CIK: 0001732687 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 12, 2019
Total Value ($000): $104,108,992 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| C | CITIGROUP INC | 62,800 | $4,338,224 | 4.2% | $55.58 | -2.6% | Common | 172967424 |
| NSC | NORFOLK SOUTHERN CORP | 21,800 | $3,916,588 | 3.8% | $132.56 | +21.8% | Common | 655844108 |
| GS | GOLDMAN SACHS GROUP INC | 18,400 | $3,813,032 | 3.7% | $169.22 | +6.1% | Common | 38141G104 |
| COF | CAPITAL ONE FINANCIAL CORP | 41,000 | $3,730,180 | 3.6% | $79.05 | +2.0% | Common | 14040H105 |
| BIIB | BIOGEN INC | 14,650 | $3,410,813 | 3.3% | $278.39 | -16.4% | Common | 09062X103 |
| — | WYNDHAM DESTINATIONS INC | 62,000 | $2,853,240 | 2.7% | $73944.00 | — | Common | 98310W108 |
| CFG | CITIZENS FINANCIAL GROUP INC | 80,500 | $2,847,285 | 2.7% | $27.60 | -4.8% | Common | 174610105 |
| BEN | FRANKLIN RESOURCES INC | 95,600 | $2,759,016 | 2.7% | $22.89 | -2.4% | Common | 354613101 |
| AAPL | APPLE INC | 11,950 | $2,676,442 | 2.6% | $39.43 | +27.4% | Common | 037833100 |
| — | DISCOVER FINANCIAL SVCS | 32,800 | $2,659,752 | 2.6% | $75111.07 | — | Common | 254709108 |
| GILD | GILEAD SCIENCES INC | 41,600 | $2,636,608 | 2.5% | $52.26 | -2.4% | Common | 375558103 |
| SPGI | S&P GLOBAL INC | 10,600 | $2,596,788 | 2.5% | $151.96 | +55.9% | Common | 78409V104 |
| AER | AERCAP HOLDINGS NV | 40,400 | $2,211,900 | 2.1% | $48.67 | +6.8% | Common | N00985106 |
| — | KELLOGG CO | 33,100 | $2,129,985 | 2.0% | $43.82 | +3.5% | Common | 487836108 |
| MTG | MGIC INVESTMENT CORP/WI | 145,000 | $1,824,100 | 1.8% | $11.72 | +10.2% | Common | 552848103 |
| PRGO | PERRIGO CO PLC | 32,200 | $1,799,658 | 1.7% | $68.61 | -25.8% | Common | G97822103 |
| — | LEGG MASON INC | 44,800 | $1,710,912 | 1.6% | $40967.83 | — | Common | 524901105 |
| — | GENESEE & WYOMING INC -CL A | 15,000 | $1,657,650 | 1.6% | $78730.00 | — | Common Series A | 371559105 |
| VVV | VALVOLINE INC | 64,000 | $1,409,920 | 1.4% | $23.42 | -8.4% | Common | 92047W101 |
| SJM | SMUCKER (JM) CO | 12,700 | $1,397,254 | 1.3% | $90.47 | 0.0% | Common | 832696405 |
| ZION | ZIONS BANCORPORATION NA | 30,900 | $1,375,668 | 1.3% | $43.22 | 0.0% | Common | 989701107 |
| — | CELGENE CORP | 12,900 | $1,280,970 | 1.2% | $99300.00 | — | Common | 151020104 |
| VVX | VECTRUS INC | 29,855 | $1,213,606 | 1.2% | $30.43 | +35.2% | Common | 92242T101 |
| — | VIACOM INC | 50,400 | $1,211,112 | 1.2% | $30617.00 | — | Common | 92553P201 |
| VZ | VERIZON COMMUNICATIONS INC | 20,000 | $1,207,200 | 1.2% | $31.97 | +26.5% | Common | 92343V104 |
