Factorial Partners, LLC Diversified Active

CIK: 0001732687 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 15, 2019

Total Value ($000): $104,264,465 (100.0% shares, 0.0% debt)

Holdings (107)

C CITIGROUP INC 3.9%
Value ($000) $4,040,731 Shares 57,700 Est. Cost $55.71 Unrealized -5.1%
GS GOLDMAN SACHS GROUP 3.6%
Value ($000) $3,723,720 Shares 18,200 Est. Cost $169.10 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 3.5%
Value ($000) $3,627,806 Shares 18,200 Est. Cost $126.84 Unrealized +36.7%
COF CAPITAL ONE FINANCIAL CORP 3.5%
Value ($000) $3,602,378 Shares 39,700 Est. Cost $79.00 Unrealized +1.1%
BIIB BIOGEN INC 3.0%
Value ($000) $3,098,778 Shares 13,250 Est. Cost $283.20 Unrealized -18.5%
LEGG MASON INC 2.9%
Value ($000) $3,016,464 Shares 78,800 Est. Cost $40967.83 Unrealized
GILD GILEAD SCIENCES INC 2.7%
Value ($000) $2,776,716 Shares 41,100 Est. Cost $52.28 Unrealized -2.8%
WYNDHAM DESTINATIONS INC 2.6%
Value ($000) $2,721,800 Shares 62,000 Est. Cost $73944.00 Unrealized
GENESEE & WYOMING INC-CL A 2.5%
Value ($000) $2,570,000 Shares 25,700 Est. Cost $78730.00 Unrealized
CFG CITIZENS FINANCIAL GROUP 2.5%
Value ($000) $2,563,600 Shares 72,500 Est. Cost $27.75 Unrealized -6.3%
SPGI S&P GLOBAL INC 2.3%
Value ($000) $2,414,574 Shares 10,600 Est. Cost $151.96 Unrealized +35.9%
AAPL APPLE INC 2.3%
Value ($000) $2,365,144 Shares 11,950 Est. Cost $39.43 Unrealized +18.2%
DISCOVER FINANCIAL SERVICES 2.0%
Value ($000) $2,079,412 Shares 26,800 Est. Cost $73772.50 Unrealized
KANSAS CITY SOUTHERN 1.8%
Value ($000) $1,888,210 Shares 15,500 Est. Cost $116380.86 Unrealized
MTG MGIC INVESTMENT CORP 1.8%
Value ($000) $1,879,020 Shares 143,000 Est. Cost $11.70 Unrealized +18.8%
AER AERCAP HOLDINGS NV 1.8%
Value ($000) $1,872,360 Shares 36,000 Est. Cost $48.26 Unrealized 0.0%
KELLOGG CO 1.8%
Value ($000) $1,853,522 Shares 34,600 Est. Cost $43.82 Unrealized -4.9%
CLF CLEVELAND-CLIFFS INC 1.7%
Value ($000) $1,792,560 Shares 168,000 Est. Cost $9.66 Unrealized -2.3%
BEN FRANKLIN RESOURCES INC 1.7%
Value ($000) $1,774,800 Shares 51,000 Est. Cost $23.37 Unrealized +5.5%
PRGO PERRIGO CO PLC 1.5%
Value ($000) $1,533,364 Shares 32,200 Est. Cost $68.61 Unrealized -30.6%
VIACOM INC-CLASS B 1.4%
Value ($000) $1,493,500 Shares 50,000 Est. Cost $30617.00 Unrealized
TEVA TEVA PHARMACEUTICAL-SP ADR 1.4%
Value ($000) $1,439,880 Shares 156,000 Est. Cost $18753.30 Unrealized
M MACY'S INC 1.3%
Value ($000) $1,354,126 Shares 63,100 Est. Cost $24.57 Unrealized -7.5%
VVV VALVOLINE INC 1.2%
Value ($000) $1,249,920 Shares 64,000 Est. Cost $23.42 Unrealized -21.2%
THIRD POINT REINSURANCE LTD 1.2%
Value ($000) $1,228,080 Shares 119,000 Est. Cost $10354.63 Unrealized
