Redwood Investment Management, LLC Quant / Systematic

CIK: 0001717479 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 13, 2020

Total Value ($000): $157,780 (100.0% shares, 0.0% debt)

Holdings (151)

LSAF TWO RDS SHARED TR 9.9%
Value ($000) $15,557 Shares 818,733 Est. Cost $23.06 Unrealized
AGG ISHARES TR 8.7%
Value ($000) $13,743 Shares 119,121 Est. Cost $115.37 Unrealized
SPTS SPDR SER TR 5.3%
Value ($000) $8,429 Shares 274,391 Est. Cost $30.72 Unrealized
PSK SPDR SER TR 3.0%
Value ($000) $4,747 Shares 121,122 Est. Cost $43.05 Unrealized
HYG ISHARES TR 2.9%
Value ($000) $4,645 Shares 60,267 Est. Cost $77.07 Unrealized
SPIB SPDR SER TR 2.9%
Value ($000) $4,605 Shares 135,405 Est. Cost $34.94 Unrealized
SPMB SPDR SER TR 2.3%
Value ($000) $3,562 Shares 133,469 Est. Cost $26.18 Unrealized
SPYG SPDR SER TR 2.0%
Value ($000) $3,219 Shares 90,064 Est. Cost $37.97 Unrealized
SPYV SPDR SER TR 1.4%
Value ($000) $2,257 Shares 87,353 Est. Cost $30.63 Unrealized
CWB SPDR SER TR 1.2%
Value ($000) $1,924 Shares 40,199 Est. Cost $51.78 Unrealized
EMHY ISHARES TR 0.9%
Value ($000) $1,461 Shares 38,351 Est. Cost $74.18 Unrealized
SLYV SPDR SER TR 0.8%
Value ($000) $1,335 Shares 32,679 Est. Cost $60.10 Unrealized
LKQ LKQ CORP 0.8%
Value ($000) $1,291 Shares 62,946 Est. Cost $25.52 Unrealized +4.3%
XRX XEROX HOLDINGS CORP 0.8%
Value ($000) $1,236 Shares 65,251 Est. Cost $31.35 Unrealized +1.3%
CITRIX SYSTEMS INC 0.7%
Value ($000) $1,083 Shares 7,649 Est. Cost $110.86 Unrealized
ORCL ORACLE CORP 0.6%
Value ($000) $879 Shares 18,197 Est. Cost $47.63 Unrealized -0.3%
DVA DAVITA INC 0.5%
Value ($000) $864 Shares 11,363 Est. Cost $78.61 Unrealized 0.0%
INVA INNOVIVA INC 0.5%
Value ($000) $838 Shares 71,271 Est. Cost $13.51 Unrealized -2.1%
WELBILT INC 0.5%
Value ($000) $833 Shares 162,428 Est. Cost $11.02 Unrealized
LNG CHENIERE ENERGY INC 0.5%
Value ($000) $833 Shares 24,863 Est. Cost $55.63 Unrealized -7.9%
MCK MCKESSON CORP 0.5%
Value ($000) $833 Shares 6,155 Est. Cost $135.52 Unrealized +3.9%
OXY Occidental Petroleum Corp 0.5%
Value ($000) $832 Shares 71,809 Est. Cost $32.53 Unrealized -7.6%
GCP APPLIED TECHNOLOGIES INC 0.5%
Value ($000) $832 Shares 46,741 Est. Cost $22.07 Unrealized
PZZA PAPA JOHNS INTL INC 0.5%
Value ($000) $830 Shares 15,559 Est. Cost $38.18 Unrealized +35.4%
MAGELLAN HEALTH INC 0.5%
Value ($000) $828 Shares 17,208 Est. Cost $57.78 Unrealized
NVT NVENT ELECTRIC PLC 0.5%
Value ($000) $826 Shares 48,933 Est. Cost $21.60 Unrealized -3.7%
CVLT COMMVAULT SYSTEMS INC 0.5%
Value ($000) $825 Shares 20,384 Est. Cost $60.04 Unrealized -28.1%
MED MEDIFAST INC 0.5%
Value ($000) $823 Shares 13,174 Est. Cost $80.51 Unrealized -4.2%
CNDT CONDUENT INC 0.5%
Value ($000) $822 Shares 335,573 Est. Cost $8.61 Unrealized -54.0%
TRN TRINITY INDUSTRIES INC 0.5%
