0001533457-19-000007.txt : 20191017
0001533457-19-000007.hdr.sgml : 20191017
20191017085908
ACCESSION NUMBER: 0001533457-19-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190331
FILED AS OF DATE: 20191017
DATE AS OF CHANGE: 20191017
EFFECTIVENESS DATE: 20191017
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FOX RUN MANAGEMENT, L.L.C.
CENTRAL INDEX KEY: 0001533457
IRS NUMBER: 061494772
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-17069
FILM NUMBER: 191154092
BUSINESS ADDRESS:
STREET 1: 115 E PUTNAM AVENUE
STREET 2: 3RD FLOOR
CITY: GREENWICH
STATE: CT
ZIP: 06830
BUSINESS PHONE: (203) 629-1729
MAIL ADDRESS:
STREET 1: 115 E PUTNAM AVENUE
STREET 2: 3RD FLOOR
CITY: GREENWICH
STATE: CT
ZIP: 06830
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001533457
XXXXXXXX
03-31-2019
03-31-2019
FOX RUN MANAGEMENT, L.L.C.
115 E PUTNAM AVENUE
3RD FLOOR
GREENWICH
CT
06830
13F HOLDINGS REPORT
028-17069
N
PETER KLEIN
MANAGER
(203) 629-1729
PETER KLEIN
GREENWICH
CT
10-17-2019
0
433
177023
false
INFORMATION TABLE
2
FOXRUN-INFOTABLE-Q12019.xml
AGILENT TECHNOLOGIES INC
COM
00846U101
406
5050
SH
SOLE
0
0
5050
APPLE INC
COM
037833100
250
1316
SH
SOLE
0
0
1316
ABIOMED INC
COM
003654100
778
2724
SH
SOLE
0
0
2724
ARBOR RLTY TR INC
COM
038923108
189
14539
SH
SOLE
0
0
14539
AMERICAN CAMPUS CMNTYS INC
COM
024835100
320
6734
SH
SOLE
0
0
6734
ACCO BRANDS CORP
COM
00081T108
110
12899
SH
SOLE
0
0
12899
AECOM
COM
00766T100
358
12068
SH
SOLE
0
0
12068
ANALOG DEVICES INC
COM
032654105
275
2617
SH
SOLE
0
0
2617
ARCHER DANIELS MIDLAND CO
COM
039483102
395
9169
SH
SOLE
0
0
9169
AGNICO EAGLE MINES LTD
COM
008474108
372
8560
SH
SOLE
0
0
8560
AMERICAN ELEC PWR CO INC
COM
025537101
403
4811
SH
SOLE
0
0
4811
AES CORP
COM
00130H105
240
13285
SH
SOLE
0
0
13285
AMERICAN FINL GROUP INC
OHIO COM
025932104
348
3616
SH
SOLE
0
0
3616
APARTMENT INVT & MGMT CO
CL A ADDED
03748R754
677
13452
SH
SOLE
0
0
13452
ALASKA AIR GROUP INC
COM
011659109
253
4506
SH
SOLE
0
0
4506
ALLISON TRANSMISSION HLDGS I
COM
01973R101
362
8048
SH
SOLE
0
0
8048
AMBARELLA INC
SHS
G037AX101
336
7784
SH
SOLE
0
0
7784
AMERICAN HOMES 4 RENT
CL A
02665T306
307
13532
SH
SOLE
0
0
13532
TD AMERITRADE HLDG CORP
COM
87236Y108
453
9064
SH
SOLE
0
0
9064
ANSYS INC
COM
03662Q105
227
1245
SH
SOLE
0
0
1245
ANTHEM INC
COM
036752103
253
883
SH
SOLE
0
0
883
ARTISAN PARTNERS ASSET MGMT
CL A
04316A108
267
10602
SH
SOLE
0
0
10602
ANTERO RES CORP
COM
03674X106
108
12256
SH
SOLE
0
0
12256
ARAMARK
COM
03852U106
554
18762
SH
SOLE
0
0
18762
ARCONIC INC
COM
03965L100
236
12331
SH
SOLE
0
0
12331
ARCHROCK INC
COM
03957W106
243
24835
SH
SOLE
0
0
24835
ARROW ELECTRS INC
COM
042735100
219
2844
SH
SOLE
0
0
2844
ASGN INC
COM
00191U102
235
3706
SH
SOLE
0
0
3706
ADTALEM GLOBAL ED INC
COM
00737L103
474
10234
SH
SOLE
0
0
10234
ATMOS ENERGY CORP
COM
049560105
534
5190
SH
SOLE
0
0
5190
ACTIVISION BLIZZARD INC
COM
00507V109
369
8095
SH
SOLE
0
0
8095
AEROVIRONMENT INC
COM
008073108
362
5288
SH
SOLE
0
0
5288
AMERICAN EXPRESS CO
COM
025816109
706
6458
SH
SOLE
0
0
6458
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
742
13552
SH
SOLE
0
0
13552
AXALTA COATING SYS LTD
COM
G0750C108
534
21183
SH
SOLE
0
0
21183
ACUITY BRANDS INC
COM
00508Y102
272
2270
SH
SOLE
0
0
2270
ASTRAZENECA PLC
SPONSORED ADR
046353108
754
18646
SH
SOLE
0
0
18646
BEST BUY INC
COM
086516101
1174
16520
SH
SOLE
0
0
16520
BRUNSWICK CORP
COM
117043109
253
5018
SH
SOLE
0
0
5018