VVX VECTRUS INC 1.2%
Value ($000) $1,210,919 Shares 29,855 Est. Cost $30.43 Unrealized +20.6%
WFC WELLS FARGO 1.2%
Value ($000) $1,206,660 Shares 25,500 Est. Cost $39.08 Unrealized 0.0%
BHC BAUSCH HEALTH COS INC 1.1%
Value ($000) $1,177,774 Shares 46,700 Est. Cost $20.78 Unrealized +14.3%
CPB CAMPBELL SOUP CO 1.1%
Value ($000) $1,146,002 Shares 28,600 Est. Cost $35.45 Unrealized -10.9%
VZ VERIZON COMMUNICATIONS INC 1.1%
Value ($000) $1,142,600 Shares 20,000 Est. Cost $31.97 Unrealized +25.2%
DIN DINE BRANDS GLOBAL INC 1.1%
Value ($000) $1,126,546 Shares 11,800 Est. Cost $35.29 Unrealized +98.5%
PAHC PHIBRO ANIMAL HEALTH CORP-A 1.0%
Value ($000) $1,048,410 Shares 33,000 Est. Cost $35.22 Unrealized -11.0%
GM GENERAL MOTORS CO 1.0%
Value ($000) $994,074 Shares 25,800 Est. Cost $33.28 Unrealized +4.4%
AXA EQUITABLE HOLDINGS INC 0.9%
Value ($000) $982,300 Shares 47,000 Est. Cost $20900.00 Unrealized
NVT NVENT ELECTRIC PLC 0.9%
Value ($000) $892,440 Shares 36,000 Est. Cost $22.24 Unrealized +1.1%
BGS B&G FOODS INC 0.8%
Value ($000) $852,800 Shares 41,000 Est. Cost $15.19 Unrealized -17.2%
WADDELL & REED FINANCIAL-A 0.8%
Value ($000) $850,170 Shares 51,000 Est. Cost $22228.82 Unrealized
AIR AAR CORP 0.8%
Value ($000) $814,641 Shares 22,143 Est. Cost $39.22 Unrealized -16.5%
CUTERA INC 0.8%
Value ($000) $800,030 Shares 38,500 Est. Cost $17123.23 Unrealized
BLMN BLOOMIN' BRANDS INC 0.8%
Value ($000) $799,893 Shares 42,300 Est. Cost $15.43 Unrealized +4.4%
AAMI BRIGHTSPHERE INVESTMENT GROU 0.8%
Value ($000) $798,700 Shares 70,000 Est. Cost $12.00 Unrealized 0.0%
SMART GLOBAL HOLDINGS INC 0.7%
Value ($000) $774,763 Shares 33,700 Est. Cost $19200.00 Unrealized
SYNA SYNAPTICS INC 0.7%
Value ($000) $772,210 Shares 26,500 Est. Cost $34.86 Unrealized -6.4%
AIRCASTLE LTD 0.7%
Value ($000) $744,100 Shares 35,000 Est. Cost $21260.00 Unrealized
UCTT ULTRA CLEAN HOLDINGS INC 0.7%
Value ($000) $739,152 Shares 53,100 Est. Cost $16.51 Unrealized -22.8%
LYB LYONDELLBASELL INDUSTRIES N.V 0.7%
Value ($000) $723,492 Shares 8,400 Est. Cost $55.39 Unrealized 0.0%
MSTR MICROSTRATEGY INC-CL A 0.7%
Value ($000) $719,416 Shares 5,020 Est. Cost $13.45 Unrealized +4.9%
VREX VAREX IMAGING CORP 0.7%
Value ($000) $717,210 Shares 23,400 Est. Cost $33.19 Unrealized -8.1%
NATUS MEDICAL INC 0.7%
Value ($000) $709,044 Shares 27,600 Est. Cost $28138.66 Unrealized
UNM UNUM GROUP 0.7%
Value ($000) $704,550 Shares 21,000 Est. Cost $34.74 Unrealized -0.3%
EAT BRINKER INTERNATIONAL INC 0.7%
Value ($000) $684,690 Shares 17,400 Est. Cost $36.98 Unrealized +7.3%
LANNETT CO INC 0.7%
Value ($000) $681,750 Shares 112,500 Est. Cost $10981.04 Unrealized
