SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

CIK: 0001446179 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $763,787 (100.0% shares, 0.0% debt)

Holdings (310)

JNJ JOHNSON & JOHNSON 5.7%
Value ($000) $43,641 Shares 299,175 Est. Cost $114.14 Unrealized -0.0%
AAPL APPLE INC 4.2%
Value ($000) $32,302 Shares 110,000 Est. Cost $40.43 Unrealized +53.4%
TSN TYSON FOODS INC 1.9%
Value ($000) $14,184 Shares 155,800 Est. Cost $50.94 Unrealized +41.0%
COF CAPITAL ONE FINL CORP 1.7%
Value ($000) $13,162 Shares 127,900 Est. Cost $72.22 Unrealized +20.2%
MPC MARATHON PETE CORP 1.7%
Value ($000) $12,984 Shares 215,500 Est. Cost $45.62 Unrealized +13.2%
PSX PHILLIPS 66 1.7%
Value ($000) $12,901 Shares 115,800 Est. Cost $73.53 Unrealized +18.8%
MDT MEDTRONIC PLC 1.6%
Value ($000) $12,525 Shares 110,400 Est. Cost $75.39 Unrealized +22.8%
CAG CONAGRA BRANDS INC 1.2%
Value ($000) $9,498 Shares 277,398 Est. Cost $17.77 Unrealized +26.4%
ETN EATON CORP PLC 1.2%
Value ($000) $9,264 Shares 97,800 Est. Cost $66.36 Unrealized +20.1%
SYY SYSCO CORP 1.2%
Value ($000) $9,255 Shares 108,200 Est. Cost $54.12 Unrealized +26.6%
T AT&T INC 1.1%
Value ($000) $8,531 Shares 218,300 Est. Cost $17.55 Unrealized +7.5%
HD HOME DEPOT INC 1.1%
Value ($000) $8,429 Shares 38,598 Est. Cost $153.40 Unrealized +27.1%
VZ VERIZON COMMUNICATIONS INC 1.1%
Value ($000) $8,142 Shares 132,600 Est. Cost $41.90 Unrealized +2.1%
TD AMERITRADE HLDG CORP 1.0%
Value ($000) $7,681 Shares 154,554 Est. Cost $49.70 Unrealized
AEP AMERICAN ELEC PWR CO INC 1.0%
Value ($000) $7,410 Shares 78,400 Est. Cost $62.45 Unrealized +18.9%
AXA EQUITABLE HLDGS INC 1.0%
Value ($000) $7,378 Shares 297,748 Est. Cost $19.11 Unrealized
ED CONSOLIDATED EDISON INC 0.9%
Value ($000) $7,093 Shares 78,400 Est. Cost $62.39 Unrealized +15.0%
CL COLGATE PALMOLIVE CO 0.9%
Value ($000) $7,029 Shares 102,100 Est. Cost $59.11 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.9%
Value ($000) $7,011 Shares 43,919 Est. Cost $101.36 Unrealized +18.6%
DGX QUEST DIAGNOSTICS INC 0.9%
Value ($000) $6,984 Shares 65,400 Est. Cost $78.83 Unrealized +17.3%
GIS GENERAL MLS INC 0.9%
Value ($000) $6,888 Shares 128,600 Est. Cost $43.01 Unrealized -0.5%
CLX CLOROX CO DEL 0.9%
Value ($000) $6,756 Shares 44,000 Est. Cost $127.25 Unrealized -2.1%
BBY BEST BUY INC 0.9%
Value ($000) $6,708 Shares 76,400 Est. Cost $54.19 Unrealized +10.5%
CE CELANESE CORP DEL 0.9%
Value ($000) $6,612 Shares 53,700 Est. Cost $86.22 Unrealized +27.3%
DUK DUKE ENERGY CORP NEW 0.8%
Value ($000) $6,339 Shares 69,500 Est. Cost $66.91 Unrealized +7.3%
KO COCA COLA CO 0.8%
Value ($000) $6,199 Shares 111,991 Est. Cost $41.89 Unrealized +6.3%
NEM NEWMONT GOLDCORP CORPORATION 0.8%
Value ($000) $6,196 Shares 142,600 Est. Cost $32.71 Unrealized 0.0%
SRE SEMPRA ENERGY 0.8%
Value ($000) $6,074 Shares 40,100 Est. Cost $59.00 Unrealized +1.6%
LAM RESEARCH CORP 0.8%
Value ($000) $6,053 Shares 20,700 Est. Cost $216.48 Unrealized
COR AMERISOURCEBERGEN CORP 0.8%
Value ($000) $6,019 Shares 70,800 Est. Cost $63.10 Unrealized +12.8%
GNTX GENTEX CORP 0.8%
Value ($000) $5,909 Shares 203,906 Est. Cost $20.96 Unrealized +34.3%
WEC WEC ENERGY GROUP INC 0.8%
Value ($000) $5,875 Shares 63,700 Est. Cost $58.94 Unrealized +27.0%
FE FIRSTENERGY CORP 0.8%
Value ($000) $5,871 Shares 120,800 Est. Cost $36.54 Unrealized +1.4%
EXC EXELON CORP 0.7%
Value ($000) $5,671 Shares 124,400 Est. Cost $26.02 Unrealized 0.0%
CYPRESS SEMICONDUCTOR CORP 0.7%
Value ($000) $5,544 Shares 237,647 Est. Cost $14.92 Unrealized
MCD MCDONALDS CORP 0.7%
Value ($000) $5,533 Shares 28,000 Est. Cost $152.96 Unrealized +12.4%
