Redwood Investment Management, LLC Quant / Systematic

CIK: 0001717479 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $259,940 (100.0% shares, 0.0% debt)

Holdings (123)

CWB SPDR SERIES TRUST 4.4%
Value ($000) $11,457 Shares 216,096 Est. Cost $51.18 Unrealized
PFF ISHARES TR 4.2%
Value ($000) $10,878 Shares 288,456 Est. Cost $37.81 Unrealized
HYG ISHARES TR 4.2%
Value ($000) $10,790 Shares 126,819 Est. Cost $86.95 Unrealized
HOG HARLEY DAVIDSON INC 2.0%
Value ($000) $5,167 Shares 122,782 Est. Cost $47.66 Unrealized -11.6%
PFE PFIZER INC 2.0%
Value ($000) $5,147 Shares 141,866 Est. Cost $24.30 Unrealized +0.0%
HPQ HP INC 2.0%
Value ($000) $5,114 Shares 225,379 Est. Cost $16.28 Unrealized +5.9%
NAVI NAVIENT CORPORATION 2.0%
Value ($000) $5,100 Shares 391,391 Est. Cost $12.72 Unrealized +7.1%
GM GENERAL MTRS CO 1.9%
Value ($000) $5,055 Shares 128,299 Est. Cost $37.62 Unrealized -6.9%
STORE CAP CORP 1.9%
Value ($000) $4,995 Shares 182,296 Est. Cost $26.04 Unrealized
NKE NIKE INC 1.9%
Value ($000) $4,987 Shares 62,592 Est. Cost $51.78 Unrealized +23.3%
ERIE ERIE INDTY CO 1.9%
Value ($000) $4,984 Shares 42,505 Est. Cost $102.11 Unrealized -2.8%
SIX FLAGS ENTMT CORP NEW 1.9%
Value ($000) $4,948 Shares 70,631 Est. Cost $66.57 Unrealized
EBAY EBAY INC 1.9%
Value ($000) $4,944 Shares 136,342 Est. Cost $33.31 Unrealized +4.0%
YUM YUM BRANDS INC 1.9%
Value ($000) $4,941 Shares 63,162 Est. Cost $68.87 Unrealized +5.4%
WALGREENS BOOTS ALLIANCE INC 1.9%
Value ($000) $4,941 Shares 82,327 Est. Cost $70.49 Unrealized
LAZARD LTD 1.9%
Value ($000) $4,932 Shares 100,829 Est. Cost $52.02 Unrealized
RETAIL PPTYS AMER INC 1.9%
Value ($000) $4,928 Shares 385,600 Est. Cost $13.33 Unrealized
PHM PULTE GROUP INC 1.9%
Value ($000) $4,925 Shares 171,315 Est. Cost $28.29 Unrealized -2.3%
H HYATT HOTELS CORP 1.9%
Value ($000) $4,924 Shares 63,828 Est. Cost $66.30 Unrealized +16.4%
MAR MARRIOTT INTL INC NEW 1.9%
Value ($000) $4,920 Shares 38,859 Est. Cost $116.47 Unrealized +9.6%
SPIRIT AEROSYSTEMS HLDGS INC 1.9%
Value ($000) $4,918 Shares 57,244 Est. Cost $87.17 Unrealized
SEE SEALED AIR CORP NEW 1.9%
Value ($000) $4,907 Shares 115,588 Est. Cost $39.58 Unrealized -3.3%
CIGNA CORPORATION 1.9%
Value ($000) $4,904 Shares 28,853 Est. Cost $197.13 Unrealized
VRSN VERISIGN INC 1.9%
Value ($000) $4,902 Shares 35,673 Est. Cost $110.65 Unrealized +14.9%
CORELOGIC INC 1.9%
Value ($000) $4,897 Shares 94,354 Est. Cost $46.21 Unrealized
MPC MARATHON PETE CORP 1.9%
Value ($000) $4,885 Shares 69,633 Est. Cost $48.76 Unrealized +23.1%
COP CONOCOPHILLIPS 1.9%
Value ($000) $4,881 Shares 70,109 Est. Cost $39.65 Unrealized +30.6%
CDK GLOBAL INC 1.9%
Value ($000) $4,880 Shares 75,020 Est. Cost $69.92 Unrealized
FITB FIFTH THIRD BANCORP 1.9%
Value ($000) $4,866 Shares 169,550 Est. Cost $21.82 Unrealized +8.4%
LEGG MASON INC 1.9%
