CIK: 0001732687 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 10, 2019
Total Value ($000): $106,184,957 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 57,700 | $3,590,094 | 3.4% | $55.71 | -12.4% | Common | 172967424 |
| COF | CAPITAL ONE FINANCIAL CORP | 39,700 | $3,243,093 | 3.1% | $79.00 | -8.6% | Common | 14040H105 |
| — | GENESEE & WYOMING INC-CL A | 33,900 | $2,954,046 | 2.8% | $78730.00 | — | Common Series A | 371559105 |
| NSC | NORFOLK SOUTHERN CORP | 14,800 | $2,765,972 | 2.6% | $116.15 | +29.5% | Common | 655844108 |
| CFG | CITIZENS FINANCIAL GROUP | 84,500 | $2,746,250 | 2.6% | $27.75 | -7.6% | Common | 174610105 |
| BEN | FRANKLIN RESOURCES INC | 80,000 | $2,651,200 | 2.5% | $23.37 | -2.8% | Common | 354613101 |
| AAPL | APPLE INC | 13,450 | $2,554,828 | 2.4% | $39.43 | +2.5% | Common | 037833100 |
| TEVA | TEVA PHARMACEUTICAL-SP ADR | 155,000 | $2,430,400 | 2.3% | $18753.30 | — | Common Series ADR | 881624209 |
| — | WYNDHAM DESTINATIONS INC | 57,000 | $2,307,930 | 2.2% | $76579.44 | — | Common | 98310W108 |
| GILD | GILEAD SCIENCES INC | 34,900 | $2,268,849 | 2.1% | $52.54 | -3.2% | Common | 375558103 |
| SPGI | S&P GLOBAL INC | 10,600 | $2,231,830 | 2.1% | $151.96 | +20.2% | Common | 78409V104 |
| — | LEGG MASON INC | 78,800 | $2,156,756 | 2.0% | $40967.83 | — | Common | 524901105 |
| BIIB | BIOGEN INC | 8,250 | $1,950,135 | 1.8% | $314.89 | 0.0% | Common | 09062X103 |
| KEY | KEYCORP | 122,000 | $1,921,500 | 1.8% | $12.10 | -1.1% | Common | 493267108 |
| MTG | MGIC INVESTMENT CORP | 142,000 | $1,872,980 | 1.8% | $11.70 | +6.4% | Common | 552848103 |
| — | CANADIAN PACIFIC RAILWAY LTD | 8,700 | $1,792,461 | 1.7% | $206030.00 | — | Common | 13645T100 |
| ZION | ZIONS BANCORP NA | 38,100 | $1,730,121 | 1.6% | $47.71 | 0.0% | Common | 989701107 |
| CPB | CAMPBELL SOUP CO | 42,600 | $1,624,338 | 1.5% | $35.45 | -20.6% | Common | 134429109 |
| CLF | CLEVELAND-CLIFFS INC | 151,000 | $1,508,490 | 1.4% | $9.68 | -1.5% | Common | 185899101 |
| PRGO | PERRIGO CO PLC | 29,700 | $1,430,352 | 1.3% | $70.38 | -33.5% | Common | G97822103 |
| — | VIACOM INC-CLASS B | 49,000 | $1,375,430 | 1.3% | $30632.24 | — | Common Series B | 92553P201 |
| — | KELLOGG CO | 23,900 | $1,371,382 | 1.3% | $44.79 | -7.5% | Common | 487836108 |
| BHC | BAUSCH HEALTH COS INC | 54,700 | $1,351,090 | 1.3% | $20.78 | +14.9% | Common | 071734107 |
| — | DISCOVER FINANCIAL SERVICES | 18,500 | $1,316,460 | 1.2% | $72059.78 | — | Common | 254709108 |
| THC | TENET HEALTHCARE CORP | 45,400 | $1,309,336 | 1.2% | $16.91 | +46.0% | Common | 88033G407 |
| — | THIRD POINT REINSURANCE LTD | 122,000 | $1,266,360 | 1.2% | $10354.63 | — | Common | G8827U100 |
| VZ | VERIZON COMMUNICATIONS INC | 20,000 | $1,182,600 | 1.1% | $31.97 | +21.8% | Common | 92343V104 |
| VVV | VALVOLINE INC | 62,000 | $1,150,720 | 1.1% | $23.58 | -16.0% | Common | 92047W101 |
| — | REALOGY HOLDINGS CORP | 95,000 | $1,083,000 | 1.0% | $26171.79 | — | Common | 75605Y106 |
| VVX | VECTRUS INC | 40,155 | $1,067,721 | 1.0% | $30.43 | -15.1% | Common | 92242T101 |
