0001420506-21-000253.txt : 20210212
0001420506-21-000253.hdr.sgml : 20210212
20210212131924
ACCESSION NUMBER: 0001420506-21-000253
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210212
DATE AS OF CHANGE: 20210212
EFFECTIVENESS DATE: 20210212
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Bayesian Capital Management, LP
CENTRAL INDEX KEY: 0001632551
IRS NUMBER: 465491763
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-17330
FILM NUMBER: 21625151
BUSINESS ADDRESS:
STREET 1: 2666 EAST 24TH STREET
STREET 2: APT. 1A
CITY: BROOKLYN
STATE: NY
ZIP: 11235
BUSINESS PHONE: 718-332-4567
MAIL ADDRESS:
STREET 1: 2666 EAST 24TH STREET
STREET 2: APT. 1A
CITY: BROOKLYN
STATE: NY
ZIP: 11235
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001632551
XXXXXXXX
12-31-2020
12-31-2020
false
Bayesian Capital Management, LP
2666 East 24th Street
Apt. 1a
Brooklyn
NY
11235
13F HOLDINGS REPORT
028-17330
N
Velin K. Tzanov
Managing Member of General Partner
(718) 332-4567
Velin K. Tzanov, Managing Member of General Partner
Brooklyn
NY
02-12-2021
0
431
382812
false
INFORMATION TABLE
2
Form13F_InfoTable.xml
INFORMATION TABLE FOR BAYESIAN CAPITAL MANAGEMENT, LP
ABB LTD
SPONSORED ADR
000375204
299
10699
SH
SOLE
10699
0
0
ABBOTT LABS
COM
002824100
405
3700
SH
SOLE
3700
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
421
20698
SH
SOLE
20698
0
0
ACACIA COMMUNICATIONS INC
COM
00401C108
247
3384
SH
SOLE
3384
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
4493
17200
SH
SOLE
17200
0
0
ACORDA THERAPEUTICS INC
COM
00484M106
10
14500
SH
SOLE
14500
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
399
4300
SH
SOLE
4300
0
0
ACUITY BRANDS INC
COM
00508Y102
709
5857
SH
SOLE
5857
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
1953
12400
SH
SOLE
12400
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
1825
19900
SH
SOLE
19900
0
0
AECOM
COM
00766T100
464
9328
SH
SOLE
9328
0
0
AERCAP HOLDINGS NV
SHS
N00985106
644
14134
SH
SOLE
14134
0
0
AGCO CORP
COM
001084102
714
6926
SH
SOLE
6926
0
0
ALCOA CORP
COM
013872106
380
16496
SH
SOLE
16496
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
609
3900
SH
SOLE
3900
0
0
ALPHABET INC
CAP STK CL C
02079K107
1617
923
SH
SOLE
923
0
0
ALTICE USA INC
CL A
02156K103
3003
79300
SH
SOLE
79300
0
0
ALTRIA GROUP INC
COM
02209S103
4231
103196
SH
SOLE
103196
0
0
AMAZON COM INC
COM
023135106
472
145
SH
SOLE
145
0
0
AMC ENTMT HLDGS INC
CL A COM
00165C104
124
58700
SH
SOLE
58700
0
0
AMERESCO INC
CL A
02361E108
220
4215
SH
SOLE
4215
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
514
32600
SH
SOLE
32600
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
158
19000
SH
SOLE
19000
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
327
3925
SH
SOLE
3925
0
0
AMKOR TECHNOLOGY INC
COM
031652100
152
10085
SH
SOLE
10085
0
0
AMNEAL PHARMACEUTICALS INC
COM STK CL A
03168L105
65
14184
SH
SOLE
14184
0
0
ANALOG DEVICES INC
COM
032654105
811
5490
SH
SOLE
5490
0
0
ANAPLAN INC
COM
03272L108
230
3200
SH
SOLE
3200
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
626
8960
SH
SOLE
8960
0
0
ANNALY CAPITAL MANAGEMENT IN
COM
035710409
834
98700
SH
SOLE
98700
0
0
ANTHEM INC
COM
036752103
1011
3148
SH
SOLE
3148
0
0
APACHE CORP
COM
037411105
1394
98213
SH
SOLE
98213
0
0
APPLIED MATLS INC
COM
038222105
1145
13269
SH
SOLE
13269
0
0
ARBOR REALTY TRUST INC
COM
038923108
163
11500
SH
SOLE
11500
0
0
ARES CAPITAL CORP
COM
04010L103
260
15400
SH
SOLE
15400
0
0
ASSURANT INC
COM
04621X108
237
1737
SH
SOLE
1737
0
0
