Factorial Partners, LLC Diversified Active

CIK: 0001732687 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $95,399,546 (100.0% shares, 0.0% debt)

Holdings (120)

NSC NORFOLK SOUTHERN CORP 3.9%
Value ($000) $3,723,546 Shares 24,900 Est. Cost $116.15 Unrealized +22.5%
BMY BRISTOL MYERS SQUIBB CO W/RTS TO PUR P/STK UNDER CERT CIRCUMSTATANCE 3.6%
Value ($000) $3,415,086 Shares 65,700 Est. Cost $40.70 Unrealized +0.7%
C Citigroup Inc 3.2%
Value ($000) $3,081,952 Shares 59,200 Est. Cost $55.71 Unrealized -11.4%
COF CAPITAL ONE FINANCIAL CORP 3.1%
Value ($000) $2,917,774 Shares 38,600 Est. Cost $79.19 Unrealized -3.3%
BEN FRANKLIN RES INC 3.0%
Value ($000) $2,877,020 Shares 97,000 Est. Cost $23.37 Unrealized -6.2%
BAC BANK OF AMERICA CORP. 2.8%
Value ($000) $2,673,440 Shares 108,500 Est. Cost $23.24 Unrealized -1.9%
CFG CITIZENS FINANCIAL GROUP 2.7%
Value ($000) $2,601,375 Shares 87,500 Est. Cost $27.75 Unrealized -7.4%
GENESEE & WYO INC CL A 2.6%
Value ($000) $2,509,278 Shares 33,900 Est. Cost $78730.00 Unrealized
TEVA Teva Pharmaceutical Industries 2.4%
Value ($000) $2,297,580 Shares 149,000 Est. Cost $18877.06 Unrealized
WYNDHAM DESTINATIONS INC 2.1%
Value ($000) $2,042,880 Shares 57,000 Est. Cost $76579.44 Unrealized
LEGG MASON INC CMN 2.1%
Value ($000) $2,010,188 Shares 78,800 Est. Cost $40967.83 Unrealized
SPGI S&P GLOBAL INC 1.9%
Value ($000) $1,801,364 Shares 10,600 Est. Cost $151.96 Unrealized +10.8%
BHC BAUSCH HEALTH COS INC 1.8%
Value ($000) $1,721,404 Shares 93,200 Est. Cost $20.78 Unrealized +14.5%
NWL Newell Rubbermaid Inc 1.7%
Value ($000) $1,617,330 Shares 87,000 Est. Cost $16.80 Unrealized -15.5%
VALE COMPANHIA VALE DO RIO DOCE ADR 1.7%
Value ($000) $1,576,205 Shares 119,500 Est. Cost $12366.11 Unrealized
AAPL APPLE COMPUTER INC 1.6%
Value ($000) $1,569,513 Shares 9,950 Est. Cost $39.08 Unrealized +17.7%
MTG MGIC INVESTMENT CORP 1.6%
Value ($000) $1,495,780 Shares 143,000 Est. Cost $11.70 Unrealized 0.0%
REALOGY HOLDINGS CORP 1.5%
Value ($000) $1,394,600 Shares 95,000 Est. Cost $26171.79 Unrealized
CPB CAMPBELL SOUP CO 1.4%
Value ($000) $1,372,384 Shares 41,600 Est. Cost $35.63 Unrealized -16.2%
VVV VALVOLINE INC 1.4%
Value ($000) $1,366,110 Shares 70,600 Est. Cost $23.58 Unrealized -15.3%
VZ VERIZON COMMUNICATIONS INC. CMN 1.3%
Value ($000) $1,270,572 Shares 22,600 Est. Cost $31.97 Unrealized +20.8%
GILD GILEAD SCIENCE COM 1.3%
Value ($000) $1,269,765 Shares 20,300 Est. Cost $53.75 Unrealized -1.4%
Viacom Inc 1.3%
Value ($000) $1,259,300 Shares 49,000 Est. Cost $30632.24 Unrealized
THIRD POINT REINSURANCE LTD 1.2%
Value ($000) $1,185,720 Shares 123,000 Est. Cost $10354.63 Unrealized
CLF CLIFFS NATURAL RESOURCES INC 1.2%
Value ($000) $1,161,190 Shares 151,000 Est. Cost $9.68 Unrealized -2.2%
DISCOVER FIN'L SERVICES 1.1%
Value ($000) $1,091,130 Shares 18,500 Est. Cost $72059.78 Unrealized
RIVIERA RESOURCES INC/LINN 1.1%
Value ($000) $1,073,689 Shares 67,955 Est. Cost $17886.90 Unrealized
PRGO PERRIGO PLC 1.1%
