CIK: 0001732687 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: Apr 23, 2018
Total Value ($000): $109,524,302 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NSC | NORFOLK SOUTHERN CORP | 29,000 | $3,937,620 | 3.6% | $113.99 | +7.6% | CMN | 655844108 |
| C | CITIGROUP INC | 52,900 | $3,570,750 | 3.3% | $56.47 | +2.1% | CMN | 172967424 |
| COF | CAPITAL ONE FINANCIAL CORP | 35,400 | $3,392,028 | 3.1% | $79.43 | +9.4% | CMN | 14040H105 |
| CFG | CITIZENS FINANCIAL GROUP INC | 75,700 | $3,177,886 | 2.9% | $28.23 | +14.4% | CMN | 174610105 |
| LLY | LILLY (ELI) & CO | 40,100 | $3,102,537 | 2.8% | $71.71 | 0.0% | CMN | 532457108 |
| — | LEGG MASON INC | 74,800 | $3,040,620 | 2.8% | $41547.93 | — | CMN | 524901105 |
| — | WYNDHAM WORLDWIDE CORP | 25,800 | $2,952,294 | 2.7% | $115870.00 | — | CMN | 98310W108 |
| VZ | VERIZON COMMUNICATIONS INC | 59,900 | $2,864,418 | 2.6% | $31.97 | +3.3% | CMN | 92343V104 |
| TEVA | TEVA PHARMACEUTICALS | 153,000 | $2,614,770 | 2.4% | $18877.06 | — | CMN | 881624209 |
| — | REALOGY HOLDINGS CORP | 91,000 | $2,482,480 | 2.3% | $26611.43 | — | CMN | 75605Y106 |
| — | GENESEE & WYOMING INC -CL A | 34,000 | $2,406,860 | 2.2% | $78730.00 | — | CMN - SERIES A | 371559105 |
| SPGI | S&P GLOBAL INC | 12,200 | $2,330,932 | 2.1% | $151.96 | +13.4% | CMN | 78409V104 |
| TRV | TRAVELERS COS INC | 15,700 | $2,180,102 | 2.0% | $110.91 | +6.0% | CMN | 89417E109 |
| CPB | CAMPBELL SOUP CO | 50,200 | $2,174,162 | 2.0% | $36.29 | -4.5% | CMN | 134429109 |
| WTM | WHITE MTNS INS GROUP LTD | 2,520 | $2,072,750 | 1.9% | $827.31 | -0.2% | CMN | G9618E107 |
| AAPL | APPLE INC | 11,850 | $1,988,193 | 1.8% | $39.08 | +3.4% | CMN | 037833100 |
| DIN | DINE BRANDS GLOBAL INC | 30,200 | $1,980,516 | 1.8% | $33.75 | +33.4% | CMN | 254423106 |
| MRK | MERCK & CO | 35,300 | $1,922,791 | 1.8% | $42.89 | -1.5% | CMN | 58933Y105 |
| VALE | VALE SA | 144,000 | $1,831,680 | 1.7% | $12366.11 | — | CMN | 91912E105 |
| — | VALEANT PHARMACEUTICALS INTL | 113,700 | $1,810,104 | 1.7% | $20780.00 | — | CMN | 91911K102 |
| — | LIFEPOINT HEALTH INC | 36,800 | $1,729,600 | 1.6% | $49586.96 | — | CMN | 53219L109 |
| IWN | ISHARES RUSSELL 2000 VALUE | 14,000 | $1,706,320 | 1.6% | $125197.14 | — | CMN | 464287630 |
| VST | VISTRA ENERGY CORP | 76,000 | $1,583,080 | 1.4% | $16.03 | +3.1% | CMN | 92840M102 |
| VVV | VALVOLINE INC | 67,600 | $1,495,988 | 1.4% | $24.12 | -1.4% | CMN | 92047W101 |
| WFC | WELLS FARGO & CO | 28,500 | $1,493,685 | 1.4% | $47.72 | 0.0% | CMN | 949746101 |
| BGS | B&G FOODS INC | 62,200 | $1,474,140 | 1.3% | $15.34 | 0.0% | CMN | 05508R106 |
| FTI | TECHNIPFMC PLC | 48,000 | $1,413,600 | 1.3% | $19.03 | +12.3% | CMN | G87110105 |
| — | KELLOGG CO | 20,400 | $1,326,204 | 1.2% | $44.70 | +5.7% | CMN | 487836108 |
| M | MACY'S INC | 44,000 | $1,308,560 | 1.2% | $27.02 | 0.0% | CMN | 55616P104 |
| AZN | ASTRAZENECA PLC | 35,900 | $1,255,423 | 1.1% | $34726.32 | — | CMN | 046353108 |
| THC | TENET HEALTHCARE CORP | 47,100 | $1,142,175 | 1.0% | $15.56 | +28.0% | CMN | 88033G407 |
| — | ASPEN INSURANCE HOLDINGS LTD | 24,700 | $1,107,795 | 1.0% | $41288.26 | — | CMN | G05384105 |