ATMOS ENERGY CORP
COM
049560105
516
5408
SH
SOLE
5408
0
0
AURORA CANNABIS INC
COM
05156X884
789
95000
SH
SOLE
95000
0
0
AUTONATION INC
COM
05329W102
507
7266
SH
SOLE
7266
0
0
AVANTOR INC
COM
05352A100
1740
61800
SH
SOLE
61800
0
0
AVAYA HLDGS CORP
COM
05351X101
427
22300
SH
SOLE
22300
0
0
AXIS CAP HLDGS LTD
SHS
G0692U109
307
6100
SH
SOLE
6100
0
0
BAKER HUGHES COMPANY
CL A
05722G100
375
18000
SH
SOLE
18000
0
0
BANDWIDTH INC
COM CL A
05988J103
478
3109
SH
SOLE
3109
0
0
BAUSCH HEALTH COS INC
COM
071734107
316
15200
SH
SOLE
15200
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
806
3478
SH
SOLE
3478
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
869
15473
SH
SOLE
15473
0
0
BEYOND MEAT INC
COM
08862E109
875
7000
SH
SOLE
7000
0
0
BHP GROUP LTD
SPONSORED ADS
088606108
876
13400
SH
SOLE
13400
0
0
BIOGEN INC
COM
09062X103
1028
4200
SH
SOLE
4200
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
212
2419
SH
SOLE
2419
0
0
BIONTECH SE
SPONSORED ADS
09075V102
791
9700
SH
SOLE
9700
0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
831
22300
SH
SOLE
22300
0
0
BLACKBERRY LTD
COM
09228F103
198
29800
SH
SOLE
29800
0
0
BLUEBIRD BIO INC
COM
09609G100
463
10700
SH
SOLE
10700
0
0
BMC STK HLDGS INC
COM
05591B109
231
4300
SH
SOLE
4300
0
0
BOEING CO
COM
097023105
8370
39100
SH
SOLE
39100
0
0
BORGWARNER INC
COM
099724106
854
22104
SH
SOLE
22104
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
4756
132300
SH
SOLE
132300
0
0
BOX INC
CL A
10316T104
276
15300
SH
SOLE
15300
0
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
405
2339
SH
SOLE
2339
0
0
BRINKER INTL INC
COM
109641100
289
5100
SH
SOLE
5100
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
3312
53400
SH
SOLE
53400
0
0
BROWN FORMAN CORP
CL B
115637209
326
4100
SH
SOLE
4100
0
0
CABOT OIL & GAS CORP
COM
127097103
259
15900
SH
SOLE
15900
0
0
CACI INTL INC
CL A
127190304
265
1062
SH
SOLE
1062
0
0
CALIX INC
COM
13100M509
239
8015
SH
SOLE
8015
0
0
CAMPBELL SOUP CO
COM
134429109
276
5714
SH
SOLE
5714
0
0
CANADIAN NATL RY CO
COM
136375102
368
3353
SH
SOLE
3353
0
0
CANOPY GROWTH CORP
COM
138035100
656
26641
SH
SOLE
26641
0
0
CAPRI HOLDINGS LIMITED
SHS
G1890L107
1310
31200
SH
SOLE
31200
0
0
CARMAX INC
COM
143130102
1710
18100
SH
SOLE
18100
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
981
45307
SH
SOLE
45307
0
0
CARPARTS COM INC
COM
14427M107
134
10800
SH
SOLE
10800
0
0
CARS COM INC
COM
14575E105
168
14825
SH
SOLE
14825
0
0
CATERPILLAR INC
COM
149123101
582
3200
SH
SOLE
3200
0
0
CDW CORP
COM
12514G108
247
1874
SH
SOLE
1874
0
0
CELSIUS HLDGS INC
COM NEW
15118V207
609
12100
SH
SOLE
12100
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
180
34900
SH
SOLE
34900
0
0
CENTERPOINT ENERGY INC
COM
15189T107
861
39800
SH
SOLE
39800
0
0
CERENCE INC
COM
156727109
484
4817
SH
SOLE
4817
0
0
CF INDS HLDGS INC
COM
125269100
801
20700
SH
SOLE
20700
0
0
CHART INDS INC
COM PAR $0.01
16115Q308
412
3500
SH
SOLE
3500
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
6330
9568
SH
SOLE
9568
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
2552
19200
SH
SOLE
19200
0
0
CHEGG INC
COM
163092109
544
6021
SH
SOLE
6021
0
0
CHURCH & DWIGHT INC
COM
171340102
1055
12100
SH
SOLE
12100
0
0
CIMAREX ENERGY CO
COM
171798101
306
8166
SH
SOLE
8166
0
0
CISCO SYS INC
COM
17275R102
944
21100
SH
SOLE
21100
0
0
CITIZENS FINL GROUP INC
COM
174610105
529
14800
SH
SOLE
14800
0
0
CLOVIS ONCOLOGY INC
COM
189464100
106
22100
SH
SOLE
22100
0
0
CNO FINL GROUP INC
COM
12621E103
300
13500
SH
SOLE
13500
0
0