KELLOGG CO 0.7%
Value ($000) $5,381 Shares 77,800 Est. Cost $45.78 Unrealized +6.1%
BAC BANK AMER CORP 0.7%
Value ($000) $5,158 Shares 146,462 Est. Cost $24.54 Unrealized +13.2%
WMB WILLIAMS COS INC DEL 0.7%
Value ($000) $5,097 Shares 214,900 Est. Cost $18.85 Unrealized -13.7%
CMS CMS ENERGY CORP 0.6%
Value ($000) $4,818 Shares 76,674 Est. Cost $42.03 Unrealized +23.7%
APACHE CORP 0.6%
Value ($000) $4,782 Shares 186,877 Est. Cost $25.60 Unrealized
SJM SMUCKER J M CO 0.6%
Value ($000) $4,728 Shares 45,400 Est. Cost $88.40 Unrealized -2.0%
AMGN AMGEN INC 0.6%
Value ($000) $4,725 Shares 19,600 Est. Cost $172.56 Unrealized +5.9%
MET METLIFE INC 0.6%
Value ($000) $4,623 Shares 90,700 Est. Cost $35.04 Unrealized +12.3%
CF CF INDS HLDGS INC 0.6%
Value ($000) $4,540 Shares 95,100 Est. Cost $35.93 Unrealized +12.1%
MATCH GROUP INC 0.6%
Value ($000) $4,508 Shares 54,900 Est. Cost $62.92 Unrealized
NOBLE ENERGY INC 0.6%
Value ($000) $4,484 Shares 180,500 Est. Cost $22.62 Unrealized
BKR BAKER HUGHES COMPANY 0.6%
Value ($000) $4,478 Shares 174,700 Est. Cost $19.13 Unrealized 0.0%
TGT TARGET CORP 0.6%
Value ($000) $4,475 Shares 34,900 Est. Cost $80.59 Unrealized +23.9%
NI NISOURCE INC 0.6%
Value ($000) $4,458 Shares 160,126 Est. Cost $21.49 Unrealized +3.9%
DTE DTE ENERGY CO 0.6%
Value ($000) $4,390 Shares 33,800 Est. Cost $78.85 Unrealized +10.9%
WHR WHIRLPOOL CORP 0.6%
Value ($000) $4,367 Shares 29,600 Est. Cost $138.58 Unrealized +9.0%
VLO VALERO ENERGY CORP NEW 0.6%
Value ($000) $4,355 Shares 46,500 Est. Cost $73.62 Unrealized 0.0%
SYF SYNCHRONY FINL 0.6%
Value ($000) $4,282 Shares 118,900 Est. Cost $23.67 Unrealized +29.8%
SO SOUTHERN CO 0.6%
Value ($000) $4,274 Shares 67,100 Est. Cost $37.42 Unrealized +30.7%
RSG REPUBLIC SVCS INC 0.5%
Value ($000) $4,195 Shares 46,800 Est. Cost $67.24 Unrealized +19.0%
OMC OMNICOM GROUP INC 0.5%
Value ($000) $4,173 Shares 51,500 Est. Cost $60.98 Unrealized +2.5%
PG PROCTER & GAMBLE CO 0.5%
Value ($000) $4,059 Shares 32,500 Est. Cost $82.07 Unrealized +28.2%
HRB BLOCK H & R INC 0.5%
Value ($000) $3,924 Shares 167,100 Est. Cost $20.24 Unrealized -6.6%
HON HONEYWELL INTL INC 0.5%
Value ($000) $3,859 Shares 21,800 Est. Cost $121.16 Unrealized +18.8%
JCI JOHNSON CTLS INTL PLC 0.5%
Value ($000) $3,843 Shares 94,400 Est. Cost $35.92 Unrealized +3.3%
ETR ENTERGY CORP NEW 0.5%
Value ($000) $3,810 Shares 31,800 Est. Cost $33.89 Unrealized +39.2%
DXC DXC TECHNOLOGY CO 0.5%
Value ($000) $3,770 Shares 100,300 Est. Cost $35.84 Unrealized -11.1%
KDP KEURIG DR PEPPER INC 0.5%
Value ($000) $3,761 Shares 129,900 Est. Cost $22.37 Unrealized +10.3%
PEP PEPSICO INC 0.5%
Value ($000) $3,717 Shares 27,200 Est. Cost $92.45 Unrealized +22.0%
C CITIGROUP INC 0.5%
Value ($000) $3,699 Shares 46,300 Est. Cost $50.45 Unrealized +17.5%
D DOMINION ENERGY INC 0.5%
Value ($000) $3,686 Shares 44,507 Est. Cost $54.01 Unrealized +15.6%
NORDSTROM INC 0.5%
Value ($000) $3,684 Shares 90,011 Est. Cost $34.17 Unrealized
RS RELIANCE STEEL & ALUMINUM CO 0.5%
Value ($000) $3,637 Shares 30,371 Est. Cost $88.58 Unrealized +27.8%
NVO NOVO-NORDISK A S 0.5%
Value ($000) $3,548 Shares 61,300 Est. Cost $52.06 Unrealized
FCX FREEPORT-MCMORAN INC 0.4%
Value ($000) $3,365 Shares 256,500 Est. Cost $10.33 Unrealized -0.9%
MUR MURPHY OIL CORP 0.4%
Value ($000) $3,347 Shares 124,900 Est. Cost $18.52 Unrealized -0.6%
FBIN FORTUNE BRANDS HOME & SEC IN 0.4%
Value ($000) $3,326 Shares 50,900 Est. Cost $34.57 Unrealized +38.7%
DRI DARDEN RESTAURANTS INC 0.4%
Value ($000) $3,292 Shares 30,200 Est. Cost $88.60 Unrealized +8.2%
ZION ZIONS BANCORPORATION N A 0.4%
