Factorial Partners, LLC Diversified Active

CIK: 0001732687 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 1, 2018

Total Value ($000): $111,869,431 (100.0% shares, 0.0% debt)

Holdings (98)

NSC NORFOLK SOUTHERN CORP 3.9%
Value ($000) $4,375,230 Shares 29,000 Est. Cost $113.99 Unrealized +9.9%
TEVA Teva Pharmaceutical Industries 3.3%
Value ($000) $3,720,960 Shares 153,000 Est. Cost $18877.06 Unrealized
C Citigroup Inc 3.2%
Value ($000) $3,540,068 Shares 52,900 Est. Cost $56.47 Unrealized -6.1%
COF CAPITAL ONE FINANCIAL CORP 2.9%
Value ($000) $3,253,260 Shares 35,400 Est. Cost $79.43 Unrealized +4.5%
BMY BRISTOL MYERS SQUIBB CO W/RTS TO PUR P/STK UNDER CERT CIRCUMSTATANCE 2.7%
Value ($000) $3,071,370 Shares 55,500 Est. Cost $40.63 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC. CMN 2.7%
Value ($000) $3,013,569 Shares 59,900 Est. Cost $31.97 Unrealized +0.7%
LLY LILLY ELI & CO 2.7%
Value ($000) $2,969,484 Shares 34,800 Est. Cost $71.71 Unrealized +2.8%
GENESEE & WYO INC CL A 2.5%
Value ($000) $2,764,880 Shares 34,000 Est. Cost $78730.00 Unrealized
CFG CITIZENS FINANCIAL GROUP 2.5%
Value ($000) $2,750,230 Shares 70,700 Est. Cost $28.23 Unrealized +6.7%
LEGG MASON INC CMN 2.4%
Value ($000) $2,667,264 Shares 76,800 Est. Cost $41370.38 Unrealized
BEN FRANKLIN RES INC 2.3%
Value ($000) $2,531,950 Shares 79,000 Est. Cost $23.54 Unrealized 0.0%
SPGI S&P GLOBAL INC 2.2%
Value ($000) $2,487,458 Shares 12,200 Est. Cost $151.96 Unrealized +21.6%
DIN DINE BRANDS GLOBAL INC 2.0%
Value ($000) $2,258,960 Shares 30,200 Est. Cost $33.75 Unrealized +59.3%
CPB CAMPBELL SOUP CO 2.0%
Value ($000) $2,254,024 Shares 55,600 Est. Cost $35.70 Unrealized -15.4%
WYNDHAM DESTINATIONS INC 2.0%
Value ($000) $2,248,916 Shares 50,800 Est. Cost $80633.78 Unrealized
AAPL APPLE COMPUTER INC 2.0%
Value ($000) $2,193,553 Shares 11,850 Est. Cost $39.08 Unrealized +9.4%
BHC VALEANT PHARMACEUTICALS INTERN 1.9%
Value ($000) $2,142,728 Shares 92,200 Est. Cost $20.68 Unrealized 0.0%
REALOGY HOLDINGS CORP 1.9%
Value ($000) $2,074,800 Shares 91,000 Est. Cost $26611.43 Unrealized
TRV TRAVELERS COS INC/THE 1.7%
Value ($000) $1,920,738 Shares 15,700 Est. Cost $110.91 Unrealized -0.0%
WFC WELLS FARGO 1.7%
Value ($000) $1,862,784 Shares 33,600 Est. Cost $47.06 Unrealized -7.9%
SJM JM SMUCKER CO/THE 1.7%
Value ($000) $1,859,404 Shares 17,300 Est. Cost $87.84 Unrealized 0.0%
VALE COMPANHIA VALE DO RIO DOCE ADR 1.7%
Value ($000) $1,846,080 Shares 144,000 Est. Cost $12366.11 Unrealized
