Redwood Investment Management, LLC Quant / Systematic

CIK: 0001717479 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 16, 2019

Total Value ($000): $234,442 (100.0% shares, 0.0% debt)

Holdings (143)

LSAF TWO RDS SHARED TR 6.4%
Value ($000) $15,021 Shares 629,610 Est. Cost $21.36 Unrealized
HYLB DBX ETF TR XTRACK USD HIGH 4.9%
Value ($000) $11,393 Shares 229,197 Est. Cost $49.71 Unrealized
CWB SPDR SERIES TRUST 3.3%
Value ($000) $7,680 Shares 146,991 Est. Cost $52.25 Unrealized
AGG ISHARES CORE US AGGREGATE BOND 2.6%
Value ($000) $6,105 Shares 55,971 Est. Cost $108.37 Unrealized
SPTI SPDR SERIES TRUST 2.5%
Value ($000) $5,876 Shares 97,286 Est. Cost $59.58 Unrealized
PFF ISHARES U.S. PREFERRED STOCK ETF 2.4%
Value ($000) $5,712 Shares 156,271 Est. Cost $36.55 Unrealized
PFFD GLOBAL X US PREFERRED ETF 2.4%
Value ($000) $5,675 Shares 235,889 Est. Cost $24.06 Unrealized
ICVT ISHARES CONV BD ETF 2.4%
Value ($000) $5,672 Shares 97,855 Est. Cost $57.96 Unrealized
IVV ISHARES CORE S&P 500 ETF 2.0%
Value ($000) $4,794 Shares 16,846 Est. Cost $292.43 Unrealized
XEROX CORP COM NEW 1.6%
Value ($000) $3,734 Shares 116,762 Est. Cost $30.76 Unrealized
HLF HERBALIFE NUTRITION LTD COM SHS 1.6%
Value ($000) $3,727 Shares 70,339 Est. Cost $55.18 Unrealized +4.1%
SPAB SPDR SERIES TRUST 1.6%
Value ($000) $3,664 Shares 128,380 Est. Cost $28.12 Unrealized
QCOM QUALCOMM INC COM 1.3%
Value ($000) $3,023 Shares 53,006 Est. Cost $45.74 Unrealized 0.0%
ABBV ABBVIE INC COM 1.3%
Value ($000) $3,012 Shares 37,371 Est. Cost $61.01 Unrealized 0.0%
WDC WESTERN DIGITAL CORP COM 1.3%
Value ($000) $3,006 Shares 62,538 Est. Cost $32.38 Unrealized 0.0%
CAH CARDINAL HEALTH INC COM 1.3%
Value ($000) $3,002 Shares 62,342 Est. Cost $41.04 Unrealized 0.0%
IGIB ISHARES INTERMEDIATE CREDIT BOND ETF 1.2%
Value ($000) $2,882 Shares 52,274 Est. Cost $75.51 Unrealized
VSS VANGUARD FTSE ALL WO X-US SM CAP 1.2%
Value ($000) $2,881 Shares 27,668 Est. Cost $104.13 Unrealized
SCHC SCHWAB STRATEGIC TR 1.2%
Value ($000) $2,876 Shares 89,170 Est. Cost $32.25 Unrealized
ORCL ORACLE CORP COM 1.2%
Value ($000) $2,848 Shares 53,021 Est. Cost $46.07 Unrealized 0.0%
VB VANGUARD SMALL-CAP ETF 1.2%
Value ($000) $2,812 Shares 18,406 Est. Cost $152.78 Unrealized
ATHENE HLDG LTD CL A 1.2%
Value ($000) $2,746 Shares 67,308 Est. Cost $40.80 Unrealized
AVGO BROADCOM INC COM 1.2%
Value ($000) $2,745 Shares 9,130 Est. Cost $22.49 Unrealized 0.0%
CSCO CISCO SYS INC COM 1.2%
Value ($000) $2,745 Shares 50,839 Est. Cost $39.51 Unrealized 0.0%
RF REGIONS FINL CORP NEW COM 1.2%
Value ($000) $2,743 Shares 193,834 Est. Cost $11.54 Unrealized 0.0%
IJR ISHARES TR CORE S&P SCP ETF 1.2%
Value ($000) $2,741 Shares 35,522 Est. Cost $77.16 Unrealized
