Redwood Investment Management, LLC Quant / Systematic

CIK: 0001717479 · Show all filings

Period: Q4 2017 (Next →)

Filing Date: Feb 12, 2018

Total Value ($000): $231,757 (100.0% shares, 0.0% debt)

Holdings (103)

HYG ISHARES TR 11.0%
Value ($000) $25,397 Shares 291,046 Est. Cost $87.26 Unrealized
SPDR SERIES TRUST 2.9%
Value ($000) $6,657 Shares 181,281 Est. Cost $36.72 Unrealized
AGG ISHARES TR 2.8%
Value ($000) $6,556 Shares 59,967 Est. Cost $109.33 Unrealized
CDK GLOBAL INC 2.3%
Value ($000) $5,303 Shares 74,391 Est. Cost $71.29 Unrealized
PFF ISHARES TR 2.3%
Value ($000) $5,281 Shares 138,720 Est. Cost $38.07 Unrealized
CWB SPDR SERIES TRUST 2.3%
Value ($000) $5,270 Shares 104,150 Est. Cost $50.60 Unrealized
HPQ HP INC 2.1%
Value ($000) $4,978 Shares 236,925 Est. Cost $16.24 Unrealized 0.0%
NAVI NAVIENT CORPORATION 2.1%
Value ($000) $4,967 Shares 372,912 Est. Cost $12.63 Unrealized 0.0%
SIG SIGNET JEWELERS LIMITED 2.1%
Value ($000) $4,958 Shares 87,674 Est. Cost $51.41 Unrealized 0.0%
CORELOGIC INC 2.1%
Value ($000) $4,941 Shares 106,931 Est. Cost $46.21 Unrealized
LAZARD LTD 2.1%
Value ($000) $4,941 Shares 94,121 Est. Cost $52.50 Unrealized
RETAIL PPTYS AMER INC 2.1%
Value ($000) $4,925 Shares 366,426 Est. Cost $13.44 Unrealized
CSL CARLISLE COS INC 2.1%
Value ($000) $4,910 Shares 43,207 Est. Cost $98.52 Unrealized 0.0%
STORE CAP CORP 2.1%
Value ($000) $4,905 Shares 188,351 Est. Cost $26.04 Unrealized
SPIRIT AEROSYSTEMS HLDGS INC 2.1%
Value ($000) $4,904 Shares 56,205 Est. Cost $87.25 Unrealized
ERIE ERIE INDTY CO 2.1%
Value ($000) $4,892 Shares 40,150 Est. Cost $102.39 Unrealized 0.0%
SEE SEALED AIR CORP NEW 2.1%
Value ($000) $4,888 Shares 99,145 Est. Cost $39.73 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 2.1%
Value ($000) $4,881 Shares 67,216 Est. Cost $72.62 Unrealized
FOOT LOCKER INC 2.1%
Value ($000) $4,881 Shares 104,114 Est. Cost $46.88 Unrealized
H HYATT HOTELS CORP 2.1%
Value ($000) $4,880 Shares 66,361 Est. Cost $65.48 Unrealized 0.0%
EBAY EBAY INC 2.1%
Value ($000) $4,879 Shares 129,292 Est. Cost $33.03 Unrealized 0.0%
COP CONOCOPHILLIPS 2.1%
Value ($000) $4,877 Shares 88,850 Est. Cost $39.65 Unrealized 0.0%
SIX FLAGS ENTMT CORP NEW 2.1%
Value ($000) $4,875 Shares 73,229 Est. Cost $66.57 Unrealized
MAR MARRIOTT INTL INC NEW 2.1%
Value ($000) $4,873 Shares 35,899 Est. Cost $114.71 Unrealized 0.0%
NKE NIKE INC 2.1%
Value ($000) $4,872 Shares 77,883 Est. Cost $51.78 Unrealized 0.0%
MPC MARATHON PETE CORP 2.1%
Value ($000) $4,872 Shares 73,836 Est. Cost $47.48 Unrealized 0.0%
HOG HARLEY DAVIDSON INC 2.1%
Value ($000) $4,863 Shares 95,570 Est. Cost $48.62 Unrealized 0.0%
LEGG MASON INC 2.1%
Value ($000) $4,860 Shares 115,769 Est. Cost $41.98 Unrealized
VRSN VERISIGN INC 2.1%
Value ($000) $4,858 Shares 42,447 Est. Cost $110.65 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 2.1%
Value ($000) $4,855 Shares 160,012 Est. Cost $21.50 Unrealized 0.0%
CIGNA CORPORATION 2.1%
Value ($000) $4,851 Shares 23,887 Est. Cost $203.08 Unrealized
PHM PULTE GROUP INC 2.1%
Value ($000) $4,834 Shares 145,396 Est. Cost $28.36 Unrealized 0.0%
WYNDHAM WORLDWIDE CORP 2.1%