VVV VALVOLINE INC 1.6%
Value ($000) $1,760,112 Shares 81,600 Est. Cost $23.61 Unrealized -10.4%
GILD GILEAD SCIENCE COM 1.4%
Value ($000) $1,600,984 Shares 22,600 Est. Cost $53.76 Unrealized -1.9%
Viacom Inc 1.3%
Value ($000) $1,477,840 Shares 49,000 Est. Cost $30632.24 Unrealized
THC TENET HEALTHCARE CORP 1.3%
Value ($000) $1,473,723 Shares 43,900 Est. Cost $15.56 Unrealized +99.8%
PRGO PERRIGO PLC 1.1%
Value ($000) $1,283,216 Shares 17,600 Est. Cost $77.09 Unrealized 0.0%
FTI FMC TECHNOLOGIES INC 1.0%
Value ($000) $1,168,032 Shares 36,800 Est. Cost $19.03 Unrealized +16.2%
NVT NAVTEQ CORPORATION CMN 1.0%
Value ($000) $1,154,600 Shares 46,000 Est. Cost $21.84 Unrealized 0.0%
LIFEPOINT HOSPITALS INC CMN 1.0%
Value ($000) $1,146,800 Shares 23,500 Est. Cost $49586.96 Unrealized
DISCOVER FIN'L SERVICES 1.0%
Value ($000) $1,105,437 Shares 15,700 Est. Cost $71833.19 Unrealized
WTM WHITE MOUNTAINS INSURANCE GRP 1.0%
Value ($000) $1,085,212 Shares 1,197 Est. Cost $827.31 Unrealized +6.5%
KANSAS CITY SOUTHERN CMN 0.9%
Value ($000) $1,059,600 Shares 10,000 Est. Cost $105960.00 Unrealized
BGS B&G Foods Inc. 0.9%
Value ($000) $1,052,480 Shares 35,200 Est. Cost $15.34 Unrealized -10.6%
MALLINCKRODT PLC 0.9%
Value ($000) $996,444 Shares 53,400 Est. Cost $18107.42 Unrealized
VOOV VANGUARD S&P 500 VALUE ETF 0.9%
Value ($000) $966,420 Shares 9,100 Est. Cost $106200.00 Unrealized
VVX VECTRUS INC 0.9%
Value ($000) $960,197 Shares 31,155 Est. Cost $32.28 Unrealized +4.8%
SYMANTEC CORP 0.9%
Value ($000) $956,095 Shares 46,300 Est. Cost $20650.00 Unrealized
AIR AAR CORP COM 0.9%
Value ($000) $955,044 Shares 20,543 Est. Cost $39.49 Unrealized +13.4%
Invacare Corporation 0.8%
Value ($000) $949,139 Shares 51,029 Est. Cost $16849.99 Unrealized
PAHC PHIBRO ANIMAL HEALTH CORP-A 0.8%
Value ($000) $944,025 Shares 20,500 Est. Cost $35.51 Unrealized +24.7%
OSPN ONESPAN INC 0.8%
Value ($000) $911,760 Shares 46,400 Est. Cost $17.45 Unrealized 0.0%
RRGB RED ROBIN GRMT BURG 0.8%
Value ($000) $908,700 Shares 19,500 Est. Cost $57.49 Unrealized -1.4%
NWL Newell Rubbermaid Inc 0.8%
Value ($000) $902,650 Shares 35,000 Est. Cost $18.22 Unrealized 0.0%
WADDELL & REED FINANCIAL-A 0.8%
Value ($000) $898,500 Shares 50,000 Est. Cost $22340.00 Unrealized
ROWAN COMPANIES INC CMN 0.8%
Value ($000) $892,100 Shares 55,000 Est. Cost $14996.00 Unrealized
LNTH LANTHEUS HOLDINGS INC 0.8%
Value ($000) $886,095 Shares 60,900 Est. Cost $15.39 Unrealized 0.0%
