Factorial Partners, LLC Diversified Active

CIK: 0001732687 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 11, 2020

Total Value ($000): $115,223,578

Holdings (116)

C CITIGROUP INC 3.8%
Value ($000) $4,338,224 Shares 62,800 Est. Cost $55.58 Unrealized +6.6%
NSC NORFOLK SOUTHERN CORP 3.4%
Value ($000) $3,916,588 Shares 21,800 Est. Cost $132.56 Unrealized +24.9%
GS GOLDMAN SACHS GROUP INC 3.3%
Value ($000) $3,813,032 Shares 18,400 Est. Cost $169.22 Unrealized +10.8%
COF CAPITAL ONE FINANCIAL CORP 3.2%
Value ($000) $3,730,180 Shares 41,000 Est. Cost $79.05 Unrealized +9.8%
BRK/B BERKSHIRE HATHAWAY INC. CLASS B 3.0%
Value ($000) $3,465,450 Shares 15,300 Est. Cost $217.17 Unrealized 0.0%
BIIB BIOGEN INC 3.0%
Value ($000) $3,410,813 Shares 14,650 Est. Cost $278.39 Unrealized -0.3%
WYNDHAM DESTINATIONS INC 2.5%
Value ($000) $2,853,240 Shares 62,000 Est. Cost $73944.00 Unrealized
CFG CITIZENS FINANCIAL GROUP INC 2.5%
Value ($000) $2,847,285 Shares 80,500 Est. Cost $27.60 Unrealized +3.2%
BEN FRANKLIN RESOURCES INC 2.4%
Value ($000) $2,759,016 Shares 95,600 Est. Cost $22.89 Unrealized -12.4%
AAPL APPLE INC 2.3%
Value ($000) $2,676,442 Shares 11,950 Est. Cost $39.43 Unrealized +57.3%
DISCOVER FINANCIAL SVCS 2.3%
Value ($000) $2,659,752 Shares 32,800 Est. Cost $75111.07 Unrealized
GILD GILEAD SCIENCES INC 2.3%
Value ($000) $2,636,608 Shares 41,600 Est. Cost $52.26 Unrealized -1.9%
SPGI S&P GLOBAL INC 2.3%
Value ($000) $2,596,788 Shares 10,600 Est. Cost $151.96 Unrealized +62.5%
AER AERCAP HOLDINGS NV 1.9%
Value ($000) $2,211,900 Shares 40,400 Est. Cost $48.67 Unrealized +19.0%
KELLOGG CO 1.8%
Value ($000) $2,129,985 Shares 33,100 Est. Cost $43.82 Unrealized +10.8%
MTG MGIC INVESTMENT CORP/WI 1.6%
Value ($000) $1,824,100 Shares 145,000 Est. Cost $11.72 Unrealized +18.3%
PRGO PERRIGO CO PLC 1.6%
Value ($000) $1,799,658 Shares 32,200 Est. Cost $68.61 Unrealized -23.8%
LEGG MASON INC 1.5%
Value ($000) $1,710,912 Shares 44,800 Est. Cost $40967.83 Unrealized
GENESEE & WYOMING INC -CL A 1.4%
Value ($000) $1,657,650 Shares 15,000 Est. Cost $78730.00 Unrealized
VVV VALVOLINE INC 1.2%
Value ($000) $1,409,920 Shares 64,000 Est. Cost $23.42 Unrealized -5.8%
SJM SMUCKER (JM) CO 1.2%
Value ($000) $1,397,254 Shares 12,700 Est. Cost $90.47 Unrealized -4.3%
ZION ZIONS BANCORPORATION NA 1.2%
Value ($000) $1,375,668 Shares 30,900 Est. Cost $43.22 Unrealized +12.3%
CELGENE CORP 1.1%
Value ($000) $1,280,970 Shares 12,900 Est. Cost $99300.00 Unrealized
VIACOMBCBS INC - CLASS B 1.1%
Value ($000) $1,267,830 Shares 30,208 Est. Cost $41970.01 Unrealized
VVX VECTRUS INC 1.1%
Value ($000) $1,213,606 Shares 29,855 Est. Cost $30.43 Unrealized +58.4%
VIACOM INC 1.1%
Value ($000) $1,211,112 Shares 50,400 Est. Cost $30617.00 Unrealized
VZ VERIZON COMMUNICATIONS INC 1.0%
Value ($000) $1,207,200 Shares 20,000 Est. Cost $31.97 Unrealized +33.8%
THIRD POINT REINSURANCE LTD 1.0%