Value ($000) $822 Shares 51,180 Est. Cost $17.82 Unrealized -10.7%
SLM SLM CORP 0.5%
Value ($000) $821 Shares 114,132 Est. Cost $10.80 Unrealized -10.6%
HAIN HAIN CELESTIAL GROUP INC 0.5%
Value ($000) $819 Shares 31,529 Est. Cost $21.89 Unrealized +14.0%
HERTZ GLOBAL HLDGS INC 0.5%
Value ($000) $819 Shares 132,535 Est. Cost $12.96 Unrealized
TIFFANY & CO NEW 0.5%
Value ($000) $817 Shares 6,312 Est. Cost $97.07 Unrealized
CAESARS ENTMT CORP 0.5%
Value ($000) $817 Shares 120,826 Est. Cost $8.25 Unrealized
MMSI MERIT MED SYS INC 0.5%
Value ($000) $816 Shares 26,099 Est. Cost $35.62 Unrealized 0.0%
GDOT GREEN DOT CORP 0.5%
Value ($000) $816 Shares 32,139 Est. Cost $28.78 Unrealized 0.0%
NWL NEWELL BRANDS INC 0.5%
Value ($000) $811 Shares 61,093 Est. Cost $15.43 Unrealized -14.9%
MTD METTLER TOLEDO INTERNATIONAL 0.5%
Value ($000) $809 Shares 1,171 Est. Cost $746.12 Unrealized 0.0%
IRWD IRONWOOD PHARMA INC 0.5%
Value ($000) $807 Shares 79,937 Est. Cost $10.87 Unrealized +8.1%
Seagate Technology PLC 0.5%
Value ($000) $805 Shares 16,497 Est. Cost $48.99 Unrealized
CLOUDERA INC 0.5%
Value ($000) $805 Shares 102,232 Est. Cost $8.86 Unrealized
BOX BOX INC 0.5%
Value ($000) $805 Shares 57,347 Est. Cost $16.12 Unrealized -7.7%
BLMN BLOOMIN BRANDS INC 0.5%
Value ($000) $804 Shares 112,632 Est. Cost $14.67 Unrealized -0.7%
HOWARD HUGHES CORP 0.5%
Value ($000) $804 Shares 15,907 Est. Cost $95.90 Unrealized
HLF HERBALIFE NUTRITION LTD 0.5%
Value ($000) $804 Shares 27,566 Est. Cost $48.42 Unrealized -23.1%
DK DELEK US HLDGS INC NEW 0.5%
Value ($000) $803 Shares 50,924 Est. Cost $19.34 Unrealized 0.0%
CALY CALLAWAY GOLF CO 0.5%
Value ($000) $802 Shares 78,473 Est. Cost $16.78 Unrealized +2.6%
GEN NORTONLIFELOCK INC 0.5%
Value ($000) $802 Shares 42,863 Est. Cost $12.38 Unrealized +26.3%
NAVISTAR INTL CORP NEW 0.5%
Value ($000) $801 Shares 48,583 Est. Cost $31.49 Unrealized
ADNT ADIENT PLC 0.5%
Value ($000) $801 Shares 88,356 Est. Cost $27.96 Unrealized -28.0%
TENNECO INC 0.5%
Value ($000) $800 Shares 222,340 Est. Cost $9.36 Unrealized
NIELSEN HLDGS PLC 0.5%
Value ($000) $800 Shares 63,774 Est. Cost $24.61 Unrealized
KKR KKR & CO INC 0.5%
Value ($000) $799 Shares 34,048 Est. Cost $24.10 Unrealized +12.4%
MD MEDNAX INC 0.5%
Value ($000) $797 Shares 68,498 Est. Cost $20.62 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.5%
Value ($000) $795 Shares 7,935 Est. Cost $102.32 Unrealized 0.0%
LDOS LEIDOS HOLDINGS INC 0.5%
Value ($000) $790 Shares 8,622 Est. Cost $93.22 Unrealized 0.0%
TSCO TRACTOR SUPPLY COMPANY 0.5%
Value ($000) $771 Shares 9,115 Est. Cost $17.23 Unrealized -5.1%
INTC INTEL CORP 0.5%
Value ($000) $766 Shares 14,160 Est. Cost $49.26 Unrealized +6.2%
CHTR CHARTER COMMUNICATIONS INC N 0.5%
Value ($000) $762 Shares 1,746 Est. Cost $489.07 Unrealized 0.0%
