Redwood Investment Management, LLC Quant / Systematic

CIK: 0001717479 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value ($000): $275,235 (100.0% shares, 0.0% debt)

Holdings (129)

CWB SPDR SERIES TRUST BLMBRG BRC CNVRT 4.3%
Value ($000) $11,823 Shares 219,184 Est. Cost $51.22 Unrealized
HYG ISHARES TR 4.0%
Value ($000) $11,119 Shares 128,631 Est. Cost $86.94 Unrealized
PFF ISHARES TR 3.9%
Value ($000) $10,863 Shares 292,579 Est. Cost $37.80 Unrealized
IVV ISHARES TR 2.1%
Value ($000) $5,892 Shares 20,129 Est. Cost $292.71 Unrealized
PFE PFIZER INC COM 1.9%
Value ($000) $5,312 Shares 120,537 Est. Cost $24.30 Unrealized +13.8%
HPQ HP INC COM 1.9%
Value ($000) $5,300 Shares 205,649 Est. Cost $16.28 Unrealized +15.4%
GM GENERAL MTS CO COM 1.9%
Value ($000) $5,276 Shares 156,712 Est. Cost $36.80 Unrealized -10.1%
STORE CAP CORP COM 1.8%
Value ($000) $5,048 Shares 181,654 Est. Cost $26.04 Unrealized
ERIE ERIE INDTY CO CL A 1.8%
Value ($000) $5,034 Shares 39,473 Est. Cost $102.11 Unrealized +5.1%
RETAIL PPTYS AMER INC CL A 1.8%
Value ($000) $5,033 Shares 412,879 Est. Cost $13.25 Unrealized
EBAY EBAY INC COM 1.8%
Value ($000) $5,031 Shares 152,355 Est. Cost $33.05 Unrealized -6.7%
CSL CARLISLE COS INC COM 1.8%
Value ($000) $5,028 Shares 41,284 Est. Cost $98.45 Unrealized +13.2%
VRSN VERISIGN INC COM 1.8%
Value ($000) $5,028 Shares 31,399 Est. Cost $110.65 Unrealized +37.3%
CIGNA CORPORATION COM 1.8%
Value ($000) $5,026 Shares 24,135 Est. Cost $197.13 Unrealized
HOG HARLEY DAVIDSON INC COM 1.8%
Value ($000) $5,022 Shares 110,870 Est. Cost $47.66 Unrealized -8.9%
NKE NIKE INC CL B 1.8%
Value ($000) $5,014 Shares 59,182 Est. Cost $51.78 Unrealized +40.9%
SEE SEALED AIR CORP NEW COM 1.8%
Value ($000) $5,009 Shares 124,747 Est. Cost $39.33 Unrealized -8.1%
SIG SIGNET JEWELERS LIMITED COM STK 1.8%
Value ($000) $5,006 Shares 75,934 Est. Cost $48.98 Unrealized +8.1%
LAZARD LTD-CL A COM 1.8%
Value ($000) $5,001 Shares 103,899 Est. Cost $51.91 Unrealized
YUM YUM BRANDS INC COM 1.8%
Value ($000) $5,001 Shares 55,014 Est. Cost $68.87 Unrealized +5.8%
SIX FLAGS ENTMT CORP NEW COM 1.8%
Value ($000) $4,995 Shares 71,537 Est. Cost $66.61 Unrealized
SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF 1.8%
Value ($000) $4,992 Shares 138,478 Est. Cost $36.55 Unrealized
WALGREENS BOOTS ALLIANCE INC COM 1.8%
Value ($000) $4,992 Shares 68,483 Est. Cost $70.49 Unrealized
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 1.8%
Value ($000) $4,989 Shares 54,423 Est. Cost $87.17 Unrealized
CDK GLOBAL INC COM 1.8%
Value ($000) $4,989 Shares 79,741 Est. Cost $69.49 Unrealized
CORELOGIC INC COM 1.8%
Value ($000) $4,989 Shares 100,976 Est. Cost $46.42 Unrealized
MAR MARRIOTT INTL INC NEW CL A 1.8%
Value ($000) $4,987 Shares 37,769 Est. Cost $116.47 Unrealized +3.2%
FOOT LOCKER INC COM 1.8%
Value ($000) $4,986 Shares 97,803 Est. Cost $47.14 Unrealized
NAVI NAVIENT CORPORATION COM 1.8%
Value ($000) $4,985 Shares 369,802 Est. Cost $12.72 Unrealized +6.4%
COP CONOCOPHILLIPS COM 1.8%
Value ($000) $4,982 Shares 64,370 Est. Cost $39.65 Unrealized +42.1%