| BMY | BRISTOL-MYERS SQUIBB CO | 22,200 | $1,059,162 | 1.0% | $40.70 | -5.9% | Common | 110122108 |
| VREX | VAREX IMAGING CORP | 30,600 | $1,036,728 | 1.0% | $33.19 | -8.9% | Common | 92214X106 |
| DIN | DINE BRANDS GLOBAL INC | 11,300 | $1,031,577 | 1.0% | $33.75 | +91.7% | Common | 254423106 |
| — | BRIGHTSPHERE INVESTMENT GROUP | 74,000 | $1,003,440 | 0.9% | $14487.03 | — | Common | G1644T109 |
| BGS | B&G FOODS INC | 40,700 | $993,894 | 0.9% | $15.19 | -7.8% | Common | 05508R106 |
| PAHC | PHIBRO ANIMAL HEALTH CORP-A | 29,500 | $973,500 | 0.9% | $35.68 | -12.8% | Common Series A | 71742Q106 |
| — | RIVIERA RESOURCES INC | 68,955 | $964,680 | 0.9% | $17830.38 | — | Common | 76964R104 |
| MSTR | MICROSTRATEGY INC-CL A | 6,420 | $926,085 | 0.9% | $13.45 | +2.9% | Common Series A | 594972408 |
| — | LANNETT CO INC | 117,500 | $924,725 | 0.9% | $10981.04 | — | Common | 516012101 |
| — | WADDELL & REED FINANCIAL-A | 50,000 | $864,500 | 0.8% | $22340.00 | — | Common Series A | 930059100 |
| ICHR | ICHOR HOLDINGS LTD | 38,000 | $858,040 | 0.8% | $21.44 | -5.0% | Common | G4740B105 |
| — | C&J ENERGY SERVICES INC | 54,500 | $845,840 | 0.8% | $20188.99 | — | Common | 12674R100 |
| — | CUTERA INC | 46,500 | $821,190 | 0.8% | $17123.23 | — | Common | 232109108 |
| M | MACY'S INC | 34,000 | $817,020 | 0.8% | $26.14 | -3.4% | Common | 55616P104 |
| BLMN | BLOOMIN' BRANDS INC | 39,800 | $813,910 | 0.8% | $15.39 | +6.1% | Common | 094235108 |
| NWL | NEWELL BRANDS INC | 53,000 | $813,020 | 0.8% | $16.80 | -21.1% | Common | 651229106 |
| OFIX | ORTHOFIX MEDICAL INC | 14,300 | $806,663 | 0.8% | $56.04 | +0.2% | Common | 68752M108 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 73,100 | $756,585 | 0.7% | $16.51 | -35.0% | Common | 90385V107 |
| MTRX | MATRIX SERVICE CO | 38,600 | $755,788 | 0.7% | $15.74 | +29.9% | Common | 576853105 |
| TDC | TERADATA CORP | 17,100 | $746,415 | 0.7% | $44.91 | 0.0% | Common | 88076W103 |
| — | SMART GLOBAL HOLDINGS INC | 38,700 | $743,040 | 0.7% | $19200.00 | — | Common | G8232Y101 |
| — | KANSAS CITY SOUTHERN | 6,400 | $742,272 | 0.7% | $108647.09 | — | Common | 485170302 |
| — | NATUS MEDICAL INC | 29,100 | $738,558 | 0.7% | $28138.66 | — | Common | 639050103 |
| AIR | AAR CORP | 22,143 | $719,869 | 0.7% | $39.22 | -8.8% | Common | 000361105 |
| — | MIDSTATES PETROLEUM CO INC | 72,801 | $711,266 | 0.7% | $9770.00 | — | Common | 59804T407 |
| AMCX | AMC NETWORKS INC-A | 12,000 | $681,120 | 0.6% | $53.75 | +14.3% | Common Series A | 00164V103 |
| RRGB | RED ROBIN GOURMET BURGERS | 23,500 | $677,035 | 0.6% | $53.45 | -42.3% | Common | 75689M101 |
| KBH | KB HOME | 28,000 | $676,760 | 0.6% | $18.50 | +8.1% | Common | 48666K109 |
| — | MALLINCKRODT PLC | 28,100 | $610,894 | 0.6% | $18883.06 | — | Common | G5785G107 |
| — | TRIBUNE PUBLISHING CO | 50,000 | $589,500 | 0.6% | $13000.00 | — | Common | 89609W107 |
| AOSL | ALPHA & OMEGA SEMICONDUCTOR | 50,633 | $582,786 | 0.5% | $17.39 | -36.4% | Common | G6331P104 |
| MHO | M/I HOMES INC | 21,500 | $572,330 | 0.5% | $23.08 | +12.8% | Common | 55305B101 |
| TPH | TRI POINTE GROUP INC | 45,000 | $568,800 | 0.5% | $11.82 | +7.6% | Common | 87265H109 |
