0001727827-20-000004.txt : 20200514
0001727827-20-000004.hdr.sgml : 20200514
20200514095413
ACCESSION NUMBER: 0001727827-20-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200514
DATE AS OF CHANGE: 20200514
EFFECTIVENESS DATE: 20200514
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Blueshift Asset Management, LLC
CENTRAL INDEX KEY: 0001727827
IRS NUMBER: 320544343
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-19138
FILM NUMBER: 20875673
BUSINESS ADDRESS:
STREET 1: 151 BODMAN PLACE, SUITE 301
CITY: RED BANK
STATE: NJ
ZIP: 07701
BUSINESS PHONE: 7324508401
MAIL ADDRESS:
STREET 1: 151 BODMAN PLACE, SUITE 301
CITY: RED BANK
STATE: NJ
ZIP: 07701
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001727827
XXXXXXXX
03-31-2020
03-31-2020
Blueshift Asset Management, LLC
151 BODMAN PLACE, SUITE 301
RED BANK
NJ
07701
13F HOLDINGS REPORT
028-19138
N
Gary Peterson
Chief Compliance Officer
732-450-7462
Gary Peterson
Staten Island
NY
05-14-2020
0
168
106668
false
INFORMATION TABLE
2
sec_form13f_2020Q1.xml
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NAMEN AKT
D18190898
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CONSTELLIUM SE
CL A SHS
F21107101
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17366
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ADIENT PLC
ORD SHS
G0084W101
116
12756
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12756
0
0
AON PLC
SHS CL A
G0408V102
328
1990
SH
SOLE
1990
0
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AXALTA COATING SYS LTD
COM
G0750C108
232
13439
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13439
0
0
INVESCO LTD
SHS
G491BT108
137
15139
SH
SOLE
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0
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JOHNSON CTLS INTL PLC
SHS
G51502105
588
21827
SH
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0
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GARMIN LTD
SHS
H2906T109
426
5687
SH
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CNH INDL N V
SHS
N20944109
86
15353
SH
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0
MYLAN NV
SHS EURO
N59465109
275
18460
SH
SOLE
18460
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
552
6662
SH
SOLE
6662
0
0
ADT INC
COM
00090Q103
131
30372
SH
SOLE
30372
0
0
AT&T INC
COM
00206R102
647
22179
SH
SOLE
22179
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
283
31180
SH
SOLE
31180
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
1227
20632
SH
SOLE
20632
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
416
12766
SH
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0
AMAZON COM INC
COM
023135106
706
362
SH
SOLE
362
0
0
AMERICA MOVIL SAB DE CV
SPON ADR L SHS
02364W105
282
23977
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AMERICAN AXLE & MFG HLDGS IN
COM
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127
35316
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COM
02553E106
133
16732
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AMGEN INC
COM
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267
1315
SH
SOLE
1315
0
0
AMPHENOL CORP NEW
CL A
032095101
458
6291
SH
SOLE
6291
0
0
ANALOG DEVICES INC
COM
032654105
306
3413
SH
SOLE
3413
0
0
ANSYS INC
COM
03662Q105
772
3320
SH
SOLE
3320
0
0
APPLIED MATLS INC
COM
038222105
1778
38814
SH
SOLE
38814
0
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ARAMARK
COM
03852U106
380
19041
SH
SOLE
19041
0
0
ARES CAPITAL CORP
COM
04010L103
116
10789
SH
SOLE
10789
0
0
AUTODESK INC
COM
052769106
821
5258
SH
SOLE
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0
0
BANCO BILBAO VIZCAYA ARGENTA
SPONSORED ADR
05946K101
42
13885
SH
SOLE
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0
