Factorial Partners, LLC Diversified Active

CIK: 0001732687 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 13, 2020

Total Value ($000): $91,279,914 (100.0% shares, 0.0% debt)

Holdings (95)

C CITIGROUP INC(ADF) 4.3%
Value ($000) $3,934,700 Shares 77,000 Est. Cost $54.60 Unrealized -29.2%
BRK/B BERKSHIRE HATHAWAY INC-CL B 4.2%
Value ($000) $3,855,816 Shares 21,600 Est. Cost $213.26 Unrealized -14.4%
AAPL APPLE INC(NYS) 3.7%
Value ($000) $3,337,920 Shares 9,150 Est. Cost $39.43 Unrealized +90.4%
NSC NORFOLK SOUTHERN CORP 3.7%
Value ($000) $3,335,830 Shares 19,000 Est. Cost $134.99 Unrealized +11.8%
BIIB BIOGEN INC(NYS) 3.4%
Value ($000) $3,090,203 Shares 11,550 Est. Cost $280.12 Unrealized +7.3%
SPGI S&P GLOBAL INC 3.2%
Value ($000) $2,965,320 Shares 9,000 Est. Cost $151.96 Unrealized +88.9%
COF CAPITAL ONE FINANCIAL CORP 3.1%
Value ($000) $2,829,068 Shares 45,200 Est. Cost $78.53 Unrealized -27.9%
AXP AMERICAN EXPRESS CO 2.8%
Value ($000) $2,598,960 Shares 27,300 Est. Cost $92.24 Unrealized -7.2%
PRGO PERRIGO CO PLC (NYS) 2.8%
Value ($000) $2,536,893 Shares 45,900 Est. Cost $64.13 Unrealized -17.9%
CFG CITIZENS FINANCIAL GROUP 2.2%
Value ($000) $2,031,820 Shares 80,500 Est. Cost $27.60 Unrealized -35.8%
IWN ISHARES RUSSELL 2000 VALUE 2.1%
Value ($000) $1,929,708 Shares 19,800 Est. Cost $93660.20 Unrealized
TEVA TEVA PHARMACEUTICAL-SP ADR 2.1%
Value ($000) $1,886,490 Shares 153,000 Est. Cost $18753.30 Unrealized
BMY BRISTOL-MYERS SQUIBB CO(NYS) 2.0%
Value ($000) $1,846,320 Shares 31,400 Est. Cost $46.96 Unrealized +2.1%
WYNDHAM DESTINATIONS INC 2.0%
Value ($000) $1,803,520 Shares 64,000 Est. Cost $72311.38 Unrealized
CMA COMERICA INC(NYS) 1.8%
Value ($000) $1,668,780 Shares 43,800 Est. Cost $39.67 Unrealized -33.2%
URI UNITED RENTALS INC 1.7%
Value ($000) $1,564,920 Shares 10,500 Est. Cost $121.76 Unrealized +0.9%
GL GLOBE LIFE INC 1.7%
Value ($000) $1,536,561 Shares 20,700 Est. Cost $72.40 Unrealized 0.0%
VVV VALVOLINE INC 1.6%
Value ($000) $1,449,750 Shares 75,000 Est. Cost $22.48 Unrealized -24.5%
KELLOGG CO 1.6%
Value ($000) $1,420,290 Shares 21,500 Est. Cost $43.82 Unrealized +12.9%
BGS B&G FOODS INC 1.5%
Value ($000) $1,389,660 Shares 57,000 Est. Cost $13.59 Unrealized -3.6%
AER AERCAP HOLDINGS NV 1.5%
Value ($000) $1,386,000 Shares 45,000 Est. Cost $48.66 Unrealized -42.2%
IJJ S&P MIDCAP 400 Value 1.5%
Value ($000) $1,342,694 Shares 10,100 Est. Cost $112046.04 Unrealized
