Factorial Partners, LLC Diversified Active

CIK: 0001732687 · Show all filings

Period: Q4 2017 (Next →)

Filing Date: Apr 19, 2018

Total Value ($000): $108,107,894 (100.0% shares, 0.0% debt)

Holdings (105)

NSC NORFOLK SOUTHERN CORP 3.9%
Value ($000) $4,260,060 Shares 29,400 Est. Cost $113.99 Unrealized 0.0%
C Citigroup Inc 3.6%
Value ($000) $3,936,289 Shares 52,900 Est. Cost $56.47 Unrealized 0.0%
COF CAPITAL ONE FINANCIAL CORP 3.2%
Value ($000) $3,465,384 Shares 34,800 Est. Cost $79.30 Unrealized 0.0%
WYNDHAM WORLDWIDE CORPORATION 2.9%
Value ($000) $3,128,490 Shares 27,000 Est. Cost $115870.00 Unrealized
VZ VERIZON COMMUNICATIONS INC. CMN 2.9%
Value ($000) $3,117,577 Shares 58,900 Est. Cost $31.96 Unrealized 0.0%
GENESEE & WYO INC CL A 2.9%
Value ($000) $3,094,089 Shares 39,300 Est. Cost $78730.00 Unrealized
CFG CITIZENS FINANCIAL GROUP 2.8%
Value ($000) $3,014,164 Shares 71,800 Est. Cost $28.01 Unrealized 0.0%
TEVA Teva Pharmaceutical Industries 2.6%
Value ($000) $2,785,650 Shares 147,000 Est. Cost $18950.00 Unrealized
AIG AMERICAN INTERNATIONAL GROUP 2.4%
Value ($000) $2,561,940 Shares 43,000 Est. Cost $49.72 Unrealized 0.0%
CPB CAMPBELL SOUP CO 2.2%
Value ($000) $2,415,122 Shares 50,200 Est. Cost $36.29 Unrealized 0.0%
VALEANT PHARMACEUTICALS INTERN 2.2%
Value ($000) $2,341,906 Shares 112,700 Est. Cost $20780.00 Unrealized
GILD GILEAD SCIENCE COM 2.1%
Value ($000) $2,256,660 Shares 31,500 Est. Cost $55.90 Unrealized 0.0%
LEGG MASON INC CMN 2.0%
Value ($000) $2,119,990 Shares 50,500 Est. Cost $41980.00 Unrealized
REALOGY HOLDINGS CORP 1.9%
Value ($000) $2,067,000 Shares 78,000 Est. Cost $26500.00 Unrealized
SPGI S&P GLOBAL INC 1.9%
Value ($000) $2,066,680 Shares 12,200 Est. Cost $151.96 Unrealized 0.0%
KELLOGG COMPANY CMN 1.9%
Value ($000) $2,059,794 Shares 30,300 Est. Cost $44.70 Unrealized 0.0%
AAPL APPLE COMPUTER INC 1.9%
Value ($000) $2,056,145 Shares 12,150 Est. Cost $39.08 Unrealized 0.0%
TRV TRAVELERS COS INC/THE 1.9%
Value ($000) $2,007,472 Shares 14,800 Est. Cost $110.50 Unrealized 0.0%
LIFEPOINT HOSPITALS INC CMN 1.6%
Value ($000) $1,693,200 Shares 34,000 Est. Cost $49800.00 Unrealized
MRK MERCK & CO. INC. 1.6%
Value ($000) $1,688,100 Shares 30,000 Est. Cost $43.00 Unrealized 0.0%
FTI FMC TECHNOLOGIES INC 1.5%
Value ($000) $1,618,727 Shares 51,700 Est. Cost $19.03 Unrealized 0.0%
DIN DINEEQUITY INC 1.5%
Value ($000) $1,572,630 Shares 31,000 Est. Cost $33.75 Unrealized 0.0%
VST VISTRA ENERGY CORP 1.4%
Value ($000) $1,557,200 Shares 85,000 Est. Cost $16.03 Unrealized 0.0%
IWN ISHARES RUSSELL 2000 VALUE 1.4%
Value ($000) $1,509,000 Shares 12,000 Est. Cost $125750.00 Unrealized