BOISE CASCADE CO DEL
COM
09739D100
375
14000
SH
SOLE
0
0
14000
BRINKS CO
COM
109696104
649
8608
SH
SOLE
0
0
8608
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
159
10011
SH
SOLE
0
0
10011
BIOTELEMETRY INC
COM
090672106
499
7976
SH
SOLE
0
0
7976
BEACON ROOFING SUPPLY INC
COM
073685109
205
6364
SH
SOLE
0
0
6364
BERRY GLOBAL GROUP INC
COM
08579W103
341
6331
SH
SOLE
0
0
6331
BUNGE LIMITED
COM
G16962105
332
6255
SH
SOLE
0
0
6255
BIOGEN INC
COM
09062X103
537
2270
SH
SOLE
0
0
2270
BITAUTO HLDGS LTD
SPONSORED ADS
091727107
229
14405
SH
SOLE
0
0
14405
BJS RESTAURANTS INC
COM
09180C106
208
4405
SH
SOLE
0
0
4405
BLACKROCK INC
COM
09247X101
321
752
SH
SOLE
0
0
752
BALL CORP
COM
058498106
363
6279
SH
SOLE
0
0
6279
BLOOMIN BRANDS INC
COM
094235108
465
22751
SH
SOLE
0
0
22751
AUDENTES THERAPEUTICS INC
COM
05070R104
212
5443
SH
SOLE
0
0
5443
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
234
2261
SH
SOLE
0
0
2261
BRUKER CORP
COM
116794108
695
18090
SH
SOLE
0
0
18090
PEABODY ENERGY CORP
NEW COM
704551100
437
15413
SH
SOLE
0
0
15413
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
286
10127
SH
SOLE
0
0
10127
CADENCE BANCORPORATION
CL A
12739A100
302
16289
SH
SOLE
0
0
16289
AVIS BUDGET GROUP INC
COM
053774105
670
19210
SH
SOLE
0
0
19210
CHEMOURS CO
COM
163851108
312
8395
SH
SOLE
0
0
8395
CAMECO CORP
COM
13321L108
202
17099
SH
SOLE
0
0
17099
CROWN HOLDINGS INC
COM
228368106
645
11818
SH
SOLE
0
0
11818
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
148
16832
SH
SOLE
0
0
16832
CDW CORP
COM
12514G108
427
4428
SH
SOLE
0
0
4428
CITIZENS FINL GROUP INC
COM
174610105
456
14035
SH
SOLE
0
0
14035
CHEGG INC
COM
163092109
671
17612
SH
SOLE
0
0
17612
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
224
4398
SH
SOLE
0
0
4398
CIGNA CORP
NEW COM
125523100
239
1487
SH
SOLE
0
0
1487
BANCOLOMBIA S A
SPON ADR PREF
05968L102
219
4289
SH
SOLE
0
0
4289
CIENA CORP
COM NEW
171779309
872
23365
SH
SOLE
0
0
23365
CORE LABORATORIES N V
COM
N22717107
298
4327
SH
SOLE
0
0
4327
CLEAN HARBORS INC
COM
184496107
276
3864
SH
SOLE
0
0
3864
CONTINENTAL RESOURCES INC
COM
212015101
280
6263
SH
SOLE
0
0
6263
CUMMINS INC
COM
231021106
417
2644
SH
SOLE
0
0
2644
CAPSTEAD MTG CORP
COM NO PAR
14067E506
276
32138
SH
SOLE
0
0
32138
CENTENE CORP DEL
COM
15135B101
563
10608
SH
SOLE
0
0
10608
CNH INDL N V
SHS
N20944109
117
11460
SH
SOLE
0
0
11460
CINEMARK HOLDINGS INC
COM
17243V102
722
18055
SH
SOLE
0
0
18055
CANADIAN NAT RES LTD
COM
136385101
253
9212
SH
SOLE
0
0
9212
CAPITAL ONE FINL CORP
COM
14040H105
316
3869
SH
SOLE
0
0
3869
CABOT OIL & GAS CORP
COM
127097103
676
25901
SH
SOLE
0
0
25901
COLUMBIA SPORTSWEAR CO
COM
198516106
374
3594
SH
SOLE
0
0
3594
COOPER COS INC
COM NEW
216648402
214
722
SH
SOLE
0
0
722
CONOCOPHILLIPS
COM
20825C104
681
10207
SH
SOLE
0
0
10207
COSTCO WHSL CORP
NEW COM
22160K105
450
1860
SH
SOLE
0
0
1860
COPA HOLDINGS SA
CL A
P31076105
272
3369
SH
SOLE
0
0
3369
CALLON PETE CO DEL
COM
13123X102
110
14525
SH
SOLE
0
0
14525
CAPRI HOLDINGS LIMITED
SHS ADDED
G1890L107
1000
21850
SH
SOLE
0
0
21850
CAMDEN PPTY TR
SH BEN INT
133131102
570
5616
SH
SOLE
0
0
5616
CRANE CO
COM
224399105
273
3222
SH
SOLE
0
0
3222
CRITEO S A
SPONS ADS
226718104
209
10432
SH
SOLE
0
0
10432
CARLISLE COS INC
COM
142339100
538
4391
SH
SOLE
0
0
4391
CORNERSTONE ONDEMAND INC
COM
21925Y103
385
7025
SH
SOLE
0
0
7025
CATALENT INC
COM
148806102
512
12617
SH
SOLE
0
0
12617
CARETRUST REIT INC
COM
14174T107
286
12171
SH