Value ($000) $1,188,810 Shares 119,000 Est. Cost $10354.63 Unrealized
DAL DELTA AIR LINES INC 1.0%
Value ($000) $1,157,904 Shares 19,800 Est. Cost $54.09 Unrealized 0.0%
TEVA TEVA PHARMACEUTICALS 0.9%
Value ($000) $1,073,280 Shares 156,000 Est. Cost $18753.30 Unrealized
BHC BAUSCH HEALTH COMPANIES INC 0.9%
Value ($000) $1,042,245 Shares 47,700 Est. Cost $20.82 Unrealized +24.9%
M MACY'S INC 0.9%
Value ($000) $1,027,194 Shares 66,100 Est. Cost $24.29 Unrealized -35.6%
DIN DINE BRANDS GLOBAL INC 0.9%
Value ($000) $986,180 Shares 13,000 Est. Cost $37.87 Unrealized +60.1%
NVT NVENT ELECTRIC PLC 0.8%
Value ($000) $969,760 Shares 44,000 Est. Cost $21.79 Unrealized -5.5%
GM GENERAL MOTORS CO 0.8%
Value ($000) $966,984 Shares 25,800 Est. Cost $33.28 Unrealized +3.3%
BMY BRISTOL-MYERS SQUIBB CO 0.8%
Value ($000) $956,431 Shares 14,900 Est. Cost $45.19 Unrealized 0.0%
CCL CARNIVAL CORPORATION CMN 0.8%
Value ($000) $945,438 Shares 18,600 Est. Cost $43.87 Unrealized 0.0%
BLMN BLOOMIN' BRANDS INC 0.8%
Value ($000) $933,249 Shares 49,300 Est. Cost $15.34 Unrealized +15.2%
PAHC PHIBRO ANIMAL HEALTH CORP 0.8%
Value ($000) $927,855 Shares 43,500 Est. Cost $33.33 Unrealized -30.4%
AIR AAR CORP 0.8%
Value ($000) $920,755 Shares 22,343 Est. Cost $39.22 Unrealized +10.1%
SYNA SYNAPTICS INC 0.8%
Value ($000) $878,900 Shares 22,000 Est. Cost $34.86 Unrealized +51.1%
WADDELL&REED FINL INC -CL A 0.8%
Value ($000) $876,180 Shares 51,000 Est. Cost $22228.82 Unrealized
ANGO ANGIODYNAMICS INC 0.8%
Value ($000) $864,540 Shares 54,000 Est. Cost $15.27 Unrealized 0.0%
URI UNITED RENTALS INC 0.7%
Value ($000) $847,552 Shares 6,800 Est. Cost $119.37 Unrealized +17.8%
KANSAS CITY SOUTHERN 0.7%
Value ($000) $837,963 Shares 6,300 Est. Cost $116380.86 Unrealized
UCTT ULTRA CLEAN HOLDINGS INC 0.7%
Value ($000) $835,659 Shares 57,100 Est. Cost $16.33 Unrealized +23.8%
VREX VAREX IMAGING CORP 0.7%
Value ($000) $833,368 Shares 29,200 Est. Cost $32.35 Unrealized -7.6%
BGS B&G FOODS INC 0.7%
Value ($000) $832,040 Shares 44,000 Est. Cost $14.89 Unrealized -35.3%
AIRCASTLE LTD 0.7%
Value ($000) $829,910 Shares 37,000 Est. Cost $21323.24 Unrealized
CSX CSX CORP 0.7%
Value ($000) $824,313 Shares 11,900 Est. Cost $21.35 Unrealized +2.0%
MSTR MICROSTRATEGY INC 0.7%
Value ($000) $819,002 Shares 5,520 Est. Cost $13.48 Unrealized +10.5%
RRGB RED ROBIN GOURMET BURGERS 0.7%
Value ($000) $804,892 Shares 24,200 Est. Cost $50.72 Unrealized -41.8%
NEXTIER OILFIELD SOLUTIONS I 0.7%
Value ($000) $782,935 Shares 116,856 Est. Cost $6700.00 Unrealized
WILLIAM LYON HOMES 0.7%
Value ($000) $769,608 Shares 37,800 Est. Cost $18579.37 Unrealized
TPH TRI POINTE GROUP INC 0.6%
Value ($000) $736,960 Shares 49,000 Est. Cost $12.00 Unrealized +28.3%
CCS CENTURY COMMUNITIES INC 0.6%
Value ($000) $735,120 Shares 24,000 Est. Cost $25.05 Unrealized +9.5%
SMART GLOBAL HOLDINGS INC 0.6%
