200 Est. Cost $58.94 Unrealized +24.7%
PFG PRINCIPAL FINL GROUP INC 1.0%
Value ($000) $7,954 Shares 139,200 Est. Cost $37.23 Unrealized +18.0%
CCEP COCA COLA EUROPEAN PARTNERS 0.9%
Value ($000) $7,586 Shares 136,800 Est. Cost $44.96 Unrealized +3.0%
AMP AMERIPRISE FINL INC 0.9%
Value ($000) $7,429 Shares 50,500 Est. Cost $109.91 Unrealized +13.9%
ED CONSOLIDATED EDISON INC 0.9%
Value ($000) $7,406 Shares 78,400 Est. Cost $62.39 Unrealized +13.1%
AEP AMERICAN ELEC PWR CO INC 0.9%
Value ($000) $7,345 Shares 78,400 Est. Cost $62.45 Unrealized +16.0%
AXA EQUITABLE HLDGS INC 0.9%
Value ($000) $7,278 Shares 328,436 Est. Cost $19.11 Unrealized
DTE DTE ENERGY CO 0.9%
Value ($000) $7,206 Shares 54,200 Est. Cost $78.85 Unrealized +12.8%
C CITIGROUP INC 0.9%
Value ($000) $7,157 Shares 103,600 Est. Cost $50.45 Unrealized +7.3%
DGX QUEST DIAGNOSTICS INC 0.9%
Value ($000) $7,000 Shares 65,400 Est. Cost $78.83 Unrealized +14.8%
CMS CMS ENERGY CORP 0.8%
Value ($000) $6,728 Shares 105,200 Est. Cost $42.03 Unrealized +19.7%
DUK DUKE ENERGY CORP NEW 0.8%
Value ($000) $6,662 Shares 69,500 Est. Cost $66.91 Unrealized +5.4%
CE CELANESE CORP DEL 0.8%
Value ($000) $6,567 Shares 53,700 Est. Cost $86.22 Unrealized +16.0%
PNC PNC FINL SVCS GROUP INC 0.8%
Value ($000) $6,156 Shares 43,919 Est. Cost $101.36 Unrealized +6.2%
BUCKEYE PARTNERS L P 0.7%
Value ($000) $6,105 Shares 148,579 Est. Cost $36.38 Unrealized
T AT&T INC 0.7%
Value ($000) $5,831 Shares 154,100 Est. Cost $17.00 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP 0.7%
Value ($000) $5,829 Shares 70,800 Est. Cost $63.10 Unrealized +11.0%
BLACKROCK INC 0.7%
Value ($000) $5,704 Shares 12,800 Est. Cost $412.26 Unrealized
GNTX GENTEX CORP 0.7%
Value ($000) $5,615 Shares 203,906 Est. Cost $20.96 Unrealized +26.1%
CYPRESS SEMICONDUCTOR CORP 0.7%
Value ($000) $5,547 Shares 237,647 Est. Cost $14.92 Unrealized
NI NISOURCE INC 0.7%
Value ($000) $5,401 Shares 180,526 Est. Cost $21.49 Unrealized +10.4%
BBY BEST BUY INC 0.6%
Value ($000) $5,257 Shares 76,200 Est. Cost $54.19 Unrealized 0.0%
ALLY ALLY FINL INC 0.6%
Value ($000) $5,148 Shares 155,247 Est. Cost $21.27 Unrealized +23.9%
KDP KEURIG DR PEPPER INC 0.6%
Value ($000) $5,128 Shares 187,700 Est. Cost $22.37 Unrealized +6.6%
CTRA CABOT OIL & GAS CORP 0.6%
Value ($000) $4,960 Shares 282,314 Est. Cost $14.36 Unrealized 0.0%
IBM INTERNATIONAL BUSINESS MACHS 0.6%
Value ($000) $4,886 Shares 33,600 Est. Cost $97.47 Unrealized +5.1%
LAM RESEARCH CORP 0.6%
Value ($000) $4,784 Shares 20,700 Est. Cost $216.48 Unrealized
APACHE CORP 0.6%
Value ($000) $4,771 Shares 186,377 Est. Cost $25.60 Unrealized
ETR ENTERGY CORP NEW 0.6%
Value ($000) $4,694 Shares 40,000 Est. Cost $33.89 Unrealized +28.2%
WHR WHIRLPOOL CORP 0.6%
Value ($000) $4,687 Shares 29,600 Est. Cost $138.58 Unrealized +3.6%
CF CF INDS HLDGS INC 0.6%
Value ($000) $4,679 Shares 95,100 Est. Cost $35.93 Unrealized +15.4%
WMB WILLIAMS COS INC DEL 0.6%
Value ($000) $4,579 Shares 190,300 Est. Cost $19.18 Unrealized -8.1%
SBUX STARBUCKS CORP 0.6%
Value ($000) $4,518 Shares 51,100 Est. Cost $53.65 Unrealized +50.3%
IP INTL PAPER CO 0.5%
Value ($000) $4,387 Shares 104,900 Est. Cost $30.83 Unrealized -4.8%
NOBLE ENERGY INC 0.5%
Value ($000) $4,368 Shares 194,500 Est. Cost $22.62 Unrealized
MET METLIFE INC 0.5%
Value ($000) $4,263 Shares 90,400 Est. Cost $35.04 Unrealized +9.8%
BAC BANK AMER CORP 0.5%