LNC Lincoln National Corp 0.6%
Value ($000) $676,725 Shares 10,500 Est. Cost $44.50 Unrealized +5.3%
MTRX MATRIX SERVICE CO 0.6%
Value ($000) $670,606 Shares 33,100 Est. Cost $15.74 Unrealized +25.4%
TRIUMPH GROUP INC 0.6%
Value ($000) $664,100 Shares 29,000 Est. Cost $27131.03 Unrealized
AMCX AMC NETWORKS INC-A 0.6%
Value ($000) $653,880 Shares 12,000 Est. Cost $53.75 Unrealized +4.9%
C&J ENERGY SERVICES INC 0.6%
Value ($000) $642,010 Shares 54,500 Est. Cost $20188.99 Unrealized
RRGB RED ROBIN GOURMET BURGERS 0.6%
Value ($000) $641,970 Shares 21,000 Est. Cost $53.45 Unrealized -42.6%
OFIX ORTHOFIX MEDICAL INC 0.6%
Value ($000) $634,560 Shares 12,000 Est. Cost $56.04 Unrealized -5.1%
PLAB PHOTRONICS INC 0.6%
Value ($000) $631,400 Shares 77,000 Est. Cost $8.98 Unrealized -1.1%
URI UNITED RENTALS INC 0.6%
Value ($000) $623,361 Shares 4,700 Est. Cost $120.24 Unrealized +2.2%
MHO M/I HOMES INC 0.6%
Value ($000) $613,610 Shares 21,500 Est. Cost $23.08 Unrealized +22.2%
TDC TERADATA CORP 0.6%
Value ($000) $613,035 Shares 17,100 Est. Cost $44.91 Unrealized -13.2%
SYNCHRONOSS TECHNOLOGIES INC 0.6%
Value ($000) $609,070 Shares 77,000 Est. Cost $8683.08 Unrealized
AAL AMERICAN AIRLINES GROUP INC 0.6%
Value ($000) $600,024 Shares 18,400 Est. Cost $32.80 Unrealized -2.7%
BMY BRISTOL-MYERS SQUIBB CO 0.6%
Value ($000) $598,620 Shares 13,200 Est. Cost $40.70 Unrealized -11.3%
ALSN ALLISON TRANSMISSION HOLDING 0.6%
Value ($000) $579,375 Shares 12,500 Est. Cost $40.66 Unrealized 0.0%
WILLIAM LYON HOMES-CL A 0.6%
Value ($000) $576,068 Shares 31,600 Est. Cost $18230.00 Unrealized
TMHC TAYLOR MORRISON HOME CORP-A 0.5%
Value ($000) $544,960 Shares 26,000 Est. Cost $19.57 Unrealized +1.6%
GPI GROUP 1 AUTOMOTIVE INC 0.5%
Value ($000) $540,474 Shares 6,600 Est. Cost $55.60 Unrealized +35.2%
TPH TRI POINTE GROUP INC 0.5%
Value ($000) $526,680 Shares 44,000 Est. Cost $11.82 Unrealized +10.2%
CCS CENTURY COMMUNITIES INC 0.5%
Value ($000) $518,310 Shares 19,500 Est. Cost $24.81 Unrealized 0.0%
RIVIERA RESOURCES INC 0.5%
Value ($000) $507,429 Shares 39,955 Est. Cost $17830.38 Unrealized
MU MICRON TECHNOLOGY INC 0.5%
Value ($000) $497,811 Shares 12,900 Est. Cost $36.99 Unrealized +0.5%
MERITOR INC 0.5%
Value ($000) $497,125 Shares 20,500 Est. Cost $16910.00 Unrealized
AXP AMERICAN EXPRESS CO 0.5%
Value ($000) $493,760 Shares 4,000 Est. Cost $85.24 Unrealized +26.1%
REALOGY HOLDINGS CORP 0.4%
Value ($000) $448,880 Shares 62,000 Est. Cost $26171.79 Unrealized
MALLINCKRODT PLC 0.4%
Value ($000) $436,968 Shares 47,600 Est. Cost $14908.06 Unrealized
ATLAS AIR WORLDWIDE 0.4%
Value ($000) $433,008 Shares 9,700 Est. Cost $44640.00 Unrealized
GLRE GREENLIGHT CAPITAL RE LTD-A 0.4%