Value ($000) $3,240 Shares 62,400 Est. Cost $43.36 Unrealized +12.0%
OKE ONEOK INC NEW 0.4%
Value ($000) $3,231 Shares 42,700 Est. Cost $47.17 Unrealized +1.1%
VFC V F CORP 0.4%
Value ($000) $3,189 Shares 32,000 Est. Cost $85.44 Unrealized +4.9%
DISCOVER FINL SVCS 0.4%
Value ($000) $3,096 Shares 36,500 Est. Cost $80.01 Unrealized
AZN ASTRAZENECA PLC 0.4%
Value ($000) $3,091 Shares 62,000 Est. Cost $40.00 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.4%
Value ($000) $3,069 Shares 18,000 Est. Cost $120.05 Unrealized +20.9%
NTAP NETAPP INC 0.4%
Value ($000) $2,982 Shares 47,900 Est. Cost $53.65 Unrealized -8.0%
COP CONOCOPHILLIPS 0.4%
Value ($000) $2,952 Shares 45,400 Est. Cost $47.74 Unrealized -1.2%
AQUA AMERICA INC 0.4%
Value ($000) $2,952 Shares 62,883 Est. Cost $36.43 Unrealized
MTB M & T BK CORP 0.4%
Value ($000) $2,852 Shares 16,800 Est. Cost $127.67 Unrealized +4.1%
LNT ALLIANT ENERGY CORP 0.4%
Value ($000) $2,845 Shares 52,000 Est. Cost $36.14 Unrealized +21.2%
SU SUNCOR ENERGY INC NEW 0.4%
Value ($000) $2,762 Shares 84,200 Est. Cost $24.76 Unrealized -1.1%
LYB LYONDELLBASELL INDUSTRIES N 0.4%
Value ($000) $2,749 Shares 29,100 Est. Cost $55.46 Unrealized +10.2%
IP INTL PAPER CO 0.4%
Value ($000) $2,735 Shares 59,400 Est. Cost $30.83 Unrealized +3.4%
LNC LINCOLN NATL CORP IND 0.4%
Value ($000) $2,697 Shares 45,700 Est. Cost $46.35 Unrealized -5.7%
HP HELMERICH & PAYNE INC 0.3%
Value ($000) $2,658 Shares 58,500 Est. Cost $55.04 Unrealized -27.1%
PGR PROGRESSIVE CORP OHIO 0.3%
Value ($000) $2,649 Shares 36,600 Est. Cost $59.30 Unrealized 0.0%
CFG CITIZENS FINL GROUP INC 0.3%
Value ($000) $2,644 Shares 65,100 Est. Cost $25.90 Unrealized +10.0%
AVY AVERY DENNISON CORP 0.3%
Value ($000) $2,643 Shares 20,200 Est. Cost $97.43 Unrealized +16.5%
HSY HERSHEY CO 0.3%
Value ($000) $2,587 Shares 17,600 Est. Cost $92.82 Unrealized +38.4%
SLB SCHLUMBERGER LTD 0.3%
Value ($000) $2,561 Shares 63,700 Est. Cost $30.72 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 0.3%
Value ($000) $2,535 Shares 18,511 Est. Cost $119.29 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.3%
Value ($000) $2,532 Shares 145,414 Est. Cost $14.36 Unrealized -8.9%
LLY LILLY ELI & CO 0.3%
Value ($000) $2,523 Shares 19,200 Est. Cost $107.55 Unrealized 0.0%
WYNDHAM DESTINATIONS INC 0.3%
Value ($000) $2,511 Shares 48,579 Est. Cost $39.35 Unrealized
CVX CHEVRON CORP NEW 0.3%
Value ($000) $2,507 Shares 20,800 Est. Cost $88.83 Unrealized +1.0%
WU WESTERN UN CO 0.3%
Value ($000) $2,483 Shares 92,726 Est. Cost $18.56 Unrealized
PH PARKER HANNIFIN CORP 0.3%
Value ($000) $2,480 Shares 12,050 Est. Cost $155.88 Unrealized +14.0%
CIT GROUP INC 0.3%
Value ($000) $2,450 Shares 53,700 Est. Cost $46.35 Unrealized
XRX XEROX HOLDINGS CORP 0.3%
Value ($000) $2,449 Shares 66,415 Est. Cost $31.33 Unrealized +11.6%
KMB KIMBERLY CLARK CORP 0.3%
Value ($000) $2,448 Shares 17,800 Est. Cost $86.46 Unrealized +25.8%
TRP TC ENERGY CORP 0.3%
Value ($000) $2,426 Shares 45,500 Est. Cost $34.25 Unrealized +9.2%
BMY BRISTOL MYERS SQUIBB CO 0.3%
Value ($000) $2,375 Shares 37,000 Est. Cost $38.34 Unrealized +17.9%
ABBV ABBVIE INC 0.3%
Value ($000) $2,324 Shares 26,250 Est. Cost $60.99 Unrealized +6.0%
WPP WPP PLC NEW 0.3%
Value ($000) $2,320 Shares 33,000 Est. Cost $52.80 Unrealized
CVI CVR ENERGY INC 0.3%
Value ($000) $2,212 Shares 54,700 Est. Cost $20.85 Unrealized +27.7%
GGAL GRUPO FINANCIERO GALICIA S A 0.3%
Value ($000) $2,206 Shares 135,908 Est. Cost $13.00 Unrealized
DOV DOVER CORP 0.3%
Value ($000) $2,190 Shares 19,000 Est. Cost $76.96 Unrealized +27.8%
CRI CARTERS INC 0.3%