Value ($000) $4,249 Shares 145,662 Est. Cost $24.54 Unrealized +0.1%
SO SOUTHERN CO 0.5%
Value ($000) $4,145 Shares 67,100 Est. Cost $37.42 Unrealized +21.0%
RSG REPUBLIC SVCS INC 0.5%
Value ($000) $4,051 Shares 46,800 Est. Cost $67.24 Unrealized +19.0%
PG PROCTER & GAMBLE CO 0.5%
Value ($000) $4,042 Shares 32,500 Est. Cost $82.07 Unrealized +23.1%
UNP UNION PACIFIC CORP 0.5%
Value ($000) $4,001 Shares 24,700 Est. Cost $131.79 Unrealized +10.6%
XEL XCEL ENERGY INC 0.5%
Value ($000) $3,965 Shares 61,100 Est. Cost $40.29 Unrealized +27.1%
MDLZ MONDELEZ INTL INC 0.5%
Value ($000) $3,964 Shares 71,662 Est. Cost $35.78 Unrealized +30.5%
MATCH GROUP INC 0.5%
Value ($000) $3,922 Shares 54,900 Est. Cost $62.92 Unrealized
KMB KIMBERLY CLARK CORP 0.5%
Value ($000) $3,864 Shares 27,205 Est. Cost $86.46 Unrealized +26.9%
RCL ROYAL CARIBBEAN CRUISES LTD 0.5%
Value ($000) $3,759 Shares 34,700 Est. Cost $105.14 Unrealized +0.7%
PEP PEPSICO INC 0.5%
Value ($000) $3,729 Shares 27,200 Est. Cost $92.45 Unrealized +18.3%
HON HONEYWELL INTL INC 0.5%
Value ($000) $3,689 Shares 21,800 Est. Cost $121.16 Unrealized +15.0%
TGT TARGET CORP 0.5%
Value ($000) $3,688 Shares 34,500 Est. Cost $80.37 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.4%
Value ($000) $3,674 Shares 68,308 Est. Cost $58.27 Unrealized
WMT WALMART INC 0.4%
Value ($000) $3,658 Shares 30,826 Est. Cost $28.76 Unrealized +19.8%
D DOMINION ENERGY INC 0.4%
Value ($000) $3,558 Shares 43,907 Est. Cost $53.89 Unrealized +8.4%
MUR MURPHY OIL CORP 0.4%
Value ($000) $3,557 Shares 160,900 Est. Cost $18.52 Unrealized -8.1%
KELLOGG CO 0.4%
Value ($000) $3,539 Shares 55,000 Est. Cost $44.63 Unrealized +1.6%
MRK MERCK & CO INC 0.4%
Value ($000) $3,493 Shares 41,500 Est. Cost $56.50 Unrealized +15.9%
KO COCA COLA CO 0.4%
Value ($000) $3,490 Shares 64,100 Est. Cost $39.93 Unrealized +10.1%
WYNDHAM DESTINATIONS INC 0.4%
Value ($000) $3,386 Shares 73,579 Est. Cost $39.35 Unrealized
MRSH MARSH & MCLENNAN COS INC 0.4%
Value ($000) $3,272 Shares 32,700 Est. Cost $74.46 Unrealized +21.6%
RS RELIANCE STEEL & ALUMINUM CO 0.4%
Value ($000) $3,176 Shares 31,871 Est. Cost $88.58 Unrealized +10.2%
HRB BLOCK H & R INC 0.4%
Value ($000) $3,097 Shares 131,100 Est. Cost $20.60 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.4%
Value ($000) $3,024 Shares 50,100 Est. Cost $40.44 Unrealized 0.0%
NVO NOVO-NORDISK A S 0.4%
Value ($000) $2,983 Shares 57,700 Est. Cost $51.70 Unrealized
DISCOVER FINL SVCS 0.4%
Value ($000) $2,927 Shares 36,100 Est. Cost $79.96 Unrealized
FHB FIRST HAWAIIAN INC 0.4%
Value ($000) $2,916 Shares 109,221 Est. Cost $18.12 Unrealized +6.7%
KLAC KLA CORPORATION 0.4%
Value ($000) $2,902 Shares 18,200 Est. Cost $97.14 Unrealized +32.9%
OXY OCCIDENTAL PETE CORP 0.4%
Value ($000) $2,901 Shares 65,243 Est. Cost $50.20 Unrealized -16.9%
HP HELMERICH & PAYNE INC 0.4%
Value ($000) $2,897 Shares 72,300 Est. Cost $55.04 Unrealized -19.9%
ADP AUTOMATIC DATA PROCESSING IN 0.4%
Value ($000) $2,889 Shares 17,900 Est. Cost $120.05 Unrealized +19.9%
WM WASTE MGMT INC DEL 0.4%
Value ($000) $2,875 Shares 25,000 Est. Cost $79.68 Unrealized +31.9%
CLX CLOROX CO DEL 0.4%
Value ($000) $2,870 Shares 18,900 Est. Cost $130.84 Unrealized 0.0%
VFC V F CORP 0.3%
Value ($000) $2,848 Shares 32,000 Est. Cost $85.44 Unrealized 0.0%
NORDSTROM INC 0.3%
Value ($000) $2,822 Shares 83,811 Est. Cost $33.67 Unrealized
AQUA AMERICA INC 0.3%