| — | VIACOM INC | 35,600 | $1,105,736 | 1.0% | $30810.00 | — | CMN | 92553P201 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 26,900 | $1,067,930 | 1.0% | $35.51 | +4.3% | CMN | 71742Q106 |
| RRGB | RED ROBIN GOURMET BURGERS | 18,300 | $1,061,400 | 1.0% | $57.54 | -3.3% | CMN | 75689M101 |
| — | DISCOVER FINANCIAL SVCS | 14,700 | $1,057,371 | 1.0% | $71930.00 | — | CMN | 254709108 |
| AIR | AAR CORP | 23,643 | $1,042,893 | 1.0% | $39.49 | +3.1% | CMN | 000361105 |
| EAT | BRINKER INTL INC | 28,500 | $1,028,850 | 0.9% | $33.31 | +0.7% | CMN | 109641100 |
| — | ANALOGIC CORP | 10,674 | $1,023,637 | 0.9% | $83749.95 | — | CMN | 032657207 |
| BLMN | BLOOMIN' BRANDS INC | 41,800 | $1,014,904 | 0.9% | $15.39 | +18.5% | CMN | 094235108 |
| — | WADDELL&REED FINL INC -CL A | 50,000 | $1,010,500 | 0.9% | $22340.00 | — | CMN - SERIES A | 930059100 |
| VVX | VECTRUS INC | 26,155 | $974,012 | 0.9% | $31.98 | +1.2% | CMN | 92242T101 |
| GLRE | GREENLIGHT CAPITAL RE LTD | 59,900 | $961,395 | 0.9% | $20.34 | -10.7% | CMN | G4095J109 |
| — | VASCO DATA SEC INTL INC | 73,500 | $951,825 | 0.9% | $13822.45 | — | CMN | 92230Y104 |
| — | CANADIAN PACIFIC RAILWAY LTD | 5,100 | $900,150 | 0.8% | $180182.36 | — | CMN | 13645T100 |
| — | THIRD POINT REINSURANCE LTD | 64,000 | $892,800 | 0.8% | $13950.00 | — | CMN | G8827U100 |
| — | INVACARE CORP | 51,029 | $887,905 | 0.8% | $16849.99 | — | CMN | 461203101 |
| ITGR | INTEGER HOLDINGS CORP | 15,500 | $876,525 | 0.8% | $49.72 | +1.3% | CMN | 45826H109 |
| AOSL | ALPHA AND OMEGA SEMICONDUCTR | 56,133 | $867,255 | 0.8% | $17.39 | -7.0% | CMN | G6331P104 |
| ANGO | ANGIODYNAMICS INC | 50,200 | $865,950 | 0.8% | $17.06 | -2.2% | CMN | 03475V101 |
| MSTR | MICROSTRATEGY INC | 6,700 | $864,233 | 0.8% | $13.42 | +0.2% | CMN | 594972408 |
| MTRX | MATRIX SERVICE CO | 59,800 | $819,260 | 0.7% | $15.74 | +4.5% | CMN | 576853105 |
| SYNA | SYNAPTICS INC | 17,600 | $804,848 | 0.7% | $38.26 | +18.6% | CMN | 87157D109 |
| — | LANNETT CO INC | 50,000 | $802,500 | 0.7% | $18538.20 | — | CMN | 516012101 |
| — | ENGILITY HOLDINGS INC | 32,700 | $797,880 | 0.7% | $27799.39 | — | CMN | 29286C107 |
| — | TRONC INC | 48,000 | $788,160 | 0.7% | $16420.00 | — | CMN | 89703P107 |
| CVLT | COMMVAULT SYSTEMS INC | 13,500 | $772,200 | 0.7% | $55.32 | -2.6% | CMN | 204166102 |
| — | FIESTA RESTAURANT GROUP INC | 40,000 | $740,000 | 0.7% | $19000.00 | — | CMN | 31660B101 |
| — | SYNCHRONOSS TECHNOLOGIES | 70,000 | $738,500 | 0.7% | $8940.00 | — | CMN | 87157B103 |
| — | TRIUMPH GROUP INC | 29,000 | $730,800 | 0.7% | $27131.03 | — | CMN | 896818101 |
| — | TIVO CORP | 51,000 | $691,050 | 0.6% | $13630.39 | — | CMN | 88870P106 |
| AMCX | AMC NETWORKS INC | 13,000 | $672,100 | 0.6% | $53.05 | -2.1% | CMN | 00164V103 |
| KLIC | KULICKE & SOFFA INDUSTRIES | 26,000 | $650,260 | 0.6% | $20.81 | +1.0% | CMN | 501242101 |
| — | MALLINCKRODT PLC | 43,400 | $628,432 | 0.6% | $17980.09 | — | CMN | G5785G107 |
| — | ROWAN COMPANIES PLC | 54,000 | $623,160 | 0.6% | $14973.33 | — | CMN | G7665A101 |
