0001420506-20-001099.txt : 20201029 0001420506-20-001099.hdr.sgml : 20201029 20201029152427 ACCESSION NUMBER: 0001420506-20-001099 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201029 DATE AS OF CHANGE: 20201029 EFFECTIVENESS DATE: 20201029 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: 201272277 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 true false 0001533457 XXXXXXXX 09-30-2020 09-30-2020 false FOX RUN MANAGEMENT, L.L.C.

115 E PUTNAM AVENUE 3RD FLOOR GREENWICH CT 06830

13F HOLDINGS REPORT 028-17069 N PETER KLEIN (203) 629-1729 PETER KLEIN, MANAGER GREENWICH CT 10-29-2020 0 154 39865 false INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR FOX RUN MANAGEMENT, L.L.C. 8X8 INC NEW COM 282914100 209 13458 SH SOLE 0 0 13458 AARONS INC COM PAR $0.50 002535300 331 5850 SH SOLE 0 0 5850 ABERCROMBIE & FITCH CO CL A 002896207 158 11315 SH SOLE 0 0 11315 ACM RESEARCH INC COM CL A 00108J109 201 2905 SH SOLE 0 0 2905 ADIENT PLC ORD SHS G0084W101 189 10892 SH SOLE 0 0 10892 AES CORP COM 00130H105 391 21604 SH SOLE 0 0 21604 ALCON AG ORD SHS H01301128 200 3516 SH SOLE 0 0 3516 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 411 2571 SH SOLE 0 0 2571 ALEXION PHARMACEUTICALS INC COM 015351109 335 2925 SH SOLE 0 0 2925 ALLEGION PLC ORD SHS G0176J109 308 3116 SH SOLE 0 0 3116 ALLY FINL INC COM 02005N100 215 8558 SH SOLE 0 0 8558 ALTICE USA INC CL A 02156K103 277 10669 SH SOLE 0 0 10669 ANALOG DEVICES INC COM 032654105 224 1918 SH SOLE 0 0 1918 ANNALY CAPITAL MANAGEMENT IN COM 035710409 144 20159 SH SOLE 0 0 20159 APACHE CORP COM 037411105 177 18725 SH SOLE 0 0 18725 APPLIED MATLS INC COM 038222105 201 3375 SH SOLE 0 0 3375 ARAMARK COM 03852U106 290 10973 SH SOLE 0 0 10973 ARROW ELECTRS INC COM 042735100 258 3283 SH SOLE 0 0 3283 AVIS BUDGET GROUP COM 053774105 240 9118 SH SOLE 0 0 9118 AVNET INC COM 053807103 212 8215 SH SOLE 0 0 8215 AXALTA COATING SYS LTD COM G0750C108 247 11129 SH SOLE 0 0 11129 BIG LOTS INC COM 089302103 223 4992 SH SOLE 0 0 4992 BK OF AMERICA CORP COM 060505104 463 19214 SH SOLE 0 0 19214 BLOCK H & R INC COM 093671105 200 12279 SH SOLE 0 0 12279 BOSTON SCIENTIFIC CORP COM 101137107 243 6353 SH SOLE 0 0 6353 BP PLC SPONSORED ADR 055622104 216 12348 SH SOLE 0 0 12348 BUNGE LIMITED COM G16962105 351 7675 SH SOLE 0 0 7675 CAPRI HOLDINGS LIMITED SHS G1890L107 261 14505 SH SOLE 0 0 14505 CARNIVAL CORP UNIT 99/99/9999 143658300 213 14035 SH SOLE 0 0 14035 CBRE GROUP INC CL A 12504L109 210 4472 SH SOLE 0 0 4472 CHIMERA INVT CORP COM NEW 16934Q208 104 12670 SH SOLE 0 0 12670 CORECIVIC INC COM 21871N101 93 11674 SH SOLE 0 0 11674 CREDICORP LTD COM G2519Y108 239 1926 SH SOLE 0 0 1926 CROCS INC COM 227046109 220 5157 SH SOLE 0 0 5157 CUMMINS INC COM 231021106 453 2143 SH SOLE 0 0 2143 DELTA AIR LINES INC DEL COM NEW 247361702 281 9182 SH SOLE 0 0 9182 DTE ENERGY CO COM 233331107 258 2244 SH SOLE 0 0 2244 DUKE REALTY CORP COM NEW 264411505 386 10472 SH SOLE 0 0 10472 DYNATRACE INC COM NEW 268150109 270 6594 SH SOLE 0 0 6594 EBAY INC. COM 278642103 267 5121 SH SOLE 0 0 5121 