SOLE
0
0
12171
CITRIX SYS INC
COM
177376100
610
6124
SH
SOLE
0
0
6124
COUSINS PPTYS INC
COM
222795106
356
36817
SH
SOLE
0
0
36817
COMMVAULT SYSTEMS INC
COM
204166102
310
4781
SH
SOLE
0
0
4781
CARVANA CO
CL A
146869102
592
10195
SH
SOLE
0
0
10195
CVS HEALTH CORP
COM
126650100
297
5506
SH
SOLE
0
0
5506
COLUMBIA PPTY TR INC
COM NEW
198287203
347
15394
SH
SOLE
0
0
15394
CORECIVIC INC
COM
21871N101
209
10764
SH
SOLE
0
0
10764
CYPRESS SEMICONDUCTOR CORP
COM
232806109
225
15086
SH
SOLE
0
0
15086
DOUGLAS EMMETT INC
COM
25960P109
566
13992
SH
SOLE
0
0
13992
DIAGEO P L C
SPON ADR NEW
25243Q205
631
3858
SH
SOLE
0
0
3858
DISCOVER FINL SVCS
COM
254709108
287
4040
SH
SOLE
0
0
4040
QUEST DIAGNOSTICS INC
COM
74834L100
249
2770
SH
SOLE
0
0
2770
D R HORTON INC
COM
23331A109
406
9808
SH
SOLE
0
0
9808
DOLBY LABORATORIES INC
COM CL A
25659T107
584
9282
SH
SOLE
0
0
9282
DELPHI TECHNOLOGIES PLC
SHS
G2709G107
245
12737
SH
SOLE
0
0
12737
DIGITAL RLTY TR INC
COM
253868103
269
2261
SH
SOLE
0
0
2261
DUNKIN BRANDS GROUP INC
COM
265504100
205
2728
SH
SOLE
0
0
2728
AMDOCS LTD
SHS
G02602103
485
8963
SH
SOLE
0
0
8963
DIPLOMAT PHARMACY INC
COM
25456K101
168
28913
SH
SOLE
0
0
28913
DUKE REALTY CORP
COM NEW
264411505
647
21145
SH
SOLE
0
0
21145
DARDEN RESTAURANTS INC
COM
237194105
390
3207
SH
SOLE
0
0
3207
DXC TECHNOLOGY CO
COM
23355L106
1118
17379
SH
SOLE
0
0
17379
DEXCOM INC
COM
252131107
470
3949
SH
SOLE
0
0
3949
DYCOM INDS INC
COM
267475101
484
10526
SH
SOLE
0
0
10526
BRINKER INTL INC
COM
109641100
499
11241
SH
SOLE
0
0
11241
EBAY INC
COM
278642103
477
12843
SH
SOLE
0
0
12843
ECOPETROL S A
SPONSORED ADS
279158109
279
13028
SH
SOLE
0
0
13028
ENCANA CORP
COM
292505104
108
14860
SH
SOLE
0
0
14860
EGAIN CORP
COM NEW
28225C806
119
11375
SH
SOLE
0
0
11375
NIC INC
COM
62914B100
328
19182
SH
SOLE
0
0
19182
ENCOMPASS HEALTH CORP
COM
29261A100
663
11348
SH
SOLE
0
0
11348
EDISON INTL
COM
281020107
605
9771
SH
SOLE
0
0
9771
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
274
2393
SH
SOLE
0
0
2393
EMCOR GROUP INC
COM
29084Q100
467
6397
SH
SOLE
0
0
6397
EASTMAN CHEMICAL CO
COM
277432100
303
3995
SH
SOLE
0
0
3995
ENBRIDGE INC
COM
29250N105
455
12535
SH
SOLE
0
0
12535
ENDO INTL PLC
SHS
G30401106
193
23989
SH
SOLE
0
0
23989
ENERSYS
COM
29275Y102
201
3078
SH
SOLE
0
0
3078
EOG RES INC
COM
26875P101
470
4940
SH
SOLE
0
0
4940
EPAM SYS INC
COM
29414B104
511
3024
SH
SOLE
0
0
3024
EPIZYME INC
COM
29428V104
145
11717
SH
SOLE
0
0
11717
EQUITY COMWLTH
COM SH BEN INT
294628102
597
18249
SH
SOLE
0
0
18249
EQUINIX INC
COM
29444U700
474
1045
SH
SOLE
0
0
1045
ELDORADO RESORTS INC
COM
28470R102
568
12156
SH
SOLE
0
0
12156
ERICSSON
ADR B SEK 10
294821608
108
11767
SH
SOLE
0
0
11767
EMBRAER S A
SPONSORED ADS
29082A107
248
13035
SH
SOLE
0
0
13035
EVERSOURCE ENERGY
COM
30040W108
302
4254
SH
SOLE
0
0
4254
ELEMENT SOLUTIONS INC
COM ADDED
28618M106
280
27722
SH
SOLE
0
0
27722
EMPIRE ST RLTY TR INC
CL A
292104106
473
29913
SH
SOLE
0
0
29913
ESSEX PPTY TR INC
COM
297178105
323
1115
SH
SOLE
0
0
1115
E TRADE FINANCIAL CORP
COM NEW
269246401
447
9637
SH
SOLE
0
0
9637
EATON VANCE CORP
COM NON VTG
278265103
344
8546
SH
SOLE
0
0
8546
EVOLENT HEALTH INC
CL A
30050B101
130
10322
SH
SOLE
0
0
10322
EAST WEST BANCORP INC
COM
27579R104
414
8630
SH
SOLE
0
0
8630
EXELIXIS INC
COM
30161Q104
264
11086
SH
SOLE
0
0
11086
EXPEDIA GROUP INC
COM NEW
30212P303
638
5359
SH
SOLE
0
0
5359
EZCORP INC
CL A NON VTG
302301106
99
10571
SH
SOLE
0