Value ($000) $2,819 Shares 62,883 Est. Cost $36.43 Unrealized
LNT ALLIANT ENERGY CORP 0.3%
Value ($000) $2,804 Shares 52,000 Est. Cost $36.14 Unrealized +16.4%
FBIN FORTUNE BRANDS HOME & SEC IN 0.3%
Value ($000) $2,784 Shares 50,900 Est. Cost $34.57 Unrealized +19.4%
HSY HERSHEY CO 0.3%
Value ($000) $2,728 Shares 17,600 Est. Cost $92.82 Unrealized +40.3%
ZION ZIONS BANCORPORATION N A 0.3%
Value ($000) $2,707 Shares 60,800 Est. Cost $43.22 Unrealized 0.0%
SU SUNCOR ENERGY INC NEW 0.3%
Value ($000) $2,659 Shares 84,200 Est. Cost $24.76 Unrealized -5.7%
MTB M & T BK CORP 0.3%
Value ($000) $2,654 Shares 16,800 Est. Cost $127.67 Unrealized +0.2%
LYB LYONDELLBASELL INDUSTRIES N 0.3%
Value ($000) $2,604 Shares 29,100 Est. Cost $55.46 Unrealized -3.2%
ES EVERSOURCE ENERGY 0.3%
Value ($000) $2,581 Shares 30,200 Est. Cost $49.05 Unrealized +28.7%
WDC WESTERN DIGITAL CORP 0.3%
Value ($000) $2,576 Shares 43,200 Est. Cost $36.35 Unrealized +13.5%
GIS GENERAL MLS INC 0.3%
Value ($000) $2,558 Shares 46,400 Est. Cost $43.39 Unrealized 0.0%
LNC LINCOLN NATL CORP IND 0.3%
Value ($000) $2,539 Shares 42,100 Est. Cost $46.58 Unrealized -5.3%
BUD ANHEUSER BUSCH INBEV SA/NV 0.3%
Value ($000) $2,531 Shares 26,600 Est. Cost $95.15 Unrealized
XRX XEROX HOLDINGS CORP 0.3%
Value ($000) $2,462 Shares 82,315 Est. Cost $31.33 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.3%
Value ($000) $2,455 Shares 256,500 Est. Cost $10.33 Unrealized -7.9%
CIT GROUP INC 0.3%
Value ($000) $2,433 Shares 53,700 Est. Cost $46.35 Unrealized
NTAP NETAPP INC 0.3%
Value ($000) $2,431 Shares 46,300 Est. Cost $53.80 Unrealized -16.5%
CVI CVR ENERGY INC 0.3%
Value ($000) $2,408 Shares 54,700 Est. Cost $20.85 Unrealized +33.0%
LVS LAS VEGAS SANDS CORP 0.3%
Value ($000) $2,397 Shares 41,500 Est. Cost $55.94 Unrealized -4.6%
INFY INFOSYS LTD 0.3%
Value ($000) $2,388 Shares 210,000 Est. Cost $11.28 Unrealized
DOV DOVER CORP 0.3%
Value ($000) $2,370 Shares 23,800 Est. Cost $76.96 Unrealized +13.9%
DAL DELTA AIR LINES INC DEL 0.3%
Value ($000) $2,360 Shares 40,972 Est. Cost $55.57 Unrealized +2.1%
TRP TC ENERGY CORP 0.3%
Value ($000) $2,356 Shares 45,500 Est. Cost $34.25 Unrealized +5.2%
HUN HUNTSMAN CORP 0.3%
Value ($000) $2,313 Shares 99,456 Est. Cost $23.86 Unrealized -13.5%
SJM SMUCKER J M CO 0.3%
Value ($000) $2,299 Shares 20,900 Est. Cost $90.47 Unrealized 0.0%
ABBV ABBVIE INC 0.3%
Value ($000) $2,298 Shares 30,350 Est. Cost $60.99 Unrealized -13.8%
AVY AVERY DENNISON CORP 0.3%
Value ($000) $2,294 Shares 20,200 Est. Cost $97.43 Unrealized +4.8%
AZN ASTRAZENECA PLC 0.3%
Value ($000) $2,286 Shares 51,300 Est. Cost $37.94 Unrealized
CPA COPA HOLDINGS SA 0.3%
Value ($000) $2,271 Shares 23,000 Est. Cost $67.72 Unrealized +24.1%
CFG CITIZENS FINL GROUP INC 0.3%
Value ($000) $2,218 Shares 62,700 Est. Cost $25.80 Unrealized +1.9%
UNILEVER PLC 0.3%
Value ($000) $2,194 Shares 36,500 Est. Cost $61.97 Unrealized
SANTANDER CONSUMER USA HDG I 0.3%
Value ($000) $2,182 Shares 85,526 Est. Cost $18.76 Unrealized
PH PARKER HANNIFIN CORP 0.3%
Value ($000) $2,176 Shares 12,050 Est. Cost $155.88 Unrealized -0.6%
WU WESTERN UN CO 0.3%
Value ($000) $2,123 Shares 91,626 Est. Cost $18.47 Unrealized
MAN MANPOWERGROUP INC 0.3%
Value ($000) $2,123 Shares 25,200 Est. Cost $88.94 Unrealized -1.9%
WPP WPP PLC NEW 0.3%
Value ($000) $2,122 Shares 33,900 Est. Cost $52.80 Unrealized
CRH PLC 0.3%
Value ($000) $2,090 Shares 60,813 Est. Cost $29.79 Unrealized