ELANCO ANIMAL HEALTH INC COM 28414H103 248 8883 SH SOLE 0 0 8883 EMERGENT BIOSOLUTIONS INC COM 29089Q105 275 2657 SH SOLE 0 0 2657 ENTEGRIS INC COM 29362U104 209 2805 SH SOLE 0 0 2805 EQUITY LIFESTYLE PPTYS INC COM 29472R108 217 3532 SH SOLE 0 0 3532 EXELIXIS INC COM 30161Q104 266 10861 SH SOLE 0 0 10861 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 383 12217 SH SOLE 0 0 12217 FIDELITY NATL INFORMATION SV COM 31620M106 248 1688 SH SOLE 0 0 1688 FIREEYE INC COM 31816Q101 205 16581 SH SOLE 0 0 16581 FIRST BANCORP P R COM NEW 318672706 66 12584 SH SOLE 0 0 12584 FIRST INDL RLTY TR INC COM 32054K103 218 5466 SH SOLE 0 0 5466 FIRSTENERGY CORP COM 337932107 368 12834 SH SOLE 0 0 12834 FLOOR & DECOR HLDGS INC CL A 339750101 250 3342 SH SOLE 0 0 3342 FLUIDIGM CORP DEL COM 34385P108 75 10101 SH SOLE 0 0 10101 FOOT LOCKER INC COM 344849104 358 10824 SH SOLE 0 0 10824 FRANKLIN RESOURCES INC COM 354613101 279 13714 SH SOLE 0 0 13714 GAP INC COM 364760108 295 17344 SH SOLE 0 0 17344 GARMIN LTD SHS H2906T109 243 2559 SH SOLE 0 0 2559 GARTNER INC COM 366651107 237 1900 SH SOLE 0 0 1900 GENPACT LIMITED SHS G3922B107 308 7907 SH SOLE 0 0 7907 GENTEX CORP COM 371901109 270 10468 SH SOLE 0 0 10468 GOODYEAR TIRE & RUBR CO COM 382550101 88 11538 SH SOLE 0 0 11538 GROUPON INC COM NEW 399473206 248 12181 SH SOLE 0 0 12181 GROWGENERATION CORP COM 39986L109 163 10229 SH SOLE 0 0 10229 HALLIBURTON CO COM 406216101 171 14190 SH SOLE 0 0 14190 HANESBRANDS INC COM 410345102 165 10479 SH SOLE 0 0 10479 HARTFORD FINL SVCS GROUP INC COM 416515104 203 5501 SH SOLE 0 0 5501 HONEYWELL INTL INC COM 438516106 316 1922 SH SOLE 0 0 1922 HORIZON THERAPEUTICS PUB L SHS G46188101 279 3598 SH SOLE 0 0 3598 HOWMET AEROSPACE INC COM 443201108 272 16256 SH SOLE 0 0 16256 ILLINOIS TOOL WKS INC COM 452308109 438 2265 SH SOLE 0 0 2265 INFOSYS LTD SPONSORED ADR 456788108 166 12054 SH SOLE 0 0 12054 INGEVITY CORP COM 45688C107 278 5632 SH SOLE 0 0 5632 INMODE LTD SHS M5425M103 285 7877 SH SOLE 0 0 7877 INPHI CORP COM 45772F107 206 1838 SH SOLE 0 0 1838 INTERCONTINENTAL EXCHANGE IN COM 45866F104 219 2184 SH SOLE 0 0 2184 INTERPUBLIC GROUP COS INC COM 460690100 229 13732 SH SOLE 0 0 13732 INTRA CELLULAR THERAPIES INC COM 46116X101 279 10882 SH SOLE 0 0 10882 IRON MTN INC NEW COM 46284V101 460 17168 SH SOLE 0 0 17168 ISHARES TR U.S. REAL ES ETF 464287739 918 11500 SH SOLE 0 0 11500 JETBLUE AWYS CORP COM 477143101 144 12730 SH SOLE 0 0 12730 K12 INC COM 48273U102 258 9785 SH SOLE 0 0 9785 KINDER MORGAN INC DEL COM 49456B101 205 16627 SH SOLE 0 0 16627 KOHLS CORP COM 500255104 478 25773 SH SOLE 0 0 25773 L3HARRIS TECHNOLOGIES INC COM 502431109 265 1561 SH SOLE 0 0 1561 LAS VEGAS SANDS CORP COM 517834107 353 7569 SH SOLE 0 0 7569 LINCOLN NATL CORP IND COM 534187109 274 8733 SH SOLE 0 0 8733 LIVERAMP HLDGS INC COM 53815P108 300 5797 SH SOLE 0 0 5797 LOUISIANA PAC CORP COM 546347105 300 10152 SH SOLE 0 0 10152 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 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PHILIP MORRIS INTL INC COM 718172109 