GS GOLDMAN SACHS GROUP INC(NYS) 1.4%
Value ($000) $1,294,411 Shares 6,550 Est. Cost $169.22 Unrealized -3.0%
POST POST HOLDINGS INC (NYS) 1.4%
Value ($000) $1,288,014 Shares 14,700 Est. Cost $64.99 Unrealized -10.4%
WADDELL & REED FINANCIAL-A(NYS) 1.4%
Value ($000) $1,279,575 Shares 82,500 Est. Cost $18386.91 Unrealized
GILD GILEAD SCIENCES INC 1.4%
Value ($000) $1,269,510 Shares 16,500 Est. Cost $52.26 Unrealized +17.6%
DISCOVER FINANCIAL SERVICES 1.4%
Value ($000) $1,252,250 Shares 25,000 Est. Cost $69713.87 Unrealized
PAHC PHIBRO ANIMAL HEALTH CORP-A(NMS) 1.4%
Value ($000) $1,247,825 Shares 47,500 Est. Cost $32.58 Unrealized -23.8%
VZ VERIZON COMMUNICATIONS INC 1.3%
Value ($000) $1,223,886 Shares 22,200 Est. Cost $32.84 Unrealized +24.1%
CSX CSX CORP(NSM) 1.2%
Value ($000) $1,108,866 Shares 15,900 Est. Cost $21.48 Unrealized -4.5%
BHC BAUSCH HEALTH COS INC 1.2%
Value ($000) $1,060,820 Shares 58,000 Est. Cost $20.09 Unrealized -12.3%
VVX VECTRUS INC(NYS) 1.2%
Value ($000) $1,054,085 Shares 21,455 Est. Cost $30.43 Unrealized +58.9%
NVT NVENT ELECTRIC PLC 1.0%
Value ($000) $917,770 Shares 49,000 Est. Cost $21.24 Unrealized -22.8%
BEN FRANKLIN RESOURCES INC(NYS) 1.0%
Value ($000) $893,322 Shares 42,600 Est. Cost $22.89 Unrealized -37.6%
TOL TOLL BROTHERS INC(NYS) 1.0%
Value ($000) $892,966 Shares 27,400 Est. Cost $28.31 Unrealized -3.4%
MYLAN NV 1.0%
Value ($000) $884,400 Shares 55,000 Est. Cost $17803.24 Unrealized
LNC LINCOLN NATIONAL CORP(NYS) 0.9%
Value ($000) $857,207 Shares 23,300 Est. Cost $38.28 Unrealized -30.4%
SJM JM SMUCKER CO/THE 0.9%
Value ($000) $835,899 Shares 7,900 Est. Cost $93.45 Unrealized 0.0%
THIRD POINT REINSURANCE LTD 0.9%
Value ($000) $826,100 Shares 110,000 Est. Cost $10354.63 Unrealized
TPH TRI POINTE GROUP INC 0.9%
Value ($000) $818,233 Shares 55,700 Est. Cost $12.10 Unrealized +1.3%
VIACOMCBS INC - CLASS B 0.9%
Value ($000) $797,731 Shares 34,208 Est. Cost $38700.60 Unrealized
GNTX GENTEX CORP(NSM) 0.8%
Value ($000) $773,100 Shares 30,000 Est. Cost $25.15 Unrealized -0.3%
LAD LITHIA MOTORS INC-CL A 0.8%
Value ($000) $771,783 Shares 5,100 Est. Cost $119.67 Unrealized -4.3%
TMHC TAYLOR MORRISON HOME CORP 0.8%
Value ($000) $737,650 Shares 38,240 Est. Cost $20.52 Unrealized -23.2%
GPI GROUP 1 AUTOMOTIVE INC 0.8%
Value ($000) $692,685 Shares 10,500 Est. Cost $59.03 Unrealized -3.1%
EAT BRINKER INTERNATIONAL INC(NYS) 0.7%
Value ($000) $672,000 Shares 28,000 Est. Cost $21.46 Unrealized 0.0%