Value ($000) $2,165 Shares 19,800 Est. Cost $78.99 Unrealized +5.1%
AES AES CORP 0.3%
Value ($000) $2,101 Shares 105,600 Est. Cost $9.96 Unrealized +44.2%
PAG PENSKE AUTOMOTIVE GRP INC 0.3%
Value ($000) $2,094 Shares 41,700 Est. Cost $44.30 Unrealized +11.6%
THG HANOVER INS GROUP INC 0.3%
Value ($000) $2,036 Shares 14,900 Est. Cost $113.55 Unrealized +1.0%
GUESS INC 0.3%
Value ($000) $2,031 Shares 90,739 Est. Cost $18.03 Unrealized
PBF PBF ENERGY INC 0.3%
Value ($000) $2,014 Shares 64,200 Est. Cost $30.77 Unrealized 0.0%
APOLLO GLOBAL MGMT INC 0.3%
Value ($000) $2,004 Shares 42,000 Est. Cost $37.97 Unrealized
MDU MDU RES GROUP INC 0.3%
Value ($000) $1,994 Shares 67,100 Est. Cost $7.98 Unrealized +13.9%
TPR TAPESTRY INC 0.3%
Value ($000) $1,965 Shares 72,853 Est. Cost $22.41 Unrealized +0.4%
ALLY ALLY FINL INC 0.3%
Value ($000) $1,950 Shares 63,800 Est. Cost $21.27 Unrealized +20.0%
CCEP COCA COLA EUROPEAN PARTNERS 0.2%
Value ($000) $1,883 Shares 37,000 Est. Cost $44.96 Unrealized -2.3%
RPM RPM INTL INC 0.2%
Value ($000) $1,873 Shares 24,400 Est. Cost $64.42 Unrealized +12.6%
NDAQ NASDAQ INC 0.2%
Value ($000) $1,864 Shares 17,400 Est. Cost $25.70 Unrealized +21.4%
ARCC ARES CAP CORP 0.2%
Value ($000) $1,846 Shares 99,000 Est. Cost $8.68 Unrealized +18.8%
BUD ANHEUSER BUSCH INBEV SA/NV 0.2%
Value ($000) $1,805 Shares 22,000 Est. Cost $95.15 Unrealized
LDOS LEIDOS HLDGS INC 0.2%
Value ($000) $1,772 Shares 18,100 Est. Cost $54.86 Unrealized +47.9%
RAYTHEON CO 0.2%
Value ($000) $1,714 Shares 7,800 Est. Cost $173.87 Unrealized
DK DELEK US HLDGS INC NEW 0.2%
Value ($000) $1,703 Shares 50,800 Est. Cost $29.47 Unrealized -0.9%
EAT BRINKER INTL INC 0.2%
Value ($000) $1,642 Shares 39,100 Est. Cost $39.04 Unrealized +8.5%
SNN SMITH & NEPHEW PLC 0.2%
Value ($000) $1,630 Shares 33,900 Est. Cost $43.54 Unrealized
BMA BANCO MACRO SA 0.2%
Value ($000) $1,624 Shares 44,800 Est. Cost $26.02 Unrealized
CRH PLC 0.2%
Value ($000) $1,617 Shares 40,100 Est. Cost $29.79 Unrealized
DAL DELTA AIR LINES INC DEL 0.2%
Value ($000) $1,612 Shares 27,572 Est. Cost $55.57 Unrealized -2.7%
PAYX PAYCHEX INC 0.2%
Value ($000) $1,574 Shares 18,500 Est. Cost $70.68 Unrealized 0.0%
SYNOVUS FINL CORP 0.2%
Value ($000) $1,564 Shares 39,900 Est. Cost $35.76 Unrealized
ROK ROCKWELL AUTOMATION INC 0.2%
Value ($000) $1,561 Shares 7,700 Est. Cost $141.36 Unrealized +17.7%
TRIP TRIPADVISOR INC 0.2%
Value ($000) $1,549 Shares 51,000 Est. Cost $31.40 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 0.2%
Value ($000) $1,538 Shares 70,600 Est. Cost $22.27 Unrealized +2.4%
BKH BLACK HILLS CORP 0.2%
Value ($000) $1,508 Shares 19,200 Est. Cost $56.57 Unrealized +6.3%
ITUB ITAU UNIBANCO HLDG SA 0.2%
Value ($000) $1,461 Shares 159,700 Est. Cost $9.15 Unrealized
IAA INC 0.2%
Value ($000) $1,459 Shares 31,000 Est. Cost $38.77 Unrealized
NEW YORK CMNTY BANCORP INC 0.2%
Value ($000) $1,432 Shares 119,170 Est. Cost $12.02 Unrealized
MTN VAIL RESORTS INC 0.2%
Value ($000) $1,415 Shares 5,900 Est. Cost $236.65 Unrealized 0.0%
SABR SABRE CORP 0.2%
Value ($000) $1,414 Shares 63,000 Est. Cost $23.07 Unrealized -3.9%
WEN WENDYS CO 0.2%
Value ($000) $1,412 Shares 63,570 Est. Cost $17.37 Unrealized +22.1%
POR PORTLAND GEN ELEC CO 0.2%
Value ($000) $1,411 Shares 25,300 Est. Cost $43.12 Unrealized +0.7%
COSAN LTD 0.2%
Value ($000) $1,382 Shares 60,500 Est. Cost $13.37 Unrealized
MAN MANPOWERGROUP INC 0.2%
Value ($000) $1,379 Shares 14,200 Est. Cost $88.94 Unrealized +2.9%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $1,377 Shares 21,197 Est. Cost $51.54 Unrealized -0.5%
SEASPAN CORP 0.2%