H HYATT HOTELS CORP COM CL A 1.8%
Value ($000) $4,976 Shares 62,520 Est. Cost $66.30 Unrealized +15.2%
LEGG MASON INC COM 1.8%
Value ($000) $4,966 Shares 159,014 Est. Cost $39.44 Unrealized
FITB FIFTH THIRD BANCORP COM 1.8%
Value ($000) $4,965 Shares 177,842 Est. Cost $21.83 Unrealized +0.8%
PHM PULTE GROUP INC COM 1.8%
Value ($000) $4,960 Shares 200,238 Est. Cost $27.98 Unrealized -6.7%
MPC MARATHON PETE CORP COM 1.8%
Value ($000) $4,912 Shares 61,427 Est. Cost $48.76 Unrealized +28.2%
AGG ISHARES TR 1.7%
Value ($000) $4,737 Shares 44,888 Est. Cost $108.78 Unrealized
IJR ISHARES TR 1.2%
Value ($000) $3,184 Shares 36,499 Est. Cost $77.19 Unrealized
VB VANGUARD SMALL-CAP ETF 1.1%
Value ($000) $3,088 Shares 18,992 Est. Cost $147.72 Unrealized
SCHC SCHWAB STRATEGIC TR 1.0%
Value ($000) $2,757 Shares 77,322 Est. Cost $36.55 Unrealized
VSS VANGUARD FTSE ALL WO X-US SM CAP 1.0%
Value ($000) $2,691 Shares 23,995 Est. Cost $119.04 Unrealized
SPAB SPDR PORTFOLIO AGGREGATE BOND ETF 0.9%
Value ($000) $2,464 Shares 88,919 Est. Cost $28.16 Unrealized
IGIB ISHARES TR 0.9%
Value ($000) $2,380 Shares 44,815 Est. Cost $79.16 Unrealized
IVE ISHARES TR 0.7%
Value ($000) $2,010 Shares 17,240 Est. Cost $110.42 Unrealized
SPTM SPDR PORTFOLIO TOTAL STOCK MARKET ETF 0.7%
Value ($000) $1,983 Shares 54,769 Est. Cost $36.21 Unrealized
VWO VANGUARD INTL EQUITY INDEX 0.6%
Value ($000) $1,756 Shares 42,515 Est. Cost $42.17 Unrealized
NIELSEN HLDGS PLC SHS 0.5%
Value ($000) $1,284 Shares 46,433 Est. Cost $28.33 Unrealized
NWL NEWELL BRANDS INC 0.5%
Value ($000) $1,244 Shares 61,259 Est. Cost $18.94 Unrealized -12.4%
SEAGATE TECHNOLOGY PLC 0.4%
Value ($000) $1,236 Shares 26,096 Est. Cost $49.10 Unrealized
SPIB SPDR PORTFOLIO INTERMEDIATE TERM CORPORATE BOND ETF 0.4%
Value ($000) $1,216 Shares 36,509 Est. Cost $33.54 Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.4%
Value ($000) $990 Shares 51,313 Est. Cost $21.12 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.4%
Value ($000) $986 Shares 13,482 Est. Cost $62.41 Unrealized +20.4%
CPB CAMPBELL SOUP CO 0.4%
Value ($000) $985 Shares 26,892 Est. Cost $31.44 Unrealized +1.4%
BAX BAXTER INTL INC COM 0.4%
Value ($000) $985 Shares 12,781 Est. Cost $57.62 Unrealized +12.7%
NVT NVENT ELECTRIC PLC 0.4%
Value ($000) $985 Shares 36,259 Est. Cost $21.84 Unrealized +6.4%
PNR PENTAIR PLC SHS 0.4%
Value ($000) $984 Shares 22,706 Est. Cost $41.30 Unrealized -5.7%
PINNACLE FOODS INC DEL COM 0.4%
Value ($000) $984 Shares 15,186 Est. Cost $65.06 Unrealized
TRN TRINITY INDS INC 0.4%
Value ($000) $984 Shares 26,859 Est. Cost $18.65 Unrealized +7.1%
SYY SYSCO CORP 0.4%
Value ($000) $984 Shares 13,435 Est. Cost $47.87 Unrealized +23.8%
SYMANTEC CORP 0.4%
Value ($000) $984 Shares 46,245 Est. Cost $21.28 Unrealized
AMTRUST FINL SVCS COM 0.4%
Value ($000) $984 Shares 67,735 Est. Cost $14.56 Unrealized
ADNT ADIENT PLC 0.4%
Value ($000) $983 Shares 25,017 Est. Cost $65.11 Unrealized -30.9%
NAVISTAR INTL CORP NEW 0.4%
Value ($000) $983 Shares 25,543 Est. Cost $37.53 Unrealized