COCA COLA CO
COM
191216100
1689
30800
SH
SOLE
30800
0
0
CONAGRA BRANDS INC
COM
205887102
1041
28700
SH
SOLE
28700
0
0
CONCHO RES INC
COM
20605P101
1231
21100
SH
SOLE
21100
0
0
CONDUENT INC
COM
206787103
109
22800
SH
SOLE
22800
0
0
CONTEXTLOGIC INC
COM CL A
21077C107
407
22300
SH
SOLE
22300
0
0
COPART INC
COM
217204106
674
5300
SH
SOLE
5300
0
0
CORELOGIC INC
COM
21871D103
376
4865
SH
SOLE
4865
0
0
CORNING INC
COM
219350105
590
16400
SH
SOLE
16400
0
0
COTY INC
COM CL A
222070203
91
13000
SH
SOLE
13000
0
0
CROWN HLDGS INC
COM
228368106
381
3800
SH
SOLE
3800
0
0
CSX CORP
COM
126408103
2147
23663
SH
SOLE
23663
0
0
CUMMINS INC
COM
231021106
1948
8578
SH
SOLE
8578
0
0
D R HORTON INC
COM
23331A109
1464
21241
SH
SOLE
21241
0
0
DAQO NEW ENERGY CORP
SPNSRD ADS NEW
23703Q203
310
5400
SH
SOLE
5400
0
0
DARLING INGREDIENTS INC
COM
237266101
744
12900
SH
SOLE
12900
0
0
DAVE & BUSTERS ENTMT INC
COM
238337109
204
6792
SH
SOLE
6792
0
0
DEERE & CO
COM
244199105
1389
5163
SH
SOLE
5163
0
0
DELL TECHNOLOGIES INC
CL C
24703L202
3027
41300
SH
SOLE
41300
0
0
DESIGNER BRANDS INC
CL A
250565108
244
31900
SH
SOLE
31900
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1115
70500
SH
SOLE
70500
0
0
DEXCOM INC
COM
252131107
2403
6500
SH
SOLE
6500
0
0
DHT HOLDINGS INC
SHS NEW
Y2065G121
189
36200
SH
SOLE
36200
0
0
DIAGEO PLC
SPON ADR NEW
25243Q205
1120
7054
SH
SOLE
7054
0
0
DIGITAL RLTY TR INC
COM
253868103
339
2429
SH
SOLE
2429
0
0
DIGITAL TURBINE INC
COM NEW
25400W102
911
16100
SH
SOLE
16100
0
0
DISCOVERY INC
COM SER A
25470F104
1182
39280
SH
SOLE
39280
0
0
DISH NETWORK CORPORATION
CL A
25470M109
537
16600
SH
SOLE
16600
0
0
DISNEY WALT CO
COM
254687106
435
2400
SH
SOLE
2400
0
0
DOLLAR TREE INC
COM
256746108
205
1900
SH
SOLE
1900
0
0
DOMINION ENERGY INC
COM
25746U109
292
3883
SH
SOLE
3883
0
0
DOMINOS PIZZA INC
COM
25754A201
222
578
SH
SOLE
578
0
0
DOMO INC
COM CL B
257554105
268
4210
SH
SOLE
4210
0
0
DOMTAR CORP
COM NEW
257559203
335
10600
SH
SOLE
10600
0
0
DOORDASH INC
CL A
25809K105
1399
9800
SH
SOLE
9800
0
0
DOUYU INTL HLDGS LTD
SPONSORED ADS
25985W105
348
31500
SH
SOLE
31500
0
0
DXC TECHNOLOGY CO
COM
23355L106
254
9864
SH
SOLE
9864
0
0
EASTMAN KODAK CO
COM NEW
277461406
203
24900
SH
SOLE
24900
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
1879
20600
SH
SOLE
20600
0
0
ELECTRAMECCANICA VEHS CORP
COM NEW
284849205
112
18100
SH
SOLE
18100
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
511
5700
SH
SOLE
5700
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
78
21100
SH
SOLE
21100
0
0
ENPHASE ENERGY INC
COM
29355A107
2123
12100
SH
SOLE
12100
0
0
ENTEGRIS INC
COM
29362U104
259
2700
SH
SOLE
2700
0
0
ENTERGY CORP NEW
COM
29364G103
809
8100
SH
SOLE
8100
0
0
EQUIFAX INC
COM
294429105
995
5158
SH
SOLE
5158
0
0
ERICSSON
ADR B SEK 10
294821608
1103
92300
SH
SOLE
92300
0
0
EVOQUA WATER TECHNOLOGIES CO
COM
30057T105
336
12445
SH
SOLE
12445
0
0
EXELON CORP
COM
30161N101
811
19200
SH
SOLE
19200
0
0
F N B CORP
COM
302520101
155
16283
SH
SOLE
16283
0
0
FACEBOOK INC
CL A
30303M102
1939
7100
SH
SOLE
7100
0
0
FACTSET RESH SYS INC
COM
303075105
831
2500
SH
SOLE
2500
0
0
FASTENAL CO
COM
311900104
347
7100
SH
SOLE
7100
0
0
FEDEX CORP
COM
31428X106
1869
7200
SH
SOLE
7200
0
0
FIRST HORIZON CORPORATION
COM
320517105
138
10800
SH
SOLE
10800
0
0
FIRST SOLAR INC
COM
336433107
661
6684
SH
SOLE
6684
0
0
FISERV INC
COM
337738108
1674
14700
SH
SOLE
14700
0
0
FIVE BELOW INC
COM
33829M101
1716
9804
SH
SOLE
9804
0
0
FIVERR INTL LTD
ORD SHS
M4R82T106
884
4529
SH
SOLE
4529