PAG PENSKE AUTOMOTIVE GRP INC 0.2%
Value ($000) $1,972 Shares 41,700 Est. Cost $44.30 Unrealized +2.1%
MDU MDU RES GROUP INC 0.2%
Value ($000) $1,892 Shares 67,100 Est. Cost $7.98 Unrealized +5.8%
HAS HASBRO INC 0.2%
Value ($000) $1,875 Shares 15,800 Est. Cost $71.77 Unrealized +24.6%
ARCC ARES CAP CORP 0.2%
Value ($000) $1,845 Shares 99,000 Est. Cost $8.68 Unrealized +16.0%
EVR EVERCORE INC 0.2%
Value ($000) $1,842 Shares 23,000 Est. Cost $71.19 Unrealized +1.1%
SRE SEMPRA ENERGY 0.2%
Value ($000) $1,830 Shares 12,400 Est. Cost $56.85 Unrealized 0.0%
PNW PINNACLE WEST CAP CORP 0.2%
Value ($000) $1,825 Shares 18,800 Est. Cost $66.20 Unrealized +8.6%
CRI CARTERS INC 0.2%
Value ($000) $1,806 Shares 19,800 Est. Cost $78.99 Unrealized -5.9%
WYNN WYNN RESORTS LTD 0.2%
Value ($000) $1,793 Shares 16,488 Est. Cost $105.71 Unrealized +7.1%
GGAL GRUPO FINANCIERO GALICIA S A 0.2%
Value ($000) $1,767 Shares 135,908 Est. Cost $13.00 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.2%
Value ($000) $1,744 Shares 34,400 Est. Cost $37.82 Unrealized -2.8%
NDAQ NASDAQ INC 0.2%
Value ($000) $1,729 Shares 17,400 Est. Cost $25.70 Unrealized +17.9%
AES AES CORP 0.2%
Value ($000) $1,712 Shares 104,800 Est. Cost $9.96 Unrealized +28.7%
GUESS INC 0.2%
Value ($000) $1,681 Shares 90,739 Est. Cost $18.03 Unrealized
RPM RPM INTL INC 0.2%
Value ($000) $1,679 Shares 24,400 Est. Cost $64.42 Unrealized +2.8%
EAT BRINKER INTL INC 0.2%
Value ($000) $1,668 Shares 39,100 Est. Cost $39.04 Unrealized 0.0%
NVT NVENT ELECTRIC PLC 0.2%
Value ($000) $1,660 Shares 75,300 Est. Cost $22.48 Unrealized -12.1%
SNN SMITH & NEPHEW PLC 0.2%
Value ($000) $1,632 Shares 33,900 Est. Cost $43.54 Unrealized
AVANGRID INC 0.2%
Value ($000) $1,594 Shares 30,500 Est. Cost $50.30 Unrealized
APOLLO GLOBAL MGMT INC 0.2%
Value ($000) $1,566 Shares 41,400 Est. Cost $37.83 Unrealized
LDOS LEIDOS HLDGS INC 0.2%
Value ($000) $1,554 Shares 18,100 Est. Cost $54.86 Unrealized +40.1%
RAYTHEON CO 0.2%
Value ($000) $1,530 Shares 7,800 Est. Cost $173.87 Unrealized
UGI UGI CORP NEW 0.2%
Value ($000) $1,506 Shares 29,963 Est. Cost $51.27 Unrealized -2.5%
OKE ONEOK INC NEW 0.2%
Value ($000) $1,474 Shares 20,000 Est. Cost $46.59 Unrealized 0.0%
BKH BLACK HILLS CORP 0.2%
Value ($000) $1,473 Shares 19,200 Est. Cost $56.57 Unrealized +6.6%
THOMSON REUTERS CORP 0.2%
Value ($000) $1,471 Shares 22,000 Est. Cost $48.32 Unrealized
TPR TAPESTRY INC 0.2%
Value ($000) $1,465 Shares 56,253 Est. Cost $22.38 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $1,458 Shares 22,997 Est. Cost $51.54 Unrealized -1.1%
DK DELEK US HLDGS INC NEW 0.2%
Value ($000) $1,430 Shares 39,400 Est. Cost $29.55 Unrealized 0.0%
SYNOVUS FINL CORP 0.2%
Value ($000) $1,427 Shares 39,900 Est. Cost $35.76 Unrealized
SXT SENSIENT TECHNOLOGIES CORP 0.2%
Value ($000) $1,414 Shares 20,600 Est. Cost $62.98 Unrealized +8.2%
FE FIRSTENERGY CORP 0.2%
Value ($000) $1,370 Shares 28,400 Est. Cost $34.83 Unrealized 0.0%
GRMN GARMIN LTD 0.2%
Value ($000) $1,364 Shares 16,100 Est. Cost $61.84 Unrealized +12.8%
JCI JOHNSON CTLS INTL PLC 0.2%
Value ($000) $1,339 Shares 30,500 Est. Cost $33.46 Unrealized +10.6%
SHELL MIDSTREAM PARTNERS L P 0.2%
Value ($000) $1,319 Shares 64,500 Est. Cost $20.53 Unrealized
CINF CINCINNATI FINL CORP 0.2%
Value ($000) $1,318 Shares 11,300 Est. Cost $61.53 Unrealized +51.4%
NGL NGL ENERGY PARTNERS LP 0.2%
Value ($000) $1,307 Shares 93,993 Est. Cost $14.03 Unrealized