| — | THIRD POINT REINSURANCE LTD | 119,000 | $1,188,810 | 1.1% | $10354.63 | — | Common | G8827U100 |
| TEVA | TEVA PHARMACEUTICALS | 156,000 | $1,073,280 | 1.0% | $18753.30 | — | Common | 881624209 |
| BHC | BAUSCH HEALTH COMPANIES INC | 47,700 | $1,042,245 | 1.0% | $20.82 | +9.9% | Common | 071734107 |
| M | MACY'S INC | 66,100 | $1,027,194 | 1.0% | $24.29 | -23.8% | Common | 55616P104 |
| DIN | DINE BRANDS GLOBAL INC | 13,000 | $986,180 | 0.9% | $37.87 | +67.2% | Common | 254423106 |
| NVT | NVENT ELECTRIC PLC | 44,000 | $969,760 | 0.9% | $21.79 | -9.3% | Common | G6700G107 |
| GM | GENERAL MOTORS CO | 25,800 | $966,984 | 0.9% | $33.28 | +8.2% | Common | 37045V100 |
| BLMN | BLOOMIN' BRANDS INC | 49,300 | $933,249 | 0.9% | $15.34 | -3.6% | Common | 094235108 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 43,500 | $927,855 | 0.9% | $33.33 | -17.8% | Common | 71742Q106 |
| AIR | AAR CORP | 22,343 | $920,755 | 0.9% | $39.22 | +6.3% | Common | 000361105 |
| SYNA | SYNAPTICS INC | 22,000 | $878,900 | 0.8% | $34.86 | -3.2% | Common | 87157D109 |
| — | WADDELL&REED FINL INC -CL A | 51,000 | $876,180 | 0.8% | $22228.82 | — | Common Series A | 930059100 |
| URI | UNITED RENTALS INC | 6,800 | $847,552 | 0.8% | $119.37 | -1.6% | Common | 911363109 |
| — | KANSAS CITY SOUTHERN | 6,300 | $837,963 | 0.8% | $116380.86 | — | Common | 485170302 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 57,100 | $835,659 | 0.8% | $16.33 | -15.0% | Common | 90385V107 |
| VREX | VAREX IMAGING CORP | 29,200 | $833,368 | 0.8% | $32.35 | -10.6% | Common | 92214X106 |
| BGS | B&G FOODS INC | 44,000 | $832,040 | 0.8% | $14.89 | -28.0% | Common | 05508R106 |
| — | AIRCASTLE LTD | 37,000 | $829,910 | 0.8% | $21323.24 | — | Common | G0129K104 |
| CSX | CSX CORP | 11,900 | $824,313 | 0.8% | $21.35 | 0.0% | Common | 126408103 |
| MSTR | MICROSTRATEGY INC | 5,520 | $819,002 | 0.8% | $13.48 | +1.7% | Common | 594972408 |
| RRGB | RED ROBIN GOURMET BURGERS | 24,200 | $804,892 | 0.8% | $50.72 | -35.3% | Common | 75689M101 |
| — | WILLIAM LYON HOMES | 37,800 | $769,608 | 0.7% | $18579.37 | — | Common | 552074700 |
| TPH | TRI POINTE GROUP INC | 49,000 | $736,960 | 0.7% | $12.00 | +13.5% | Common | 87265H109 |
| CCS | CENTURY COMMUNITIES INC | 24,000 | $735,120 | 0.7% | $25.05 | +4.2% | Common | 156504300 |
| — | SMART GLOBAL HOLDINGS INC | 28,200 | $718,536 | 0.7% | $19200.00 | — | Common | G8232Y101 |
| PLAB | PHOTRONICS INC | 66,000 | $718,080 | 0.7% | $8.98 | +7.6% | Common | 719405102 |