| GLRE | GREENLIGHT CAPITAL RE LTD-A | 51,900 | $564,153 | 0.5% | $20.34 | -47.5% | Common Series A | G4095J109 |
| — | TRIUMPH GROUP INC | 29,000 | $552,740 | 0.5% | $27131.03 | — | Common | 896818101 |
| MU | MICRON TECHNOLOGY INC | 12,900 | $533,157 | 0.5% | $36.99 | +1.9% | Common | 595112103 |
| — | SOUTHWESTERN ENERGY CO | 110,000 | $515,900 | 0.5% | $3922.00 | — | Common | 845467109 |
| — | MERITOR INC | 25,000 | $508,750 | 0.5% | $16910.00 | — | Common | 59001K100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 7,700 | $498,190 | 0.5% | $55.60 | +9.3% | Common | 398905109 |
| TOL | TOLL BROTHERS INC | 13,500 | $488,700 | 0.5% | $32.12 | +11.9% | Common | 889478103 |
| UNFI | UNITED NATURAL FOODS INC | 36,000 | $475,920 | 0.4% | $17.89 | -24.6% | Common | 911163103 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 78,000 | $474,240 | 0.4% | $8683.08 | — | Common | 87157B103 |
| DCH | AMERICAN AXLE & MFG HOLDINGS | 32,000 | $457,920 | 0.4% | $13.44 | +7.6% | Common | 024061103 |
| GME | GAMESTOP CORP-CLASS A | 45,000 | $457,200 | 0.4% | $3.23 | -6.3% | Common Series A | 36467W109 |
| — | FIESTA RESTAURANT GROUP | 34,500 | $452,295 | 0.4% | $14118.69 | — | Common | 31660B101 |
| AXP | AMERICAN EXPRESS CO | 4,000 | $437,200 | 0.4% | $85.24 | +12.4% | Common | 025816109 |
| URI | UNITED RENTALS INC | 3,800 | $434,150 | 0.4% | $119.60 | 0.0% | Common | 911363109 |
| OSPN | ONESPAN INC | 22,400 | $430,528 | 0.4% | $17.45 | -5.6% | Common | 68287N100 |
| AAL | AMERICAN AIRLINES GROUP INC | 13,500 | $428,760 | 0.4% | $33.11 | 0.0% | Common | 02376R102 |
| UNM | UNUM GROUP | 12,500 | $422,875 | 0.4% | $34.81 | 0.0% | Common | 91529Y106 |
| PLAB | PHOTRONICS INC | 44,500 | $420,525 | 0.4% | $9.05 | +11.9% | Common | 719405102 |
| — | EXTRACTION OIL & GAS INC | 99,000 | $418,770 | 0.4% | $4230.00 | — | Common | 30227M105 |
| DAN | DANA INC | 23,500 | $416,890 | 0.4% | $15.15 | 0.0% | Common | 235825205 |
| — | AMPLIFY ENERGY CORP | 60,786 | $413,345 | 0.4% | $7887.31 | — | Common | 032113102 |
| GM | GENERAL MOTORS CO | 11,000 | $408,100 | 0.4% | $31.33 | +11.2% | Common | 37045V100 |
| TECK | TECK RESOURCES LTD-CLS B | 17,500 | $405,650 | 0.4% | $22.55 | 0.0% | Common Series B | 878742204 |
| PBI | PITNEY BOWES INC | 59,000 | $405,330 | 0.4% | $6.92 | 0.0% | Common | 724479100 |
| LNC | Lincoln National Corp | 6,700 | $393,290 | 0.4% | $43.17 | 0.0% | Common | 534187109 |
| CC | CHEMOURS CO/THE | 10,500 | $390,180 | 0.4% | $23.57 | +15.9% | Common | 163851108 |
| PKX | POSCO- SPON ADR | 7,000 | $386,470 | 0.4% | $55210.00 | — | Common Series ADR | 693483109 |
| — | FIAT CHRYSLER AUTOMOBILES NV | 26,000 | $386,100 | 0.4% | $14850.00 | — | Common | N31738102 |
| NVT | NVENT ELECTRIC PLC | 14,000 | $377,720 | 0.4% | $21.87 | +1.7% | Common | G6700G107 |
| RRC | RANGE RESOURCES CORP | 33,000 | $370,920 | 0.3% | $10.85 | 0.0% | Common | 75281A109 |
| — | CALLON PETROLEUM CO | 49,000 | $369,950 | 0.3% | $7550.00 | — | Common | 13123X102 |
| AFIIQ | ARMSTRONG FLOORING INC | 27,101 | $368,574 | 0.3% | $16.21 | -15.8% | Common | 04238R106 |