JACOBS ENGINEERING GROUP INC 0.5%
Value ($000) $747 Shares 9,429 Est. Cost $86.62 Unrealized
AAPL APPLE INC 0.5%
Value ($000) $738 Shares 2,903 Est. Cost $58.09 Unrealized +22.3%
ETSY ETSY INC 0.5%
Value ($000) $737 Shares 19,172 Est. Cost $48.85 Unrealized 0.0%
V VISA INC 0.5%
Value ($000) $731 Shares 4,539 Est. Cost $172.55 Unrealized +4.7%
CERNER CORP 0.5%
Value ($000) $731 Shares 11,609 Est. Cost $73.40 Unrealized
HUM HUMANA INC 0.5%
Value ($000) $729 Shares 2,322 Est. Cost $319.98 Unrealized 0.0%
EVRG EVERGY INC 0.5%
Value ($000) $722 Shares 13,123 Est. Cost $49.39 Unrealized +5.3%
AMGN AMGEN INC 0.5%
Value ($000) $717 Shares 3,535 Est. Cost $152.61 Unrealized +19.4%
GDDY GODADDY INC 0.5%
Value ($000) $714 Shares 12,510 Est. Cost $66.17 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.5%
Value ($000) $713 Shares 9,957 Est. Cost $75.45 Unrealized +2.2%
EBAY EBAY INC 0.5%
Value ($000) $712 Shares 23,702 Est. Cost $34.16 Unrealized -7.7%
AZO AUTOZONE INC 0.4%
Value ($000) $706 Shares 834 Est. Cost $1072.83 Unrealized -3.1%
LAM RESEARCH CORP 0.4%
Value ($000) $701 Shares 2,921 Est. Cost $187.80 Unrealized
ETN EATON CORP PLC 0.4%
Value ($000) $694 Shares 8,935 Est. Cost $82.63 Unrealized 0.0%
ALL ALLSTATE CORP 0.4%
Value ($000) $694 Shares 7,569 Est. Cost $94.25 Unrealized 0.0%
OPTU ALTICE USA INC 0.4%
Value ($000) $691 Shares 30,997 Est. Cost $27.63 Unrealized -5.5%
KLAC KLA CORP 0.4%
Value ($000) $688 Shares 4,789 Est. Cost $150.21 Unrealized 0.0%
LOW LOWES COS INC 0.4%
Value ($000) $687 Shares 7,989 Est. Cost $102.36 Unrealized -4.0%
AON PLC 0.4%
Value ($000) $673 Shares 4,079 Est. Cost $208.31 Unrealized
TER TERADYNE INC 0.4%
Value ($000) $673 Shares 12,432 Est. Cost $46.04 Unrealized +34.5%
CSX CSX CORP 0.4%
Value ($000) $671 Shares 11,703 Est. Cost $22.81 Unrealized -5.4%
UNP UNION PACIFIC CORP 0.4%
Value ($000) $663 Shares 4,700 Est. Cost $147.38 Unrealized -1.6%
WAT WATERS CORP 0.4%
Value ($000) $659 Shares 3,622 Est. Cost $217.81 Unrealized -3.2%
QCOM QUALCOMM INC 0.4%
Value ($000) $653 Shares 9,650 Est. Cost $45.74 Unrealized +57.3%
DOX AMDOCS LTD 0.4%
Value ($000) $646 Shares 11,749 Est. Cost $59.82 Unrealized -1.2%
HSIC HENRY SCHEIN INC 0.4%
Value ($000) $642 Shares 12,707 Est. Cost $65.77 Unrealized -3.5%
CMI CUMMINS INC 0.4%
Value ($000) $641 Shares 4,740 Est. Cost $149.72 Unrealized -10.0%
AMAT APPLIED MATERIALS INC 0.4%
Value ($000) $640 Shares 13,978 Est. Cost $53.00 Unrealized +2.6%
NSC NORFOLK SOUTHERN CORP 0.4%
Value ($000) $639 Shares 4,378 Est. Cost $163.63 Unrealized 0.0%
PRA HEALTH SCIENCES INC 0.4%
Value ($000) $636 Shares 7,653 Est. Cost $83.10 Unrealized
ROST ROSS STORES INC 0.4%
Value ($000) $635 Shares 7,299 Est. Cost $105.92 Unrealized -4.9%
SBUX STARBUCKS CORP 0.4%
Value ($000) $635 Shares 9,655 Est. Cost $62.87 Unrealized +12.9%