0
0
FLEX LTD
ORD
Y2573F102
874
48597
SH
SOLE
48597
0
0
FLWS/1-800 FLOWERS
CL A
68243Q106
426
16400
SH
SOLE
16400
0
0
FORTIVE CORP
COM
34959J108
662
9343
SH
SOLE
9343
0
0
FOX CORP
CL A COM
35137L105
324
11141
SH
SOLE
11141
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
232
8910
SH
SOLE
8910
0
0
FULGENT GENETICS INC
COM
359664109
302
5800
SH
SOLE
5800
0
0
FUTU HLDGS LTD
SPON ADS CL A
36118L106
1190
26000
SH
SOLE
26000
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
458
3700
SH
SOLE
3700
0
0
GAP INC
COM
364760108
275
13600
SH
SOLE
13600
0
0
GARMIN LTD
SHS
H2906T109
402
3362
SH
SOLE
3362
0
0
GARTNER INC
COM
366651107
1169
7300
SH
SOLE
7300
0
0
GENERAL MTRS CO
COM
37045V100
2086
50100
SH
SOLE
50100
0
0
GENPACT LIMITED
SHS
G3922B107
232
5600
SH
SOLE
5600
0
0
GEVO INC
COM PAR
374396406
81
18994
SH
SOLE
18994
0
0
GILEAD SCIENCES INC
COM
375558103
3152
54100
SH
SOLE
54100
0
0
GLOBAL PMTS INC
COM
37940X102
926
4300
SH
SOLE
4300
0
0
GLOBE LIFE INC
COM
37959E102
304
3200
SH
SOLE
3200
0
0
GLOBUS MED INC
CL A
379577208
207
3168
SH
SOLE
3168
0
0
GODADDY INC
CL A
380237107
1377
16600
SH
SOLE
16600
0
0
GOGO INC
COM
38046C109
175
18200
SH
SOLE
18200
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
379
22402
SH
SOLE
22402
0
0
GREENBRIER COS INC
COM
393657101
231
6355
SH
SOLE
6355
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
208
1586
SH
SOLE
1586
0
0
GROUPON INC
COM NEW
399473206
398
10473
SH
SOLE
10473
0
0
GROWGENERATION CORP
COM
39986L109
619
15400
SH
SOLE
15400
0
0
HEALTHCARE SVCS GROUP INC
COM
421906108
306
10900
SH
SOLE
10900
0
0
HEALTHPEAK PROPERTIES INC
COM
42250P103
217
7172
SH
SOLE
7172
0
0
HELEN OF TROY LTD
COM
G4388N106
560
2522
SH
SOLE
2522
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
128
30400
SH
SOLE
30400
0
0
HESS CORP
COM
42809H107
760
14400
SH
SOLE
14400
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
974
82200
SH
SOLE
82200
0
0
HOLLYFRONTIER CORP
COM
436106108
354
13679
SH
SOLE
13679
0
0
HOLOGIC INC
COM
436440101
2237
30713
SH
SOLE
30713
0
0
HOME DEPOT INC
COM
437076102
797
3000
SH
SOLE
3000
0
0
HORIZON THERAPEUTICS PUB L
SHS
G46188101
2846
38900
SH
SOLE
38900
0
0
HUBSPOT INC
COM
443573100
958
2416
SH
SOLE
2416
0
0
HUMANA INC
COM
444859102
997
2430
SH
SOLE
2430
0
0
HUNT J B TRANS SVCS INC
COM
445658107
369
2700
SH
SOLE
2700
0
0
IDEXX LABS INC
COM
45168D104
750
1500
SH
SOLE
1500
0
0
IHS MARKIT LTD
SHS
G47567105
232
2586
SH
SOLE
2586
0
0
II-VI INC
COM
902104108
617
8127
SH
SOLE
8127
0
0
INFOSYS LTD
SPONSORED ADR
456788108
395
23300
SH
SOLE
23300
0
0
ING GROEP N.V.
SPONSORED ADR
456837103
539
57100
SH
SOLE
57100
0
0
INOVIO PHARMACEUTICALS INC
COM NEW
45773H201
145
16354
SH
SOLE
16354
0
0
INPHI CORP
COM
45772F107
379
2364
SH
SOLE
2364
0
0
INSPERITY INC
COM
45778Q107
251
3081
SH
SOLE
3081
0
0
INTERFACE INC
COM
458665304
125
11937
SH
SOLE
11937
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
2508
19923
SH
SOLE
19923
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
1132
10400
SH
SOLE
10400
0
0
INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
190
11205
SH
SOLE
11205
0
0
INTUIT
COM
461202103
402
1057
SH
SOLE
1057
0
0
INVESCO QQQ TR
UNIT SER 1
46090E103
773
2464
SH
SOLE
2464
0
0
IQVIA HLDGS INC
COM
46266C105
726
4050
SH
SOLE
4050
0
0
IRON MTN INC NEW
COM
46284V101
1002
34000
SH
SOLE
34000
0
0
ISHARES TR
CORE S&P SCP ETF
464287804
1322
14386
SH
SOLE
14386
0
0
ISHARES TR
CORE S&P500 ETF
464287200
567
1511
SH
SOLE
1511
0
0
ISHARES TR
CORE S&P MCP ETF
464287507
1094
4761
SH