Value ($000) $1,365 Shares 96,091 Est. Cost $8.58 Unrealized
DOX AMDOCS LTD 0.2%
Value ($000) $1,364 Shares 18,900 Est. Cost $48.68 Unrealized +22.9%
ORI OLD REP INTL CORP 0.2%
Value ($000) $1,358 Shares 60,700 Est. Cost $13.45 Unrealized +2.9%
SMG SCOTTS MIRACLE GRO CO 0.2%
Value ($000) $1,338 Shares 12,600 Est. Cost $82.55 Unrealized -1.8%
MOBILE TELESYSTEMS PJSC 0.2%
Value ($000) $1,306 Shares 128,689 Est. Cost $8.47 Unrealized
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $1,234 Shares 16,800 Est. Cost $30.70 Unrealized 0.0%
CINF CINCINNATI FINL CORP 0.2%
Value ($000) $1,209 Shares 11,500 Est. Cost $62.08 Unrealized +49.9%
CPB CAMPBELL SOUP CO 0.2%
Value ($000) $1,206 Shares 24,400 Est. Cost $38.78 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 0.2%
Value ($000) $1,200 Shares 18,900 Est. Cost $36.35 Unrealized +11.9%
GRMN GARMIN LTD 0.2%
Value ($000) $1,171 Shares 12,000 Est. Cost $61.84 Unrealized +31.2%
JACK JACK IN THE BOX INC 0.2%
Value ($000) $1,147 Shares 14,700 Est. Cost $82.80 Unrealized 0.0%
PHILLIPS 66 PARTNERS LP 0.1%
Value ($000) $1,122 Shares 18,200 Est. Cost $55.33 Unrealized
EVR EVERCORE INC 0.1%
Value ($000) $1,069 Shares 14,300 Est. Cost $71.19 Unrealized -6.3%
OZK BANK OZK 0.1%
Value ($000) $1,068 Shares 35,000 Est. Cost $22.41 Unrealized +3.9%
VVV VALVOLINE INC 0.1%
Value ($000) $1,061 Shares 49,539 Est. Cost $19.21 Unrealized +14.8%
HOG HARLEY DAVIDSON INC 0.1%
Value ($000) $1,052 Shares 28,300 Est. Cost $36.43 Unrealized +2.2%
EMN EASTMAN CHEMICAL CO 0.1%
Value ($000) $1,046 Shares 13,200 Est. Cost $57.16 Unrealized +7.7%
SXT SENSIENT TECHNOLOGIES CORP 0.1%
Value ($000) $1,044 Shares 15,800 Est. Cost $62.98 Unrealized +1.7%
DBI DESIGNER BRANDS INC 0.1%
Value ($000) $1,031 Shares 65,500 Est. Cost $14.50 Unrealized -0.9%
FLO FLOWERS FOODS INC 0.1%
Value ($000) $1,026 Shares 47,200 Est. Cost $16.86 Unrealized 0.0%
SHELL MIDSTREAM PARTNERS L P 0.1%
Value ($000) $990 Shares 49,000 Est. Cost $20.53 Unrealized
DLX DELUXE CORP 0.1%
Value ($000) $973 Shares 19,500 Est. Cost $32.11 Unrealized +12.1%
RELX RELX PLC 0.1%
Value ($000) $960 Shares 37,986 Est. Cost $21.81 Unrealized
KEY KEYCORP NEW 0.1%
Value ($000) $953 Shares 47,100 Est. Cost $12.47 Unrealized +12.1%
KMI KINDER MORGAN INC DEL 0.1%
Value ($000) $944 Shares 44,577 Est. Cost $13.16 Unrealized +6.7%
TC PIPELINES LP 0.1%
Value ($000) $935 Shares 22,100 Est. Cost $38.93 Unrealized
GRFS GRIFOLS S A 0.1%
Value ($000) $932 Shares 40,036 Est. Cost $20.03 Unrealized
BGS B & G FOODS INC NEW 0.1%
Value ($000) $929 Shares 51,800 Est. Cost $9.63 Unrealized 0.0%
BKE BUCKLE INC 0.1%
Value ($000) $919 Shares 34,000 Est. Cost $9.69 Unrealized +25.4%
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $916 Shares 5,500 Est. Cost $109.91 Unrealized +26.9%
MAXAR TECHNOLOGIES INC 0.1%
Value ($000) $909 Shares 58,000 Est. Cost $7.34 Unrealized
DIN DINE BRANDS GLOBAL INC 0.1%
Value ($000) $902 Shares 10,800 Est. Cost $60.63 Unrealized 0.0%
EG EVEREST RE GROUP LTD 0.1%
Value ($000) $886 Shares 3,200 Est. Cost $210.21 Unrealized +10.4%
WESTROCK CO 0.1%
Value ($000) $884 Shares 20,600 Est. Cost $42.91 Unrealized
GPRE GREEN PLAINS INC 0.1%
Value ($000) $867 Shares 56,200 Est. Cost $9.56 Unrealized +42.3%
LEA LEAR CORP 0.1%
Value ($000) $864 Shares 6,300 Est. Cost $109.43 Unrealized 0.0%
EWBC EAST WEST BANCORP INC 0.1%
Value ($000) $857 Shares 17,600 Est. Cost $38.32 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $844 Shares 56,000 Est. Cost $9.78 Unrealized +12.2%
WAFD WASHINGTON FED INC 0.1%
Value ($000) $828 Shares 22,600 Est. Cost $28.87 Unrealized +3.4%