Value ($000) $4,860 Shares 139,938 Est. Cost $40.56 Unrealized
CSL CARLISLE COS INC 1.9%
Value ($000) $4,856 Shares 44,838 Est. Cost $98.45 Unrealized -2.1%
FOOT LOCKER INC 1.9%
Value ($000) $4,819 Shares 91,520 Est. Cost $46.88 Unrealized
SIG SIGNET JEWELERS LIMITED 1.8%
Value ($000) $4,771 Shares 85,585 Est. Cost $48.98 Unrealized -23.1%
SPDR SERIES TRUST 1.7%
Value ($000) $4,474 Shares 126,107 Est. Cost $36.60 Unrealized
AGG ISHARES TR 1.7%
Value ($000) $4,424 Shares 41,611 Est. Cost $109.04 Unrealized
IJR ISHARES TR 1.2%
Value ($000) $3,003 Shares 35,985 Est. Cost $77.05 Unrealized
VB VANGUARD INDEX FDS 1.1%
Value ($000) $2,915 Shares 18,725 Est. Cost $147.51 Unrealized
SCHC SCHWAB STRATEGIC TR 1.1%
Value ($000) $2,750 Shares 76,232 Est. Cost $36.56 Unrealized
VSS VANGUARD INTL EQUITY INDEX F 1.1%
Value ($000) $2,730 Shares 23,657 Est. Cost $119.14 Unrealized
SPAB SPDR SERIES TRUST 1.0%
Value ($000) $2,529 Shares 90,671 Est. Cost $28.16 Unrealized
IGIB ISHARES TR 0.9%
Value ($000) $2,223 Shares 20,924 Est. Cost $108.91 Unrealized
IVE ISHARES TR 0.6%
Value ($000) $1,679 Shares 15,165 Est. Cost $109.57 Unrealized
NWL NEWELL BRANDS INC 0.5%
Value ($000) $1,321 Shares 51,238 Est. Cost $19.40 Unrealized -6.1%
SPIB SPDR SERIES TRUST 0.5%
Value ($000) $1,246 Shares 37,422 Est. Cost $33.54 Unrealized
TRAVELPORT WORLDWIDE LTD 0.4%
Value ($000) $1,111 Shares 59,927 Est. Cost $16.33 Unrealized
PLATFORM SPECIALTY PRODS COR 0.4%
Value ($000) $1,095 Shares 94,432 Est. Cost $9.74 Unrealized
WEB COM GROUP INC 0.4%
Value ($000) $1,090 Shares 42,182 Est. Cost $25.84 Unrealized
NVT NVENT ELECTRIC PLC 0.4%
Value ($000) $1,088 Shares 43,345 Est. Cost $21.84 Unrealized 0.0%
LNG CHENIERE ENERGY INC 0.4%
Value ($000) $1,087 Shares 16,670 Est. Cost $52.35 Unrealized +17.6%
NAVISTAR INTL CORP NEW 0.4%
Value ($000) $1,085 Shares 26,635 Est. Cost $37.53 Unrealized
HERTZ GLOBAL HLDGS INC 0.4%
Value ($000) $1,085 Shares 70,739 Est. Cost $19.46 Unrealized
IMPERVA INC 0.4%
Value ($000) $1,085 Shares 22,491 Est. Cost $41.69 Unrealized
FOREST CITY RLTY TR INC 0.4%
Value ($000) $1,084 Shares 47,516 Est. Cost $22.81 Unrealized
AMTRUST FINL SVCS INC 0.4%
Value ($000) $1,084 Shares 74,431 Est. Cost $14.56 Unrealized
TRN TRINITY INDS INC 0.4%
Value ($000) $1,082 Shares 31,587 Est. Cost $18.65 Unrealized -2.2%
HLF HERBALIFE NUTRITION LTD 0.4%
Value ($000) $1,081 Shares 20,122 Est. Cost $44.51 Unrealized +18.1%
CVLT COMMVAULT SYSTEMS INC 0.4%
Value ($000) $1,081 Shares 16,413 Est. Cost $68.76 Unrealized 0.0%
WELBILT INC 0.4%
Value ($000) $1,081 Shares 48,461 Est. Cost $20.82 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $1,081 Shares 2,505 Est. Cost $6.15 Unrealized +33.0%
ATHENAHEALTH INC 0.4%
Value ($000) $1,081 Shares 6,790 Est. Cost $138.57 Unrealized
TEX TEREX CORP NEW 0.4%
Value ($000) $1,080 Shares 25,601 Est. Cost $44.22 Unrealized -10.3%