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BANCO BRADESCO S A
SP ADR PFD NEW
059460303
462
113792
SH
SOLE
113792
0
0
BARRICK GOLD CORPORATION
COM
067901108
387
21103
SH
SOLE
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0
0
BEST BUY INC
COM
086516101
1177
20653
SH
SOLE
20653
0
0
BHP GROUP LTD
SPONSORED ADS
088606108
255
6961
SH
SOLE
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0
0
BIG LOTS INC
COM
089302103
680
47830
SH
SOLE
47830
0
0
BLOCK H & R INC
COM
093671105
211
15010
SH
SOLE
15010
0
0
BROADCOM INC
COM
11135F101
208
878
SH
SOLE
878
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
687
7694
SH
SOLE
7694
0
0
CDW CORP
COM
12514G108
768
8231
SH
SOLE
8231
0
0
CF INDS HLDGS INC
COM
125269100
214
7873
SH
SOLE
7873
0
0
CNX RESOURCES CORPORATION
COM
12653C108
66
12388
SH
SOLE
12388
0
0
CVS HEALTH CORP
COM
126650100
1798
30313
SH
SOLE
30313
0
0
CALERES INC
COM
129500104
76
14670
SH
SOLE
14670
0
0
CAMPING WORLD HLDGS INC
CL A
13462K109
94
16525
SH
SOLE
16525
0
0
CAPITAL ONE FINL CORP
COM
14040H105
247
4895
SH
SOLE
4895
0
0
CARMAX INC
COM
143130102
478
8880
SH
SOLE
8880
0
0
CARS COM INC
COM
14575E105
96
22401
SH
SOLE
22401
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
267
126025
SH
SOLE
126025
0
0
CHEESECAKE FACTORY INC
COM
163072101
237
13887
SH
SOLE
13887
0
0
CISCO SYS INC
COM
17275R102
434
11034
SH
SOLE
11034
0
0
CINTAS CORP
COM
172908105
356
2053
SH
SOLE
2053
0
0
CITIGROUP INC
COM NEW
172967424
903
21448
SH
SOLE
21448
0
0
COCA COLA CO
COM
191216100
1886
42631
SH
SOLE
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0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
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25127
SH
SOLE
25127
0
0
COMCAST CORP NEW
CL A
20030N101
2526
73470
SH
SOLE
73470
0
0
CONNS INC
COM
208242107
74
17609
SH
SOLE
17609
0
0
COSTCO WHSL CORP NEW
COM
22160K105
1070
3752
SH
SOLE
3752
0
0
COVETRUS INC
COM
22304C100
131
16046
SH
SOLE
16046
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
350
4205
SH
SOLE
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DECKERS OUTDOOR CORP
COM
243537107
757
5652
SH
SOLE
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0
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DENNYS CORP
COM
24869P104
385
50108
SH
SOLE
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0
0
DICKS SPORTING GOODS INC
COM
253393102
516
24272
SH
SOLE
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0
0
DIGITAL TURBINE INC
COM NEW
25400W102
57
13329
SH
SOLE
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0
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DISNEY WALT CO
COM DISNEY
254687106
1883
19491
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SOLE
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DISH NETWORK CORPORATION
CL A
25470M109
1915
95774
SH
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0
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DOCUSIGN INC
COM
256163106
233
2526
SH
SOLE
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0
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DOLLAR GEN CORP NEW
COM
256677105
978
6478
SH
SOLE
6478
0
0
DOLLAR TREE INC
COM
256746108
802
10914
SH
SOLE
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0
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EQT CORPORATION
COM
26884L109
114
16070
SH
SOLE
16070
0
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EBAY INC
COM
278642103
204
6770
SH
SOLE
6770
0
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EQUIFAX INC
COM
294429105
549
4596
SH
SOLE
4596
0
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EURONET WORLDWIDE INC
COM
298736109
211
2464
SH
SOLE
2464
0
0
EVERGY INC
COM
30034W106
245
4452
SH
SOLE
4452
0
0