VECTOR GROUP LTD 0.1%
Value ($000) $821 Shares 61,290 Est. Cost $13.08 Unrealized
FNF FIDELITY NATIONAL FINANCIAL 0.1%
Value ($000) $812 Shares 17,900 Est. Cost $33.65 Unrealized 0.0%
SBS COMPANHIA DE SANEAMENTO BASI 0.1%
Value ($000) $809 Shares 53,775 Est. Cost $10.58 Unrealized
BCE BCE INC 0.1%
Value ($000) $806 Shares 17,400 Est. Cost $27.51 Unrealized +15.3%
LOW LOWES COS INC 0.1%
Value ($000) $802 Shares 6,700 Est. Cost $88.06 Unrealized +16.2%
ENEL AMERICAS S A 0.1%
Value ($000) $798 Shares 72,642 Est. Cost $9.17 Unrealized
VLY VALLEY NATL BANCORP 0.1%
Value ($000) $789 Shares 68,941 Est. Cost $10.91 Unrealized +5.5%
AROC ARCHROCK INC 0.1%
Value ($000) $771 Shares 76,779 Est. Cost $6.85 Unrealized -5.2%
HOPE HOPE BANCORP INC 0.1%
Value ($000) $768 Shares 51,672 Est. Cost $14.19 Unrealized +2.3%
FHB FIRST HAWAIIAN INC 0.1%
Value ($000) $762 Shares 26,396 Est. Cost $18.12 Unrealized +16.8%
AVANGRID INC 0.1%
Value ($000) $750 Shares 14,656 Est. Cost $50.30 Unrealized
PATTERN ENERGY GROUP INC 0.1%
Value ($000) $744 Shares 27,800 Est. Cost $26.94 Unrealized
ABEV AMBEV SA 0.1%
Value ($000) $743 Shares 159,400 Est. Cost $4.66 Unrealized
KTB KONTOOR BRANDS INC 0.1%
Value ($000) $735 Shares 17,500 Est. Cost $37.76 Unrealized 0.0%
ENLINK MIDSTREAM LLC 0.1%
Value ($000) $714 Shares 116,400 Est. Cost $7.39 Unrealized
WRB BERKLEY W R CORP 0.1%
Value ($000) $705 Shares 10,200 Est. Cost $21.37 Unrealized +26.3%
PATTERSON COMPANIES INC 0.1%
Value ($000) $702 Shares 34,300 Est. Cost $19.88 Unrealized
MLKN MILLER HERMAN INC 0.1%
Value ($000) $700 Shares 16,800 Est. Cost $30.56 Unrealized +28.4%
AVA AVISTA CORP 0.1%
Value ($000) $697 Shares 14,500 Est. Cost $30.30 Unrealized +19.0%
RIO RIO TINTO PLC 0.1%
Value ($000) $689 Shares 11,600 Est. Cost $62.34 Unrealized
JUNIPER NETWORKS INC 0.1%
Value ($000) $682 Shares 27,700 Est. Cost $24.62 Unrealized
CWEN CLEARWAY ENERGY INC 0.1%
Value ($000) $677 Shares 33,950 Est. Cost $12.40 Unrealized +14.6%
IDA IDACORP INC 0.1%
Value ($000) $668 Shares 6,250 Est. Cost $106.55 Unrealized +0.3%
FHN FIRST HORIZON NATL CORP 0.1%
Value ($000) $667 Shares 40,300 Est. Cost $12.79 Unrealized 0.0%
SANTANDER CONSUMER USA HDG I 0.1%
Value ($000) $657 Shares 28,126 Est. Cost $18.76 Unrealized
CPA COPA HOLDINGS SA 0.1%
Value ($000) $648 Shares 6,000 Est. Cost $67.72 Unrealized +29.3%
VAC MARRIOTT VACTINS WORLDWID CO 0.1%
Value ($000) $644 Shares 5,000 Est. Cost $98.36 Unrealized +19.0%
SOUTH ST CORP 0.1%
Value ($000) $633 Shares 7,300 Est. Cost $79.15 Unrealized
CC CHEMOURS CO 0.1%
Value ($000) $631 Shares 34,900 Est. Cost $18.15 Unrealized -28.4%
TGNA TEGNA INC 0.1%
Value ($000) $627 Shares 37,586 Est. Cost $14.27 Unrealized +9.1%
PETS PETMED EXPRESS INC 0.1%
Value ($000) $623 Shares 26,500 Est. Cost $22.40 Unrealized 0.0%
LPX LOUISIANA PAC CORP 0.1%
Value ($000) $623 Shares 21,000 Est. Cost $24.43 Unrealized +15.6%
CMA COMERICA INC 0.1%
Value ($000) $620 Shares 8,648 Est. Cost $50.64 Unrealized 0.0%
BTU PEABODY ENERGY CORP NEW 0.1%
Value ($000) $598 Shares 65,600 Est. Cost $11.01 Unrealized 0.0%
HILLENBRAND INC 0.1%
Value ($000) $587 Shares 17,637 Est. Cost $33.28 Unrealized
HANESBRANDS INC 0.1%
Value ($000) $578 Shares 38,900 Est. Cost $14.86 Unrealized
WADDELL & REED FINL INC 0.1%
Value ($000) $563 Shares 33,700 Est. Cost $17.14 Unrealized
DHT DHT HOLDINGS INC 0.1%
Value ($000) $557 Shares 67,300 Est. Cost $3.82 Unrealized +14.5%
WLY WILEY JOHN & SONS INC 0.1%
Value ($000) $551 Shares 11,359 Est. Cost $38.26 Unrealized -1.5%
EXR EXTRA SPACE STORAGE INC 0.1%
Value ($000) $549 Shares 5,200 Est. Cost $74.18 Unrealized +16.3%