458 6112 SH SOLE 0 0 6112 PROCTER AND GAMBLE CO COM 742718109 298 2141 SH SOLE 0 0 2141 QUALCOMM INC COM 747525103 220 1867 SH SOLE 0 0 1867 RADIAN GROUP INC COM 750236101 269 18403 SH SOLE 0 0 18403 RALPH LAUREN CORP CL A 751212101 226 3322 SH SOLE 0 0 3322 RAYTHEON TECHNOLOGIES CORP COM 75513E101 308 5351 SH SOLE 0 0 5351 REALTY INCOME CORP COM 756109104 306 5030 SH SOLE 0 0 5030 RED ROCK RESORTS INC CL A 75700L108 301 17604 SH SOLE 0 0 17604 REDWOOD TR INC COM 758075402 77 10295 SH SOLE 0 0 10295 REGENERON PHARMACEUTICALS COM 75886F107 210 376 SH SOLE 0 0 376 REPLIGEN CORP COM 759916109 254 1719 SH SOLE 0 0 1719 REPUBLIC SVCS INC COM 760759100 342 3661 SH SOLE 0 0 3661 ROYAL BK CDA COM 780087102 228 3257 SH SOLE 0 0 3257 ROYAL CARIBBEAN GROUP COM V7780T103 239 3686 SH SOLE 0 0 3686 SABRA HEALTH CARE REIT INC COM 78573L106 144 10444 SH SOLE 0 0 10444 SALLY BEAUTY HLDGS INC COM 79546E104 164 18886 SH SOLE 0 0 18886 SEA LTD SPONSORD ADS 81141R100 279 1814 SH SOLE 0 0 1814 SENSIENT TECHNOLOGIES CORP COM 81725T100 213 3685 SH SOLE 0 0 3685 SERVICE CORP INTL COM 817565104 288 6837 SH SOLE 0 0 6837 SIRIUS XM HOLDINGS INC COM 82968B103 84 15720 SH SOLE 0 0 15720 SMITH A O CORP COM 831865209 212 4012 SH SOLE 0 0 4012 SONY CORP SPONSORED ADR 835699307 236 3072 SH SOLE 0 0 3072 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 339 17921 SH SOLE 0 0 17921 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 222 3662 SH SOLE 0 0 3662 STANLEY BLACK & DECKER INC COM 854502101 386 2378 SH SOLE 0 0 2378 STEEL DYNAMICS INC COM 858119100 205 7167 SH SOLE 0 0 7167 STMICROELECTRONICS N V NY REGISTRY 861012102 224 7289 SH SOLE 0 0 7289 SUMMIT MATLS INC CL A 86614U100 185 11170 SH SOLE 0 0 11170 SYNCHRONY FINANCIAL COM 87165B103 531 20277 SH SOLE 0 0 20277 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 366 4516 SH SOLE 0 0 4516 TAPESTRY INC COM 876030107 262 16734 SH SOLE 0 0 16734 TAYLOR MORRISON HOME CORP COM 87724P106 233 9456 SH SOLE 0 0 9456 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 250 16953 SH SOLE 0 0 16953 TENET HEALTHCARE CORP COM NEW 88033G407 375 15305 SH SOLE 0 0 15305 TERADYNE INC COM 880770102 217 2726 SH SOLE 0 0 2726 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 96 10646 SH SOLE 0 0 10646 TRI POINTE GROUP INC COM 87265H109 284 15678 SH SOLE 0 0 15678 UNITED THERAPEUTICS CORP DEL COM 91307C102 201 1994 SH SOLE 0 0 1994 URBAN OUTFITTERS INC COM 917047102 206 9922 SH SOLE 0 0 9922 US BANCORP DEL COM NEW 902973304 210 5847 SH SOLE 0 0 5847 US FOODS HLDG CORP COM 912008109 363 16315 SH SOLE 0 0 16315 VALVOLINE INC COM 92047W101 314 16517 SH SOLE 0 0 16517 VERIZON COMMUNICATIONS INC COM 92343V104 316 5319 SH SOLE 0 0 5319 VISA INC COM CL A 92826C839 247 1237 SH SOLE 0 0 1237 VISHAY INTERTECHNOLOGY INC COM 928298108 178 11425 SH SOLE 0 0 11425 WELBILT INC COM 949090104 71 11465 SH SOLE 0 0 11465 WILLIAMS COS INC COM 969457100 455 23150 SH SOLE 0 0 23150 ZENDESK INC COM 98936J101 241 2341 SH SOLE 0 0 2341 ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 212 7089 SH SOLE 0 0 7089