ZION ZIONS BANCORP CMN 1.4%
Value ($000) $1,504,568 Shares 29,600 Est. Cost $47.89 Unrealized 0.0%
DE DEERE & COMPANY CMN 1.4%
Value ($000) $1,502,496 Shares 9,600 Est. Cost $123.74 Unrealized 0.0%
VVV VALVOLINE INC 1.4%
Value ($000) $1,493,576 Shares 59,600 Est. Cost $24.16 Unrealized 0.0%
WADDELL & REED FINANCIAL-A 1.4%
Value ($000) $1,474,440 Shares 66,000 Est. Cost $22340.00 Unrealized
ABT ABBOTT LABORATORIES 1.3%
Value ($000) $1,449,578 Shares 25,400 Est. Cost $48.12 Unrealized 0.0%
VALE COMPANHIA VALE DO RIO DOCE ADR 1.2%
Value ($000) $1,271,920 Shares 104,000 Est. Cost $12230.00 Unrealized
RRGB RED ROBIN GRMT BURG 1.0%
Value ($000) $1,128,000 Shares 20,000 Est. Cost $57.54 Unrealized 0.0%
AZN ASTRAZENECA PLC SPONS ADR 1.0%
Value ($000) $1,124,280 Shares 32,400 Est. Cost $34700.00 Unrealized
Viacom Inc 1.0%
Value ($000) $1,112,241 Shares 36,100 Est. Cost $30810.00 Unrealized
BLMN BLOOMIN' BRANDS INC 1.0%
Value ($000) $1,067,000 Shares 50,000 Est. Cost $15.39 Unrealized 0.0%
MTRX MATRIX SERVICE CO 1.0%
Value ($000) $1,046,640 Shares 58,800 Est. Cost $15.72 Unrealized 0.0%
SJM JM SMUCKER CO/THE 1.0%
Value ($000) $1,031,192 Shares 8,300 Est. Cost $85.77 Unrealized 0.0%
PAHC PHIBRO ANIMAL HEALTH CORP-A 0.9%
Value ($000) $1,005,000 Shares 30,000 Est. Cost $35.51 Unrealized 0.0%
VVX VECTRUS INC 0.9%
Value ($000) $1,001,236 Shares 32,455 Est. Cost $31.98 Unrealized 0.0%
SYNA SYNAPTICS, INC. CMN 0.9%
Value ($000) $962,554 Shares 24,100 Est. Cost $38.26 Unrealized 0.0%
HALYARD HEALTH INC 0.9%
Value ($000) $960,544 Shares 20,800 Est. Cost $46180.00 Unrealized
MSTR MICROSTRATEGY INC-CL A 0.9%
Value ($000) $945,360 Shares 7,200 Est. Cost $13.42 Unrealized 0.0%
VASCO Data Security Internatio 0.9%
Value ($000) $938,250 Shares 67,500 Est. Cost $13900.00 Unrealized
ANALOGIC CORP 0.8%
Value ($000) $893,947 Shares 10,674 Est. Cost $83749.95 Unrealized
AIR AAR CORP COM 0.8%
Value ($000) $889,643 Shares 22,643 Est. Cost $39.44 Unrealized 0.0%
Invacare Corporation 0.8%
Value ($000) $876,688 Shares 52,029 Est. Cost $16849.99 Unrealized
CVLT COMMVAULT SYSTEMS INC CMN 0.8%
Value ($000) $845,250 Shares 16,100 Est. Cost $55.32 Unrealized 0.0%
AOSL ALPHA & OMEGA SEMICONDUCTOR 0.8%
Value ($000) $844,715 Shares 51,633 Est. Cost $17.50 Unrealized 0.0%
AXS AXIS CAPITAL HOLDINGS LTD 0.8%
Value ($000) $844,368 Shares 16,800 Est. Cost $42.24 Unrealized 0.0%
ASPEN INS. HOLD. 0.8%
Value ($000) $840,420 Shares 20,700 Est. Cost $40600.00 Unrealized
T AT&T INC CMN 0.8%
Value ($000) $839,808 Shares 21,600 Est. Cost $15.25 Unrealized 0.0%
ANGO ANGIODYNAMICS INC 0.8%