HPE HEWLETT PACKARD ENTERPRISE CO COM 1.2%
Value ($000) $2,741 Shares 177,663 Est. Cost $12.36 Unrealized 0.0%
SPIRIT AEROSYSTEMS HOLD-A 1.2%
Value ($000) $2,740 Shares 29,939 Est. Cost $91.52 Unrealized
C CITIGROUP INC COM 1.2%
Value ($000) $2,740 Shares 44,036 Est. Cost $48.78 Unrealized 0.0%
AGO ASSURED GUARANTY LTD COM 1.2%
Value ($000) $2,740 Shares 61,670 Est. Cost $36.94 Unrealized 0.0%
CIT GROUP INC COM 1.2%
Value ($000) $2,739 Shares 57,103 Est. Cost $47.97 Unrealized
ROK ROCKWELL AUTOMATION INC COM 1.2%
Value ($000) $2,739 Shares 15,609 Est. Cost $149.99 Unrealized 0.0%
MAN MANPOWERGROUP INC COM 1.2%
Value ($000) $2,739 Shares 33,119 Est. Cost $78.81 Unrealized 0.0%
GNTX GENTEX CORP COM 1.2%
Value ($000) $2,737 Shares 132,337 Est. Cost $20.90 Unrealized 0.0%
YUM YUM BRANDS INC COM 1.2%
Value ($000) $2,736 Shares 27,409 Est. Cost $83.46 Unrealized 0.0%
CPT CAMDEN PPTY TR SH BEN INT 1.2%
Value ($000) $2,736 Shares 26,956 Est. Cost $76.01 Unrealized 0.0%
AMGN AMGEN INC COM 1.2%
Value ($000) $2,736 Shares 14,400 Est. Cost $154.67 Unrealized 0.0%
BEN FRANKLIN RES INC COM 1.2%
Value ($000) $2,735 Shares 82,534 Est. Cost $22.72 Unrealized 0.0%
HPQ HP INC COM 1.2%
Value ($000) $2,735 Shares 140,771 Est. Cost $16.70 Unrealized 0.0%
SBUX STARBUCKS CORP COM 1.2%
Value ($000) $2,734 Shares 36,776 Est. Cost $59.25 Unrealized 0.0%
DISCOVER FINL SVCS COM 1.2%
Value ($000) $2,734 Shares 38,426 Est. Cost $71.15 Unrealized
WALGREENS BOOTS ALLIANCE INC COM 1.2%
Value ($000) $2,734 Shares 43,219 Est. Cost $63.26 Unrealized
LAM RESEARCH CORP COM 1.2%
Value ($000) $2,732 Shares 15,259 Est. Cost $179.04 Unrealized
SYF SYNCHRONY FINL COM 1.2%
Value ($000) $2,732 Shares 85,642 Est. Cost $25.35 Unrealized 0.0%
NRG NRG ENERGY INC COM NEW 1.2%
Value ($000) $2,719 Shares 64,004 Est. Cost $34.42 Unrealized 0.0%
PSK SPDR WELLS FARGO PREFERRED STOCK ETF 0.9%
Value ($000) $2,182 Shares 51,133 Est. Cost $42.67 Unrealized
EMHY ISHARES EMERGING MARKETS HIGH YIELD BOND FUND 0.8%
Value ($000) $1,959 Shares 15,425 Est. Cost $127.00 Unrealized
SPYG SPDR SERIES TRUST 0.6%
Value ($000) $1,455 Shares 39,109 Est. Cost $37.20 Unrealized
SPTM SPDR SERIES TRUST 0.6%
Value ($000) $1,349 Shares 38,345 Est. Cost $36.21 Unrealized
SLYG SPDR SERIES TRUST 0.6%
Value ($000) $1,341 Shares 22,466 Est. Cost $57.93 Unrealized
SEAGATE TECHNOLOGY PLC 0.5%
Value ($000) $1,272 Shares 26,569 Est. Cost $48.74 Unrealized
NWL NEWELL BRANDS INC 0.5%
Value ($000) $1,251 Shares 81,559 Est. Cost $16.00 Unrealized -17.2%
SLYV SPDR SERIES TRUST 0.5%
Value ($000) $1,244 Shares 20,622 Est. Cost $58.75 Unrealized
NIELSEN HOLDINGS PLC SHS 0.5%
Value ($000) $1,239 Shares 52,339 Est. Cost $26.43 Unrealized
SPEM SPDR INDEX SHS FDS 0.5%