FIRST HORIZON NATL CORP
COM
320517105
265
32876
SH
SOLE
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0
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FORD MTR CO DEL
COM
345370860
1200
248398
SH
SOLE
248398
0
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FOSSIL GROUP INC
COM
34988V106
57
17474
SH
SOLE
17474
0
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GAMESTOP CORP NEW
CL A
36467W109
413
117932
SH
SOLE
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COM
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1084
52152
SH
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GLOBAL PMTS INC
COM
37940X102
550
3813
SH
SOLE
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0
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GOLD FIELDS LTD NEW
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38059T106
266
55997
SH
SOLE
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0
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GRAINGER W W INC
COM
384802104
1118
4499
SH
SOLE
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GRUPO FINANCIERO GALICIA S.A
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399909100
72
10158
SH
SOLE
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0
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GRUBHUB INC
COM
400110102
725
17796
SH
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HOME DEPOT INC
COM
437076102
629
3371
SH
SOLE
3371
0
0
HUNTSMAN CORP
COM
447011107
398
27566
SH
SOLE
27566
0
0
IAC INTERACTIVECORP
COM
44919P508
453
2530
SH
SOLE
2530
0
0
ICICI BANK LIMITED
ADR
45104G104
303
35623
SH
SOLE
35623
0
0
IMAX CORP
COM
45245E109
234
25879
SH
SOLE
25879
0
0
INTUIT
COM
461202103
748
3250
SH
SOLE
3250
0
0
IQIYI INC
SPONSORED ADS
46267X108
1170
65707
SH
SOLE
65707
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
9595
83827
SH
SOLE
83827
0
0
JPMORGAN CHASE & CO
ALERIAN ML ETN
46625H365
281
31114
SH
SOLE
31114
0
0
JACK IN THE BOX INC
COM
466367109
764
21788
SH
SOLE
21788
0
0
J2 GLOBAL INC
COM
48123V102
319
4258
SH
SOLE
4258
0
0
KEYCORP
COM
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522
50373
SH
SOLE
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0
0
KIMBERLY CLARK CORP
COM
494368103
227
1775
SH
SOLE
1775
0
0
KROGER CO
COM
501044101
2139
71013
SH
SOLE
71013
0
0
L BRANDS INC
COM
501797104
800
69212
SH
SOLE
69212
0
0
LEVI STRAUSS & CO NEW
CL A COM STK
52736R102
133
10701
SH
SOLE
10701
0
0
LIVE NATION ENTERTAINMENT IN
COM
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945
20782
SH
SOLE
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0
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LOWES COS INC
COM
548661107
431
5009
SH
SOLE
5009
0
0
MGIC INVT CORP WIS
COM
552848103
133
21020
SH
SOLE
21020
0
0
MARATHON OIL CORP
COM
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579
176136
SH
SOLE
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0
0
MASTERCARD INC
CL A
57636Q104
390
1613
SH
SOLE
1613
0
0
MATTEL INC
COM
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326
37017
SH
SOLE
37017
0
0
MCDONALDS CORP
COM
580135101
1577
9536
SH
SOLE
9536
0
0
MEREDITH CORP
COM
589433101
188
15357
SH
SOLE
15357
0
0
MICHAELS COS INC
COM
59408Q106
93
57454
SH
SOLE
57454
0
0
MOBILE MINI INC
COM
60740F105
222
8464
SH
SOLE
8464
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
279
2099
SH
SOLE
2099
0
0
NETFLIX INC
COM
64110L106
382
1017
SH
SOLE
1017
0
0
NEW YORK TIMES CO
CL A
650111107
241
7852
SH
SOLE
7852
0
0
NIKE INC
CL B
654106103
1264
15281
SH
SOLE
15281
0
0
NOKIA CORP
SPONSORED ADR
654902204
255
82289
SH
SOLE
82289
0
0
OCEANEERING INTL INC
COM
675232102
31
10389
SH
SOLE
10389
0
0
OVERSTOCK COM INC DEL
COM
690370101
123
24741
SH
SOLE
24741
0