KKR KKR & CO INC CL A 0.4%
Value ($000) $983 Shares 36,053 Est. Cost $24.47 Unrealized 0.0%
CVLT COMMVAULT SYSTEMS INC COM 0.4%
Value ($000) $983 Shares 14,045 Est. Cost $68.76 Unrealized -1.5%
TRAVELPORT WORLDWIDE LTD 0.4%
Value ($000) $983 Shares 58,245 Est. Cost $16.33 Unrealized
FOREST CITY RLTY TR INC COM CL A 0.4%
Value ($000) $983 Shares 39,170 Est. Cost $22.81 Unrealized
CNDT CONDUENT INC 0.4%
Value ($000) $982 Shares 43,590 Est. Cost $20.52 Unrealized 0.0%
WELBILT INC 0.4%
Value ($000) $981 Shares 46,985 Est. Cost $20.82 Unrealized
WEB COM GROUP INC 0.4%
Value ($000) $981 Shares 35,176 Est. Cost $25.84 Unrealized
XEROX CORP 0.4%
Value ($000) $981 Shares 36,366 Est. Cost $28.24 Unrealized
CMG CHIPOTLE MEXICAN GRILL A 0.4%
Value ($000) $981 Shares 2,159 Est. Cost $6.15 Unrealized +54.7%
BFH ALLIANCE DATA SYS CORP 0.4%
Value ($000) $981 Shares 4,154 Est. Cost $167.75 Unrealized -1.2%
JACK JACK IN THE BOX INC 0.4%
Value ($000) $981 Shares 11,698 Est. Cost $89.52 Unrealized -3.4%
PLATFORM SPECIALTY PRODS COR 0.4%
Value ($000) $981 Shares 78,654 Est. Cost $9.74 Unrealized
LNG CHENIERE ENERGY INC COM 0.4%
Value ($000) $980 Shares 14,103 Est. Cost $52.35 Unrealized +23.1%
TIFFANY & CO NEW 0.4%
Value ($000) $979 Shares 7,589 Est. Cost $100.07 Unrealized
TEX TEREX CORP NEW 0.4%
Value ($000) $979 Shares 24,518 Est. Cost $44.22 Unrealized -8.1%
INVESTORS BANCORP INC NEW 0.4%
Value ($000) $978 Shares 79,706 Est. Cost $13.70 Unrealized
WCC WESCO INTL INC 0.4%
Value ($000) $978 Shares 15,921 Est. Cost $58.23 Unrealized 0.0%
ATHENAHEALTH INC 0.4%
Value ($000) $977 Shares 7,316 Est. Cost $138.21 Unrealized
HERTZ GLOBAL HLDGS INC 0.4%
Value ($000) $976 Shares 59,767 Est. Cost $19.46 Unrealized
HLF HERBALIFE NUTRITION LTD 0.4%
Value ($000) $975 Shares 17,882 Est. Cost $44.51 Unrealized +24.1%
CARS CARS COM INC COM 0.4%
Value ($000) $974 Shares 35,289 Est. Cost $27.92 Unrealized +0.1%
PRGO PERRIGO CO PCL SHS 0.4%
Value ($000) $974 Shares 13,764 Est. Cost $85.75 Unrealized -12.5%
SLM SLM CORP 0.4%
Value ($000) $974 Shares 87,315 Est. Cost $11.57 Unrealized +0.1%
IWN ISHARES TR 0.1%
Value ($000) $347 Shares 2,609 Est. Cost $133.00 Unrealized
QCOM QUALCOMM INC COM 0.1%
Value ($000) $308 Shares 4,269 Est. Cost $46.30 Unrealized +18.0%
XOM EXXON MOBIL CORP 0.1%
Value ($000) $300 Shares 3,532 Est. Cost $56.54 Unrealized +2.9%
T AT & T INC COM 0.1%
Value ($000) $298 Shares 8,885 Est. Cost $15.42 Unrealized -6.1%
HP HELMERICH & PAYNE INC 0.1%
Value ($000) $297 Shares 4,323 Est. Cost $66.73 Unrealized -4.3%
ETN EATON CORP PLC SHS 0.1%
Value ($000) $296 Shares 3,409 Est. Cost $70.19 Unrealized +1.3%
PM PHILIP MORRIS INTL COM 0.1%
Value ($000) $296 Shares 3,631 Est. Cost $63.67 Unrealized -12.9%
MRK MERCK & CO COM COM 0.1%
Value ($000) $294 Shares 4,143 Est. Cost $42.84 Unrealized +18.2%
CAH CARDINAL HEALTH INC COM 0.1%
Value ($000) $294 Shares 5,439 Est. Cost $49.81 Unrealized -17.5%
IBM INTERNATIONAL BUSINESS MACHS CORP 0.1%
Value ($000) $293 Shares 1,935 Est. Cost $105.68 Unrealized -4.2%
CMI CUMMINS INC 0.1%