Value ($000) $1,072 Shares 29,995 Est. Cost $35.74 Unrealized
TIFFANY & CO NEW COM 0.4%
Value ($000) $1,046 Shares 9,911 Est. Cost $97.82 Unrealized
SPYV SPDR SERIES TRUST 0.4%
Value ($000) $1,011 Shares 33,404 Est. Cost $30.35 Unrealized
CHKP CHECK POINT SOFTW TECH 0.4%
Value ($000) $1,007 Shares 7,959 Est. Cost $116.24 Unrealized 0.0%
BFH ALLIANCE DATA SYS CORP 0.4%
Value ($000) $997 Shares 5,700 Est. Cost $157.00 Unrealized -23.3%
CMG CHIPOTLE MEXICAN GRILL A 0.4%
Value ($000) $992 Shares 1,396 Est. Cost $6.15 Unrealized +88.7%
TEX TEREX CORP NEW 0.4%
Value ($000) $992 Shares 30,874 Est. Cost $41.66 Unrealized -23.9%
TENNECO INC. COMMON STOCK 0.4%
Value ($000) $991 Shares 44,741 Est. Cost $25.26 Unrealized
CAESARS ENTMT CORP COM 0.4%
Value ($000) $991 Shares 114,049 Est. Cost $8.69 Unrealized
SLM SLM CORP 0.4%
Value ($000) $991 Shares 100,016 Est. Cost $11.41 Unrealized -9.3%
TRN TRINITY INDS INC 0.4%
Value ($000) $990 Shares 45,556 Est. Cost $18.20 Unrealized -3.6%
CPB CAMPBELL SOUP CO 0.4%
Value ($000) $990 Shares 25,970 Est. Cost $30.92 Unrealized -9.0%
BAX BAXTER INTL INC COM 0.4%
Value ($000) $989 Shares 12,163 Est. Cost $58.24 Unrealized +10.0%
NAVISTAR INTL CORP NEW 0.4%
Value ($000) $989 Shares 30,615 Est. Cost $36.17 Unrealized
CNDT CONDUENT INC 0.4%
Value ($000) $988 Shares 71,414 Est. Cost $18.51 Unrealized -28.1%
ACA ARCOSA INC COM 0.4%
Value ($000) $988 Shares 32,350 Est. Cost $27.36 Unrealized +8.9%
ADNT ADIENT PLC 0.4%
Value ($000) $988 Shares 76,238 Est. Cost $35.63 Unrealized -50.9%
KKR KKR & CO INC CL A 0.4%
Value ($000) $988 Shares 42,064 Est. Cost $23.99 Unrealized -12.1%
TRAVELPORT WORLDWIDE LTD 0.4%
Value ($000) $987 Shares 62,748 Est. Cost $16.18 Unrealized
SYMANTEC CORP 0.4%
Value ($000) $987 Shares 42,951 Est. Cost $21.46 Unrealized
WCC WESCO INTL INC 0.4%
Value ($000) $987 Shares 18,621 Est. Cost $56.98 Unrealized -9.8%
INVESTORS BANCORP INC NEW 0.4%
Value ($000) $986 Shares 83,242 Est. Cost $13.41 Unrealized
WELBILT INC 0.4%
Value ($000) $986 Shares 60,223 Est. Cost $18.06 Unrealized
PRGO PERRIGO CO PCL SHS 0.4%
Value ($000) $986 Shares 20,482 Est. Cost $77.25 Unrealized -39.4%
LNG CHENIERE ENERGY INC COM 0.4%
Value ($000) $986 Shares 14,426 Est. Cost $54.50 Unrealized +20.6%
CVLT COMMVAULT SYSTEMS INC COM 0.4%
Value ($000) $986 Shares 15,234 Est. Cost $67.95 Unrealized -4.9%
MAGELLAN HEALTH INC COM NEW 0.4%
Value ($000) $985 Shares 14,939 Est. Cost $58.21 Unrealized
PZZA PAPA JOHNS INTL INC 0.4%
Value ($000) $984 Shares 18,586 Est. Cost $37.31 Unrealized 0.0%
HERTZ GLOBAL HLDGS INC 0.4%
Value ($000) $984 Shares 56,632 Est. Cost $19.32 Unrealized
CARS CARS COM INC COM 0.4%
Value ($000) $983 Shares 43,129 Est. Cost $27.09 Unrealized -10.7%