Value ($000) $1,054,000 Shares 27,200 Est. Cost $72.54 Unrealized -12.5%
DIN DINE BRANDS GLOBAL INC 1.1%
Value ($000) $1,030,302 Shares 15,300 Est. Cost $33.75 Unrealized +85.0%
NVT NAVTEQ CORPORATION CMN 1.0%
Value ($000) $943,320 Shares 42,000 Est. Cost $21.87 Unrealized -4.7%
KELLOGG COMPANY CMN 1.0%
Value ($000) $917,861 Shares 16,100 Est. Cost $46.40 Unrealized 0.0%
WADDELL & REED FINANCIAL-A 0.9%
Value ($000) $904,000 Shares 50,000 Est. Cost $22340.00 Unrealized
THC TENET HEALTHCARE CORP 0.9%
Value ($000) $880,996 Shares 51,400 Est. Cost $16.91 Unrealized +43.1%
BGS B&G Foods Inc. 0.9%
Value ($000) $873,082 Shares 30,200 Est. Cost $15.60 Unrealized -3.4%
WTM WHITE MOUNTAINS INSURANCE GRP 0.9%
Value ($000) $872,270 Shares 1,017 Est. Cost $827.31 Unrealized +7.7%
VVX VECTRUS INC 0.9%
Value ($000) $866,544 Shares 40,155 Est. Cost $30.43 Unrealized -16.1%
PAHC PHIBRO ANIMAL HEALTH CORP-A 0.9%
Value ($000) $861,888 Shares 26,800 Est. Cost $36.14 Unrealized +4.4%
BRIGHTSPHERE INVESTMENT GROUP 0.8%
Value ($000) $790,320 Shares 74,000 Est. Cost $14487.03 Unrealized
MSTR MICROSTRATEGY INC-CL A 0.8%
Value ($000) $762,667 Shares 5,970 Est. Cost $13.42 Unrealized -5.7%
KANSAS CITY SOUTHERN CMN 0.8%
Value ($000) $754,055 Shares 7,900 Est. Cost $108647.09 Unrealized
AIR AAR CORP COM 0.8%
Value ($000) $752,139 Shares 20,143 Est. Cost $39.57 Unrealized +9.1%
LLY LILLY ELI & CO 0.8%
Value ($000) $729,036 Shares 6,300 Est. Cost $71.71 Unrealized +41.4%
VREX VAREX IMAGING CORP 0.8%
Value ($000) $724,608 Shares 30,600 Est. Cost $33.19 Unrealized -23.5%
C&J ENERGY SERVICES INC 0.8%
Value ($000) $715,500 Shares 53,000 Est. Cost $20321.13 Unrealized
BLMN BLOOMIN' BRANDS INC 0.7%
Value ($000) $712,022 Shares 39,800 Est. Cost $15.39 Unrealized +4.5%
MTRX MATRIX SERVICE CO 0.7%
Value ($000) $710,424 Shares 39,600 Est. Cost $15.74 Unrealized +30.0%
OFIX ORTHOFIX MEDICAL INC 0.7%
Value ($000) $708,615 Shares 13,500 Est. Cost $56.04 Unrealized +1.5%
PLAB PHOTRONICS INC CMN 0.7%
Value ($000) $682,440 Shares 70,500 Est. Cost $9.05 Unrealized +6.2%
IWN ISHARES RUSSELL 2000 VALUE 0.7%
Value ($000) $666,748 Shares 6,200 Est. Cost $127413.87 Unrealized
CUTERA INC CMN 0.7%
Value ($000) $663,780 Shares 39,000 Est. Cost $17020.00 Unrealized
VECO Veeco Instruments Inc 0.7%
Value ($000) $659,490 Shares 89,000 Est. Cost $10.78 Unrealized -20.7%
AGYS AGILYSIS INC 0.7%
Value ($000) $657,273 Shares 45,835 Est. Cost $13.86 Unrealized +13.4%
ICHR ICHOR HOLDINGS LTD 0.7%
Value ($000) $635,700 Shares 39,000 Est. Cost $21.44 Unrealized -19.4%
LANNETT CO INC 0.6%
Value ($000) $617,520 Shares 124,500 Est. Cost $10981.04 Unrealized
AMCX AMC NETWORKS INC 0.6%
Value ($000) $603,680 Shares 11,000 Est. Cost $53.05 Unrealized +10.2%
TOL TOLL BROTHERS INC 0.6%
Value ($000) $592,740 Shares 18,000 Est. Cost $32.12 Unrealized 0.0%
KBH KB HOME CMN 0.6%
Value ($000) $573,000 Shares 30,000 Est. Cost $18.50 Unrealized 0.0%
AOSL ALPHA & OMEGA SEMICONDUCTOR 0.6%
Value ($000) $571,995 Shares 56,133 Est. Cost $17.39 Unrealized -40.8%