SOLE
4761
0
0
ISHARES TR
RUS 1000 VAL ETF
464287598
438
3200
SH
SOLE
3200
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
12744
65000
SH
SOLE
65000
0
0
ISHARES TR
US HOME CONS ETF
464288752
324
5800
SH
SOLE
5800
0
0
ISHARES TR
U.S. REAL ES ETF
464287739
206
2400
SH
SOLE
2400
0
0
JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
407
12526
SH
SOLE
12526
0
0
JOHNSON & JOHNSON
COM
478160104
5052
32100
SH
SOLE
32100
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
797
17100
SH
SOLE
17100
0
0
JOYY INC
ADS REPSTG COM A
46591M109
392
4900
SH
SOLE
4900
0
0
JPMORGAN CHASE & CO
COM
46625H100
2338
18400
SH
SOLE
18400
0
0
JUNIPER NETWORKS INC
COM
48203R104
772
34300
SH
SOLE
34300
0
0
KAR AUCTION SVCS INC
COM
48238T109
300
16100
SH
SOLE
16100
0
0
KELLOGG CO
COM
487836108
1929
31000
SH
SOLE
31000
0
0
KEURIG DR PEPPER INC
COM
49271V100
574
17953
SH
SOLE
17953
0
0
KIMBERLY-CLARK CORP
COM
494368103
431
3200
SH
SOLE
3200
0
0
KKR & CO INC
COM
48251W104
624
15400
SH
SOLE
15400
0
0
KNIGHT-SWIFT TRANSN HLDGS IN
CL A
499049104
728
17418
SH
SOLE
17418
0
0
KONINKLIJKE PHILIPS N V
NY REG SH NEW
500472303
297
5484
SH
SOLE
5484
0
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
266
9700
SH
SOLE
9700
0
0
KROGER CO
COM
501044101
870
27400
SH
SOLE
27400
0
0
L BRANDS INC
COM
501797104
1105
29700
SH
SOLE
29700
0
0
LA Z BOY INC
COM
505336107
203
5099
SH
SOLE
5099
0
0
LADDER CAP CORP
CL A
505743104
119
12168
SH
SOLE
12168
0
0
LEAR CORP
COM NEW
521865204
249
1568
SH
SOLE
1568
0
0
LEXICON PHARMACEUTICALS INC
COM NEW
528872302
56
16300
SH
SOLE
16300
0
0
LEXINFINTECH HLDGS LTD
ADR
528877103
71
10600
SH
SOLE
10600
0
0
LITHIA MTRS INC
CL A
536797103
320
1094
SH
SOLE
1094
0
0
LIVEPERSON INC
COM
538146101
697
11200
SH
SOLE
11200
0
0
LKQ CORP
COM
501889208
537
15227
SH
SOLE
15227
0
0
LOCKHEED MARTIN CORP
COM
539830109
2982
8400
SH
SOLE
8400
0
0
LOUISIANA PAC CORP
COM
546347105
353
9507
SH
SOLE
9507
0
0
LOWES COS INC
COM
548661107
1974
12300
SH
SOLE
12300
0
0
LUMEN TECHNOLOGIES INC
COM
156700106
806
82700
SH
SOLE
82700
0
0
LUMENTUM HLDGS INC
COM
55024U109
322
3400
SH
SOLE
3400
0
0
LYFT INC
CL A COM
55087P104
408
8300
SH
SOLE
8300
0
0
MACERICH CO
COM
554382101
205
19200
SH
SOLE
19200
0
0
MACOM TECH SOLUTIONS HLDGS I
COM
55405Y100
250
4542
SH
SOLE
4542
0
0
MANHATTAN ASSOCS INC
COM
562750109
347
3300
SH
SOLE
3300
0
0
MARATHON PETE CORP
COM
56585A102
744
18000
SH
SOLE
18000
0
0
MASCO CORP
COM
574599106
335
6100
SH
SOLE
6100
0
0
MASTEC INC
COM
576323109
409
6000
SH
SOLE
6000
0
0
MATCH GROUP INC NEW
COM
57667L107
786
5200
SH
SOLE
5200
0
0
MEDTRONIC PLC
SHS
G5960L103
211
1800
SH
SOLE
1800
0
0
MERCADOLIBRE INC
COM
58733R102
2587
1544
SH
SOLE
1544
0
0
MERCK & CO. INC
COM
58933Y105
1661
20300
SH
SOLE
20300
0
0
MFA FINL INC
COM
55272X102
51
13000
SH
SOLE
13000
0
0
MICHAELS COS INC
COM
59408Q106
156
12000
SH
SOLE
12000
0
0
MICRON TECHNOLOGY INC
COM
595112103
6533
86900
SH
SOLE
86900
0
0
MIDDLEBY CORP
COM
596278101
645
5000
SH
SOLE
5000
0
0
MOLSON COORS BEVERAGE CO
CL B
60871R209
587
13000
SH
SOLE
13000
0
0
MOMO INC
ADR
60879B107
247
17700
SH
SOLE
17700
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
425
4600
SH
SOLE
4600
0
0
MORGAN STANLEY
COM NEW
617446448
345
5038
SH
SOLE
5038
0
0
MOSAIC CO NEW
COM
61945C103
1650
71700
SH
SOLE
71700
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
135
10913
SH
SOLE
10913
0
0
NATERA INC
COM
632307104
842
8456
SH
SOLE
8456
0
0
NAUTILUS INC
COM
63910B102
337
18600
SH
SOLE
18600
0
0
NAVIENT CORPORATION
COM
63938C108