0
10571
FORD MTR CO DEL
COM
345370860
306
34871
SH
SOLE
0
0
34871
FIRST COMWLTH FINL CORP
PA COM
319829107
177
14071
SH
SOLE
0
0
14071
FIREEYE INC
COM
31816Q101
381
22679
SH
SOLE
0
0
22679
FEDERATED INVS INC
PA CL B
314211103
258
8808
SH
SOLE
0
0
8808
FIFTH THIRD BANCORP
COM
316773100
647
25661
SH
SOLE
0
0
25661
FIVE9 INC
COM
338307101
382
7230
SH
SOLE
0
0
7230
FOOT LOCKER INC
COM
344849104
433
7138
SH
SOLE
0
0
7138
FLIR SYS INC
COM
302445101
347
7294
SH
SOLE
0
0
7294
FLOWERS FOODS INC
COM
343498101
438
20527
SH
SOLE
0
0
20527
FLUOR CORP
NEW COM
343412102
466
12674
SH
SOLE
0
0
12674
KEANE GROUP INC
COM
48669A108
297
27262
SH
SOLE
0
0
27262
FORESCOUT TECHNOLOGIES INC
COM
34553D101
587
14012
SH
SOLE
0
0
14012
FORTINET INC
COM
34959E109
348
4150
SH
SOLE
0
0
4150
FULLER H B CO
COM
359694106
330
6793
SH
SOLE
0
0
6793
LIBERTY MEDIA CORP
DELAWARE COM SER C FRMLA
531229854
211
6017
SH
SOLE
0
0
6017
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
261
8828
SH
SOLE
0
0
8828
GENERAL DYNAMICS CORP
COM
369550108
485
2863
SH
SOLE
0
0
2863
GODADDY INC
CL A
380237107
753
10015
SH
SOLE
0
0
10015
GRUPO FINANCIERO GALICIA S A
SPONSORED ADR
399909100
220
8635
SH
SOLE
0
0
8635
GILEAD SCIENCES INC
COM
375558103
330
5073
SH
SOLE
0
0
5073
CORNING INC
COM
219350105
596
17996
SH
SOLE
0
0
17996
GAMESTOP CORP
NEW CL A
36467W109
292
28728
SH
SOLE
0
0
28728
ALPHABET INC
CAP STK CL C
02079K107
241
205
SH
SOLE
0
0
205
CANADA GOOSE HOLDINGS INC
SHS SUB VTG
135086106
234
4883
SH
SOLE
0
0
4883
GRACE W R & CO
DEL NEW COM
38388F108
321
4119
SH
SOLE
0
0
4119
GRUBHUB INC
COM
400110102
275
3952
SH
SOLE
0
0
3952
GW PHARMACEUTICALS PLC
ADS
36197T103
371
2203
SH
SOLE
0
0
2203
HAIN CELESTIAL GROUP INC
COM
405217100
503
21769
SH
SOLE
0
0
21769
HANESBRANDS INC
COM
410345102
348
19457
SH
SOLE
0
0
19457
HUNTINGTON INGALLS INDS INC
COM
446413106
236
1139
SH
SOLE
0
0
1139
HERBALIFE NUTRITION LTD
COM SHS
G4412G101
660
12455
SH
SOLE
0
0
12455
HILTON WORLDWIDE HLDGS INC
COM
43300A203
432
5197
SH
SOLE
0
0
5197
HUDSON PAC PPTYS INC
COM
444097109
414
12042
SH
SOLE
0
0
12042
HEALTHEQUITY INC
COM
42226A107
238
3222
SH
SOLE
0
0
3222
HEALTHCARE RLTY TR
COM
421946104
318
9914
SH
SOLE
0
0
9914
BLOCK H & R INC
COM
093671105
360
15023
SH
SOLE
0
0
15023
HARRIS CORP DEL
COM
413875105
482
3018
SH
SOLE
0
0
3018
HOST HOTELS & RESORTS INC
COM
44107P104
447
23653
SH
SOLE
0
0
23653
HEALTHCARE TR AMER INC
CL A NEW
42225P501
424
14838
SH
SOLE
0
0
14838
HORIZON PHARMA PLC
SHS
G4617B105
488
18449
SH
SOLE
0
0
18449
IAC INTERACTIVECORP
COM
44919P508
469
2231
SH
SOLE
0
0
2231
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
406
7286
SH
SOLE
0
0
7286
IMAX CORP
COM
45245E109
244
10745
SH
SOLE
0
0
10745
INTEL CORP
COM
458140100
224
4172
SH
SOLE
0
0
4172
INTERPUBLIC GROUP COS INC
COM
460690100
383
18211
SH
SOLE
0
0
18211
IQVIA HLDGS INC
COM
46266C105
323
2248
SH
SOLE
0
0
2248
INGERSOLL-RAND PLC
SHS
G47791101
270
2500
SH
SOLE
0
0
2500
IROBOT CORP
COM
462726100
338
2873
SH
SOLE
0
0
2873
IRON MTN INC
NEW COM
46284V101
370
10432
SH
SOLE
0
0
10432
ITT INC
COM
45073V108
497
8564
SH
SOLE
0
0
8564
INVACARE CORP
COM
461203101
147
17611
SH
SOLE
0
0
17611
INVESCO LTD
SHS
G491BT108
364
18828
SH
SOLE
0
0
18828
ISHARES TR
RUSSELL 2000 ETF
464287655
3783
24709
SH
SOLE
0
0
24709
JACK IN THE BOX INC
COM
466367109
540
6664
SH
SOLE
0
0
6664
JABIL INC
COM
466313103
237
8926
SH
SOLE
0
0
8926
JOHNSON CTLS INTL PLC
SHS
G51502105
597
16158
SH
SOLE