| — | AXA EQUITABLE HOLDINGS | 32,000 | $709,120 | 0.7% | $20900.00 | — | Common | 054561105 |
| — | LANNETT CO INC | 63,000 | $705,600 | 0.7% | $10981.04 | — | Common | 516012101 |
| ALSN | ALLISON TRANSMISSION HLDGS | 14,800 | $696,340 | 0.7% | $40.68 | +0.3% | Common | 01973R101 |
| AAMI | BRIGHTSPHERE INVEST GRP INC | 70,000 | $693,700 | 0.7% | $12.00 | -19.0% | Common | 10948W103 |
| CLF | CLEVELAND-CLIFFS INC | 95,000 | $685,900 | 0.7% | $9.66 | -10.2% | Common | 185899101 |
| OSUR | ORASURE TECHNOLOGIES INC | 91,000 | $679,770 | 0.7% | $7.82 | 0.0% | Common | 68554V108 |
| LNC | LINCOLN NATIONAL CORP | 11,100 | $669,552 | 0.6% | $44.48 | -0.9% | Common | 534187109 |
| GNTX | GENTEX CORP | 24,000 | $660,840 | 0.6% | $24.78 | +6.7% | Common | 371901109 |
| IWN | ISHARES RUSSELL 2000 VALUE | 5,500 | $656,755 | 0.6% | $119410.00 | — | Common | 464287630 |
| — | TRIUMPH GROUP INC | 28,000 | $640,640 | 0.6% | $27131.03 | — | Common | 896818101 |
| GPI | GROUP 1 AUTOMOTIVE INC | 6,600 | $609,246 | 0.6% | $55.60 | +47.9% | Common | 398905109 |
| — | C&J ENERGY SERVICES INC | 56,500 | $606,245 | 0.6% | $19854.16 | — | Common | 12674R100 |
| AMCX | AMC NETWORKS INC | 12,000 | $589,920 | 0.6% | $53.75 | -4.1% | Common | 00164V103 |
| OFIX | ORTHOFIX MEDICAL INC | 10,700 | $567,314 | 0.5% | $56.04 | -7.9% | Common | 68752M108 |
| TDC | TERADATA CORP | 17,100 | $530,100 | 0.5% | $44.91 | -24.9% | Common | 88076W103 |
| GLRE | GREENLIGHT CAPITAL RE LTD | 48,900 | $513,450 | 0.5% | $20.34 | -53.7% | Common | G4095J109 |
| BJRI | BJ'S RESTAURANTS INC | 12,900 | $501,036 | 0.5% | $38.20 | 0.0% | Common | 09180C106 |
| AAL | AMERICAN AIRLINES GROUP INC | 18,400 | $496,248 | 0.5% | $32.80 | -11.5% | Common | 02376R102 |
| EAT | BRINKER INTL INC | 11,600 | $494,972 | 0.5% | $36.98 | +5.6% | Common | 109641100 |
| MTRX | MATRIX SERVICE CO | 28,100 | $481,634 | 0.5% | $15.74 | +19.7% | Common | 576853105 |
| AXP | AMERICAN EXPRESS CO | 4,000 | $473,120 | 0.5% | $85.24 | +32.1% | Common | 025816109 |
| TMHC | TAYLOR MORRISON HOME CORP | 18,000 | $466,920 | 0.4% | $19.57 | +17.7% | Common | 87724P106 |
| IHRT | IHEARTMEDIA INC | 30,500 | $457,500 | 0.4% | $14.60 | 0.0% | Common | 45174J509 |
| — | MYLAN NV | 22,000 | $435,160 | 0.4% | $22143.09 | — | Common | N59465109 |
| — | TRIBUNE PUBLISHING CO | 50,000 | $429,000 | 0.4% | $13000.00 | — | Common | 89609W107 |
| UNFI | UNITED NATURAL FOODS INC | 36,000 | $414,720 | 0.4% | $17.89 | -46.6% | Common | 911163103 |