Value ($000) $4,828 Shares 41,664 Est. Cost $115.88 Unrealized
GM GENERAL MTRS CO 2.1%
Value ($000) $4,818 Shares 117,540 Est. Cost $37.86 Unrealized 0.0%
YUM YUM BRANDS INC 2.1%
Value ($000) $4,798 Shares 58,789 Est. Cost $68.23 Unrealized 0.0%
IGIB ISHARES TR 1.4%
Value ($000) $3,266 Shares 29,909 Est. Cost $109.20 Unrealized
BIV VANGUARD BD INDEX FD INC 1.1%
Value ($000) $2,652 Shares 31,634 Est. Cost $83.83 Unrealized
VSS VANGUARD INTL EQUITY INDEX F 0.6%
Value ($000) $1,365 Shares 11,451 Est. Cost $119.20 Unrealized
SCHC SCHWAB STRATEGIC TR 0.6%
Value ($000) $1,349 Shares 36,817 Est. Cost $36.64 Unrealized
IJR ISHARES TR 0.6%
Value ($000) $1,338 Shares 17,415 Est. Cost $76.83 Unrealized
VB VANGUARD INDEX FDS 0.6%
Value ($000) $1,338 Shares 9,055 Est. Cost $147.76 Unrealized
IWO ISHARES TR 0.4%
Value ($000) $921 Shares 4,933 Est. Cost $186.70 Unrealized
IWN ISHARES TR 0.4%
Value ($000) $879 Shares 6,993 Est. Cost $125.70 Unrealized
IWF ISHARES TR 0.3%
Value ($000) $670 Shares 4,972 Est. Cost $134.75 Unrealized
XEROX CORP 0.2%
Value ($000) $555 Shares 19,033 Est. Cost $29.16 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.2%
Value ($000) $455 Shares 1,795 Est. Cost $161.71 Unrealized 0.0%
PNR PENTAIR PLC 0.2%
Value ($000) $454 Shares 6,433 Est. Cost $41.38 Unrealized 0.0%
ROWAN COMPANIES PLC 0.2%
Value ($000) $454 Shares 28,981 Est. Cost $15.67 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.2%
Value ($000) $452 Shares 3,857 Est. Cost $102.65 Unrealized 0.0%
MD MEDNAX INC 0.2%
Value ($000) $452 Shares 8,456 Est. Cost $47.18 Unrealized 0.0%
CARS CARS COM INC 0.2%
Value ($000) $452 Shares 15,657 Est. Cost $25.87 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.2%
Value ($000) $452 Shares 5,636 Est. Cost $11.97 Unrealized 0.0%
BUFFALO WILD WINGS INC 0.2%
Value ($000) $451 Shares 2,884 Est. Cost $156.38 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.2%
Value ($000) $451 Shares 3,846 Est. Cost $96.16 Unrealized 0.0%
WELBILT INC 0.2%
Value ($000) $451 Shares 19,193 Est. Cost $23.50 Unrealized
PRGO PERRIGO CO PLC 0.2%
Value ($000) $451 Shares 5,170 Est. Cost $85.88 Unrealized 0.0%
TIFFANY & CO NEW 0.2%
Value ($000) $450 Shares 4,329 Est. Cost $103.95 Unrealized
TEX TEREX CORP NEW 0.2%
Value ($000) $449 Shares 9,305 Est. Cost $46.05 Unrealized 0.0%
SYY SYSCO CORP 0.2%
Value ($000) $449 Shares 7,390 Est. Cost $45.82 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $449 Shares 6,896 Est. Cost $55.35 Unrealized 0.0%
BAX BAXTER INTL INC 0.2%
Value ($000) $449 Shares 6,952 Est. Cost $55.78 Unrealized 0.0%
LNG CHENIERE ENERGY INC 0.2%
Value ($000) $448 Shares 8,316 Est. Cost $48.24 Unrealized 0.0%
STC STEWART INFORMATION SVCS COR 0.2%
Value ($000) $448 Shares 10,595 Est. Cost $39.48 Unrealized 0.0%
IMPERVA INC 0.2%
Value ($000) $448 Shares 11,295 Est. Cost $39.66 Unrealized
INVESTORS BANCORP INC NEW 0.2%
Value ($000) $447 Shares 32,231 Est. Cost $13.87 Unrealized
ATHENAHEALTH INC 0.2%
Value ($000) $447 Shares 3,363 Est. Cost $132.92 Unrealized
ADNT ADIENT PLC 0.2%
Value ($000) $446 Shares 5,673 Est. Cost $79.56 Unrealized 0.0%
BLMN BLOOMIN BRANDS INC 0.2%
Value ($000) $446 Shares 20,900 Est. Cost $15.39 Unrealized 0.0%