BMA BANCO MACRO SA 0.2%
Value ($000) $1,306 Shares 50,200 Est. Cost $26.02 Unrealized
IAA INC 0.2%
Value ($000) $1,294 Shares 31,000 Est. Cost $38.77 Unrealized
SMG SCOTTS MIRACLE GRO CO 0.2%
Value ($000) $1,283 Shares 12,600 Est. Cost $82.55 Unrealized 0.0%
WEN WENDYS CO 0.2%
Value ($000) $1,270 Shares 63,570 Est. Cost $17.37 Unrealized +14.7%
ROK ROCKWELL AUTOMATION INC 0.2%
Value ($000) $1,252 Shares 7,600 Est. Cost $141.03 Unrealized 0.0%
DOX AMDOCS LTD 0.2%
Value ($000) $1,249 Shares 18,900 Est. Cost $48.68 Unrealized +15.5%
DXC DXC TECHNOLOGY CO 0.2%
Value ($000) $1,242 Shares 42,100 Est. Cost $41.34 Unrealized 0.0%
AMGN AMGEN INC 0.1%
Value ($000) $1,200 Shares 6,200 Est. Cost $150.65 Unrealized +4.9%
OGS ONE GAS INC 0.1%
Value ($000) $1,187 Shares 12,350 Est. Cost $77.31 Unrealized +18.1%
TALLGRASS ENERGY LP 0.1%
Value ($000) $1,184 Shares 58,800 Est. Cost $23.88 Unrealized
ORI OLD REP INTL CORP 0.1%
Value ($000) $1,122 Shares 47,600 Est. Cost $13.34 Unrealized 0.0%
DBI DESIGNER BRANDS INC 0.1%
Value ($000) $1,121 Shares 65,500 Est. Cost $14.50 Unrealized 0.0%
ENEL AMERICAS S A 0.1%
Value ($000) $1,120 Shares 122,934 Est. Cost $9.17 Unrealized
SEASPAN CORP 0.1%
Value ($000) $1,106 Shares 104,091 Est. Cost $8.58 Unrealized
RELX RELX PLC 0.1%
Value ($000) $1,098 Shares 46,286 Est. Cost $21.81 Unrealized
VVV VALVOLINE INC 0.1%
Value ($000) $1,091 Shares 49,539 Est. Cost $19.21 Unrealized +11.7%
MLKN MILLER HERMAN INC 0.1%
Value ($000) $1,083 Shares 23,500 Est. Cost $30.56 Unrealized +21.4%
DKS DICKS SPORTING GOODS INC 0.1%
Value ($000) $1,052 Shares 25,768 Est. Cost $28.65 Unrealized +3.0%
MOBILE TELESYSTEMS PJSC 0.1%
Value ($000) $1,042 Shares 128,689 Est. Cost $8.47 Unrealized
EQUITRANS MIDSTREAM CORPORAT 0.1%
Value ($000) $1,032 Shares 70,900 Est. Cost $14.56 Unrealized
HE HAWAIIAN ELEC INDUSTRIES 0.1%
Value ($000) $976 Shares 21,400 Est. Cost $35.79 Unrealized +24.2%
HOG HARLEY DAVIDSON INC 0.1%
Value ($000) $968 Shares 26,900 Est. Cost $36.39 Unrealized -5.8%
DLX DELUXE CORP 0.1%
Value ($000) $959 Shares 19,500 Est. Cost $32.11 Unrealized -0.3%
CC CHEMOURS CO 0.1%
Value ($000) $956 Shares 64,000 Est. Cost $18.15 Unrealized -31.1%
SABR SABRE CORP 0.1%
Value ($000) $945 Shares 42,200 Est. Cost $23.52 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $943 Shares 5,800 Est. Cost $124.87 Unrealized +5.5%
EMN EASTMAN CHEMICAL CO 0.1%
Value ($000) $938 Shares 12,700 Est. Cost $56.99 Unrealized 0.0%
TGS TRANSPORTADORA DE GAS SUR 0.1%
Value ($000) $923 Shares 108,700 Est. Cost $11.16 Unrealized
COSAN LTD 0.1%
Value ($000) $901 Shares 60,500 Est. Cost $13.37 Unrealized
PATTERSON COMPANIES INC 0.1%
Value ($000) $887 Shares 49,800 Est. Cost $19.88 Unrealized
POR PORTLAND GEN ELEC CO 0.1%
Value ($000) $874 Shares 15,500 Est. Cost $42.95 Unrealized 0.0%
TC PIPELINES LP 0.1%
Value ($000) $866 Shares 21,300 Est. Cost $38.80 Unrealized
HOPE HOPE BANCORP INC 0.1%
Value ($000) $860 Shares 59,972 Est. Cost $14.19 Unrealized -1.2%
PAGP PLAINS GP HLDGS L P 0.1%
Value ($000) $849 Shares 40,000 Est. Cost $23.88 Unrealized
BCE BCE INC 0.1%
Value ($000) $842 Shares 17,400 Est. Cost $27.51 Unrealized +11.3%
JHG JANUS HENDERSON GROUP PLC 0.1%
Value ($000) $840 Shares 37,400 Est. Cost $23.01 Unrealized -9.7%
WAFD WASHINGTON FED INC 0.1%
Value ($000) $836 Shares 22,600 Est. Cost $28.87 Unrealized 0.0%
WLY WILEY JOHN & SONS INC 0.1%