120
12222
SH
SOLE
12222
0
0
NEKTAR THERAPEUTICS
COM
640268108
300
17630
SH
SOLE
17630
0
0
NEPTUNE WELLNESS SOLUTIONS I
COM
64079L105
16
10200
SH
SOLE
10200
0
0
NETAPP INC
COM
64110D104
272
4100
SH
SOLE
4100
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
202
20300
SH
SOLE
20300
0
0
NEWS CORP NEW
CL A
65249B109
228
12700
SH
SOLE
12700
0
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
557
5100
SH
SOLE
5100
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
374
17941
SH
SOLE
17941
0
0
NIKOLA CORP
COM
654110105
302
19800
SH
SOLE
19800
0
0
NISOURCE INC
COM
65473P105
216
9400
SH
SOLE
9400
0
0
NOKIA CORP
SPONSORED ADR
654902204
654
167200
SH
SOLE
167200
0
0
NORDSTROM INC
COM
655664100
253
8100
SH
SOLE
8100
0
0
NORTONLIFELOCK INC
COM
668771108
798
38400
SH
SOLE
38400
0
0
NOVOCURE LTD
ORD SHS
G6674U108
426
2459
SH
SOLE
2459
0
0
O-I GLASS INC
COM
67098H104
187
15700
SH
SOLE
15700
0
0
OCCIDENTAL PETE CORP
COM
674599105
1662
96000
SH
SOLE
96000
0
0
ONCONOVA THERAPEUTICS INC
COM PAR
68232V405
13
27736
SH
SOLE
27736
0
0
ONEMAIN HLDGS INC
COM
68268W103
294
6100
SH
SOLE
6100
0
0
OPEN TEXT CORP
COM
683715106
572
12589
SH
SOLE
12589
0
0
ORACLE CORP
COM
68389X105
3008
46500
SH
SOLE
46500
0
0
OREILLY AUTOMOTIVE INC
COM
67103H107
2717
6003
SH
SOLE
6003
0
0
OVERSTOCK COM INC DEL
COM
690370101
1101
22962
SH
SOLE
22962
0
0
OWENS CORNING NEW
COM
690742101
248
3273
SH
SOLE
3273
0
0
PACIFIC ETHANOL INC
COM
69423U305
93
17200
SH
SOLE
17200
0
0
PAGERDUTY INC
COM
69553P100
234
5600
SH
SOLE
5600
0
0
PAGSEGURO DIGITAL LTD
COM CL A
G68707101
228
4017
SH
SOLE
4017
0
0
PAYCHEX INC
COM
704326107
523
5615
SH
SOLE
5615
0
0
PAYPAL HLDGS INC
COM
70450Y103
5785
24700
SH
SOLE
24700
0
0
PEMBINA PIPELINE CORP
COM
706327103
265
11200
SH
SOLE
11200
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
781
60400
SH
SOLE
60400
0
0
PEPSICO INC
COM
713448108
1409
9500
SH
SOLE
9500
0
0
PERKINELMER INC
COM
714046109
847
5900
SH
SOLE
5900
0
0
PFIZER INC
COM
717081103
1793
48700
SH
SOLE
48700
0
0
PINNACLE WEST CAP CORP
COM
723484101
215
2686
SH
SOLE
2686
0
0
PIONEER NAT RES CO
COM
723787107
1128
9900
SH
SOLE
9900
0
0
POOL CORP
COM
73278L105
1406
3774
SH
SOLE
3774
0
0
PPD INC
COM
69355F102
212
6200
SH
SOLE
6200
0
0
PPL CORP
COM
69351T106
759
26900
SH
SOLE
26900
0
0
PRETIUM RES INC
COM
74139C102
292
25426
SH
SOLE
25426
0
0
PRIMO WATER CORPORATION
COM
74167P108
305
19469
SH
SOLE
19469
0
0
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
1250
25200
SH
SOLE
25200
0
0
PROCTER AND GAMBLE CO
COM
742718109
1948
14000
SH
SOLE
14000
0
0
PRUDENTIAL FINL INC
COM
744320102
256
3282
SH
SOLE
3282
0
0
QORVO INC
COM
74736K101
2361
14200
SH
SOLE
14200
0
0
QUALCOMM INC
COM
747525103
3199
21000
SH
SOLE
21000
0
0
QUANTA SVCS INC
COM
74762E102
203
2825
SH
SOLE
2825
0
0
QUIDEL CORP
COM
74838J101
970
5400
SH
SOLE
5400
0
0
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
498
6969
SH
SOLE
6969
0
0
REALOGY HLDGS CORP
COM
75605Y106
298
22739
SH
SOLE
22739
0
0
REALPAGE INC
COM
75606N109
224
2573
SH
SOLE
2573
0
0
REALTY INCOME CORP
COM
756109104
1560
25100
SH
SOLE
25100
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
450
931
SH
SOLE
931
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
297
4200
SH
SOLE
4200
0
0
REPLIGEN CORP
COM
759916109
977
5100
SH
SOLE
5100
0
0
REPUBLIC SVCS INC
COM
760759100
1204
12504
SH
SOLE
12504
0
0
REVOLVE GROUP INC
CL A
76156B107
455
14600
SH
SOLE
14600
0
0
ROPER TECHNOLOGIES INC
COM
776696106
1041
2415
SH
SOLE
2415
0
0
ROYAL CARIBBEAN GROUP
