Redwood Investment Management, LLC Quant / Systematic

CIK: 0001717479 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 9, 2018

Total Value ($000): $332,492 (100.0% shares, 0.0% debt)

Holdings (122)

IEI ISHARES TR 16.7%
Value ($000) $55,660 Shares 461,453 Est. Cost $120.62 Unrealized
HYG ISHARES TR 9.3%
Value ($000) $30,853 Shares 360,264 Est. Cost $86.95 Unrealized
MINT PIMCO ETF TR 4.2%
Value ($000) $13,992 Shares 137,787 Est. Cost $101.55 Unrealized
CWB SPDR SERIES TRUST 3.3%
Value ($000) $10,939 Shares 211,742 Est. Cost $51.14 Unrealized
PFF ISHARES TR 3.2%
Value ($000) $10,616 Shares 282,644 Est. Cost $37.81 Unrealized
CDK GLOBAL INC 1.7%
Value ($000) $5,686 Shares 89,771 Est. Cost $69.92 Unrealized
GM GENERAL MTRS CO 1.5%
Value ($000) $4,826 Shares 132,792 Est. Cost $37.62 Unrealized -5.0%
HPQ HP INC 1.4%
Value ($000) $4,750 Shares 216,701 Est. Cost $16.24 Unrealized +6.9%
NAVI NAVIENT CORPORATION 1.4%
Value ($000) $4,709 Shares 358,904 Est. Cost $12.63 Unrealized +7.6%
LAZARD LTD 1.4%
Value ($000) $4,596 Shares 87,438 Est. Cost $52.50 Unrealized
STORE CAP CORP 1.4%
Value ($000) $4,585 Shares 184,734 Est. Cost $26.04 Unrealized
NKE NIKE INC 1.4%
Value ($000) $4,584 Shares 68,993 Est. Cost $51.78 Unrealized +15.2%
WALGREENS BOOTS ALLIANCE INC 1.4%
Value ($000) $4,582 Shares 69,987 Est. Cost $72.33 Unrealized
YUM YUM BRANDS INC 1.4%
Value ($000) $4,581 Shares 53,815 Est. Cost $68.23 Unrealized +4.1%
FITB FIFTH THIRD BANCORP 1.4%
Value ($000) $4,580 Shares 144,264 Est. Cost $21.50 Unrealized +12.5%
SEE SEALED AIR CORP NEW 1.4%
Value ($000) $4,579 Shares 107,016 Est. Cost $39.69 Unrealized -1.3%
LEGG MASON INC 1.4%
Value ($000) $4,576 Shares 112,559 Est. Cost $41.98 Unrealized
MPC MARATHON PETE CORP 1.4%
Value ($000) $4,574 Shares 62,561 Est. Cost $47.48 Unrealized +13.2%
VRSN VERISIGN INC 1.4%
Value ($000) $4,566 Shares 38,515 Est. Cost $110.65 Unrealized +3.8%
MAR MARRIOTT INTL INC NEW 1.4%
Value ($000) $4,564 Shares 33,562 Est. Cost $114.71 Unrealized +14.4%
COP CONOCOPHILLIPS 1.4%
Value ($000) $4,564 Shares 76,974 Est. Cost $39.65 Unrealized +10.3%
CORELOGIC INC 1.4%
Value ($000) $4,563 Shares 100,890 Est. Cost $46.21 Unrealized
ERIE ERIE INDTY CO 1.4%
Value ($000) $4,561 Shares 38,772 Est. Cost $102.39 Unrealized -3.2%
PHM PULTE GROUP INC 1.4%
Value ($000) $4,560 Shares 154,612 Est. Cost $28.36 Unrealized +0.1%
FOOT LOCKER INC 1.4%
Value ($000) $4,559 Shares 100,119 Est. Cost $46.88 Unrealized
RETAIL PPTYS AMER INC 1.4%
Value ($000) $4,556 Shares 390,754 Est. Cost $13.33 Unrealized
SIX FLAGS ENTMT CORP NEW 1.4%
Value ($000) $4,554 Shares 73,149 Est. Cost $66.57 Unrealized
SIG SIGNET JEWELERS LIMITED 1.4%
Value ($000) $4,550 Shares 118,121 Est. Cost $48.98 Unrealized -14.3%
CIGNA CORPORATION 1.4%
Value ($000) $4,546 Shares 27,101 Est. Cost $198.89 Unrealized