Value ($000) $718,536 Shares 28,200 Est. Cost $19200.00 Unrealized
PLAB PHOTRONICS INC 0.6%
Value ($000) $718,080 Shares 66,000 Est. Cost $8.98 Unrealized +40.1%
AXA EQUITABLE HOLDINGS 0.6%
Value ($000) $709,120 Shares 32,000 Est. Cost $20900.00 Unrealized
LANNETT CO INC 0.6%
Value ($000) $705,600 Shares 63,000 Est. Cost $10981.04 Unrealized
ALSN ALLISON TRANSMISSION HLDGS 0.6%
Value ($000) $696,340 Shares 14,800 Est. Cost $40.68 Unrealized +3.2%
AAMI BRIGHTSPHERE INVEST GRP INC 0.6%
Value ($000) $693,700 Shares 70,000 Est. Cost $12.00 Unrealized -21.4%
CLF CLEVELAND-CLIFFS INC 0.6%
Value ($000) $685,900 Shares 95,000 Est. Cost $9.66 Unrealized -22.3%
OSUR ORASURE TECHNOLOGIES INC 0.6%
Value ($000) $679,770 Shares 91,000 Est. Cost $7.82 Unrealized +3.4%
CAKE CHEESECAKE FACTORY INCORPORATED 0.6%
Value ($000) $676,164 Shares 17,400 Est. Cost $36.58 Unrealized 0.0%
LNC LINCOLN NATIONAL CORP 0.6%
Value ($000) $669,552 Shares 11,100 Est. Cost $44.48 Unrealized -1.8%
GNTX GENTEX CORP 0.6%
Value ($000) $660,840 Shares 24,000 Est. Cost $24.78 Unrealized +13.7%
IWN ISHARES RUSSELL 2000 VALUE 0.6%
Value ($000) $656,755 Shares 5,500 Est. Cost $119410.00 Unrealized
TRIUMPH GROUP INC 0.6%
Value ($000) $640,640 Shares 28,000 Est. Cost $27131.03 Unrealized
GPI GROUP 1 AUTOMOTIVE INC 0.5%
Value ($000) $609,246 Shares 6,600 Est. Cost $55.60 Unrealized +77.5%
C&J ENERGY SERVICES INC 0.5%
Value ($000) $606,245 Shares 56,500 Est. Cost $19854.16 Unrealized
AMCX AMC NETWORKS INC 0.5%
Value ($000) $589,920 Shares 12,000 Est. Cost $53.75 Unrealized -21.9%
OFIX ORTHOFIX MEDICAL INC 0.5%
Value ($000) $567,314 Shares 10,700 Est. Cost $56.04 Unrealized -16.1%
FITB Fifth Third Bancorp 0.5%
Value ($000) $565,616 Shares 18,400 Est. Cost $22.92 Unrealized 0.0%
TDC TERADATA CORP 0.5%
Value ($000) $530,100 Shares 17,100 Est. Cost $44.91 Unrealized -38.1%
GLRE GREENLIGHT CAPITAL RE LTD 0.4%
Value ($000) $513,450 Shares 48,900 Est. Cost $20.34 Unrealized -49.1%
BJRI BJ'S RESTAURANTS INC 0.4%
Value ($000) $501,036 Shares 12,900 Est. Cost $38.20 Unrealized -0.2%
AAL AMERICAN AIRLINES GROUP INC 0.4%
Value ($000) $496,248 Shares 18,400 Est. Cost $32.80 Unrealized -13.5%
EAT BRINKER INTL INC 0.4%
Value ($000) $494,972 Shares 11,600 Est. Cost $36.98 Unrealized +14.5%
MTRX MATRIX SERVICE CO 0.4%
Value ($000) $481,634 Shares 28,100 Est. Cost $15.74 Unrealized +25.5%
AXP AMERICAN EXPRESS CO 0.4%
Value ($000) $473,120 Shares 4,000 Est. Cost $85.24 Unrealized +29.2%
TMHC TAYLOR MORRISON HOME CORP 0.4%
Value ($000) $466,920 Shares 18,000 Est. Cost $19.57 Unrealized +22.8%
IHRT IHEARTMEDIA INC 0.4%
Value ($000) $457,500 Shares 30,500 Est. Cost $14.60 Unrealized +3.8%
MYLAN NV 0.4%
Value ($000) $435,160 Shares 22,000 Est. Cost $22143.09 Unrealized
TRIBUNE PUBLISHING CO 0.4%
Value ($000) $429,000 Shares 50,000 Est. Cost $13000.00 Unrealized
UNFI UNITED NATURAL FOODS INC 0.4%