| — | REALOGY HOLDINGS CORP | 62,000 | $414,160 | 0.4% | $26171.79 | — | Common | 75605Y106 |
| — | MSG NETWORKS INC | 25,000 | $405,500 | 0.4% | $16220.00 | — | Common | 553573106 |
| — | SYNCHRONOSS TECHNOLOGIES | 75,000 | $405,000 | 0.4% | $8683.08 | — | Common | 87157B103 |
| ACH | OWENS & MINOR INC | 68,000 | $395,080 | 0.4% | $9.38 | -52.3% | Common | 690732102 |
| PBI | PITNEY BOWES INC | 84,000 | $383,880 | 0.4% | $6.46 | -37.9% | Common | 724479100 |
| — | MERITOR INC | 20,500 | $379,250 | 0.4% | $16910.00 | — | Common | 59001K100 |
| — | NATUS MEDICAL INC | 11,600 | $369,344 | 0.4% | $28138.66 | — | Common | 639050103 |
| CVLT | COMMVAULT SYSTEMS INC | 8,200 | $366,622 | 0.4% | $45.79 | 0.0% | Common | 204166102 |
| — | FIESTA RESTAURANT GROUP INC | 34,500 | $359,490 | 0.3% | $13689.86 | — | Common | 31660B101 |
| AMPY | AMPLIFY ENERGY CORP | 54,848 | $338,412 | 0.3% | $7.37 | -35.7% | Common | 03212B103 |
| GNRC | GENERAC HOLDINGS INC | 4,100 | $321,194 | 0.3% | $65.28 | +14.8% | Common | 368736104 |
| — | RIVIERA RESOURCES INC | 23,814 | $318,155 | 0.3% | $17830.38 | — | Common | 76964R104 |
| PKX | POSCO | 6,700 | $315,972 | 0.3% | $55210.00 | — | Common | 693483109 |
| GME | GAMESTOP CORP | 57,138 | $315,402 | 0.3% | $2.89 | -62.7% | Common | 36467W109 |
| — | A. H. BELO CORP | 82,100 | $307,875 | 0.3% | $4800.00 | — | Common | 001282102 |
| AOSL | ALPHA AND OMEGA SEMICONDUCTR | 23,933 | $293,897 | 0.3% | $17.39 | -36.5% | Common | G6331P104 |
| — | COSAN LTD | 19,000 | $283,100 | 0.3% | $14900.00 | — | Common | G25343107 |
| — | AKORN INC | 64,500 | $245,100 | 0.2% | $5528.94 | — | Common | 009728106 |
| UNM | UNUM GROUP | 8,000 | $237,760 | 0.2% | $34.74 | -14.5% | Common | 91529Y106 |
| INGN | INOGEN INC | 4,500 | $215,595 | 0.2% | $52.16 | 0.0% | Common | 45780L104 |
| MS | MORGAN STANLEY | 5,000 | $213,350 | 0.2% | $35.02 | 0.0% | Common | 617446448 |
| GIFI | GULF ISLAND FABRICATION INC | 31,700 | $169,595 | 0.2% | $12.26 | -46.5% | Common | 402307102 |
| — | ENTERCOM COMMUNICATIONS CORP | 50,000 | $167,000 | 0.2% | $4671.80 | — | Common | 293639100 |
| MMSI | MERIT MEDICAL SYSTEMS INC | 4,500 | $137,070 | 0.1% | $40.46 | 0.0% | Common | 589889104 |
| — | MALLINCKRODT PLC | 34,600 | $83,386 | 0.1% | $14908.06 | — | Common | G5785G107 |
| THC | TENET HEALTHCARE CORP | 3,500 | $77,420 | 0.1% | $16.91 | +26.0% | Common | 88033G407 |
| AZO | AUTOZONE INC | 70 | $75,923 | 0.1% | $639.19 | +75.4% | Common | 053332102 |
| — | ASSERTIO THERAPEUTICS INC | 37,000 | $47,360 | 0.0% | $1280.00 | — | Common | 04545L107 |