| — | MCDERMOTT INTL INC | 100,500 | $612,045 | 0.6% | $6553.18 | — | CMN | 580037109 |
| ARQ | ADVANCED EMISSIONS SOLUTIONS | 53,057 | $605,911 | 0.6% | $8.59 | -9.4% | CMN | 00770C101 |
| — | QUORUM HEALTH CORP | 73,000 | $597,140 | 0.5% | $6240.00 | — | CMN | 74909E106 |
| — | BRAVO BRIO RESTAURANT GP INC | 144,255 | $577,020 | 0.5% | $2500.00 | — | CMN | 10567B109 |
| GILD | GILEAD SCIENCES INC | 7,400 | $557,886 | 0.5% | $55.90 | +5.4% | CMN | 375558103 |
| PLAB | PHOTRONICS INC | 66,500 | $548,625 | 0.5% | $9.08 | -7.9% | CMN | 719405102 |
| DE | DEERE & CO | 3,400 | $528,088 | 0.5% | $123.74 | +16.4% | CMN | 244199105 |
| OM2 | ORTHOFIX INTERNATIONAL NV | 8,700 | $511,386 | 0.5% | $54700.00 | — | CMN | N6748L102 |
| AFIIQ | ARMSTRONG FLOORING INC | 33,101 | $449,181 | 0.4% | $16.21 | -6.9% | CMN | 04238R106 |
| FSLR | FIRST SOLAR INC | 6,300 | $447,174 | 0.4% | $58.65 | +16.0% | CMN | 336433107 |
| — | LEE ENTERPRISES INC | 223,639 | $436,096 | 0.4% | $2333.90 | — | CMN | 523768109 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 22,100 | $425,425 | 0.4% | $21.09 | 0.0% | CMN | 90385V107 |
| — | A. H. BELO CORP | 82,600 | $425,390 | 0.4% | $4800.00 | — | CMN | 001282102 |
| — | DEPOMED INC | 63,000 | $415,170 | 0.4% | $8050.00 | — | CMN | 249908104 |
| INSW | INTERNATIONAL SEAWAYS INC | 23,200 | $408,320 | 0.4% | $11.69 | -6.3% | CMN | Y41053102 |
| TDW | TIDEWATER INC | 14,000 | $400,540 | 0.4% | $26.19 | +1.8% | CMN | 88642R109 |
| — | NATUS MEDICAL INC | 11,300 | $380,245 | 0.3% | $33650.00 | — | CMN | 639050103 |
| — | BRIGHTSPHERE INVEST GRP PLC | 24,000 | $378,240 | 0.3% | $16750.00 | — | CMN | G1644T109 |
| AXP | AMERICAN EXPRESS CO | 4,000 | $373,120 | 0.3% | $85.24 | +2.1% | CMN | 025816109 |
| KO | COCA-COLA CO | 8,400 | $364,812 | 0.3% | $35.63 | -1.6% | CMN | 191216100 |
| — | ENDO INTERNATIONAL PLC | 55,000 | $326,700 | 0.3% | $7750.00 | — | CMN | G30401106 |
| AGYS | AGILYSYS INC | 25,335 | $301,993 | 0.3% | $12.23 | -2.4% | CMN | 00847J105 |
| GIFI | GULF ISLAND FABRICATION INC | 37,600 | $266,960 | 0.2% | $12.64 | -12.2% | CMN | 402307102 |
| T | AT&T INC | 6,000 | $213,900 | 0.2% | $15.25 | +3.7% | CMN | 00206R102 |
| — | LSC COMMUNICATIONS INC | 12,000 | $209,400 | 0.2% | $15150.00 | — | CMN | 50218P107 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 3,600 | $207,252 | 0.2% | $42.24 | -2.4% | CMN | G0692U109 |
| HBB | HAMILTON BEACH BND HDNG | 8,376 | $177,739 | 0.2% | $25.53 | -20.3% | CMN | 40701T104 |
| — | COMPUTER TASK GROUP INC | 21,230 | $173,874 | 0.2% | $8190.01 | — | CMN | 205477102 |
| NSIT | INSIGHT ENTERPRISES INC | 4,000 | $139,720 | 0.1% | $40.89 | -11.6% | CMN | 45765U103 |
| AIG | AMERICAN INTERNATIONAL GROUP | 2,400 | $130,608 | 0.1% | $49.72 | -3.3% | CMN | 026874784 |
| AZO | AUTOZONE INC | 200 | $129,738 | 0.1% | $639.19 | +12.0% | CMN | 053332102 |
| — | AEROJET ROCKETDYNE HOLDINGS | 3,000 | $83,910 | 0.1% | $27970.00 | — | CMN | 007800105 |
| BJRI | BJ'S RESTAURANTS INC | 1,700 | $76,330 | 0.1% | $32.52 | +21.0% | CMN | 09180C106 |
| — | GANNETT CO INC | 6,000 | $59,880 | 0.1% | $10785.00 | — | CMN | 36473H104 |