TRIBUNE PUBLISHING CO 0.6%
Value ($000) $567,000 Shares 50,000 Est. Cost $13000.00 Unrealized
OSPN ONESPAN INC 0.6%
Value ($000) $564,620 Shares 43,600 Est. Cost $17.45 Unrealized -9.8%
ARQ ADA-ES INC 0.6%
Value ($000) $559,751 Shares 53,057 Est. Cost $8.59 Unrealized +7.0%
UCTT ULTRA CLEAN HOLDINGS, INC 0.6%
Value ($000) $551,397 Shares 65,100 Est. Cost $17.22 Unrealized -43.2%
RRGB RED ROBIN GRMT BURG 0.6%
Value ($000) $547,760 Shares 20,500 Est. Cost $56.76 Unrealized -40.7%
MHO M/I HOMES INC 0.6%
Value ($000) $536,010 Shares 25,500 Est. Cost $23.08 Unrealized 0.0%
M MACY'S INC 0.5%
Value ($000) $506,260 Shares 17,000 Est. Cost $27.02 Unrealized +21.8%
TPH TRI POINTE GROUP INC 0.5%
Value ($000) $502,780 Shares 46,000 Est. Cost $11.82 Unrealized 0.0%
ITGR INTEGER HOLDINGS CORP 0.5%
Value ($000) $495,690 Shares 6,500 Est. Cost $49.72 Unrealized +61.3%
SYNCHRONOSS TECHNOLOGIES INC 0.5%
Value ($000) $478,920 Shares 78,000 Est. Cost $8683.08 Unrealized
LEE ENTERPRISES 0.5%
Value ($000) $471,878 Shares 223,639 Est. Cost $2333.90 Unrealized
GLRE GREENLIGHT CAPITAL RE LTD-A 0.5%
Value ($000) $447,378 Shares 51,900 Est. Cost $20.34 Unrealized -46.4%
KEY KEYCORP 0.5%
Value ($000) $443,400 Shares 30,000 Est. Cost $12.51 Unrealized 0.0%
GPI GROUP 1 AUTOMOTIVE, INC. CMN 0.5%
Value ($000) $432,304 Shares 8,200 Est. Cost $55.60 Unrealized 0.0%
WGO WINNEBAGO INDUSTRIES 0.4%
Value ($000) $423,675 Shares 17,500 Est. Cost $26.51 Unrealized 0.0%
MERITOR INC 0.4%
Value ($000) $422,750 Shares 25,000 Est. Cost $16910.00 Unrealized
MU MICRON TECHNOLOGY, INC. CMN 0.4%
Value ($000) $412,490 Shares 13,000 Est. Cost $36.99 Unrealized 0.0%
CC CHEMOURS CO/THE 0.4%
Value ($000) $409,190 Shares 14,500 Est. Cost $23.57 Unrealized 0.0%
GME GAMESTOP CORP-CLASS A 0.4%
Value ($000) $403,840 Shares 32,000 Est. Cost $3.31 Unrealized 0.0%
WDC WESTERN DIGITAL CORP CMN 0.4%
Value ($000) $388,185 Shares 10,500 Est. Cost $33.07 Unrealized 0.0%
ACH OWENS & MINOR INC (NEW) CMN 0.4%
Value ($000) $386,130 Shares 61,000 Est. Cost $10.23 Unrealized 0.0%
AXP AMERICAN EXPRESS CO. CMN 0.4%
Value ($000) $381,280 Shares 4,000 Est. Cost $85.24 Unrealized +11.5%
MAXAR TECHNOLOGIES INC 0.4%
Value ($000) $370,760 Shares 31,000 Est. Cost $11960.00 Unrealized
GM GENERAL MOTORS CO 0.4%
Value ($000) $367,950 Shares 11,000 Est. Cost $31.33 Unrealized 0.0%
MCDERMOTT 0.4%
Value ($000) $364,055 Shares 55,666 Est. Cost $15131.44 Unrealized
BGC PARTNERS INC-CL A 0.4%
Value ($000) $361,900 Shares 70,000 Est. Cost $5170.00 Unrealized
CVLT COMMVAULT SYSTEMS INC CMN 0.4%
Value ($000) $360,449 Shares 6,100 Est. Cost $58.99 Unrealized 0.0%
MALLINCKRODT PLC 0.4%
Value ($000) $349,180 Shares 22,100 Est. Cost $18107.42 Unrealized
FTI FMC TECHNOLOGIES INC 0.4%
Value ($000) $342,650 Shares 17,500 Est. Cost $19.03 Unrealized -8.5%
EAT BRINKER INTL 0.4%
Value ($000) $338,646 Shares 7,700 Est. Cost $33.31 Unrealized +35.2%
TRIUMPH GROUP INC CMN 0.3%
Value ($000) $333,500 Shares 29,000 Est. Cost $27131.03 Unrealized