WYNDHAM WORLDWIDE CORP 1.4%
Value ($000) $4,544 Shares 39,707 Est. Cost $115.88 Unrealized
EBAY EBAY INC 1.4%
Value ($000) $4,539 Shares 112,786 Est. Cost $33.03 Unrealized +11.5%
HOG HARLEY DAVIDSON INC 1.4%
Value ($000) $4,533 Shares 105,723 Est. Cost $48.55 Unrealized -1.4%
CSL CARLISLE COS INC 1.4%
Value ($000) $4,531 Shares 43,399 Est. Cost $98.52 Unrealized +0.9%
H HYATT HOTELS CORP 1.4%
Value ($000) $4,525 Shares 59,336 Est. Cost $65.48 Unrealized +16.1%
SPIRIT AEROSYSTEMS HLDGS INC 1.4%
Value ($000) $4,495 Shares 53,709 Est. Cost $87.25 Unrealized
SPDR SERIES TRUST 1.2%
Value ($000) $4,089 Shares 114,046 Est. Cost $36.72 Unrealized
AGG ISHARES TR 1.2%
Value ($000) $4,032 Shares 37,591 Est. Cost $109.33 Unrealized
VSS VANGUARD INTL EQUITY INDEX 0.8%
Value ($000) $2,764 Shares 23,181 Est. Cost $119.22 Unrealized
SCHC SCHWAB STRATEGIC TR 0.8%
Value ($000) $2,727 Shares 74,696 Est. Cost $36.57 Unrealized
IJR ISHARES TR 0.8%
Value ($000) $2,715 Shares 35,260 Est. Cost $76.92 Unrealized
VB VANGUARD INDEX FDS 0.8%
Value ($000) $2,696 Shares 18,348 Est. Cost $147.34 Unrealized
SPAB SPDR SERIES TRUST 0.8%
Value ($000) $2,610 Shares 92,685 Est. Cost $28.16 Unrealized
IGIB ISHARES TR 0.6%
Value ($000) $2,027 Shares 18,905 Est. Cost $109.20 Unrealized
IVE ISHARES TR 0.4%
Value ($000) $1,346 Shares 12,314 Est. Cost $109.31 Unrealized
SPIB SPDR SERIES TRUST 0.4%
Value ($000) $1,285 Shares 38,310 Est. Cost $33.54 Unrealized
NAVISTAR INTL CORP NEW 0.3%
Value ($000) $1,128 Shares 32,252 Est. Cost $37.53 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.3%
Value ($000) $1,117 Shares 5,249 Est. Cost $167.75 Unrealized +1.9%
LNG CHENIERE ENERGY INC 0.3%
Value ($000) $1,113 Shares 20,822 Est. Cost $52.35 Unrealized +5.2%
MARVELL TECHNOLOGY GROUP LTD 0.3%
Value ($000) $1,112 Shares 52,975 Est. Cost $21.19 Unrealized
CARS CARS COM INC 0.3%
Value ($000) $1,112 Shares 39,268 Est. Cost $27.92 Unrealized +4.9%
NWL NEWELL BRANDS INC 0.3%
Value ($000) $1,111 Shares 43,607 Est. Cost $19.61 Unrealized 0.0%
MD MEDNAX INC 0.3%
Value ($000) $1,110 Shares 19,951 Est. Cost $51.58 Unrealized +6.3%
NXPI NXP SEMICONDUCTORS N V 0.3%
Value ($000) $1,110 Shares 9,490 Est. Cost $105.38 Unrealized +1.8%
PLATFORM SPECIALTY PRODS COR 0.3%
Value ($000) $1,109 Shares 115,177 Est. Cost $9.74 Unrealized
ADNT ADIENT PLC 0.3%
Value ($000) $1,106 Shares 18,501 Est. Cost $70.16 Unrealized -5.9%
BLMN BLOOMIN BRANDS INC 0.3%
Value ($000) $1,106 Shares 45,537 Est. Cost $16.94 Unrealized +7.7%
PRGO PERRIGO CO PCL 0.3%
Value ($000) $1,106 Shares 13,269 Est. Cost $86.72 Unrealized +0.6%
IMPERVA INC 0.3%
Value ($000) $1,105 Shares 25,517 Est. Cost $41.69 Unrealized
TRN TRINITY INDS INC 0.3%
Value ($000) $1,102 Shares 33,775 Est. Cost $18.65 Unrealized -0.3%
XEROX CORP 0.3%