EQUITRANS MIDSTREAM CORPORAT 0.1%
Value ($000) $545 Shares 40,800 Est. Cost $14.56 Unrealized
MEREDITH CORP 0.1%
Value ($000) $542 Shares 16,700 Est. Cost $41.45 Unrealized
INVESTORS BANCORP INC NEW 0.1%
Value ($000) $538 Shares 45,147 Est. Cost $11.47 Unrealized
PLCE CHILDRENS PL INC 0.1%
Value ($000) $531 Shares 8,487 Est. Cost $72.93 Unrealized 0.0%
AIRCASTLE LTD 0.1%
Value ($000) $525 Shares 16,400 Est. Cost $20.62 Unrealized
M D C HLDGS INC 0.1%
Value ($000) $519 Shares 13,600 Est. Cost $42.83 Unrealized
KLAC KLA CORPORATION 0.1%
Value ($000) $517 Shares 2,900 Est. Cost $97.14 Unrealized +60.3%
CLF CLEVELAND CLIFFS INC 0.1%
Value ($000) $502 Shares 59,800 Est. Cost $9.47 Unrealized -20.8%
DCP MIDSTREAM LP 0.1%
Value ($000) $500 Shares 20,400 Est. Cost $30.54 Unrealized
ACCO ACCO BRANDS CORP 0.1%
Value ($000) $479 Shares 51,200 Est. Cost $6.40 Unrealized +7.9%
FAF FIRST AMERN FINL CORP 0.1%
Value ($000) $478 Shares 8,200 Est. Cost $36.40 Unrealized +36.1%
TM TOYOTA MOTOR CORP 0.1%
Value ($000) $478 Shares 3,400 Est. Cost $140.59 Unrealized
BOH BANK HAWAII CORP 0.1%
Value ($000) $476 Shares 5,000 Est. Cost $59.64 Unrealized +15.4%
MATV SCHWEITZER-MAUDUIT INTL INC 0.1%
Value ($000) $462 Shares 11,000 Est. Cost $24.39 Unrealized +26.4%
JHG JANUS HENDERSON GROUP PLC 0.1%
Value ($000) $452 Shares 18,500 Est. Cost $23.01 Unrealized +3.5%
NAT NORDIC AMERICAN TANKERS LIMI 0.1%
Value ($000) $451 Shares 91,696 Est. Cost $2.70 Unrealized +41.3%
KMT KENNAMETAL INC 0.1%
Value ($000) $446 Shares 12,100 Est. Cost $29.13 Unrealized -4.4%
PNR PENTAIR PLC 0.1%
Value ($000) $440 Shares 9,600 Est. Cost $33.98 Unrealized +14.2%
DOMTAR CORP 0.1%
Value ($000) $436 Shares 11,400 Est. Cost $38.25 Unrealized
USB US BANCORP DEL 0.1%
Value ($000) $421 Shares 7,100 Est. Cost $38.28 Unrealized +15.8%
OFFICE DEPOT INC 0.1%
Value ($000) $412 Shares 150,200 Est. Cost $2.74 Unrealized
TEEKAY CORPORATION 0.1%
Value ($000) $411 Shares 77,238 Est. Cost $3.86 Unrealized
TLK P T TELEKOMUNIKASI INDONESIA 0.1%
Value ($000) $405 Shares 14,200 Est. Cost $26.23 Unrealized
KFRC KFORCE INC 0.1%
Value ($000) $397 Shares 10,000 Est. Cost $34.47 Unrealized +14.6%
TKR TIMKEN CO 0.1%
Value ($000) $394 Shares 7,000 Est. Cost $46.80 Unrealized +8.0%
TCF FINANCIAL CORPORATION NE 0.1%
Value ($000) $393 Shares 8,400 Est. Cost $38.10 Unrealized
XIFR NEXTERA ENERGY PARTNERS LP 0.1%
Value ($000) $390 Shares 7,400 Est. Cost $52.02 Unrealized 0.0%
FTS FORTIS INC 0.0%
Value ($000) $374 Shares 9,000 Est. Cost $27.39 Unrealized +18.2%
TOTAL S A 0.0%
Value ($000) $368 Shares 6,649 Est. Cost $55.35 Unrealized
FNB FNB CORP PA 0.0%
Value ($000) $361 Shares 28,400 Est. Cost $9.60 Unrealized 0.0%
U S SILICA HLDGS INC 0.0%
Value ($000) $354 Shares 57,500 Est. Cost $9.68 Unrealized
INFY INFOSYS LTD 0.0%
Value ($000) $353 Shares 34,200 Est. Cost $11.28 Unrealized
DUNKIN BRANDS GROUP INC 0.0%
Value ($000) $340 Shares 4,500 Est. Cost $75.56 Unrealized
CRESTWOOD EQUITY PARTNERS LP 0.0%
Value ($000) $339 Shares 11,000 Est. Cost $30.82 Unrealized
UCB UNITED CMNTY BKS BLAIRSVLE G 0.0%
Value ($000) $330 Shares 10,700 Est. Cost $30.21 Unrealized 0.0%
NABORS INDUSTRIES LTD 0.0%
Value ($000) $328 Shares 113,950 Est. Cost $2.07 Unrealized
BED BATH & BEYOND INC 0.0%
Value ($000) $324 Shares 18,700 Est. Cost $17.33 Unrealized
BBAR BANCO BBVA ARGENTINA SA 0.0%
Value ($000) $323 Shares 58,000 Est. Cost $5.57 Unrealized
FRONTLINE LTD 0.0%
Value ($000) $321 Shares 24,950 Est. Cost $8.81 Unrealized
UGI UGI CORP NEW 0.0%
Value ($000) $317 Shares 7,011 Est. Cost $51.27 Unrealized -10.7%
EXTENDED STAY AMER INC 0.0%