0
0
16158
JONES LANG LASALLE INC
COM
48020Q107
481
3122
SH
SOLE
0
0
3122
KIRBY CORP
COM
497266106
223
2967
SH
SOLE
0
0
2967
KEYCORP NEW
COM
493267108
367
23282
SH
SOLE
0
0
23282
KORN FERRY
COM NEW
500643200
313
6980
SH
SOLE
0
0
6980
KRAFT HEINZ CO
COM
500754106
757
23184
SH
SOLE
0
0
23184
KLA-TENCOR CORP
COM
482480100
599
5019
SH
SOLE
0
0
5019
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
887
27133
SH
SOLE
0
0
27133
KILROY RLTY CORP
COM
49427F108
450
5927
SH
SOLE
0
0
5927
KOHLS CORP
COM
500255104
412
5998
SH
SOLE
0
0
5998
KANSAS CITY SOUTHERN
COM NEW
485170302
559
4818
SH
SOLE
0
0
4818
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
312
19944
SH
SOLE
0
0
19944
L BRANDS INC
COM
501797104
324
11756
SH
SOLE
0
0
11756
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
217
8974
SH
SOLE
0
0
8974
LEIDOS HLDGS INC
COM
525327102
378
5892
SH
SOLE
0
0
5892
LINCOLN ELEC HLDGS INC
COM
533900106
254
3033
SH
SOLE
0
0
3033
LEGGETT & PLATT INC
COM
524660107
302
7164
SH
SOLE
0
0
7164
LABORATORY CORP
AMER HLDGS COM NEW
50540R409
584
3820
SH
SOLE
0
0
3820
LKQ CORP
COM
501889208
502
17700
SH
SOLE
0
0
17700
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
198
19651
SH
SOLE
0
0
19651
LEGG MASON INC
COM
524901105
229
8358
SH
SOLE
0
0
8358
LOGMEIN INC
COM
54142L109
324
4051
SH
SOLE
0
0
4051
LIBERTY PPTY TR
SH BEN INT
531172104
615
12696
SH
SOLE
0
0
12696
LAM RESEARCH CORP
COM
512807108
338
1889
SH
SOLE
0
0
1889
LATTICE SEMICONDUCTOR CORP
COM
518415104
172
14426
SH
SOLE
0
0
14426
LULULEMON ATHLETICA INC
COM
550021109
394
2406
SH
SOLE
0
0
2406
LEXICON PHARMACEUTICALS INC
COM NEW
528872302
73
13117
SH
SOLE
0
0
13117
LIVE NATION ENTERTAINMENT IN
COM
538034109
222
3491
SH
SOLE
0
0
3491
MASTERCARD INC
CL A
57636Q104
570
2421
SH
SOLE
0
0
2421
MID AMER APT CMNTYS INC
COM
59522J103
367
3355
SH
SOLE
0
0
3355
MACERICH CO
COM
554382101
387
8917
SH
SOLE
0
0
8917
MANPOWERGROUP INC
COM
56418H100
520
6290
SH
SOLE
0
0
6290
MANHATTAN ASSOCS INC
COM
562750109
396
7192
SH
SOLE
0
0
7192
MASCO CORP
COM
574599106
360
9146
SH
SOLE
0
0
9146
MATTEL INC
COM
577081102
152
11728
SH
SOLE
0
0
11728
MICROCHIP TECHNOLOGY INC
COM
595017104
350
4222
SH
SOLE
0
0
4222
MERCURY GENL CORP
NEW COM
589400100
225
4490
SH
SOLE
0
0
4490
MEDNAX INC
COM
58502B106
384
14137
SH
SOLE
0
0
14137
MCDERMOTT INTL INC
COM
580037703
89
12016
SH
SOLE
0
0
12016
MEDIDATA SOLUTIONS INC
COM
58471A105
204
2780
SH
SOLE
0
0
2780
MDU RES GROUP INC
COM
552690109
333
12894
SH
SOLE
0
0
12894
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
1947
5636
SH
SOLE
0
0
5636
MEET GROUP INC
COM
58513U101
81
16088
SH
SOLE
0
0
16088
MGM RESORTS INTERNATIONAL
COM
552953101
244
9505
SH
SOLE
0
0
9505
MOHAWK INDS INC
COM
608190104
342
2712
SH
SOLE
0
0
2712
MIDDLEBY CORP
COM
596278101
439
3375
SH
SOLE
0
0
3375
MIMECAST LTD
ORD SHS
G14838109
206
4360
SH
SOLE
0
0
4360
MARTIN MARIETTA MATLS INC
COM
573284106
975
4848
SH
SOLE
0
0
4848
MARATHON PETE CORP
COM
56585A102
227
3798
SH
SOLE
0
0
3798
MEDICAL PPTYS TRUST INC
COM
58463J304
492
26573
SH
SOLE
0
0
26573
MARATHON OIL CORP
COM
565849106
426
25496
SH
SOLE
0
0
25496
MICROSOFT CORP
COM
594918104
485
4109
SH
SOLE
0
0
4109
MOTOROLA SOLUTIONS INC
COM NEW
620076307
523
3724
SH
SOLE
0
0
3724
ARCELORMITTAL SA LUXEMBOURG NY
REGISTRY SH
03938L203
485
23794
SH
SOLE
0
0
23794
M & T BK CORP
COM
55261F104
418
2660
SH
SOLE
0
0
2660
MATCH GROUP INC
COM
57665R106
579
10233
SH
SOLE
0
0
10233
MERITOR INC