UI UBIQUITI INC 0.4%
Value ($000) $634 Shares 4,476 Est. Cost $126.34 Unrealized +20.8%
LII LENNOX INTERNATIONAL INC 0.4%
Value ($000) $633 Shares 3,483 Est. Cost $244.97 Unrealized -12.4%
ROK ROCKWELL AUTOMATION INC 0.4%
Value ($000) $629 Shares 4,168 Est. Cost $167.26 Unrealized 0.0%
CBSH COMMERCE BANCSHARES INC 0.4%
Value ($000) $628 Shares 12,466 Est. Cost $44.86 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.4%
Value ($000) $628 Shares 7,021 Est. Cost $92.62 Unrealized 0.0%
GWW WW GRAINGER INC 0.4%
Value ($000) $624 Shares 2,513 Est. Cost $294.38 Unrealized -6.4%
MAS MASCO CORP 0.4%
Value ($000) $610 Shares 17,651 Est. Cost $34.99 Unrealized +13.0%
NTRS NORTHERN TRUST CORP 0.4%
Value ($000) $602 Shares 7,972 Est. Cost $76.24 Unrealized 0.0%
QRVO QORVO INC 0.4%
Value ($000) $588 Shares 7,291 Est. Cost $96.69 Unrealized +3.5%
SIRIUS XM HOLDINGS INC 0.4%
Value ($000) $588 Shares 119,109 Est. Cost $7.15 Unrealized
UHS UNIVERSAL HEALTH SERVICES 0.4%
Value ($000) $587 Shares 5,927 Est. Cost $126.61 Unrealized -2.7%
AXP AMERICAN EXPRESS CO 0.4%
Value ($000) $585 Shares 6,828 Est. Cost $107.60 Unrealized 0.0%
NRG NRG ENERGY INC 0.4%
Value ($000) $584 Shares 21,416 Est. Cost $33.01 Unrealized -12.5%
ORLY O'REILLY AUTOMOTIVE INC 0.4%
Value ($000) $582 Shares 1,932 Est. Cost $25.46 Unrealized +0.4%
LEN LENNAR CORP 0.4%
Value ($000) $580 Shares 15,175 Est. Cost $52.24 Unrealized 0.0%
OSK OSHKOSH CORP 0.4%
Value ($000) $575 Shares 8,937 Est. Cost $71.10 Unrealized -0.1%
WU WESTERN UNION CO 0.4%
Value ($000) $573 Shares 31,610 Est. Cost $19.61 Unrealized
PRI PRIMERICA INC 0.4%
Value ($000) $572 Shares 6,462 Est. Cost $114.29 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HLDGS I 0.4%
Value ($000) $569 Shares 17,454 Est. Cost $40.74 Unrealized -7.3%
SLYG SPDR SER TR 0.4%
Value ($000) $567 Shares 12,270 Est. Cost $59.46 Unrealized
VOYA VOYA FINANCIAL INC 0.4%
Value ($000) $567 Shares 13,986 Est. Cost $48.27 Unrealized +2.3%
JCI JOHNSON CTLS INTL PLC SHS 0.4%
Value ($000) $563 Shares 20,897 Est. Cost $36.32 Unrealized -9.2%
THG HANOVER INSURANCE GROUP INC 0.4%
Value ($000) $561 Shares 6,188 Est. Cost $104.58 Unrealized +2.8%
CDW CDW CORP 0.4%
Value ($000) $556 Shares 5,957 Est. Cost $99.37 Unrealized +14.7%
PLNT PLANET FITNESS INC 0.3%
Value ($000) $551 Shares 11,323 Est. Cost $69.73 Unrealized 0.0%
BBY BEST BUY INC 0.3%
Value ($000) $550 Shares 9,656 Est. Cost $62.44 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $549 Shares 6,095 Est. Cost $108.67 Unrealized -4.7%
USHY ISHARES TR 0.3%
Value ($000) $543 Shares 15,292 Est. Cost $40.95 Unrealized
ALGN ALIGN TECHNOLOGY INC 0.3%
Value ($000) $529 Shares 3,039 Est. Cost $239.46 Unrealized 0.0%
FCNCA FIRST CITIZENS BCSHS 0.3%
Value ($000) $527 Shares 1,584 Est. Cost $454.12 Unrealized 0.0%