Value ($000) $1,102 Shares 38,285 Est. Cost $28.97 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.3%
Value ($000) $1,102 Shares 3,412 Est. Cost $6.15 Unrealized +2.4%
ADP AUTOMATIC DATA PROCESSING INC 0.3%
Value ($000) $1,101 Shares 9,704 Est. Cost $97.64 Unrealized +1.0%
WELBILT INC 0.3%
Value ($000) $1,100 Shares 56,553 Est. Cost $20.82 Unrealized
TEX TEREX CORP NEW 0.3%
Value ($000) $1,100 Shares 29,401 Est. Cost $44.22 Unrealized -1.9%
SYY SYSCO CORP 0.3%
Value ($000) $1,100 Shares 18,351 Est. Cost $47.87 Unrealized +2.9%
TRAVELPORT WORLDWIDE LTD 0.3%
Value ($000) $1,100 Shares 67,345 Est. Cost $16.33 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.3%
Value ($000) $1,099 Shares 15,482 Est. Cost $62.41 Unrealized +9.1%
INVESTORS BANCORP INC NEW 0.3%
Value ($000) $1,099 Shares 80,577 Est. Cost $13.73 Unrealized
ATHENAHEALTH INC 0.3%
Value ($000) $1,098 Shares 7,680 Est. Cost $138.57 Unrealized
PNR PENTAIR PLC 0.3%
Value ($000) $1,098 Shares 16,119 Est. Cost $41.95 Unrealized +0.9%
JACK JACK IN THE BOX INC 0.3%
Value ($000) $1,097 Shares 12,854 Est. Cost $89.52 Unrealized 0.0%
DEPOMED INC 0.3%
Value ($000) $1,096 Shares 166,328 Est. Cost $7.07 Unrealized
BAX BAXTER INTL INC 0.3%
Value ($000) $1,096 Shares 16,849 Est. Cost $57.62 Unrealized +2.2%
TIFFANY & CO NEW 0.3%
Value ($000) $1,096 Shares 11,225 Est. Cost $100.07 Unrealized
HLF HERBALIFE LTD 0.3%
Value ($000) $1,091 Shares 11,189 Est. Cost $38.08 Unrealized +11.5%
HERTZ GLOBAL HLDGS INC 0.3%
Value ($000) $1,084 Shares 54,590 Est. Cost $20.68 Unrealized
IWF ISHARES TR 0.3%
Value ($000) $939 Shares 6,900 Est. Cost $135.13 Unrealized
IWN ISHARES TR 0.2%
Value ($000) $683 Shares 5,607 Est. Cost $125.70 Unrealized
GENERAL ELECTRIC CO 0.1%
Value ($000) $255 Shares 18,922 Est. Cost $13.48 Unrealized
SEAGATE TECHNOLOGY PLC 0.1%
Value ($000) $247 Shares 4,214 Est. Cost $58.61 Unrealized
HCP INC 0.1%
Value ($000) $243 Shares 10,467 Est. Cost $23.22 Unrealized
MAA MID AMER APT CMNTYS INC 0.1%
Value ($000) $241 Shares 2,639 Est. Cost $68.97 Unrealized 0.0%
SO SOUTHERN CO 0.1%
Value ($000) $237 Shares 5,313 Est. Cost $32.15 Unrealized 0.0%
WELL WELLTOWER INC 0.1%
Value ($000) $237 Shares 4,359 Est. Cost $42.96 Unrealized 0.0%
AES AES CORP 0.1%
Value ($000) $235 Shares 20,680 Est. Cost $8.12 Unrealized +0.8%
VTR VENTAS INC 0.1%
Value ($000) $232 Shares 4,687 Est. Cost $37.43 Unrealized 0.0%
HP HELMERICH & PAYNE INC 0.1%
Value ($000) $231 Shares 3,465 Est. Cost $67.45 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.1%
Value ($000) $230 Shares 8,408 Est. Cost $21.46 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.1%
Value ($000) $230 Shares 2,018 Est. Cost $85.03 Unrealized 0.0%
MRK MERCK & CO INC 0.1%
Value ($000) $229 Shares 4,212 Est. Cost $42.25 Unrealized 0.0%
M MACYS INC 0.1%
Value ($000) $229 Shares 7,715 Est. Cost $27.02 Unrealized 0.0%