Value ($000) $834 Shares 18,970 Est. Cost $38.26 Unrealized -6.2%
KEY KEYCORP NEW 0.1%
Value ($000) $828 Shares 46,400 Est. Cost $12.44 Unrealized +1.9%
GRFS GRIFOLS S A 0.1%
Value ($000) $802 Shares 40,036 Est. Cost $20.03 Unrealized
EG EVEREST RE GROUP LTD 0.1%
Value ($000) $798 Shares 3,000 Est. Cost $208.75 Unrealized +5.8%
TX TERNIUM SA 0.1%
Value ($000) $791 Shares 41,200 Est. Cost $24.59 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $788 Shares 55,200 Est. Cost $9.76 Unrealized +3.8%
USB US BANCORP DEL 0.1%
Value ($000) $784 Shares 14,168 Est. Cost $38.28 Unrealized +7.4%
DCP MIDSTREAM LP 0.1%
Value ($000) $781 Shares 29,800 Est. Cost $30.54 Unrealized
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $776 Shares 31,600 Est. Cost $21.62 Unrealized +18.5%
IDA IDACORP INC 0.1%
Value ($000) $772 Shares 6,850 Est. Cost $106.55 Unrealized 0.0%
NFG NATIONAL FUEL GAS CO N J 0.1%
Value ($000) $769 Shares 16,400 Est. Cost $51.80 Unrealized -6.2%
SID COMPANHIA SIDERURGICA NACION 0.1%
Value ($000) $766 Shares 242,387 Est. Cost $3.01 Unrealized
AROC ARCHROCK INC 0.1%
Value ($000) $765 Shares 76,779 Est. Cost $6.85 Unrealized 0.0%
ARLP ALLIANCE RES PARTNER L P 0.1%
Value ($000) $760 Shares 47,450 Est. Cost $16.30 Unrealized
PHILLIPS 66 PARTNERS LP 0.1%
Value ($000) $759 Shares 13,400 Est. Cost $53.07 Unrealized
PATTERN ENERGY GROUP INC 0.1%
Value ($000) $749 Shares 27,800 Est. Cost $26.94 Unrealized
WRB BERKLEY W R CORP 0.1%
Value ($000) $737 Shares 10,200 Est. Cost $21.37 Unrealized +27.0%
LOW LOWES COS INC 0.1%
Value ($000) $737 Shares 6,700 Est. Cost $88.06 Unrealized +6.8%
MGY MAGNOLIA OIL & GAS CORP 0.1%
Value ($000) $720 Shares 64,900 Est. Cost $12.25 Unrealized -12.4%
SON SONOCO PRODS CO 0.1%
Value ($000) $716 Shares 12,300 Est. Cost $41.50 Unrealized +14.5%
ALK ALASKA AIR GROUP INC 0.1%
Value ($000) $711 Shares 10,953 Est. Cost $61.27 Unrealized +1.4%
AVA AVISTA CORP 0.1%
Value ($000) $702 Shares 14,500 Est. Cost $30.30 Unrealized +15.1%
AMCOR PLC 0.1%
Value ($000) $701 Shares 71,910 Est. Cost $8.56 Unrealized -7.9%
BKE BUCKLE INC 0.1%
Value ($000) $700 Shares 34,000 Est. Cost $9.69 Unrealized 0.0%
ACCO ACCO BRANDS CORP 0.1%
Value ($000) $683 Shares 69,200 Est. Cost $6.40 Unrealized +2.2%
U S SILICA HLDGS INC 0.1%
Value ($000) $676 Shares 70,662 Est. Cost $9.68 Unrealized
ARCH COAL INC 0.1%
Value ($000) $668 Shares 9,000 Est. Cost $77.46 Unrealized
SIX FLAGS ENTMT CORP NEW 0.1%
Value ($000) $665 Shares 13,100 Est. Cost $49.68 Unrealized
CQP CHENIERE ENERGY PARTNERS LP 0.1%
Value ($000) $646 Shares 14,200 Est. Cost $42.47 Unrealized
SBS COMPANHIA DE SANEAMENTO BASI 0.1%
Value ($000) $639 Shares 53,775 Est. Cost $10.58 Unrealized
AWK AMERICAN WTR WKS CO INC NEW 0.1%
Value ($000) $634 Shares 5,100 Est. Cost $74.01 Unrealized +44.6%
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $620 Shares 33,950 Est. Cost $12.40 Unrealized +3.6%
EXR EXTRA SPACE STORAGE INC 0.1%
Value ($000) $607 Shares 5,200 Est. Cost $74.18 Unrealized +22.4%
RIO RIO TINTO PLC 0.1%
Value ($000) $604 Shares 11,600 Est. Cost $62.34 Unrealized
THG HANOVER INS GROUP INC 0.1%
Value ($000) $596 Shares 4,400 Est. Cost $110.97 Unrealized 0.0%
GPRE GREEN PLAINS INC 0.1%
Value ($000) $595 Shares 56,200 Est. Cost $9.56 Unrealized 0.0%
OZK BANK OZK 0.1%
Value ($000) $594 Shares 21,800 Est. Cost $21.87 Unrealized 0.0%
CLF CLEVELAND CLIFFS INC 0.1%
Value ($000) $588 Shares 81,500 Est. Cost $9.47 Unrealized -8.5%