COM
59001K100
334
16389
SH
SOLE
0
0
16389
MANITOWOC CO INC
COM NEW
563571405
207
12640
SH
SOLE
0
0
12640
NEW RELIC INC
COM
64829B100
719
7287
SH
SOLE
0
0
7287
NETFLIX INC
COM
64110L106
413
1158
SH
SOLE
0
0
1158
ANNALY CAP MGMT INC
COM
035710409
202
20212
SH
SOLE
0
0
20212
NORTHROP GRUMMAN CORP
COM
666807102
465
1723
SH
SOLE
0
0
1723
NOKIA CORP
SPONSORED ADR
654902204
116
20309
SH
SOLE
0
0
20309
NRG ENERGY INC
COM NEW
629377508
248
5831
SH
SOLE
0
0
5831
NUTANIX INC
CL A
67059N108
228
6048
SH
SOLE
0
0
6048
NEWELL BRANDS INC
COM
651229106
442
28817
SH
SOLE
0
0
28817
NEW YORK TIMES CO
CL A
650111107
291
8869
SH
SOLE
0
0
8869
OWENS CORNING NEW
COM
690742101
597
12662
SH
SOLE
0
0
12662
OLD DOMINION FREIGHT LINE IN
COM
679580100
227
1574
SH
SOLE
0
0
1574
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
411
15038
SH
SOLE
0
0
15038
OWENS ILL INC
COM NEW
690768403
480
25315
SH
SOLE
0
0
25315
OCEANEERING INTL INC
COM
675232102
248
15712
SH
SOLE
0
0
15712
OIL STS INTL INC
COM
678026105
197
11592
SH
SOLE
0
0
11592
ONEOK INC
NEW COM
682680103
289
4138
SH
SOLE
0
0
4138
UNIVERSAL DISPLAY CORP
COM
91347P105
416
2720
SH
SOLE
0
0
2720
OMNICOM GROUP INC
COM
681919106
324
4443
SH
SOLE
0
0
4443
OMNICELL INC
COM
68213N109
370
4575
SH
SOLE
0
0
4575
ON SEMICONDUCTOR CORP
COM
682189105
897
43621
SH
SOLE
0
0
43621
OLD REP INTL CORP
COM
680223104
316
15123
SH
SOLE
0
0
15123
O REILLY AUTOMOTIVE INC
NEW COM
67103H107
475
1224
SH
SOLE
0
0
1224
OSHKOSH CORP
COM
688239201
255
3393
SH
SOLE
0
0
3393
OPEN TEXT CORP
COM
683715106
210
5465
SH
SOLE
0
0
5465
OCCIDENTAL PETE CORP
COM
674599105
261
3941
SH
SOLE
0
0
3941
BANK OZK
COM
06417N103
230
7946
SH
SOLE
0
0
7946
PBF ENERGY INC
CL A
69318G106
300
9644
SH
SOLE
0
0
9644
PUMA BIOTECHNOLOGY INC
COM
74587V107
583
15031
SH
SOLE
0
0
15031
PACCAR INC
COM
693718108
208
3046
SH
SOLE
0
0
3046
POTLATCHDELTIC CORPORATION
COM
737630103
249
6597
SH
SOLE
0
0
6597
PACIRA PHARMACEUTICALS INC
COM
695127100
336
8841
SH
SOLE
0
0
8841
PDC ENERGY INC
COM
69327R101
523
12861
SH
SOLE
0
0
12861
PATTERSON COMPANIES INC
COM
703395103
321
14698
SH
SOLE
0
0
14698
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
313
15014
SH
SOLE
0
0
15014
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
240
4037
SH
SOLE
0
0
4037
PEGASYSTEMS INC
COM
705573103
259
3984
SH
SOLE
0
0
3984
PENUMBRA INC
COM
70975L107
755
5134
SH
SOLE
0
0
5134
PROOFPOINT INC
COM
743424103
290
2385
SH
SOLE
0
0
2385
PROGRESSIVE CORP
OHIO COM
743315103
726
10071
SH
SOLE
0
0
10071
PARAMOUNT GROUP INC
COM
69924R108
302
21279
SH
SOLE
0
0
21279
PARK HOTELS RESORTS INC
COM
700517105
296
9526
SH
SOLE
0
0
9526
PROLOGIS INC
COM
74340W103
625
8688
SH
SOLE
0
0
8688
PLANTRONICS INC
NEW COM
727493108
762
16529
SH
SOLE
0
0
16529
PHILIP MORRIS INTL INC
COM
718172109
778
8805
SH
SOLE
0
0
8805
PENNYMAC MTG INVT TR
COM
70931T103
346
16700
SH
SOLE
0
0
16700
PNM RES INC
COM
69349H107
213
4499
SH
SOLE
0
0
4499
PHILLIPS 66
COM
718546104
329
3453
SH
SOLE
0
0
3453
PVH CORP
COM
693656100
725
5946
SH
SOLE
0
0
5946
QUALCOMM INC
COM
747525103
204
3572
SH
SOLE
0
0
3572
QUIDEL CORP
COM
74838J101
360
5495
SH
SOLE
0
0
5495
RESTAURANT BRANDS INTL INC
COM
76131D103
373
5728
SH
SOLE
0
0
5728
Q2 HLDGS INC
COM
74736L109
346
4996
SH
SOLE
0
0
4996
UNIQURE NV
SHS
N90064101
287
4810
SH
SOLE
0
0
4810
LIVERAMP HLDGS INC
COM
53815P108
272
4988
SH
SOLE
0
0
4988
REXFORD INDL RLTY INC
COM
76169C100
420
11734
SH
SOLE
0
0
11734
REGIONS FINL CORP