BRIGHTSPHERE INVESTMENT GROUP 0.8%
Value ($000) $884,120 Shares 62,000 Est. Cost $15223.87 Unrealized
VST VISTRA ENERGY CORP 0.8%
Value ($000) $875,420 Shares 37,000 Est. Cost $16.03 Unrealized +22.7%
THIRD POINT REINSURANCE LTD 0.8%
Value ($000) $875,000 Shares 70,000 Est. Cost $13825.71 Unrealized
ASPEN INS. HOLD. 0.8%
Value ($000) $866,910 Shares 21,300 Est. Cost $41288.26 Unrealized
TRONC INC 0.8%
Value ($000) $864,000 Shares 50,000 Est. Cost $16454.40 Unrealized
OM2 ORTHOFIX INTERNATIONAL NV 0.8%
Value ($000) $863,664 Shares 15,200 Est. Cost $55606.58 Unrealized
MTRX MATRIX SERVICE CO 0.8%
Value ($000) $858,780 Shares 46,800 Est. Cost $15.74 Unrealized +10.0%
MSTR MICROSTRATEGY INC-CL A 0.8%
Value ($000) $855,925 Shares 6,700 Est. Cost $13.42 Unrealized -3.0%
GLRE GREENLIGHT CAPITAL RE LTD-A 0.8%
Value ($000) $850,580 Shares 59,900 Est. Cost $20.34 Unrealized -25.1%
UCTT ULTRA CLEAN HOLDINGS, INC 0.8%
Value ($000) $848,260 Shares 51,100 Est. Cost $19.08 Unrealized -8.0%
IWN ISHARES RUSSELL 2000 VALUE 0.7%
Value ($000) $831,096 Shares 6,300 Est. Cost $125197.14 Unrealized
BLMN BLOOMIN' BRANDS INC 0.7%
Value ($000) $799,980 Shares 39,800 Est. Cost $15.39 Unrealized +19.6%
AOSL ALPHA & OMEGA SEMICONDUCTOR 0.7%
Value ($000) $799,334 Shares 56,133 Est. Cost $17.39 Unrealized -11.5%
LANNETT CO INC 0.7%
Value ($000) $795,600 Shares 58,500 Est. Cost $17820.68 Unrealized
M MACY'S INC 0.7%
Value ($000) $786,030 Shares 21,000 Est. Cost $27.02 Unrealized +24.1%
TIVO INC CMN 0.6%
Value ($000) $726,300 Shares 54,000 Est. Cost $13620.37 Unrealized
KLX INC 0.6%
Value ($000) $719,000 Shares 10,000 Est. Cost $71900.00 Unrealized
SYNA SYNAPTICS, INC. CMN 0.6%
Value ($000) $710,217 Shares 14,100 Est. Cost $38.26 Unrealized +18.6%
AMCX AMC NETWORKS INC 0.6%
Value ($000) $684,200 Shares 11,000 Est. Cost $53.05 Unrealized +7.5%
MCDERMOTT 0.6%
Value ($000) $681,187 Shares 34,666 Est. Cost $19650.00 Unrealized
LEE ENTERPRISES 0.6%
Value ($000) $637,371 Shares 223,639 Est. Cost $2333.90 Unrealized
ARQ ADA-ES INC 0.5%
Value ($000) $602,727 Shares 53,057 Est. Cost $8.59 Unrealized +10.4%
EAT BRINKER INTL 0.5%
Value ($000) $599,760 Shares 12,600 Est. Cost $33.31 Unrealized +24.1%
TRIUMPH GROUP INC CMN 0.5%
Value ($000) $568,400 Shares 29,000 Est. Cost $27131.03 Unrealized
PLAB PHOTRONICS INC CMN 0.5%
Value ($000) $562,238 Shares 70,500 Est. Cost $9.04 Unrealized -8.4%
CA INC 0.5%
Value ($000) $552,575 Shares 15,500 Est. Cost $35650.00 Unrealized