HRB BLOCK H & R INC 0.1%
Value ($000) $227 Shares 8,937 Est. Cost $19.35 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $227 Shares 4,745 Est. Cost $33.03 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $225 Shares 2,042 Est. Cost $86.21 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.1%
Value ($000) $225 Shares 2,152 Est. Cost $85.46 Unrealized 0.0%
OKE ONEOK INC NEW 0.1%
Value ($000) $225 Shares 3,956 Est. Cost $34.99 Unrealized 0.0%
PPL PPL CORP 0.1%
Value ($000) $224 Shares 7,913 Est. Cost $20.88 Unrealized 0.0%
GRMN GARMIN LTD 0.1%
Value ($000) $224 Shares 3,806 Est. Cost $50.58 Unrealized 0.0%
MO ALTRIA GROUP INC 0.1%
Value ($000) $224 Shares 3,599 Est. Cost $36.57 Unrealized 0.0%
ETN EATON CORP PLC 0.1%
Value ($000) $223 Shares 2,795 Est. Cost $70.28 Unrealized 0.0%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $223 Shares 1,452 Est. Cost $107.30 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP DEL 0.1%
Value ($000) $223 Shares 3,432 Est. Cost $57.44 Unrealized 0.0%
APD AIR PRODS & CHEMS INC 0.1%
Value ($000) $223 Shares 1,402 Est. Cost $135.74 Unrealized 0.0%
NIELSEN HLDGS PLC 0.1%
Value ($000) $222 Shares 6,977 Est. Cost $31.82 Unrealized
T AT & T INC 0.1%
Value ($000) $222 Shares 6,224 Est. Cost $15.81 Unrealized 0.0%
PFE PFIZER INC 0.1%
Value ($000) $221 Shares 6,215 Est. Cost $24.24 Unrealized 0.0%
WU WESTERN UN CO 0.1%
Value ($000) $220 Shares 11,454 Est. Cost $19.21 Unrealized
WESTROCK CO 0.1%
Value ($000) $220 Shares 3,433 Est. Cost $64.08 Unrealized
VWO VANGUARD INTL EQUITY INDEX 0.1%
Value ($000) $219 Shares 4,660 Est. Cost $45.93 Unrealized
PM PHILIP MORRIS INTL INC 0.1%
Value ($000) $218 Shares 2,189 Est. Cost $68.70 Unrealized 0.0%
SCANA CORP NEW 0.1%
Value ($000) $216 Shares 5,762 Est. Cost $37.49 Unrealized
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $215 Shares 2,856 Est. Cost $58.92 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.1%
Value ($000) $212 Shares 1,885 Est. Cost $95.04 Unrealized 0.0%
SNA SNAP ON INC 0.1%
Value ($000) $211 Shares 1,428 Est. Cost $134.24 Unrealized 0.0%
CENTURYLINK INC 0.1%
Value ($000) $211 Shares 12,844 Est. Cost $16.43 Unrealized
KHC KRAFT HEINZ CO 0.1%
Value ($000) $211 Shares 3,393 Est. Cost $48.97 Unrealized 0.0%
CAH CARDINAL HEALTH INC 0.1%
Value ($000) $206 Shares 3,279 Est. Cost $54.18 Unrealized 0.0%
CF CF INDS HLDGS INC 0.1%
Value ($000) $205 Shares 5,423 Est. Cost $33.41 Unrealized 0.0%
WMB WILLIAMS COS INC DEL 0.1%
Value ($000) $203 Shares 8,147 Est. Cost $19.06 Unrealized 0.0%
GIS GENERAL MLS INC 0.1%
Value ($000) $202 Shares 4,480 Est. Cost $40.98 Unrealized 0.0%
IP INTL PAPER CO 0.1%
Value ($000) $202 Shares 3,787 Est. Cost $39.21 Unrealized 0.0%
MAT MATTEL INC 0.1%
Value ($000) $190 Shares 14,412 Est. Cost $15.59 Unrealized 0.0%