NVT NVENT ELECTRIC PLC 0.4%
Value ($000) $981 Shares 36,378 Est. Cost $21.88 Unrealized +1.6%
NXPI NXP SEMICONDUCTORS N V COM 0.4%
Value ($000) $903 Shares 10,221 Est. Cost $78.57 Unrealized 0.0%
UPS VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $556 Shares 7,228 Est. Cost $80.97 Unrealized 0.0%
TIIAY TELECOM ITALIA S P A NEW 0.2%
Value ($000) $507 Shares 80,661 Est. Cost $6.29 Unrealized
NVS NOVARTIS AG SPNSRD ADR 0.2%
Value ($000) $488 Shares 5,076 Est. Cost $96.14 Unrealized
CHINA LIFE INS CO LTD 0.2%
Value ($000) $485 Shares 36,169 Est. Cost $13.41 Unrealized
GLAXOSMITHKLINE PLC ADR 0.2%
Value ($000) $474 Shares 11,339 Est. Cost $41.80 Unrealized
VALE VALE S A ADR 0.2%
Value ($000) $464 Shares 35,520 Est. Cost $13.06 Unrealized
PBR/A PETROLEO BRASILEIRO SA PETRO ADR 0.2%
Value ($000) $454 Shares 31,724 Est. Cost $14.31 Unrealized
DSDVY DSV AS 0.2%
Value ($000) $450 Shares 10,854 Est. Cost $41.46 Unrealized
VWDRY VESTAS WIND SYS AS UTD KINGD ADR 0.2%
Value ($000) $449 Shares 16,012 Est. Cost $28.04 Unrealized
SINOPEC SHANGHAI PETRO ADR 0.2%
Value ($000) $443 Shares 9,291 Est. Cost $47.68 Unrealized
TELFY TELEFONICA S A SPON ADR 0.2%
Value ($000) $431 Shares 51,533 Est. Cost $8.36 Unrealized
CHINA PETE & CHEM CORP 0.2%
Value ($000) $425 Shares 5,348 Est. Cost $79.47 Unrealized
SEOAY STORA ENSO CORP 0.2%
Value ($000) $411 Shares 33,705 Est. Cost $12.19 Unrealized
BAK BRASKEM S A 0.2%
Value ($000) $402 Shares 15,551 Est. Cost $25.85 Unrealized
SBS COMPANHIA DE SANEAMENTO BASICO DO 0.2%
Value ($000) $392 Shares 37,042 Est. Cost $10.58 Unrealized
GIS GENERAL MILLS INC 0.1%
Value ($000) $301 Shares 5,824 Est. Cost $35.78 Unrealized 0.0%
MO ALTRIA GROUP INC 0.1%
Value ($000) $300 Shares 5,218 Est. Cost $29.72 Unrealized 0.0%
OKE ONEOK INC NEW 0.1%
Value ($000) $295 Shares 4,223 Est. Cost $41.63 Unrealized 0.0%
WMB WILLIAMS COMPANIES INC 0.1%
Value ($000) $293 Shares 10,209 Est. Cost $18.25 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC SHS 0.1%
Value ($000) $288 Shares 7,792 Est. Cost $29.58 Unrealized 0.0%
HP HELMERICH & PAYNE INC 0.1%
Value ($000) $287 Shares 5,163 Est. Cost $54.48 Unrealized 0.0%
WY WEYERHAEUSER CO COM 0.1%
Value ($000) $285 Shares 10,821 Est. Cost $19.29 Unrealized 0.0%
KIM KIMCO REALTY CORP 0.1%
Value ($000) $285 Shares 15,424 Est. Cost $12.46 Unrealized 0.0%
COTY COTY INC COM CL A 0.1%
Value ($000) $285 Shares 24,803 Est. Cost $9.00 Unrealized 0.0%
SO SOUTHERN CO 0.1%
Value ($000) $284 Shares 5,493 Est. Cost $37.42 Unrealized 0.0%
PKG PACKAGING CORP OF AMERICA 0.1%
Value ($000) $283 Shares 2,847 Est. Cost $76.99 Unrealized 0.0%
D DOMINION ENERGY COM 0.1%
Value ($000) $283 Shares 3,688 Est. Cost $53.89 Unrealized 0.0%