NEW COM
7591EP100
225
15894
SH
SOLE
0
0
15894
ROYAL GOLD INC
COM
780287108
427
4699
SH
SOLE
0
0
4699
TRANSOCEAN LTD
REG SHS
H8817H100
136
15640
SH
SOLE
0
0
15640
RINGCENTRAL INC
CL A
76680R206
396
3674
SH
SOLE
0
0
3674
ROSS STORES INC
COM
778296103
340
3653
SH
SOLE
0
0
3653
REALPAGE INC
COM
75606N109
517
8517
SH
SOLE
0
0
8517
RPM INTL INC
COM
749685103
384
6610
SH
SOLE
0
0
6610
DONNELLEY R R & SONS CO
COM
257867200
55
11717
SH
SOLE
0
0
11717
SUNRUN INC
COM
86771W105
372
26432
SH
SOLE
0
0
26432
SANDERSON FARMS INC
COM
800013104
684
5185
SH
SOLE
0
0
5185
SAILPOINT TECHNLGIES HLDGS I
COM
78781P105
257
8942
SH
SOLE
0
0
8942
SPIRIT AIRLS INC
COM
848577102
421
7967
SH
SOLE
0
0
7967
SALLY BEAUTY HLDGS INC
COM
79546E104
243
13214
SH
SOLE
0
0
13214
SEA LTD
SPONSORED ADS
81141R100
484
20567
SH
SOLE
0
0
20567
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
945
20230
SH
SOLE
0
0
20230
STITCH FIX INC
COM CL A
860897107
828
29333
SH
SOLE
0
0
29333
SCIENTIFIC GAMES CORP
COM
80874P109
813
39818
SH
SOLE
0
0
39818
SUNSTONE HOTEL INVS INC
NEW COM
867892101
316
21959
SH
SOLE
0
0
21959
SIGNET JEWELERS LIMITED
SHS
G81276100
384
14122
SH
SOLE
0
0
14122
SIRIUS XM HLDGS INC
COM
82968B103
183
32300
SH
SOLE
0
0
32300
SIX FLAGS ENTMT CORP
NEW COM
83001A102
770
15608
SH
SOLE
0
0
15608
SL GREEN RLTY CORP
COM
78440X101
497
5529
SH
SOLE
0
0
5529
SLM CORP
COM
78442P106
355
35848
SH
SOLE
0
0
35848
SLEEP NUMBER CORP
COM
83125X103
267
5691
SH
SOLE
0
0
5691
SONY CORP
SPONSORED ADR
835699307
477
11289
SH
SOLE
0
0
11289
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
120
10154
SH
SOLE
0
0
10154
NEW SR INVT GROUP INC
COM
648691103
68
12544
SH
SOLE
0
0
12544
SYNOVUS FINL CORP
COM NEW
87161C501
782
22771
SH
SOLE
0
0
22771
SOUTHERN CO
COM
842587107
740
14318
SH
SOLE
0
0
14318
SOGOU INC
ADR REPSTG A
83409V104
62
10356
SH
SOLE
0
0
10356
SPDR S&P 500 ETF TR TR
UNIT
78462F103
3811
13492
SH
SOLE
0
0
13492
SAREPTA THERAPEUTICS INC
COM
803607100
237
1986
SH
SOLE
0
0
1986
STAG INDL INC
COM
85254J102
390
13139
SH
SOLE
0
0
13139
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
383
21325
SH
SOLE
0
0
21325
STMICROELECTRONICS N V
NY REGISTRY
861012102
293
19724
SH
SOLE
0
0
19724
STAMPS COM INC
COM NEW
852857200
358
4401
SH
SOLE
0
0
4401
SUNCOR ENERGY INC
NEW COM
867224107
718
22128
SH
SOLE
0
0
22128
SUMMIT MATLS INC
CL A
86614U100
731
46041
SH
SOLE
0
0
46041
SUPERNUS PHARMACEUTICALS INC
COM
868459108
562
16034
SH
SOLE
0
0
16034
SWITCH INC
CL A
87105L104
371
36021
SH
SOLE
0
0
36021
STRYKER CORP
COM
863667101
374
1893
SH
SOLE
0
0
1893
SYMANTEC CORP
COM
871503108
555
24148
SH
SOLE
0
0
24148
MOLSON COORS BREWING CO
CL B
60871R209
757
12695
SH
SOLE
0
0
12695
TERADYNE INC
COM
880770102
353
8857
SH
SOLE
0
0
8857
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADS
881624209
254
16205
SH
SOLE
0
0
16205
TEREX CORP
NEW COM
880779103
461
14347
SH
SOLE
0
0
14347
TELEFLEX INC
COM
879369106
275
909
SH
SOLE
0
0
909
TALLGRASS ENERGY LP CLASS A
SHS
874696107
230
9139
SH
SOLE
0
0
9139
TARGET CORP
COM
87612E106
426
5304
SH
SOLE
0
0
5304
TJX COS INC
NEW COM
872540109
348
6535
SH
SOLE
0
0
6535
TIMKEN CO
COM
887389104
732
16774
SH
SOLE
0
0
16774
TAYLOR MORRISON HOME CORP
CL A
87724P106
320
18041
SH
SOLE
0
0
18041
TANDEM DIABETES CARE INC
COM NEW
875372203
595
9377
SH
SOLE
0
0
9377
TRINET GROUP INC
COM
896288107
592
9908
SH
SOLE
0
0
9908
TAPESTRY INC
COM
876030107
736
22655
SH
SOLE
0
0
22655
TREX CO INC