TDC TERADATA CORP (NYS) 0.7%
Value ($000) $646,880 Shares 31,100 Est. Cost $35.07 Unrealized -38.0%
ALSN ALLISON TRANSMISSION HOLDING(NYS) 0.7%
Value ($000) $636,294 Shares 17,300 Est. Cost $40.26 Unrealized -18.9%
IHRT IHEARTMEDIA INC - CLASS A 0.7%
Value ($000) $632,095 Shares 75,700 Est. Cost $14.66 Unrealized -46.9%
CAKE CHEESECAKE FACTORY INC/THE(NSM) 0.7%
Value ($000) $618,840 Shares 27,000 Est. Cost $33.40 Unrealized -43.3%
ANGO ANGIODYNAMICS INC 0.7%
Value ($000) $600,030 Shares 59,000 Est. Cost $14.95 Unrealized -31.0%
VREX VAREX IMAGING CORP 0.7%
Value ($000) $599,940 Shares 39,600 Est. Cost $23.65 Unrealized -14.7%
DIN DINE BRANDS GLOBAL INC 0.7%
Value ($000) $593,610 Shares 14,100 Est. Cost $39.38 Unrealized -15.6%
TXT TEXTRON INC 0.6%
Value ($000) $592,380 Shares 18,000 Est. Cost $29.94 Unrealized -2.0%
CUTERA INC(NSM) 0.6%
Value ($000) $584,160 Shares 48,000 Est. Cost $12874.58 Unrealized
PGR PROGRESSIVE CORP 0.6%
Value ($000) $576,792 Shares 7,200 Est. Cost $66.00 Unrealized +0.5%
SPX CORP(NYS) 0.6%
Value ($000) $576,100 Shares 14,000 Est. Cost $41150.00 Unrealized
CVLT COMMVAULT SYSTEMS INC(NSM) 0.6%
Value ($000) $568,890 Shares 14,700 Est. Cost $43.45 Unrealized -8.7%
CCS CENTURY COMMUNITIES INC 0.6%
Value ($000) $567,210 Shares 18,500 Est. Cost $25.35 Unrealized -11.7%
BLMN BLOOMIN' BRANDS INC(NSM) 0.6%
Value ($000) $546,858 Shares 51,300 Est. Cost $15.31 Unrealized -43.0%
MSTR MICROSTRATEGY INC-CL A 0.6%
Value ($000) $546,500 Shares 4,620 Est. Cost $13.48 Unrealized -9.7%
OFIX ORTHOFIX MEDICAL INC 0.6%
Value ($000) $544,000 Shares 17,000 Est. Cost $47.05 Unrealized -29.5%
AIR AAR CORP(NYS) 0.6%
Value ($000) $515,572 Shares 24,943 Est. Cost $37.15 Unrealized -47.9%
SMART GLOBAL HOLDINGS INC 0.6%
Value ($000) $513,702 Shares 18,900 Est. Cost $19200.00 Unrealized
EQH EQUITABLE HOLDINGS INC 0.5%
Value ($000) $501,540 Shares 26,000 Est. Cost $18.49 Unrealized -16.3%
FIESTA RESTAURANT GROUP 0.5%
Value ($000) $500,830 Shares 78,500 Est. Cost $8275.42 Unrealized
UCTT ULTRA CLEAN HOLDINGS INC(NSM) 0.5%
Value ($000) $500,123 Shares 22,100 Est. Cost $16.33 Unrealized +16.4%
LANNETT CO INC 0.5%
Value ($000) $493,680 Shares 68,000 Est. Cost $10684.64 Unrealized
SXI STANDEX INTERNATL CORP 0.5%
Value ($000) $466,155 Shares 8,100 Est. Cost $50.70 Unrealized 0.0%
IVOV VANGUARD S&P MID-CAP 400 VAL 0.4%
Value ($000) $390,754 Shares 3,800 Est. Cost $84370.00 Unrealized
M MACY'S INC (NYS) 0.4%