HLF HERBALIFE LTD 0.2%
Value ($000) $446 Shares 6,588 Est. Cost $35.03 Unrealized 0.0%
NAVISTAR INTL CORP NEW 0.2%
Value ($000) $446 Shares 10,399 Est. Cost $42.89 Unrealized
TRN TRINITY INDS INC 0.2%
Value ($000) $446 Shares 11,912 Est. Cost $18.76 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.2%
Value ($000) $444 Shares 23,416 Est. Cost $13.68 Unrealized 0.0%
PLATFORM SPECIALTY PRODS COR 0.2%
Value ($000) $444 Shares 44,766 Est. Cost $9.92 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.2%
Value ($000) $443 Shares 20,614 Est. Cost $21.49 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.2%
Value ($000) $442 Shares 1,530 Est. Cost $5.96 Unrealized 0.0%
HERTZ GLOBAL HLDGS INC 0.2%
Value ($000) $441 Shares 19,957 Est. Cost $22.10 Unrealized
DEPOMED INC 0.2%
Value ($000) $437 Shares 54,301 Est. Cost $8.05 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.2%
Value ($000) $406 Shares 8,839 Est. Cost $45.93 Unrealized
NTES NETEASE INC 0.1%
Value ($000) $314 Shares 911 Est. Cost $344.68 Unrealized
SBS COMPANHIA DE SANEAMENTO BASI 0.1%
Value ($000) $301 Shares 28,848 Est. Cost $10.43 Unrealized
BSBR BANCO SANTANDER BRASIL S A 0.1%
Value ($000) $292 Shares 30,146 Est. Cost $9.69 Unrealized
NVO NOVO-NORDISK A S 0.1%
Value ($000) $283 Shares 5,265 Est. Cost $53.75 Unrealized
PETROCHINA CO LTD 0.1%
Value ($000) $279 Shares 3,991 Est. Cost $69.91 Unrealized
GIL GILDAN ACTIVEWEAR INC 0.1%
Value ($000) $276 Shares 8,540 Est. Cost $27.35 Unrealized 0.0%
BT GROUP PLC 0.1%
Value ($000) $274 Shares 15,062 Est. Cost $18.19 Unrealized
RY ROYAL BK CDA MONTREAL QUE 0.1%
Value ($000) $273 Shares 3,348 Est. Cost $79.30 Unrealized 0.0%
MGA MAGNA INTL INC 0.1%
Value ($000) $272 Shares 4,796 Est. Cost $42.84 Unrealized 0.0%
BCH BANCO DE CHILE 0.1%
Value ($000) $272 Shares 2,817 Est. Cost $96.56 Unrealized
TM TOYOTA MOTOR CORP 0.1%
Value ($000) $270 Shares 2,122 Est. Cost $127.24 Unrealized
GROUPE CGI INC 0.1%
Value ($000) $268 Shares 4,927 Est. Cost $54.39 Unrealized
NVS NOVARTIS A G 0.1%
Value ($000) $267 Shares 3,178 Est. Cost $84.02 Unrealized
BB BLACKBERRY LTD 0.1%
Value ($000) $264 Shares 23,679 Est. Cost $10.91 Unrealized 0.0%
BNS BANK N S HALIFAX 0.1%
Value ($000) $262 Shares 4,053 Est. Cost $42.41 Unrealized 0.0%
CAJPY CANON INC 0.1%
Value ($000) $262 Shares 7,015 Est. Cost $37.35 Unrealized
CHINA PETE & CHEM CORP 0.1%
Value ($000) $259 Shares 3,536 Est. Cost $73.25 Unrealized
CUK CARNIVAL PLC 0.1%
Value ($000) $259 Shares 3,915 Est. Cost $66.16 Unrealized
NTT DOCOMO INC 0.1%
Value ($000) $258 Shares 10,850 Est. Cost $23.78 Unrealized
BSAC BANCO SANTANDER CHILE NEW 0.1%
Value ($000) $255 Shares 8,148 Est. Cost $31.30 Unrealized
PBR/A PETROLEO BRASILEIRO SA PETRO 0.1%
Value ($000) $251 Shares 25,547 Est. Cost $9.83 Unrealized
SINOPEC SHANGHAI PETROCHEMIC 0.1%
Value ($000) $250 Shares 4,389 Est. Cost $56.96 Unrealized
CHINA LIFE INS CO LTD 0.1%
Value ($000) $246 Shares 15,741 Est. Cost $15.63 Unrealized
CHKP CHECK POINT SOFTWARE TECH LT 0.1%
Value ($000) $230 Shares 2,224 Est. Cost $108.60 Unrealized 0.0%
AES AES CORP 0.0%
Value ($000) $113 Shares 10,438 Est. Cost $8.06 Unrealized 0.0%