Value ($000) $292 Shares 1,997 Est. Cost $116.20 Unrealized 0.0%
MO ALTRIA GROUP INC 0.1%
Value ($000) $291 Shares 4,831 Est. Cost $35.65 Unrealized -5.9%
OKE ONEOK INC NEW 0.1%
Value ($000) $290 Shares 4,283 Est. Cost $36.66 Unrealized +16.7%
OXY OCCIDENTAL PETE CORP 0.1%
Value ($000) $290 Shares 3,530 Est. Cost $59.76 Unrealized +13.4%
SCANA CORP NEW 0.1%
Value ($000) $289 Shares 7,421 Est. Cost $37.78 Unrealized
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $288 Shares 3,735 Est. Cost $57.84 Unrealized -1.7%
WU WESTERN UN CO COM 0.1%
Value ($000) $285 Shares 14,963 Est. Cost $19.17 Unrealized
APD AIR PRODS & CHEMS INC 0.1%
Value ($000) $284 Shares 1,700 Est. Cost $135.77 Unrealized +0.1%
SO SOUTHERN CO 0.1%
Value ($000) $282 Shares 6,468 Est. Cost $32.60 Unrealized +5.2%
D DOMINION ENERGY COM 0.1%
Value ($000) $282 Shares 4,010 Est. Cost $46.86 Unrealized +8.8%
FE FIRSTENERGY CORP 0.1%
Value ($000) $281 Shares 7,573 Est. Cost $27.08 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.1%
Value ($000) $281 Shares 2,563 Est. Cost $89.95 Unrealized 0.0%
CENTURYLINK INC COM 0.1%
Value ($000) $280 Shares 13,221 Est. Cost $16.65 Unrealized
PPL PPL CORP 0.1%
Value ($000) $279 Shares 9,530 Est. Cost $20.85 Unrealized +1.3%
KIM KIMCO RLTY CORP 0.1%
Value ($000) $278 Shares 16,619 Est. Cost $10.54 Unrealized +11.5%
ABBV ABBVIE INC COM 0.1%
Value ($000) $278 Shares 2,936 Est. Cost $69.17 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS 0.1%
Value ($000) $278 Shares 5,213 Est. Cost $33.22 Unrealized +7.3%
F FORD MTR CO 0.1%
Value ($000) $277 Shares 29,932 Est. Cost $7.45 Unrealized -8.0%
HCP INC 0.1%
Value ($000) $276 Shares 10,500 Est. Cost $23.46 Unrealized
WELL WELLTOWER INC COM 0.1%
Value ($000) $274 Shares 4,257 Est. Cost $43.41 Unrealized +16.9%
WESTROCK CO COM 0.1%
Value ($000) $273 Shares 5,111 Est. Cost $60.89 Unrealized
HRB BLOCK H & R INC 0.1%
Value ($000) $272 Shares 10,559 Est. Cost $19.02 Unrealized 0.0%
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $271 Shares 5,515 Est. Cost $38.15 Unrealized -6.6%
M MACYS INC COM 0.1%
Value ($000) $271 Shares 7,799 Est. Cost $28.58 Unrealized +30.2%
IVZ INVESCO LTD COM 0.1%
Value ($000) $270 Shares 11,784 Est. Cost $17.49 Unrealized 0.0%
TSN TYSON FOODS INC 0.1%
Value ($000) $269 Shares 4,520 Est. Cost $50.84 Unrealized 0.0%
UPS UNITED PARCEL SERVICE CL B 0.1%
Value ($000) $269 Shares 2,305 Est. Cost $88.44 Unrealized 0.0%
KHC KRAFT HEINZ CO COM 0.1%
Value ($000) $269 Shares 4,888 Est. Cost $46.69 Unrealized -10.5%
GIS GENERAL MLS INC 0.1%
Value ($000) $264 Shares 6,157 Est. Cost $39.10 Unrealized -10.6%
GENERAL ELECTRIC CO COM 0.1%
Value ($000) $261 Shares 23,158 Est. Cost $12.96 Unrealized
WMB WILLIAMS COS INC 0.1%
Value ($000) $261 Shares 9,594 Est. Cost $19.01 Unrealized +1.2%
DOWDUPONT INC COM 0.1%
Value ($000) $259 Shares 4,028 Est. Cost $64.30 Unrealized
VTR VENTAS INC 0.1%
Value ($000) $258 Shares 4,740 Est. Cost $37.99 Unrealized +12.1%
SPYV SPDR PORTFOLIO S&P 500 VALUE ETF 0.1%
Value ($000) $203 Shares 6,509 Est. Cost $31.19 Unrealized