COM
89531P105
275
4474
SH
SOLE
0
0
4474
TARGA RES CORP
COM
87612G101
202
4867
SH
SOLE
0
0
4867
TRIMBLE INC
COM
896239100
295
7309
SH
SOLE
0
0
7309
TERRENO RLTY CORP
COM
88146M101
419
9963
SH
SOLE
0
0
9963
PRICE T ROWE GROUP INC
COM
74144T108
443
4422
SH
SOLE
0
0
4422
TRANSUNION
COM
89400J107
298
4457
SH
SOLE
0
0
4457
TOTAL SYS SVCS INC
COM
891906109
265
2784
SH
SOLE
0
0
2784
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
334
3535
SH
SOLE
0
0
3535
TUPPERWARE BRANDS CORP
COM
899896104
285
11135
SH
SOLE
0
0
11135
TIVITY HEALTH INC
COM
88870R102
308
17516
SH
SOLE
0
0
17516
TWO HBRS INVT CORP
COM NEW
90187B408
196
14501
SH
SOLE
0
0
14501
TEXAS INSTRS INC
COM
882508104
254
2391
SH
SOLE
0
0
2391
TEXAS ROADHOUSE INC
COM
882681109
460
7399
SH
SOLE
0
0
7399
TEXTRON INC
COM
883203101
205
4042
SH
SOLE
0
0
4042
UNDER ARMOUR INC
CL A
904311107
339
16021
SH
SOLE
0
0
16021
UDR INC
COM
902653104
594
13059
SH
SOLE
0
0
13059
URBAN EDGE PPTYS
COM
91704F104
219
11505
SH
SOLE
0
0
11505
UGI CORP
NEW COM
902681105
693
12503
SH
SOLE
0
0
12503
UNISYS CORP
COM NEW
909214306
193
16546
SH
SOLE
0
0
16546
UNUM GROUP
COM
91529Y106
424
12521
SH
SOLE
0
0
12521
URBAN OUTFITTERS INC
COM
917047102
259
8748
SH
SOLE
0
0
8748
UNITED RENTALS INC
COM
911363109
241
2106
SH
SOLE
0
0
2106
US FOODS HLDG CORP
COM
912008109
256
7330
SH
SOLE
0
0
7330
VALE S A
SPONSORED ADS
91912E105
255
19522
SH
SOLE
0
0
19522
VISTEON CORP
COM NEW
92839U206
359
5328
SH
SOLE
0
0
5328
VEREIT INC
COM
92339V100
84
10062
SH
SOLE
0
0
10062
VONAGE HLDGS CORP
COM
92886T201
166
16489
SH
SOLE
0
0
16489
VIRTU FINL INC
CL A
928254101
348
14669
SH
SOLE
0
0
14669
VORNADO RLTY TR
SH BEN INT
929042109
940
13941
SH
SOLE
0
0
13941
VENATOR MATLS PLC
SHS
G9329Z100
78
13816
SH
SOLE
0
0
13816
VODAFONE GROUP PLC
NEW SPONSORED ADR
92857W308
426
23407
SH
SOLE
0
0
23407
VERISIGN INC
COM
92343E102
609
3357
SH
SOLE
0
0
3357
VISTA OUTDOOR INC
COM
928377100
82
10242
SH
SOLE
0
0
10242
WAYFAIR INC
CL A
94419L101
547
3686
SH
SOLE
0
0
3686
WAGEWORKS INC
COM
930427109
251
6652
SH
SOLE
0
0
6652
WEBSTER FINL CORP
CONN COM
947890109
491
9692
SH
SOLE
0
0
9692
WADDELL & REED FINL INC
CL A
930059100
209
12070
SH
SOLE
0
0
12070
WELLTOWER INC
COM
95040Q104
205
2640
SH
SOLE
0
0
2640
WEX INC
COM
96208T104
389
2028
SH
SOLE
0
0
2028
WESTLAKE CHEM CORP
COM
960413102
241
3549
SH
SOLE
0
0
3549
WRIGHT MED GROUP N V ORD
SHS
N96617118
203
6462
SH
SOLE
0
0
6462
WALMART INC
COM
931142103
635
6514
SH
SOLE
0
0
6514
WILLIAMS SONOMA INC
COM
969904101
942
16739
SH
SOLE
0
0
16739
WORLD WRESTLING ENTMT INC
CL A
98156Q108
636
7326
SH
SOLE
0
0
7326
WOLVERINE WORLD WIDE INC
COM
978097103
279
7809
SH
SOLE
0
0
7809
WYNDHAM DESTINATIONS INC
COM
98310W108
500
12353
SH
SOLE
0
0
12353
CIMAREX ENERGY CO
COM
171798101
329
4704
SH
SOLE
0
0
4704
XCEL ENERGY INC
COM
98389B100
256
4563
SH
SOLE
0
0
4563
XILINX INC
COM
983919101
275
2167
SH
SOLE
0
0
2167
DENTSPLY SIRONA INC
COM
24906P109
499
10066
SH
SOLE
0
0
10066
YELP INC
CL A
985817105
484
14036
SH
SOLE
0
0
14036
YANDEX N V
SHS CLASS A
N97284108
675
19652
SH
SOLE
0
0
19652
YUM BRANDS INC
COM
988498101
456
4571
SH
SOLE
0
0
4571
ZILLOW GROUP INC
CL C CAP STK
98954M200
241
6936
SH
SOLE
0
0
6936
ZAYO GROUP HLDGS INC
COM
98919V105
826
29072
SH
SOLE
0
0
29072
ZEBRA TECHNOLOGIES CORP
CL A
989207105
610
2912
SH
SOLE
0
0
2912
ZIONS BANCORPORATION N A
COM
989701107
410
9023
SH
SOLE
0
0
9023
ZYNGA INC
CL A
98986T108
84
15742
SH
SOLE
0
0
15742