Value ($000) $299 Shares 20,100 Est. Cost $14.88 Unrealized
TX TERNIUM SA 0.0%
Value ($000) $297 Shares 13,500 Est. Cost $24.59 Unrealized
ATLANTICA YIELD PLC 0.0%
Value ($000) $296 Shares 11,200 Est. Cost $19.46 Unrealized
ANF ABERCROMBIE & FITCH CO 0.0%
Value ($000) $290 Shares 16,800 Est. Cost $16.16 Unrealized 0.0%
TGS TRANSPORTADORA DE GAS SUR 0.0%
Value ($000) $290 Shares 40,462 Est. Cost $11.16 Unrealized
CHINA LIFE INS CO LTD 0.0%
Value ($000) $289 Shares 20,900 Est. Cost $12.43 Unrealized
TU TELUS CORP 0.0%
Value ($000) $283 Shares 7,300 Est. Cost $17.85 Unrealized +3.8%
HUN HUNTSMAN CORP 0.0%
Value ($000) $283 Shares 11,726 Est. Cost $23.86 Unrealized -2.9%
KLIC KULICKE & SOFFA INDS INC 0.0%
Value ($000) $283 Shares 10,400 Est. Cost $19.70 Unrealized +12.9%
ALK ALASKA AIR GROUP INC 0.0%
Value ($000) $281 Shares 4,153 Est. Cost $61.27 Unrealized +10.5%
OMF ONEMAIN HLDGS INC 0.0%
Value ($000) $278 Shares 6,600 Est. Cost $40.42 Unrealized 0.0%
FRME FIRST MERCHANTS CORP 0.0%
Value ($000) $275 Shares 6,603 Est. Cost $30.14 Unrealized +7.0%
COLB COLUMBIA BKG SYS INC 0.0%
Value ($000) $273 Shares 6,700 Est. Cost $28.93 Unrealized 0.0%
TFSL TFS FINL CORP 0.0%
Value ($000) $268 Shares 13,600 Est. Cost $9.56 Unrealized +27.0%
UBSI UNITED BANKSHARES INC WEST V 0.0%
Value ($000) $263 Shares 6,800 Est. Cost $36.37 Unrealized +6.0%
LIONS GATE ENTMNT CORP 0.0%
Value ($000) $261 Shares 26,300 Est. Cost $12.63 Unrealized
TPG SPECIALTY LENDING INC 0.0%
Value ($000) $260 Shares 12,100 Est. Cost $19.98 Unrealized
FHI FEDERATED INVS INC PA 0.0%
Value ($000) $254 Shares 7,800 Est. Cost $20.37 Unrealized +20.5%
DKS DICKS SPORTING GOODS INC 0.0%
Value ($000) $252 Shares 5,100 Est. Cost $28.65 Unrealized +22.4%
CWEN/A CLEARWAY ENERGY INC 0.0%
Value ($000) $250 Shares 13,100 Est. Cost $10.16 Unrealized +30.5%
PII POLARIS INC 0.0%
Value ($000) $234 Shares 2,300 Est. Cost $97.04 Unrealized 0.0%
SID COMPANHIA SIDERURGICA NACION 0.0%
Value ($000) $232 Shares 67,226 Est. Cost $3.01 Unrealized
THO THOR INDS INC 0.0%
Value ($000) $223 Shares 3,000 Est. Cost $56.77 Unrealized 0.0%
HNI HNI CORP 0.0%
Value ($000) $221 Shares 5,900 Est. Cost $33.17 Unrealized +15.2%
GEF GREIF INC 0.0%
Value ($000) $221 Shares 5,000 Est. Cost $33.24 Unrealized 0.0%
CPF CENTRAL PAC FINL CORP 0.0%
Value ($000) $219 Shares 7,400 Est. Cost $20.82 Unrealized +6.4%
CAPITAL PRODUCT PARTNERS L P 0.0%
Value ($000) $218 Shares 16,247 Est. Cost $10.58 Unrealized
STLD STEEL DYNAMICS INC 0.0%
Value ($000) $218 Shares 6,400 Est. Cost $28.20 Unrealized 0.0%
CNA CNA FINL CORP 0.0%
Value ($000) $215 Shares 4,800 Est. Cost $30.38 Unrealized -5.0%
ARCH COAL INC 0.0%
Value ($000) $208 Shares 2,900 Est. Cost $77.46 Unrealized
TUPPERWARE BRANDS CORP 0.0%
Value ($000) $177 Shares 20,600 Est. Cost $21.86 Unrealized
GRAFTECH INTL LTD 0.0%
Value ($000) $157 Shares 13,500 Est. Cost $11.63 Unrealized
CEPU CENTRAL PUERTO S A 0.0%
Value ($000) $156 Shares 32,200 Est. Cost $9.45 Unrealized
TRUSTCO BK CORP N Y 0.0%
Value ($000) $137 Shares 15,850 Est. Cost $8.14 Unrealized
ARCO ARCOS DORADOS HOLDINGS INC 0.0%
Value ($000) $134 Shares 16,500 Est. Cost $6.11 Unrealized +7.7%
RYAM RAYONIER ADVANCED MATLS INC 0.0%
Value ($000) $121 Shares 31,467 Est. Cost $4.27 Unrealized -4.4%
INTREXON CORP 0.0%
Value ($000) $82 Shares 15,000 Est. Cost $7.67 Unrealized
PSEC PROSPECT CAPITAL CORPORATION 0.0%
Value ($000) $66 Shares 10,200 Est. Cost $2.89 Unrealized +4.0%
TAIT TAITRON COMPONENTS INC 0.0%
Value ($000) $43 Shares 15,300 Est. Cost $3.67 Unrealized -23.6%
CEMTREX INC 0.0%
Value ($000) $0 Shares 30,000 Est. Cost $0.53 Unrealized