PINNACLE FOODS INC DEL 0.4%
Value ($000) $1,080 Shares 16,601 Est. Cost $65.06 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.4%
Value ($000) $1,079 Shares 9,876 Est. Cost $105.09 Unrealized -6.8%
MD MEDNAX INC 0.4%
Value ($000) $1,078 Shares 24,898 Est. Cost $50.85 Unrealized -5.8%
BFH ALLIANCE DATA SYSTEMS CORP 0.4%
Value ($000) $1,078 Shares 4,624 Est. Cost $167.75 Unrealized -10.7%
AKAM AKAMAI TECHNOLOGIES INC 0.4%
Value ($000) $1,078 Shares 14,721 Est. Cost $62.41 Unrealized +20.2%
ADP AUTOMATIC DATA PROCESSING IN 0.4%
Value ($000) $1,078 Shares 8,037 Est. Cost $97.64 Unrealized +10.4%
XEROX CORP 0.4%
Value ($000) $1,077 Shares 44,889 Est. Cost $28.24 Unrealized
SYY SYSCO CORP 0.4%
Value ($000) $1,077 Shares 15,770 Est. Cost $47.87 Unrealized +9.2%
PNR PENTAIR PLC 0.4%
Value ($000) $1,077 Shares 25,598 Est. Cost $41.30 Unrealized -2.7%
SLM SLM CORP 0.4%
Value ($000) $1,076 Shares 93,941 Est. Cost $11.57 Unrealized 0.0%
TIFFANY & CO NEW 0.4%
Value ($000) $1,075 Shares 8,168 Est. Cost $100.07 Unrealized
PRGO PERRIGO CO PLC 0.4%
Value ($000) $1,075 Shares 14,751 Est. Cost $85.75 Unrealized -10.1%
BAX BAXTER INTL INC 0.4%
Value ($000) $1,075 Shares 14,561 Est. Cost $57.62 Unrealized +6.8%
JACK JACK IN THE BOX INC 0.4%
Value ($000) $1,074 Shares 12,617 Est. Cost $89.52 Unrealized -3.6%
ADNT ADIENT PLC 0.4%
Value ($000) $1,073 Shares 21,808 Est. Cost $68.07 Unrealized -17.2%
INVESTORS BANCORP INC NEW 0.4%
Value ($000) $1,069 Shares 83,583 Est. Cost $13.70 Unrealized
CARS CARS COM INC 0.4%
Value ($000) $1,066 Shares 37,563 Est. Cost $27.92 Unrealized -1.5%
MARVELL TECHNOLOGY GROUP LTD 0.4%
Value ($000) $1,061 Shares 49,478 Est. Cost $21.19 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.4%
Value ($000) $924 Shares 21,906 Est. Cost $42.98 Unrealized
IWF ISHARES TR 0.2%
Value ($000) $563 Shares 3,915 Est. Cost $135.13 Unrealized
CPB CAMPBELL SOUP CO 0.1%
Value ($000) $277 Shares 6,840 Est. Cost $30.19 Unrealized 0.0%
KIM KIMCO RLTY CORP 0.1%
Value ($000) $254 Shares 14,945 Est. Cost $10.40 Unrealized 0.0%
KHC KRAFT HEINZ CO 0.1%
Value ($000) $251 Shares 4,002 Est. Cost $47.77 Unrealized -14.0%
WELL WELLTOWER INC 0.1%
Value ($000) $251 Shares 4,011 Est. Cost $42.96 Unrealized +0.4%
HCP INC 0.1%
Value ($000) $250 Shares 9,675 Est. Cost $23.22 Unrealized
SNA SNAP ON INC 0.1%
Value ($000) $250 Shares 1,558 Est. Cost $133.41 Unrealized -6.8%
CF CF INDS HLDGS INC 0.1%
Value ($000) $249 Shares 5,605 Est. Cost $33.42 Unrealized +0.9%
M MACYS INC 0.1%
Value ($000) $247 Shares 6,602 Est. Cost $27.02 Unrealized +24.1%
D DOMINION ENERGY INC 0.1%
Value ($000) $244 Shares 3,579 Est. Cost $46.36 Unrealized 0.0%
SCANA CORP NEW 0.1%
Value ($000) $243 Shares 6,305 Est. Cost $37.58 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $242 Shares 4,807 Est. Cost $33.01 Unrealized -2.4%