DCH AMERICAN AXLE & MFG HOLDINGS 0.3%
Value ($000) $333,000 Shares 30,000 Est. Cost $13.37 Unrealized 0.0%
AFIIQ ARMSTRONG FLOORING INC 0.3%
Value ($000) $320,875 Shares 27,101 Est. Cost $16.21 Unrealized -5.2%
HAWAIIAN HLDGS 0.3%
Value ($000) $316,920 Shares 12,000 Est. Cost $26410.00 Unrealized
AMPLIFY ENERGY CORP 0.3%
Value ($000) $302,638 Shares 34,786 Est. Cost $8699.99 Unrealized
ADNT ADIENT PLC 0.3%
Value ($000) $301,200 Shares 20,000 Est. Cost $25.87 Unrealized 0.0%
NATUS MEDICAL INC 0.3%
Value ($000) $296,061 Shares 8,700 Est. Cost $34607.24 Unrealized
PHM PULTE HOMES INC 0.3%
Value ($000) $285,890 Shares 11,000 Est. Cost $22.86 Unrealized 0.0%
A H BELO CORPORATION SERIES A 0.3%
Value ($000) $276,677 Shares 82,100 Est. Cost $4800.00 Unrealized
AKORN INC CMN 0.2%
Value ($000) $225,435 Shares 66,500 Est. Cost $5625.26 Unrealized
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $225,060 Shares 66,000 Est. Cost $3410.00 Unrealized
FIESTA RESTAURANT GROUP 0.2%
Value ($000) $224,895 Shares 14,500 Est. Cost $15510.00 Unrealized
UNFI UNITED NATURAL FOODS INC CMN 0.2%
Value ($000) $222,390 Shares 21,000 Est. Cost $21.02 Unrealized 0.0%
HBB HAMILTON BEACH BRAND-A 0.2%
Value ($000) $219,960 Shares 9,376 Est. Cost $25.08 Unrealized -28.9%
TIVO INC CMN 0.2%
Value ($000) $216,430 Shares 23,000 Est. Cost $13521.19 Unrealized
GIFI Gulf Island Fabrication, Inc 0.2%
Value ($000) $214,434 Shares 29,700 Est. Cost $12.64 Unrealized -33.4%
NEWFIELD EXPLORATION CO. CMN 0.2%
Value ($000) $205,240 Shares 14,000 Est. Cost $14660.00 Unrealized
LSC COMMUNICATIONS INC 0.2%
Value ($000) $196,000 Shares 28,000 Est. Cost $10492.86 Unrealized
MYLAN, INC 0.2%
Value ($000) $178,100 Shares 6,500 Est. Cost $36600.00 Unrealized
Invacare Corporation 0.2%
Value ($000) $176,424 Shares 41,029 Est. Cost $16849.99 Unrealized
US Silica Holdings Inc. 0.2%
Value ($000) $162,880 Shares 16,000 Est. Cost $10180.00 Unrealized
BZH BEAZER HOMES USA,INC. CMN 0.2%
Value ($000) $161,160 Shares 17,000 Est. Cost $9.95 Unrealized 0.0%
PARTY CITY HOLDCO INC 0.2%
Value ($000) $159,680 Shares 16,000 Est. Cost $9980.00 Unrealized
ACCO ACCO BRANDS CORPORATION CMN 0.1%
Value ($000) $135,600 Shares 20,000 Est. Cost $6.07 Unrealized 0.0%
LNTH LANTHEUS HOLDINGS INC 0.1%
Value ($000) $125,200 Shares 8,000 Est. Cost $15.39 Unrealized -0.5%
COSAN LTD-CLASS A SHARES 0.1%
Value ($000) $114,400 Shares 13,000 Est. Cost $8800.00 Unrealized
QUORUM HEALTH CORP 0.1%
Value ($000) $104,040 Shares 36,000 Est. Cost $6240.00 Unrealized
ROWAN COMPANIES INC CMN 0.1%
Value ($000) $92,290 Shares 11,000 Est. Cost $15064.46 Unrealized
ENGILITY HOLDINGS INC 0.1%
Value ($000) $73,996 Shares 2,600 Est. Cost $27799.39 Unrealized
CHUY'S HOLDINGS INC 0.1%
Value ($000) $70,960 Shares 4,000 Est. Cost $17740.00 Unrealized
AZO AUTOZONE INC 0.1%
Value ($000) $58,683 Shares 70 Est. Cost $639.19 Unrealized +25.4%
GANNETT ORD SHS 0.0%
Value ($000) $17,060 Shares 2,000 Est. Cost $10785.00 Unrealized