KLIC KULICKE & SOFFA IND 0.5%
Value ($000) $531,186 Shares 22,300 Est. Cost $20.81 Unrealized -0.5%
AFIIQ ARMSTRONG FLOORING INC 0.4%
Value ($000) $464,738 Shares 33,101 Est. Cost $16.21 Unrealized -16.7%
SYNCHRONOSS TECHNOLOGIES INC 0.4%
Value ($000) $444,240 Shares 72,000 Est. Cost $8863.06 Unrealized
ITGR INTEGER HOLDINGS CORP 0.4%
Value ($000) $433,155 Shares 6,700 Est. Cost $49.72 Unrealized +24.7%
VREX VAREX IMAGING CORP 0.4%
Value ($000) $422,826 Shares 11,400 Est. Cost $36.97 Unrealized 0.0%
KELLOGG COMPANY CMN 0.4%
Value ($000) $419,220 Shares 6,000 Est. Cost $44.70 Unrealized +0.6%
AGYS AGILYSIS INC 0.4%
Value ($000) $392,692 Shares 25,335 Est. Cost $12.23 Unrealized +8.2%
AXP AMERICAN EXPRESS CO. CMN 0.4%
Value ($000) $392,000 Shares 4,000 Est. Cost $85.24 Unrealized +3.9%
A H BELO CORPORTAION SERIES A 0.3%
Value ($000) $385,870 Shares 82,100 Est. Cost $4800.00 Unrealized
C&J ENERGY SERVICES INC 0.3%
Value ($000) $339,840 Shares 14,400 Est. Cost $23600.00 Unrealized
TDW TIDEWATER INC 0.3%
Value ($000) $297,979 Shares 10,300 Est. Cost $26.19 Unrealized +19.5%
FSLR FIRST SOLAR, INC. CMN 0.3%
Value ($000) $289,630 Shares 5,500 Est. Cost $58.65 Unrealized +11.5%
ARCONIC INC 0.3%
Value ($000) $282,366 Shares 16,600 Est. Cost $17010.00 Unrealized
HBB HAMILTON BEACH BRAND-A 0.2%
Value ($000) $272,373 Shares 9,376 Est. Cost $25.08 Unrealized -15.1%
GIFI Gulf Island Fabrication, Inc 0.2%
Value ($000) $267,300 Shares 29,700 Est. Cost $12.64 Unrealized -24.4%
QUORUM HEALTH CORP 0.2%
Value ($000) $215,000 Shares 43,000 Est. Cost $6240.00 Unrealized
ANGO ANGIODYNAMICS INC 0.2%
Value ($000) $206,832 Shares 9,300 Est. Cost $17.06 Unrealized +19.8%
WH WYNDHAM HOTELS & RESORTS INC 0.2%
Value ($000) $188,256 Shares 3,200 Est. Cost $60.97 Unrealized 0.0%
LSC COMMUNICATIONS INC 0.2%
Value ($000) $187,920 Shares 12,000 Est. Cost $15150.00 Unrealized
ENGILITY HOLDINGS INC 0.1%
Value ($000) $140,944 Shares 4,600 Est. Cost $27799.39 Unrealized
BJRI BJS RESTAURANTS INC CMN 0.1%
Value ($000) $102,000 Shares 1,700 Est. Cost $32.52 Unrealized +61.8%
AZO AUTOZONE INC 0.1%
Value ($000) $67,093 Shares 100 Est. Cost $639.19 Unrealized +0.9%
RGA REINSURANCE GROUP OF AMERICA INC 0.0%
Value ($000) $53,392 Shares 400 Est. Cost $149.13 Unrealized 0.0%
GANNETT ORD SHS 0.0%
Value ($000) $42,800 Shares 4,000 Est. Cost $10785.00 Unrealized
BAC BANK OF AMERICA CORP. 0.0%
Value ($000) $28,190 Shares 1,000 Est. Cost $24.85 Unrealized 0.0%