Value ($000) $379,088 Shares 55,100 Est. Cost $24.29 Unrealized -74.7%
MTRX MATRIX SERVICE CO 0.4%
Value ($000) $350,892 Shares 36,100 Est. Cost $15.66 Unrealized -37.9%
NEXTIER OILFIELD SOLUTIONS I 0.4%
Value ($000) $330,398 Shares 134,856 Est. Cost $5961.88 Unrealized
GLRE GREENLIGHT CAPITAL RE LTD-A(NSM) 0.3%
Value ($000) $318,828 Shares 48,900 Est. Cost $20.34 Unrealized -67.8%
MTG MGIC INVESTMENT CORP 0.3%
Value ($000) $303,030 Shares 37,000 Est. Cost $11.75 Unrealized -36.3%
PLAB PHOTRONICS INC(NSM) 0.3%
Value ($000) $302,736 Shares 27,200 Est. Cost $11.48 Unrealized 0.0%
GME GAMESTOP CORP-CLASS A 0.3%
Value ($000) $300,059 Shares 69,138 Est. Cost $2.58 Unrealized -55.2%
BJRI BJ'S RESTAURANTS INC 0.3%
Value ($000) $286,878 Shares 13,700 Est. Cost $34.17 Unrealized -42.1%
ICHR ICHOR HOLDINGS LTD 0.3%
Value ($000) $265,800 Shares 10,000 Est. Cost $22.83 Unrealized 0.0%
MHO M/I HOMES INC 0.3%
Value ($000) $261,744 Shares 7,600 Est. Cost $36.17 Unrealized -24.3%
REALOGY HOLDINGS CORP 0.2%
Value ($000) $214,890 Shares 29,000 Est. Cost $26171.79 Unrealized
AMCX AMC NETWORKS INC-A 0.2%
Value ($000) $210,510 Shares 9,000 Est. Cost $53.75 Unrealized -51.3%
AYI ACUITY BRANDS INC(NYS) 0.2%
Value ($000) $201,054 Shares 2,100 Est. Cost $107.61 Unrealized -19.7%
NATUS MEDICAL INC(NSM) 0.2%
Value ($000) $192,016 Shares 8,800 Est. Cost $28138.66 Unrealized
GIFI GULF ISLAND FABRICATION INC 0.2%
Value ($000) $161,789 Shares 52,700 Est. Cost $8.69 Unrealized -65.4%
A H BELO CORPORTAION SERIES A 0.2%
Value ($000) $142,033 Shares 82,100 Est. Cost $4800.00 Unrealized
SPIRIT AERO HLDG-A 0.1%
Value ($000) $134,064 Shares 5,600 Est. Cost $23940.00 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $114,940 Shares 7,000 Est. Cost $40.44 Unrealized -63.0%
AZO AUTOZONE INC 0.1%
Value ($000) $78,969 Shares 70 Est. Cost $639.19 Unrealized +64.8%
AMPY AMPLIFY ENERGY CORP 0.1%
Value ($000) $67,464 Shares 54,848 Est. Cost $7.37 Unrealized -83.8%
RRGB RED ROBIN GOURMET BURGERS 0.1%
Value ($000) $61,200 Shares 6,000 Est. Cost $49.11 Unrealized -74.3%
RIVIERA RESOURCES INC 0.0%
Value ($000) $42,747 Shares 23,814 Est. Cost $17830.38 Unrealized
ASSERTIO THERAPEUTICS INC(DEL) 0.0%
Value ($000) $27,424 Shares 32,000 Est. Cost $1280.00 Unrealized
AKORN INC 0.0%
Value ($000) $18,060 Shares 64,500 Est. Cost $5528.94 Unrealized
THC TENET HEALTHCARE CORP(NYS) 0.0%
Value ($000) $9,055 Shares 500 Est. Cost $16.91 Unrealized +16.5%