HLT HILTON WORLDWIDE HOLDINGS IN 0.3%
Value ($000) $521 Shares 7,632 Est. Cost $91.02 Unrealized +5.6%
AMP AMERIPRISE FINANCIAL INC 0.3%
Value ($000) $521 Shares 5,084 Est. Cost $133.95 Unrealized 0.0%
URI UNITED RENTALS INC 0.3%
Value ($000) $520 Shares 5,054 Est. Cost $128.39 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE 0.3%
Value ($000) $520 Shares 53,529 Est. Cost $10.84 Unrealized 0.0%
BAC BANK OF AMERICA CORP 0.3%
Value ($000) $512 Shares 24,121 Est. Cost $24.61 Unrealized +5.3%
PNC PNC FINANCIAL SERVICES GROUP 0.3%
Value ($000) $509 Shares 5,317 Est. Cost $108.33 Unrealized 0.0%
CE CELANESE CORP DEL 0.3%
Value ($000) $508 Shares 6,918 Est. Cost $109.79 Unrealized -19.3%
SANTANDER CONSUMER USA HDG I 0.3%
Value ($000) $505 Shares 36,320 Est. Cost $13.90 Unrealized
LPLA LPL FINANCIAL HOLDINGS INC 0.3%
Value ($000) $499 Shares 9,168 Est. Cost $79.57 Unrealized +1.3%
BC BRUNSWICK CORP 0.3%
Value ($000) $497 Shares 14,045 Est. Cost $47.33 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.3%
Value ($000) $495 Shares 5,302 Est. Cost $114.23 Unrealized 0.0%
PHM PULTEGROUP INC 0.3%
Value ($000) $487 Shares 21,833 Est. Cost $36.34 Unrealized 0.0%
PAG PENSKE AUTOMOTIVE GROUP INC 0.3%
Value ($000) $471 Shares 16,819 Est. Cost $49.44 Unrealized -12.0%
NAVI NAVIENT CORPORATION 0.3%
Value ($000) $470 Shares 61,988 Est. Cost $13.46 Unrealized -11.3%
H HYATT HOTELS CORP 0.3%
Value ($000) $451 Shares 9,422 Est. Cost $74.56 Unrealized 0.0%
C CITIGROUP INC 0.3%
Value ($000) $449 Shares 10,665 Est. Cost $54.19 Unrealized 0.0%
AGO ASSURED GUARANTY LTD 0.3%
Value ($000) $446 Shares 17,276 Est. Cost $37.86 Unrealized -1.5%
ARCONIC INC 0.3%
Value ($000) $442 Shares 27,539 Est. Cost $26.02 Unrealized
MAR MARRIOTT INTERNATIONAL 0.3%
Value ($000) $419 Shares 5,602 Est. Cost $119.64 Unrealized 0.0%
VLO VALERO ENERGY CORP 0.3%
Value ($000) $411 Shares 9,068 Est. Cost $57.18 Unrealized 0.0%
ALLY ALLY FINANCIAL INC 0.3%
Value ($000) $400 Shares 27,741 Est. Cost $24.54 Unrealized -12.0%
SYF SYNCHRONY FINANCIAL 0.2%
Value ($000) $379 Shares 23,566 Est. Cost $26.60 Unrealized -5.3%
MTG MGIC INVESTMENT CORP 0.2%
Value ($000) $379 Shares 59,731 Est. Cost $12.08 Unrealized 0.0%
DKS DICK'S SPORTING GOODS INC 0.2%
Value ($000) $365 Shares 17,175 Est. Cost $29.69 Unrealized +7.2%
DISCOVER FINANCIAL SERVICES 0.2%
Value ($000) $357 Shares 10,001 Est. Cost $73.57 Unrealized
WYNDHAM DESTINATIONS INC 0.2%
Value ($000) $353 Shares 16,290 Est. Cost $51.69 Unrealized
UAL UNITED AIRLS HLDGS INC 0.2%
Value ($000) $304 Shares 9,644 Est. Cost $88.97 Unrealized -25.7%
MGM MGM RESORTS INTERNATIONAL 0.2%
Value ($000) $298 Shares 25,281 Est. Cost $25.54 Unrealized 0.0%
MCO MOODYS CORP 0.1%
Value ($000) $218 Shares 1,029 Est. Cost $154.93 Unrealized +49.3%