KELLOGG CO 0.1%
Value ($000) $280 Shares 4,873 Est. Cost $41.45 Unrealized 0.0%
IBM INTERNATIONAL BUSINESS MACHINES CORP 0.1%
Value ($000) $280 Shares 1,982 Est. Cost $94.64 Unrealized 0.0%
CMI CUMMINS INC 0.1%
Value ($000) $280 Shares 1,775 Est. Cost $125.76 Unrealized 0.0%
WU WESTERN UN CO COM 0.1%
Value ($000) $279 Shares 15,111 Est. Cost $18.46 Unrealized
EIX EDISON INTL 0.1%
Value ($000) $278 Shares 4,485 Est. Cost $44.12 Unrealized 0.0%
PM PHILIP MORRIS INTL COM 0.1%
Value ($000) $278 Shares 3,143 Est. Cost $56.07 Unrealized 0.0%
T AT & T INC COM 0.1%
Value ($000) $276 Shares 8,816 Est. Cost $14.16 Unrealized 0.0%
WESTROCK CO COM 0.1%
Value ($000) $275 Shares 7,163 Est. Cost $38.39 Unrealized
ETN EATON CORP PLC SHS 0.1%
Value ($000) $275 Shares 3,417 Est. Cost $66.48 Unrealized 0.0%
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $275 Shares 5,951 Est. Cost $31.79 Unrealized 0.0%
F FORD MTR CO 0.1%
Value ($000) $274 Shares 31,254 Est. Cost $6.08 Unrealized 0.0%
DUK DUKE ENERGY CORP COM 0.1%
Value ($000) $274 Shares 3,044 Est. Cost $66.91 Unrealized 0.0%
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $274 Shares 4,144 Est. Cost $56.47 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $272 Shares 6,241 Est. Cost $35.74 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $272 Shares 4,187 Est. Cost $50.86 Unrealized 0.0%
IRM IRON MTN INC NEW COM 0.1%
Value ($000) $272 Shares 7,679 Est. Cost $24.44 Unrealized 0.0%
IVZ INVESCO LTD COM 0.1%
Value ($000) $271 Shares 14,059 Est. Cost $13.47 Unrealized 0.0%
MAC MACERICH CO 0.1%
Value ($000) $271 Shares 6,260 Est. Cost $43.29 Unrealized
PPL PPL CORP 0.1%
Value ($000) $271 Shares 8,525 Est. Cost $23.10 Unrealized 0.0%
LYB LYONDELLBASELL INDUSTRIES NV 0.1%
Value ($000) $270 Shares 3,210 Est. Cost $55.48 Unrealized 0.0%
HRB BLOCK H & R INC 0.1%
Value ($000) $269 Shares 11,230 Est. Cost $18.77 Unrealized 0.0%
PFE PFIZER INC 0.1%
Value ($000) $268 Shares 6,316 Est. Cost $29.24 Unrealized 0.0%
M MACYS INC COM 0.1%
Value ($000) $267 Shares 11,100 Est. Cost $25.25 Unrealized 0.0%
OMC OMNICOM GROUP INC 0.1%
Value ($000) $264 Shares 3,614 Est. Cost $58.50 Unrealized 0.0%
CF CF INDS HLDGS INC COM 0.1%
Value ($000) $264 Shares 6,450 Est. Cost $35.76 Unrealized 0.0%
HOG HARLEY DAVIDSON INC 0.1%
Value ($000) $263 Shares 7,377 Est. Cost $36.40 Unrealized 0.0%
CVS CVS HEALTH CORP COM 0.1%
Value ($000) $256 Shares 4,741 Est. Cost $49.47 Unrealized 0.0%
CENTURYLINK INC COM 0.1%
Value ($000) $251 Shares 20,959 Est. Cost $11.98 Unrealized
INTERPUBLIC GROUP OF COS INC COM 0.1%
Value ($000) $246 Shares 11,714 Est. Cost $16.87 Unrealized 0.0%
MCO MOODYS CORP COM 0.1%
Value ($000) $201 Shares 1,109 Est. Cost $154.93 Unrealized 0.0%