COM
V7780T103
642
8600
SH
SOLE
8600
0
0
S&P GLOBAL INC
COM
78409V104
1884
5732
SH
SOLE
5732
0
0
SAILPOINT TECHNOLOGIES HLDGS
COM
78781P105
612
11500
SH
SOLE
11500
0
0
SCHLUMBERGER LTD
COM
806857108
1583
72500
SH
SOLE
72500
0
0
SCIENCE APPLICATIONS INTL CO
COM
808625107
300
3174
SH
SOLE
3174
0
0
SEA LTD
SPONSORD ADS
81141R100
2220
11155
SH
SOLE
11155
0
0
SEALED AIR CORP NEW
COM
81211K100
582
12700
SH
SOLE
12700
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
452
6700
SH
SOLE
6700
0
0
SELECT SECTOR SPDR TR
SBI MATERIALS
81369Y100
356
4913
SH
SOLE
4913
0
0
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
583
9300
SH
SOLE
9300
0
0
SELECT SECTOR SPDR TR
SBI HEALTHCARE
81369Y209
998
8800
SH
SOLE
8800
0
0
SELECT SECTOR SPDR TR
SBI INT-INDS
81369Y704
640
7226
SH
SOLE
7226
0
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
587
15500
SH
SOLE
15500
0
0
SHERWIN WILLIAMS CO
COM
824348106
636
866
SH
SOLE
866
0
0
SHOPIFY INC
CL A
82509L107
251
222
SH
SOLE
222
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
1970
23100
SH
SOLE
23100
0
0
SIMPLY GOOD FOODS CO
COM
82900L102
454
14486
SH
SOLE
14486
0
0
SKECHERS U S A INC
CL A
830566105
633
17600
SH
SOLE
17600
0
0
SMUCKER J M CO
COM NEW
832696405
543
4700
SH
SOLE
4700
0
0
SNAP INC
CL A
83304A106
1282
25600
SH
SOLE
25600
0
0
SORRENTO THERAPEUTICS INC
COM NEW
83587F202
209
30600
SH
SOLE
30600
0
0
SPDR DOW JONES INDL AVERAGE
UT SER 1
78467X109
498
1629
SH
SOLE
1629
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
10917
29200
SH
SOLE
29200
0
0
SPDR S&P MIDCAP 400 ETF TR
UTSER1 S&PDCRP
78467Y107
635
1513
SH
SOLE
1513
0
0
SPDR SER TR
S&P OILGAS EXP
78468R556
1147
19600
SH
SOLE
19600
0
0
SPDR SER TR
S&P RETAIL ETF
78464A714
605
9400
SH
SOLE
9400
0
0
SPDR SER TR
S&P REGL BKG
78464A698
384
7391
SH
SOLE
7391
0
0
SPIRIT AIRLS INC
COM
848577102
538
22009
SH
SOLE
22009
0
0
SPOTIFY TECHNOLOGY S A
SHS
L8681T102
928
2948
SH
SOLE
2948
0
0
SPROUTS FMRS MKT INC
COM
85208M102
229
11400
SH
SOLE
11400
0
0
STMICROELECTRONICS N V
NY REGISTRY
861012102
427
11496
SH
SOLE
11496
0
0
SUNDIAL GROWERS INC
COM
86730L109
9
19000
SH
SOLE
19000
0
0
SUNPOWER CORP
COM
867652406
832
32464
SH
SOLE
32464
0
0
SYNOPSYS INC
COM
871607107
1074
4143
SH
SOLE
4143
0
0
T-MOBILE US INC
COM
872590104
4733
35100
SH
SOLE
35100
0
0
TAKEDA PHARMACEUTICAL CO LTD
SPONSORED ADS
874060205
336
18437
SH
SOLE
18437
0
0
TARGET CORP
COM
87612E106
759
4300
SH
SOLE
4300
0
0
TECHNIPFMC PLC
COM
G87110105
132
14000
SH
SOLE
14000
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
247
13306
SH
SOLE
13306
0
0
TENABLE HLDGS INC
COM
88025T102
498
9525
SH
SOLE
9525
0
0
TERADYNE INC
COM
880770102
649
5411
SH
SOLE
5411
0
0
TESLA INC
COM
88160R101
4813
6820
SH
SOLE
6820
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADS
881624209
1194
123700
SH
SOLE
123700
0
0
TEXAS INSTRS INC
COM
882508104
558
3400
SH
SOLE
3400
0
0
TEXAS ROADHOUSE INC
COM
882681109
227
2900
SH
SOLE
2900
0
0
TIFFANY & CO NEW
COM
886547108
2615
19894
SH
SOLE
19894
0
0
TIMKEN CO
COM
887389104
441
5696
SH
SOLE
5696
0
0
TJX COS INC NEW
COM
872540109
2002
29312
SH
SOLE
29312
0
0
TOTAL SE
SPONSORED ADS
89151E109
595
14200
SH
SOLE
14200
0
0
TRADEWEB MKTS INC
CL A
892672106
232
3709
SH
SOLE
3709
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
79
34300
SH
SOLE
34300
0
0
TRANSUNION
COM
89400J107
496
5000
SH
SOLE
5000
0
0
TRI POINTE GROUP INC
COM
87265H109
217
12600
SH
SOLE
12600
0
0
TRIMBLE INC
COM
896239100
656
9826
SH
SOLE
9826
0
0
TRIP COM GROUP LTD
ADS
89677Q107
958