Value ($000) $818,196 Shares 49,200 Est. Cost $17.06 Unrealized 0.0%
ENGILITY HOLDINGS INC 0.7%
Value ($000) $794,360 Shares 28,000 Est. Cost $28370.00 Unrealized
TRIUMPH GROUP INC CMN 0.7%
Value ($000) $761,600 Shares 28,000 Est. Cost $27200.00 Unrealized
FIESTA RESTAURANT GROUP 0.7%
Value ($000) $760,000 Shares 40,000 Est. Cost $19000.00 Unrealized
DEPOMED INC 0.7%
Value ($000) $756,700 Shares 94,000 Est. Cost $8050.00 Unrealized
OM2 ORTHOFIX INTERNATIONAL NV 0.7%
Value ($000) $735,715 Shares 13,450 Est. Cost $54700.00 Unrealized
GLRE GREENLIGHT CAPITAL RE LTD-A 0.7%
Value ($000) $731,640 Shares 36,400 Est. Cost $21.74 Unrealized 0.0%
ROWAN COMPANIES INC CMN 0.7%
Value ($000) $704,700 Shares 45,000 Est. Cost $15660.00 Unrealized
BJRI BJS RESTAURANTS INC CMN 0.6%
Value ($000) $677,040 Shares 18,600 Est. Cost $32.52 Unrealized 0.0%
FSLR FIRST SOLAR, INC. CMN 0.6%
Value ($000) $661,696 Shares 9,800 Est. Cost $58.65 Unrealized 0.0%
SYNCHRONOSS TECHNOLOGIES INC 0.6%
Value ($000) $625,800 Shares 70,000 Est. Cost $8940.00 Unrealized
MCDERMOTT 0.6%
Value ($000) $625,100 Shares 95,000 Est. Cost $6580.00 Unrealized
KLIC KULICKE & SOFFA IND 0.5%
Value ($000) $593,774 Shares 24,400 Est. Cost $20.80 Unrealized 0.0%
AFIIQ ARMSTRONG FLOORING INC 0.5%
Value ($000) $560,069 Shares 33,101 Est. Cost $16.21 Unrealized 0.0%
CANADIAN PACIFIC RAILWAY LTD 0.5%
Value ($000) $548,280 Shares 3,000 Est. Cost $182760.00 Unrealized
AMCX AMC NETWORKS INC 0.5%
Value ($000) $540,800 Shares 10,000 Est. Cost $53.39 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.5%
Value ($000) $532,116 Shares 35,100 Est. Cost $14.07 Unrealized 0.0%
PLAB PHOTRONICS INC CMN 0.5%
Value ($000) $528,550 Shares 62,000 Est. Cost $9.13 Unrealized 0.0%
QUORUM HEALTH CORP 0.5%
Value ($000) $524,160 Shares 84,000 Est. Cost $6240.00 Unrealized
BARRACUDA NETWORKS INC 0.5%
Value ($000) $522,500 Shares 19,000 Est. Cost $27500.00 Unrealized
GIFI Gulf Island Fabrication, Inc 0.5%
Value ($000) $515,520 Shares 38,400 Est. Cost $12.64 Unrealized 0.0%
ARQ ADA-ES INC 0.5%
Value ($000) $512,531 Shares 53,057 Est. Cost $8.59 Unrealized 0.0%
LEE ENTERPRISES 0.5%
Value ($000) $504,401 Shares 214,639 Est. Cost $2350.00 Unrealized
KO COCA-COLA COMPANY (THE) CMN 0.4%
Value ($000) $486,328 Shares 10,600 Est. Cost $35.63 Unrealized 0.0%
OM ASSET MANAGEMENT PLC 0.4%
Value ($000) $435,500 Shares 26,000 Est. Cost $16750.00 Unrealized
ENDO INTERNATIONAL PLC 0.4%
Value ($000) $434,000 Shares 56,000 Est. Cost $7750.00 Unrealized
INSW INTERNATIONAL SEAWAYS INC 0.4%
Value ($000) $428,272 Shares 23,200 Est. Cost $11.69 Unrealized 0.0%
MALLINCKRODT PLC 0.4%