GIS GENERAL MLS INC 0.1%
Value ($000) $242 Shares 5,462 Est. Cost $39.62 Unrealized -15.6%
VTR VENTAS INC 0.1%
Value ($000) $241 Shares 4,226 Est. Cost $37.43 Unrealized +1.4%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $241 Shares 3,395 Est. Cost $57.93 Unrealized -9.0%
GENERAL ELECTRIC CO 0.1%
Value ($000) $241 Shares 17,695 Est. Cost $13.48 Unrealized
PPL PPL CORP 0.1%
Value ($000) $240 Shares 8,413 Est. Cost $20.81 Unrealized -5.3%
NIELSEN HLDGS PLC 0.1%
Value ($000) $238 Shares 7,679 Est. Cost $31.74 Unrealized
SO SOUTHERN CO 0.1%
Value ($000) $237 Shares 5,117 Est. Cost $32.15 Unrealized +2.2%
PM PHILIP MORRIS INTL INC 0.1%
Value ($000) $236 Shares 2,919 Est. Cost $65.67 Unrealized -13.8%
AMGN AMGEN INC 0.1%
Value ($000) $236 Shares 1,280 Est. Cost $140.24 Unrealized 0.0%
CENTURYLINK INC 0.1%
Value ($000) $235 Shares 12,607 Est. Cost $16.43 Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $235 Shares 4,131 Est. Cost $36.01 Unrealized -10.6%
DUK DUKE ENERGY CORP NEW 0.1%
Value ($000) $235 Shares 2,971 Est. Cost $56.43 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.1%
Value ($000) $235 Shares 2,839 Est. Cost $56.14 Unrealized 0.0%
WU WESTERN UN CO 0.1%
Value ($000) $235 Shares 11,537 Est. Cost $19.21 Unrealized
OKE ONEOK INC NEW 0.1%
Value ($000) $235 Shares 3,367 Est. Cost $34.99 Unrealized +13.7%
MRK MERCK & CO INC 0.1%
Value ($000) $234 Shares 3,855 Est. Cost $42.25 Unrealized +5.4%
WMB WILLIAMS COS INC DEL 0.1%
Value ($000) $231 Shares 8,528 Est. Cost $18.98 Unrealized -9.1%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.1%
Value ($000) $231 Shares 1,861 Est. Cost $107.03 Unrealized 0.0%
T AT&T INC 0.1%
Value ($000) $229 Shares 7,129 Est. Cost $15.65 Unrealized -7.2%
OXY OCCIDENTAL PETE CORP DEL 0.1%
Value ($000) $229 Shares 2,735 Est. Cost $57.44 Unrealized +15.5%
QCOM QUALCOMM INC 0.1%
Value ($000) $229 Shares 4,078 Est. Cost $45.91 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $228 Shares 6,821 Est. Cost $29.26 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.1%
Value ($000) $227 Shares 4,022 Est. Cost $58.61 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $226 Shares 1,620 Est. Cost $106.54 Unrealized -6.2%
ETN EATON CORP PLC 0.1%
Value ($000) $224 Shares 2,991 Est. Cost $70.06 Unrealized -4.3%
IP INTL PAPER CO 0.1%
Value ($000) $222 Shares 4,259 Est. Cost $38.90 Unrealized -6.5%
F FORD MTR CO DEL 0.1%
Value ($000) $222 Shares 20,084 Est. Cost $7.74 Unrealized 0.0%
WESTROCK CO 0.1%
Value ($000) $221 Shares 3,882 Est. Cost $63.26 Unrealized
APD AIR PRODS & CHEMS INC 0.1%
Value ($000) $221 Shares 1,419 Est. Cost $135.74 Unrealized -0.1%
HP HELMERICH & PAYNE INC 0.1%
Value ($000) $220 Shares 3,451 Est. Cost $67.45 Unrealized +0.9%
CAH CARDINAL HEALTH INC 0.1%
Value ($000) $215 Shares 4,401 Est. Cost $51.86 Unrealized -13.0%