| CWH | CAMPING WORLD HOLDINGS INC-A | 26,000 | $361,660 | 0.3% | $9.64 | 0.0% | Common | 13462K109 |
| — | LAREDO PETROLEUM INC | 116,000 | $358,440 | 0.3% | $3090.00 | — | Common | 516806106 |
| WGO | WINNEBAGO INDUSTRIES | 11,500 | $358,225 | 0.3% | $26.51 | +13.3% | Common | 974637100 |
| — | LEE ENTERPRISES | 105,202 | $347,167 | 0.3% | $2333.90 | — | Common | 523768109 |
| — | INVACARE CORP | 41,029 | $343,413 | 0.3% | $16849.99 | — | Common | 461203101 |
| — | MICHAELS COS INC/THE | 30,000 | $342,600 | 0.3% | $11420.00 | — | Common | 59408Q106 |
| SYNA | SYNAPTICS INC | 8,600 | $341,850 | 0.3% | $39.52 | 0.0% | Common | 87157D109 |
| — | WEIGHT WATCHERS INTL INC | 16,500 | $332,475 | 0.3% | $20150.00 | — | Common | 948626106 |
| EAT | BRINKER INTERNATIONAL INC | 7,400 | $328,412 | 0.3% | $33.31 | +29.4% | Common | 109641100 |
| WTM | WHITE MOUNTAINS INSURANCE GP | 347 | $321,142 | 0.3% | $827.31 | +9.5% | Common | G9618E107 |
| — | A H BELO CORPORTAION SERIES A | 82,100 | $305,412 | 0.3% | $4800.00 | — | Common Series A | 001282102 |
| — | PARTY CITY HOLDCO INC | 37,000 | $293,780 | 0.3% | $8822.16 | — | Common | 702149105 |
| — | HAWAIIAN HOLDINGS INC | 11,000 | $288,750 | 0.3% | $26410.00 | — | Common | 419879101 |
| GIFI | GULF ISLAND FABRICATION INC | 29,700 | $272,349 | 0.3% | $12.64 | -26.6% | Common | 402307102 |
| BZH | BEAZER HOMES USA INC | 22,000 | $253,220 | 0.2% | $10.41 | +15.0% | Common | 07556Q881 |
| — | AKORN INC | 69,500 | $244,640 | 0.2% | $5534.39 | — | Common | 009728106 |
| ARQ | ADVANCED EMISSIONS SOLUTIONS | 21,057 | $243,419 | 0.2% | $8.59 | +20.7% | Common | 00770C101 |
| ACH | OWENS & MINOR INC | 59,000 | $241,900 | 0.2% | $10.23 | -38.5% | Common | 690732102 |
| — | LSC COMMUNICATIONS INC | 37,000 | $241,610 | 0.2% | $9528.92 | — | Common | 50218P107 |
| AGYS | AGILYSIS INC | 10,335 | $218,792 | 0.2% | $13.86 | +33.2% | Common | 00847J105 |
| — | ENDO INTERNATIONAL PLC | 24,000 | $192,720 | 0.2% | $8030.00 | — | Common | G30401106 |
| HBB | HAMILTON BEACH BRAND-A | 8,976 | $192,625 | 0.2% | $25.08 | -19.4% | Common Series A | 40701T104 |
| — | TENNECO INC-CLASS A | 8,000 | $177,280 | 0.2% | $22160.00 | — | Common | 880349105 |
| — | ENTERCOM COMMUNICATIONS-CL A | 31,000 | $162,750 | 0.2% | $5250.00 | — | Common Series A | 293639100 |
| COHU | COHU INC | 8,000 | $118,000 | 0.1% | $16.77 | 0.0% | Common | 192576106 |
| — | MAXAR TECHNOLOGIES INC | 28,000 | $112,560 | 0.1% | $11960.00 | — | Common | 57778K105 |
| — | US SILICA HOLDINGS INC | 6,000 | $104,160 | 0.1% | $10180.00 | — | Common | 90346E103 |
| — | MYLAN NV | 3,500 | $99,190 | 0.1% | $36600.00 | — | Common | N59465109 |
| ACCO | ACCO BRANDS CORP | 11,000 | $94,160 | 0.1% | $6.07 | +2.9% | Common | 00081T108 |
| AZO | AUTOZONE INC | 70 | $71,688 | 0.1% | $639.19 | +40.4% | Common | 053332102 |
| TMHC | TAYLOR MORRISON HOME CORP-A | 4,000 | $71,000 | 0.1% | $17.85 | 0.0% | Common Series A | 87724P106 |
| — | NCI BUILDING SYSTEMS INC | 6,000 | $36,960 | 0.0% | $6160.00 | — | Common | 628852204 |
| — | QUORUM HEALTH CORP | 11,000 | $15,400 | 0.0% | $6240.00 | — | Common | 74909E106 |