Value ($000) $415,161 Shares 48,900 Est. Cost $20.34 Unrealized -49.4%
FIESTA RESTAURANT GROUP 0.4%
Value ($000) $400,770 Shares 30,500 Est. Cost $14118.69 Unrealized
TRIBUNE PUBLISHING CO 0.4%
Value ($000) $398,500 Shares 50,000 Est. Cost $13000.00 Unrealized
PKX POSCO- SPON ADR 0.4%
Value ($000) $371,420 Shares 7,000 Est. Cost $55210.00 Unrealized
AKORN INC 0.3%
Value ($000) $363,075 Shares 70,500 Est. Cost $5528.94 Unrealized
PBI PITNEY BOWES INC 0.3%
Value ($000) $359,520 Shares 84,000 Est. Cost $6.46 Unrealized -16.9%
THC TENET HEALTHCARE CORP 0.3%
Value ($000) $351,220 Shares 17,000 Est. Cost $16.91 Unrealized +36.3%
OSPN ONESPAN INC 0.3%
Value ($000) $334,412 Shares 23,600 Est. Cost $17.35 Unrealized -11.2%
WGO WINNEBAGO INDUSTRIES 0.3%
Value ($000) $328,525 Shares 8,500 Est. Cost $26.51 Unrealized +32.7%
AMPY AMPLIFY ENERGY CORP 0.3%
Value ($000) $328,026 Shares 58,786 Est. Cost $7.37 Unrealized 0.0%
UNFI UNITED NATURAL FOODS INC 0.3%
Value ($000) $322,920 Shares 36,000 Est. Cost $17.89 Unrealized -35.7%
A H BELO CORPORTAION SERIES A 0.3%
Value ($000) $302,949 Shares 82,100 Est. Cost $4800.00 Unrealized
GME GAMESTOP CORP-CLASS A 0.3%
Value ($000) $289,910 Shares 53,000 Est. Cost $3.03 Unrealized -35.6%
AOSL ALPHA & OMEGA SEMICONDUCTOR 0.3%
Value ($000) $260,894 Shares 27,933 Est. Cost $17.39 Unrealized -40.1%
GNTX GENTEX CORP 0.2%
Value ($000) $258,405 Shares 10,500 Est. Cost $22.65 Unrealized 0.0%
MYLAN NV 0.2%
Value ($000) $243,712 Shares 12,800 Est. Cost $23841.56 Unrealized
GIFI GULF ISLAND FABRICATION INC 0.2%
Value ($000) $210,870 Shares 29,700 Est. Cost $12.64 Unrealized -34.8%
ACH OWENS & MINOR INC 0.2%
Value ($000) $208,000 Shares 65,000 Est. Cost $9.60 Unrealized -64.6%
ENTERCOM COMMUNICATIONS-CL A 0.2%
Value ($000) $197,200 Shares 34,000 Est. Cost $5298.53 Unrealized
CC CHEMOURS CO/THE 0.2%
Value ($000) $192,000 Shares 8,000 Est. Cost $23.57 Unrealized -5.4%
GNRC GENERAC HOLDINGS INC 0.2%
Value ($000) $166,584 Shares 2,400 Est. Cost $58.44 Unrealized 0.0%
CHUY'S HOLDINGS INC 0.1%
Value ($000) $137,520 Shares 6,000 Est. Cost $22920.00 Unrealized
LSC COMMUNICATIONS INC 0.1%
Value ($000) $128,450 Shares 35,000 Est. Cost $9528.92 Unrealized
TWIN RIVER WORLDWIDE HOLDING 0.1%
Value ($000) $119,000 Shares 4,000 Est. Cost $29750.00 Unrealized
INVACARE CORP 0.1%
Value ($000) $103,951 Shares 20,029 Est. Cost $16849.99 Unrealized
KEMET CORPORATION CMN 0.1%
Value ($000) $94,050 Shares 5,000 Est. Cost $18810.00 Unrealized
AZO AUTOZONE INC 0.1%
Value ($000) $76,963 Shares 70 Est. Cost $639.19 Unrealized +64.6%
MIDSTATES PETROLEUM CO INC 0.0%
Value ($000) $51,838 Shares 8,801 Est. Cost $9770.00 Unrealized