Value ($000) $414,720 Shares 36,000 Est. Cost $17.89 Unrealized -54.9%
REALOGY HOLDINGS CORP 0.4%
Value ($000) $414,160 Shares 62,000 Est. Cost $26171.79 Unrealized
MSG NETWORKS INC 0.4%
Value ($000) $405,500 Shares 25,000 Est. Cost $16220.00 Unrealized
SYNCHRONOSS TECHNOLOGIES 0.4%
Value ($000) $405,000 Shares 75,000 Est. Cost $8683.08 Unrealized
ACH OWENS & MINOR INC 0.3%
Value ($000) $395,080 Shares 68,000 Est. Cost $9.38 Unrealized -31.7%
PBI PITNEY BOWES INC 0.3%
Value ($000) $383,880 Shares 84,000 Est. Cost $6.46 Unrealized -29.0%
MERITOR INC 0.3%
Value ($000) $379,250 Shares 20,500 Est. Cost $16910.00 Unrealized
NATUS MEDICAL INC 0.3%
Value ($000) $369,344 Shares 11,600 Est. Cost $28138.66 Unrealized
CVLT COMMVAULT SYSTEMS INC 0.3%
Value ($000) $366,622 Shares 8,200 Est. Cost $45.79 Unrealized +3.3%
FIESTA RESTAURANT GROUP INC 0.3%
Value ($000) $359,490 Shares 34,500 Est. Cost $13689.86 Unrealized
Meridian Bioscience Inc. 0.3%
Value ($000) $350,518 Shares 35,877 Est. Cost $9769.99 Unrealized
AMPY AMPLIFY ENERGY CORP 0.3%
Value ($000) $338,412 Shares 54,848 Est. Cost $7.37 Unrealized -23.8%
GNRC GENERAC HOLDINGS INC 0.3%
Value ($000) $321,194 Shares 4,100 Est. Cost $65.28 Unrealized +42.6%
RIVIERA RESOURCES INC 0.3%
Value ($000) $318,155 Shares 23,814 Est. Cost $17830.38 Unrealized
PKX POSCO 0.3%
Value ($000) $315,972 Shares 6,700 Est. Cost $55210.00 Unrealized
GME GAMESTOP CORP 0.3%
Value ($000) $315,402 Shares 57,138 Est. Cost $2.89 Unrealized -49.3%
A. H. BELO CORP 0.3%
Value ($000) $307,875 Shares 82,100 Est. Cost $4800.00 Unrealized
AOSL ALPHA AND OMEGA SEMICONDUCTR 0.3%
Value ($000) $293,897 Shares 23,933 Est. Cost $17.39 Unrealized -27.3%
COSAN LTD 0.2%
Value ($000) $283,100 Shares 19,000 Est. Cost $14900.00 Unrealized
AKORN INC 0.2%
Value ($000) $245,100 Shares 64,500 Est. Cost $5528.94 Unrealized
UNM UNUM GROUP 0.2%
Value ($000) $237,760 Shares 8,000 Est. Cost $34.74 Unrealized -16.3%
INGN INOGEN INC 0.2%
Value ($000) $215,595 Shares 4,500 Est. Cost $52.16 Unrealized +20.2%
MS MORGAN STANLEY 0.2%
Value ($000) $213,350 Shares 5,000 Est. Cost $35.02 Unrealized +11.6%
GIFI GULF ISLAND FABRICATION INC 0.1%
Value ($000) $169,595 Shares 31,700 Est. Cost $12.26 Unrealized -58.4%
ENTERCOM COMMUNICATIONS CORP 0.1%
Value ($000) $167,000 Shares 50,000 Est. Cost $4671.80 Unrealized
MMSI MERIT MEDICAL SYSTEMS INC 0.1%
Value ($000) $137,070 Shares 4,500 Est. Cost $40.46 Unrealized -29.2%
MALLINCKRODT PLC 0.1%
Value ($000) $83,386 Shares 34,600 Est. Cost $14908.06 Unrealized
BRIGHTSPHERE INVESTMENT GROU 0.1%
Value ($000) $81,760 Shares 8,000 Est. Cost $10220.00 Unrealized
THC TENET HEALTHCARE CORP 0.1%
Value ($000) $77,420 Shares 3,500 Est. Cost $16.91 Unrealized +77.1%
AZO AUTOZONE INC 0.1%
Value ($000) $75,923 Shares 70 Est. Cost $639.19 Unrealized +80.7%
ASSERTIO THERAPEUTICS INC 0.0%
Value ($000) $47,360 Shares 37,000 Est. Cost $1280.00 Unrealized