TGNA TEGNA INC 0.1%
Value ($000) $584 Shares 37,586 Est. Cost $14.27 Unrealized +5.9%
FAF FIRST AMERN FINL CORP 0.1%
Value ($000) $561 Shares 9,500 Est. Cost $36.40 Unrealized +26.5%
VLY VALLEY NATL BANCORP 0.1%
Value ($000) $557 Shares 51,261 Est. Cost $10.70 Unrealized 0.0%
GEL GENESIS ENERGY L P 0.1%
Value ($000) $552 Shares 25,700 Est. Cost $23.04 Unrealized
M D C HLDGS INC 0.1%
Value ($000) $552 Shares 12,800 Est. Cost $43.13 Unrealized
WADDELL & REED FINL INC 0.1%
Value ($000) $541 Shares 31,500 Est. Cost $17.17 Unrealized
TLK P T TELEKOMUNIKASI INDONESIA 0.1%
Value ($000) $530 Shares 17,600 Est. Cost $26.23 Unrealized
VAC MARRIOTT VACTINS WORLDWID CO 0.1%
Value ($000) $518 Shares 5,000 Est. Cost $98.36 Unrealized 0.0%
LPX LOUISIANA PAC CORP 0.1%
Value ($000) $516 Shares 21,000 Est. Cost $24.43 Unrealized +0.8%
BKU BANKUNITED INC 0.1%
Value ($000) $487 Shares 14,500 Est. Cost $26.83 Unrealized -1.9%
TKR TIMKEN CO 0.1%
Value ($000) $479 Shares 11,000 Est. Cost $46.80 Unrealized -5.6%
MEREDITH CORP 0.1%
Value ($000) $466 Shares 12,700 Est. Cost $44.28 Unrealized
SCHNITZER STL INDS 0.1%
Value ($000) $465 Shares 22,500 Est. Cost $20.67 Unrealized
WOR WORTHINGTON INDS INC 0.1%
Value ($000) $458 Shares 12,700 Est. Cost $23.46 Unrealized -1.2%
CNA CNA FINL CORP 0.1%
Value ($000) $446 Shares 9,050 Est. Cost $30.38 Unrealized 0.0%
BOH BANK HAWAII CORP 0.1%
Value ($000) $412 Shares 4,800 Est. Cost $59.25 Unrealized +7.7%
MATV SCHWEITZER-MAUDUIT INTL INC 0.1%
Value ($000) $412 Shares 11,000 Est. Cost $24.39 Unrealized +3.8%
INVESTORS BANCORP INC NEW 0.0%
Value ($000) $407 Shares 35,847 Est. Cost $11.35 Unrealized
SEMGROUP CORP 0.0%
Value ($000) $392 Shares 24,000 Est. Cost $16.33 Unrealized
PBA PEMBINA PIPELINE CORP 0.0%
Value ($000) $386 Shares 10,400 Est. Cost $25.12 Unrealized +3.0%
FTS FORTIS INC 0.0%
Value ($000) $381 Shares 9,000 Est. Cost $27.39 Unrealized +16.9%
KFRC KFORCE INC 0.0%
Value ($000) $378 Shares 10,000 Est. Cost $34.47 Unrealized 0.0%
CONSOLIDATED COMM HLDGS INC 0.0%
Value ($000) $377 Shares 79,100 Est. Cost $5.96 Unrealized
AIRCASTLE LTD 0.0%
Value ($000) $368 Shares 16,400 Est. Cost $20.62 Unrealized
PNR PENTAIR PLC 0.0%
Value ($000) $363 Shares 9,600 Est. Cost $33.98 Unrealized 0.0%
SOUTH ST CORP 0.0%
Value ($000) $361 Shares 4,800 Est. Cost $75.21 Unrealized
TUPPERWARE BRANDS CORP 0.0%
Value ($000) $348 Shares 21,900 Est. Cost $21.86 Unrealized
TEEKAY CORPORATION 0.0%
Value ($000) $330 Shares 82,538 Est. Cost $3.86 Unrealized
TEO TELECOM ARGENTINA S A 0.0%
Value ($000) $324 Shares 32,411 Est. Cost $17.66 Unrealized
NJR NEW JERSEY RES 0.0%
Value ($000) $323 Shares 7,150 Est. Cost $33.32 Unrealized +11.1%
TCF FINANCIAL CORPORATION NE 0.0%
Value ($000) $320 Shares 8,400 Est. Cost $38.10 Unrealized
KMT KENNAMETAL INC 0.0%
Value ($000) $320 Shares 10,400 Est. Cost $29.34 Unrealized -10.2%
TXNM PNM RES INC 0.0%
Value ($000) $315 Shares 6,050 Est. Cost $41.63 Unrealized +21.3%
MAXAR TECHNOLOGIES INC 0.0%
Value ($000) $315 Shares 41,500 Est. Cost $4.02 Unrealized
CPF CENTRAL PAC FINL CORP 0.0%
Value ($000) $312 Shares 11,000 Est. Cost $20.82 Unrealized +4.3%
ALLETE INC 0.0%
Value ($000) $302 Shares 3,450 Est. Cost $87.54 Unrealized
SR SPIRE INC 0.0%
Value ($000) $292 Shares 3,350 Est. Cost $87.16 Unrealized
ENLINK MIDSTREAM LLC 0.0%
Value ($000) $289 Shares 34,000 Est. Cost $10.45 Unrealized
ATLANTICA YIELD PLC 0.0%