0
PAPA JOHNS INTL INC
COM
698813102
677
12690
SH
SOLE
12690
0
0
PAYCHEX INC
COM
704326107
392
6231
SH
SOLE
6231
0
0
PELOTON INTERACTIVE INC
CL A COM
70614W100
269
10127
SH
SOLE
10127
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
797
144852
SH
SOLE
144852
0
0
PFIZER INC
COM
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931
28519
SH
SOLE
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0
0
POLARIS INC
COM
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466
9672
SH
SOLE
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0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
83
19533
SH
SOLE
19533
0
0
QUALCOMM INC
COM
747525103
206
3051
SH
SOLE
3051
0
0
RENT A CTR INC NEW
COM
76009N100
223
15799
SH
SOLE
15799
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
964
24073
SH
SOLE
24073
0
0
REXNORD CORP
COM
76169B102
215
9477
SH
SOLE
9477
0
0
ROKU INC
COM CL A
77543R102
1145
13091
SH
SOLE
13091
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
8840
34295
SH
SOLE
34295
0
0
SALLY BEAUTY HLDGS INC
COM
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615
76108
SH
SOLE
76108
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
440
16296
SH
SOLE
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0
0
SHOPIFY INC
CL A
82509L107
258
620
SH
SOLE
620
0
0
SIBANYE STILLWATER LTD
SPONSORED ADR
82575P107
56
11895
SH
SOLE
11895
0
0
SIRIUS XM HLDGS INC
COM
82968B103
2213
448065
SH
SOLE
448065
0
0
SMILEDIRECTCLUB INC
CL A COM
83192H106
253
54120
SH
SOLE
54120
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
316
3857
SH
SOLE
3857
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
500
295985
SH
SOLE
295985
0
0
SPROUTS FMRS MKT INC
COM
85208M102
1167
62777
SH
SOLE
62777
0
0
SUNPOWER CORP
COM
867652406
135
26569
SH
SOLE
26569
0
0
SYNCHRONY FINL
COM
87165B103
221
13728
SH
SOLE
13728
0
0
TAIWAN SEMICONDUCTOR MFG LTD
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874039100
578
12099
SH
SOLE
12099
0
0
TARGET CORP
COM
87612E106
1697
18253
SH
SOLE
18253
0
0
TEMPUR SEALY INTL INC
COM
88023U101
451
10313
SH
SOLE
10313
0
0
TENNECO INC
CL A VTG COM STK
880349105
40
11212
SH
SOLE
11212
0
0
TEXAS INSTRS INC
COM
882508104
348
3487
SH
SOLE
3487
0
0
TIVO CORP
COM
88870P106
143
20249
SH
SOLE
20249
0
0
TWITTER INC
COM
90184L102
1215
49476
SH
SOLE
49476
0
0
UNDER ARMOUR INC
CL C
904311206
259
32105
SH
SOLE
32105
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
249
2644
SH
SOLE
2644
0
0
URBAN OUTFITTERS INC
COM
917047102
329
23097
SH
SOLE
23097
0
0
VALE S A
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91912E105
810
97767
SH
SOLE
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0
0
VERRA MOBILITY CORP
COM
92511U102
79
11003
SH
SOLE
11003
0
0
VIASAT INC
COM
92552V100
398
11080
SH
SOLE
11080
0
0
VIACOMCBS INC
CL B
92556H206
357
25514
SH
SOLE
25514
0
0
VONAGE HLDGS CORP
COM
92886T201
438
60609
SH
SOLE
60609
0
0
WEC ENERGY GROUP INC
COM
92939U106
205
2330
SH
SOLE
2330
0
0
WABASH NATL CORP
COM
929566107
90
12514
SH
SOLE
12514
0
0
WALMART INC
COM
931142103
1404
12358
SH
SOLE
12358
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
1082
23643
SH
SOLE
23643
0
0
WEIBO CORP
SPONSORED ADR
948596101
236
7125
SH
SOLE
7125
0
0
WILLIAMS COS INC
COM
969457100
351
24814
SH
SOLE
24814
0
0
WINGSTOP INC
COM
974155103
1118
14028
SH
SOLE
14028
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
429
28225
SH
SOLE
28225
0
0
WORKDAY INC
CL A
98138H101
925
7101
SH
SOLE
7101
0
0
XCEL ENERGY INC
COM
98389B100
236
3912
SH
SOLE
3912
0
0
XYLEM INC
COM
98419M100
294
4511
SH
SOLE
4511
0
0
YUM BRANDS INC
COM
988498101
1187
17322
SH
SOLE
17322
0
0
ZOOM VIDEO COMMUNICATIONS IN
CL A
98980L101
415
2837
SH
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