28400
SH
SOLE
28400
0
0
TYSON FOODS INC
CL A
902494103
502
7796
SH
SOLE
7796
0
0
UBS GROUP AG
SHS
H42097107
353
25000
SH
SOLE
25000
0
0
ULTA BEAUTY INC
COM
90384S303
860
2996
SH
SOLE
2996
0
0
UNION PAC CORP
COM
907818108
581
2789
SH
SOLE
2789
0
0
UNITED AIRLS HLDGS INC
COM
910047109
4255
98379
SH
SOLE
98379
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
286
1700
SH
SOLE
1700
0
0
UNITED STATES STL CORP NEW
COM
912909108
384
22900
SH
SOLE
22900
0
0
UNITI GROUP INC
COM
91325V108
156
13322
SH
SOLE
13322
0
0
URBAN OUTFITTERS INC
COM
917047102
225
8805
SH
SOLE
8805
0
0
US BANCORP DEL
COM NEW
902973304
326
7000
SH
SOLE
7000
0
0
VALERO ENERGY CORP
COM
91913Y100
739
13071
SH
SOLE
13071
0
0
VANECK VECTORS ETF TR
SEMICONDUCTOR ET
92189F676
262
1201
SH
SOLE
1201
0
0
VANGUARD INDEX FDS
REAL ESTATE ETF
922908553
561
6600
SH
SOLE
6600
0
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
1129
3286
SH
SOLE
3286
0
0
VANGUARD SPECIALIZED FUNDS
DIV APP ETF
921908844
306
2166
SH
SOLE
2166
0
0
VARONIS SYS INC
COM
922280102
437
2669
SH
SOLE
2669
0
0
VAXART INC
COM NEW
92243A200
182
31800
SH
SOLE
31800
0
0
VEEVA SYS INC
CL A COM
922475108
1229
4516
SH
SOLE
4516
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
363
6178
SH
SOLE
6178
0
0
VERMILION ENERGY INC
COM
923725105
63
14226
SH
SOLE
14226
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1442
6100
SH
SOLE
6100
0
0
VERTIV HOLDINGS CO
COM CL A
92537N108
349
18700
SH
SOLE
18700
0
0
VIACOMCBS INC
CL B
92556H206
5071
136100
SH
SOLE
136100
0
0
VIATRIS INC
COM
92556V106
447
23878
SH
SOLE
23878
0
0
VICI PPTYS INC
COM
925652109
263
10300
SH
SOLE
10300
0
0
VICOR CORP
COM
925815102
205
2223
SH
SOLE
2223
0
0
VMWARE INC
CL A COM
928563402
547
3900
SH
SOLE
3900
0
0
VONAGE HLDGS CORP
COM
92886T201
144
11200
SH
SOLE
11200
0
0
VORNADO RLTY TR
SH BEN INT
929042109
331
8874
SH
SOLE
8874
0
0
WABTEC
COM
929740108
410
5601
SH
SOLE
5601
0
0
WAITR HLDGS INC
COM
930752100
53
19200
SH
SOLE
19200
0
0
WALKER & DUNLOP INC
COM
93148P102
206
2238
SH
SOLE
2238
0
0
WALMART INC
COM
931142103
2981
20683
SH
SOLE
20683
0
0
WAVE LIFE SCIENCES LTD
SHS
Y95308105
97
12375
SH
SOLE
12375
0
0
WAYFAIR INC
CL A
94419L101
565
2500
SH
SOLE
2500
0
0
WEIBO CORP
SPONSORED ADR
948596101
220
5365
SH
SOLE
5365
0
0
WERNER ENTERPRISES INC
COM
950755108
380
9700
SH
SOLE
9700
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
1502
5300
SH
SOLE
5300
0
0
WHEATON PRECIOUS METALS CORP
COM
962879102
260
6237
SH
SOLE
6237
0
0
WHIRLPOOL CORP
COM
963320106
866
4800
SH
SOLE
4800
0
0
WINNEBAGO INDS INC
COM
974637100
229
3814
SH
SOLE
3814
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
244
7800
SH
SOLE
7800
0
0
WORKDAY INC
CL A
98138H101
2013
8400
SH
SOLE
8400
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
623
12975
SH
SOLE
12975
0
0
WYNN RESORTS LTD
COM
983134107
496
4400
SH
SOLE
4400
0
0
XCEL ENERGY INC
COM
98389B100
217
3251
SH
SOLE
3251
0
0
XL FLEET CORP
COM CL A
9837FR100
233
9800
SH
SOLE
9800
0
0
XP INC
CL A
G98239109
928
23400
SH
SOLE
23400
0
0
XPENG INC
ADS
98422D105
737
17200
SH
SOLE
17200
0
0
YAMANA GOLD INC
COM
98462Y100
148
26000
SH
SOLE
26000
0
0
YETI HLDGS INC
COM
98585X104
370
5400
SH
SOLE
5400
0
0
ZEBRA TECHNOLOGIES CORPORATI
CL A
989207105
281
732
SH
SOLE
732
0
0
ZILLOW GROUP INC
CL C CAP STK
98954M200
1361
10486
SH
SOLE
10486
0
0
ZILLOW GROUP INC
CL A
98954M101
654
4809
SH
SOLE
4809
0
0
ZOOM VIDEO COMMUNICATIONS IN
CL A
98980L101
1650
4892
SH
SOLE
4892
0
0
ZSCALER INC
COM
98980G102
1857
9300
SH
SOLE
9300
0
0