Value ($000) $270 Shares 11,200 Est. Cost $19.46 Unrealized
TARO PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $264 Shares 3,495 Est. Cost $95.27 Unrealized
TU TELUS CORP 0.0%
Value ($000) $260 Shares 7,300 Est. Cost $17.85 Unrealized +2.0%
UBSI UNITED BANKSHARES INC WEST V 0.0%
Value ($000) $258 Shares 6,800 Est. Cost $36.37 Unrealized +1.9%
TPG SPECIALTY LENDING INC 0.0%
Value ($000) $254 Shares 12,100 Est. Cost $19.98 Unrealized
FHI FEDERATED INVS INC PA 0.0%
Value ($000) $253 Shares 7,800 Est. Cost $20.37 Unrealized +20.3%
BBVA BANCO FRANCES S A 0.0%
Value ($000) $251 Shares 58,000 Est. Cost $4.33 Unrealized
CEPU CENTRAL PUERTO S A 0.0%
Value ($000) $250 Shares 84,600 Est. Cost $9.45 Unrealized
TFSL TFS FINL CORP 0.0%
Value ($000) $245 Shares 13,600 Est. Cost $9.56 Unrealized +16.2%
KLIC KULICKE & SOFFA INDS INC 0.0%
Value ($000) $244 Shares 10,400 Est. Cost $19.70 Unrealized 0.0%
CHINA LIFE INS CO LTD 0.0%
Value ($000) $241 Shares 20,900 Est. Cost $12.43 Unrealized
VEON LTD 0.0%
Value ($000) $240 Shares 100,000 Est. Cost $2.40 Unrealized
LIONS GATE ENTMNT CORP 0.0%
Value ($000) $230 Shares 26,300 Est. Cost $12.63 Unrealized
FRME FIRST MERCHANTS CORP 0.0%
Value ($000) $230 Shares 6,100 Est. Cost $29.96 Unrealized 0.0%
DHT DHT HOLDINGS INC 0.0%
Value ($000) $229 Shares 37,200 Est. Cost $3.37 Unrealized 0.0%
CWEN/A CLEARWAY ENERGY INC 0.0%
Value ($000) $227 Shares 13,100 Est. Cost $10.16 Unrealized +18.2%
OTTR OTTER TAIL CORP 0.0%
Value ($000) $220 Shares 4,100 Est. Cost $43.78 Unrealized 0.0%
FRONTLINE LTD 0.0%
Value ($000) $214 Shares 23,550 Est. Cost $8.57 Unrealized
HNI HNI CORP 0.0%
Value ($000) $209 Shares 5,900 Est. Cost $33.17 Unrealized 0.0%
HESS MIDSTREAM PARTNERS LP 0.0%
Value ($000) $208 Shares 10,788 Est. Cost $19.28 Unrealized
CAPITAL PRODUCT PARTNERS L P 0.0%
Value ($000) $174 Shares 16,247 Est. Cost $10.58 Unrealized
NABORS INDUSTRIES LTD 0.0%
Value ($000) $171 Shares 91,592 Est. Cost $1.87 Unrealized
NATIONAL CINEMEDIA INC 0.0%
Value ($000) $171 Shares 20,800 Est. Cost $8.22 Unrealized
VECTOR GROUP LTD 0.0%
Value ($000) $156 Shares 13,100 Est. Cost $11.91 Unrealized
SPOK SPOK HLDGS INC 0.0%
Value ($000) $155 Shares 13,000 Est. Cost $12.92 Unrealized 0.0%
FALCON MINERALS CORP 0.0%
Value ($000) $138 Shares 24,066 Est. Cost $7.03 Unrealized
RYAM RAYONIER ADVANCED MATLS INC 0.0%
Value ($000) $136 Shares 31,467 Est. Cost $4.27 Unrealized 0.0%
NAT NORDIC AMERICAN TANKERS LIMI 0.0%
Value ($000) $134 Shares 62,096 Est. Cost $2.17 Unrealized -6.9%
TRUSTCO BK CORP N Y 0.0%
Value ($000) $129 Shares 15,850 Est. Cost $8.14 Unrealized
GANNETT CO INC 0.0%
Value ($000) $121 Shares 11,300 Est. Cost $10.41 Unrealized
BP PRUDHOE BAY RTY TR 0.0%
Value ($000) $120 Shares 13,100 Est. Cost $15.50 Unrealized
ARCO ARCOS DORADOS HOLDINGS INC 0.0%
Value ($000) $111 Shares 16,500 Est. Cost $6.11 Unrealized +5.7%
INTREXON CORP 0.0%
Value ($000) $86 Shares 15,000 Est. Cost $7.67 Unrealized
CIG COMPANHIA ENERGETICA DE MINA 0.0%
Value ($000) $80 Shares 23,600 Est. Cost $3.57 Unrealized
PSEC PROSPECT CAPITAL CORPORATION 0.0%
Value ($000) $67 Shares 10,200 Est. Cost $2.89 Unrealized +2.4%
TAIT TAITRON COMPONENTS INC 0.0%
Value ($000) $52 Shares 18,500 Est. Cost $3.67 Unrealized -19.4%
JUST ENERGY GROUP INC 0.0%
Value ($000) $25 Shares 10,700 Est. Cost $4.30 Unrealized
CEMTREX INC 0.0%
Value ($000) $0 Shares 30,000 Est. Cost $0.53 Unrealized