Value ($000) $424,128 Shares 18,800 Est. Cost $22560.00 Unrealized
IMPAX LABS 0.4%
Value ($000) $419,580 Shares 25,200 Est. Cost $16650.00 Unrealized
LANNETT CO INC 0.4%
Value ($000) $403,680 Shares 17,400 Est. Cost $23200.00 Unrealized
AXP AMERICAN EXPRESS CO. CMN 0.4%
Value ($000) $397,240 Shares 4,000 Est. Cost $85.24 Unrealized 0.0%
A H BELO CORPORTAION SERIES A 0.4%
Value ($000) $396,480 Shares 82,600 Est. Cost $4800.00 Unrealized
BRAVO BRIO RESTAURANT GROUP 0.3%
Value ($000) $360,637 Shares 144,255 Est. Cost $2500.00 Unrealized
TDW TIDEWATER INC 0.3%
Value ($000) $341,600 Shares 14,000 Est. Cost $26.19 Unrealized 0.0%
KAMAN CORP CMN 0.3%
Value ($000) $311,852 Shares 5,300 Est. Cost $58840.00 Unrealized
AGYS AGILYSIS INC 0.3%
Value ($000) $311,113 Shares 25,335 Est. Cost $12.23 Unrealized 0.0%
ITGR INTEGER HOLDINGS CORP 0.3%
Value ($000) $271,800 Shares 6,000 Est. Cost $48.72 Unrealized 0.0%
ACIW ACI WORLDWIDE INC CMN 0.2%
Value ($000) $199,496 Shares 8,800 Est. Cost $23.22 Unrealized 0.0%
Bob Evans Farms Inc. 0.2%
Value ($000) $197,050 Shares 2,500 Est. Cost $78820.00 Unrealized
HBB HAMILTON BEACH BRAND-A 0.2%
Value ($000) $189,489 Shares 7,376 Est. Cost $26.23 Unrealized 0.0%
LSC COMMUNICATIONS INC 0.2%
Value ($000) $181,800 Shares 12,000 Est. Cost $15150.00 Unrealized
NSIT INSIGHT ENTERPRISES INC COM 0.1%
Value ($000) $153,160 Shares 4,000 Est. Cost $40.89 Unrealized 0.0%
VECO Veeco Instruments Inc 0.1%
Value ($000) $148,500 Shares 10,000 Est. Cost $17.22 Unrealized 0.0%
AZO AUTOZONE INC 0.1%
Value ($000) $142,274 Shares 200 Est. Cost $639.19 Unrealized 0.0%
EAT BRINKER INTL 0.1%
Value ($000) $135,940 Shares 3,500 Est. Cost $31.54 Unrealized 0.0%
CONSOL ENERGY INC 0.1%
Value ($000) $106,677 Shares 2,700 Est. Cost $39510.00 Unrealized
Big 5 Sporting Goods Corp 0.1%
Value ($000) $91,200 Shares 12,000 Est. Cost $7600.00 Unrealized
WTM WHITE MOUNTAINS INSURANCE GRP 0.1%
Value ($000) $80,871 Shares 95 Est. Cost $874.10 Unrealized 0.0%
BAC BANK OF AMERICA CORP. 0.1%
Value ($000) $64,944 Shares 2,200 Est. Cost $22.78 Unrealized 0.0%
XL CAPITAL LTD CL-A CMN CLASS A 0.0%
Value ($000) $52,740 Shares 1,500 Est. Cost $35160.00 Unrealized
GANNETT ORD SHS 0.0%
Value ($000) $34,770 Shares 3,000 Est. Cost $11590.00 Unrealized
TIVO INC CMN 0.0%
Value ($000) $31,200 Shares 2,000 Est. Cost $15600.00 Unrealized
CONTURA ENERGY INC 0.0%
Value ($000) $27,730 Shares 467 Est. Cost $59379.02 Unrealized
NABORS INDUSTRIES LTD. CMN 0.0%
Value ($000) $13,933 Shares 2,040 Est. Cost $6829.90 Unrealized
MVC CAPITAL INC 0.0%
Value ($000) $11,679 Shares 1,106 Est. Cost $10559.67 Unrealized