0001420506-22-000187.txt : 20220209
0001420506-22-000187.hdr.sgml : 20220209
20220209102243
ACCESSION NUMBER: 0001420506-22-000187
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220209
DATE AS OF CHANGE: 20220209
EFFECTIVENESS DATE: 20220209
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: 22604757
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
12-31-2021
12-31-2021
false
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, MANAGER
GREENWICH
CT
02-09-2022
0
441
169701
false
INFORMATION TABLE
2
Form13F_InfoTable.xml
INFORMATION TABLE FOR FOX RUN MANAGEMENT, L.L.C.
A10 NETWORKS INC
COM
002121101
320
19302
SH
SOLE
19302
0
0
ABBOTT LABS
COM
002824100
527
3741
SH
SOLE
3741
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
286
8204
SH
SOLE
8204
0
0
ACI WORLDWIDE INC
COM
004498101
264
7602
SH
SOLE
7602
0
0
ACLARIS THERAPEUTICS INC
COM
00461U105
282
19368
SH
SOLE
19368
0
0
ACUITY BRANDS INC
COM
00508Y102
452
2135
SH
SOLE
2135
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
227
948
SH
SOLE
948
0
0
AFLAC INC
COM
001055102
367
6289
SH
SOLE
6289
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
358
2245
SH
SOLE
2245
0
0
AGREE RLTY CORP
COM
008492100
278
3896
SH
SOLE
3896
0
0
AKOUSTIS TECHNOLOGIES INC
COM
00973N102
94
14123
SH
SOLE
14123
0
0
ALIGHT INC
COM CL A
01626W101
173
16013
SH
SOLE
16013
0
0
ALKERMES PLC
SHS
G01767105
233
10014
SH
SOLE
10014
0
0
ALTERYX INC
COM CL A
02156B103
553
9148
SH
SOLE
9148
0
0
ALTICE USA INC
CL A
02156K103
241
14893
SH
SOLE
14893
0
0
ALTO INGREDIENTS INC
COM
021513106
122
25277
SH
SOLE
25277
0
0
AMAZON COM INC
COM
023135106
330
99
SH
SOLE
99
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
225
3929
SH
SOLE
3929
0
0
AMERICAN EAGLE OUTFITTERS IN
NOTE 3.750% 4/1
02553EAB2
595
23505
SH
SOLE
23505
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
409
2980
SH
SOLE
2980
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
733
16818
SH
SOLE
16818
0
0
AMERICAN WELL CORP
CL A
03044L105
71
11756
SH
SOLE
11756
0
0
AMERICOLD RLTY TR
COM
03064D108
434
13244
SH
SOLE
13244
0
0
AMYRIS INC
COM NEW
03236M200
88
16194
SH
SOLE
16194
0
0
ANALOG DEVICES INC
COM
032654105
514
2922
SH
SOLE
2922
0
0
ANTERO RESOURCES CORP
COM
03674X106
764
43658
SH
SOLE
43658
0
0
ANTHEM INC
COM
036752103
269
580
SH
SOLE
580
0
0
APPHARVEST INC
COM
03783T103
50
12814
SH
SOLE
12814
0
0
APPIAN CORP
CL A
03782L101
339
5202
SH
SOLE
5202
0
0
ARAMARK
COM
03852U106
717
19448
SH
SOLE
19448
0
0
ARBOR REALTY TRUST INC
COM
038923108
286
15599
SH
SOLE
15599
0
0
ARKO CORP
COM
041242108
152
17349
SH
SOLE
17349
0
0
ARRIVAL GROUP
SHS
L0423Q108
176
23785
SH
SOLE
23785
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
221
3330
SH
SOLE
3330
0
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103869
201
20929
SH
SOLE
20929
0
0
ASTRAZENECA PLC
SPONSORED ADR
046353108
284
4876
SH
SOLE
4876
0
0
AT&T INC
COM
00206R102
578
23501
SH
SOLE
23501
0
0
ATKORE INC
COM
047649108
290
2609
SH
SOLE
2609
0
0
ATLANTICA SUSTAINABLE INFR P
SHS
G0751N103
274
7671
SH
SOLE
7671
0
0
ATLASSIAN CORP PLC
CL A
G06242104
276
724
SH
SOLE
724
0
0
AUTOLIV INC
COM
052800109
293
2830
SH
SOLE
2830
0
0
AUTONATION INC
COM
05329W102
330
2827
SH
SOLE
2827
0
0
AVALARA INC
COM
05338G106
266
2058
SH
SOLE
2058
0
0
AVALONBAY CMNTYS INC
COM
053484101
388
1537
SH
SOLE
1537
0
0
AVID TECHNOLOGY INC
COM
05367P100
296
9081
SH
SOLE
9081
0
0
AVIENT CORPORATION
COM
05368V106
331
5908
SH
SOLE
5908
0
0
AZEK CO INC
CL A
05478C105
279
6037
SH
SOLE
6037
0
0
BANK NOVA SCOTIA B C
COM
064149107
310
4331
SH
SOLE
4331
0
0
BANKUNITED INC
COM
06652K103
246
5808
SH
SOLE
5808
0
0
BARRICK GOLD CORP
COM
067901108
502
26412
SH
SOLE
26412
0
0
BATH & BODY WORKS INC
COM
070830104
1034
14810
SH
SOLE
14810
0
0
BENTLEY SYS INC
COM CL B
08265T208
436
9019
SH
SOLE
9019
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
203
679
SH
SOLE
679
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
325
4407
SH
SOLE
4407
0
0
BEYOND AIR INC
COM
08862L103
124
13098
SH
SOLE
13098
0
0
BEYONDSPRING INC
SHS
G10830100
56
12295
SH
SOLE
12295
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
661
7482
SH
SOLE
7482
0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
239
3569
SH
SOLE
3569
0
0
BK OF AMERICA CORP
COM
060505104
230
5164
SH
SOLE
5164
0
0
BLACKBERRY LTD
COM
09228F103
106
11304
SH
SOLE
11304
0
0
BLACKSTONE MTG TR INC
COM CL A
09257W100
479
15651
SH
SOLE
15651
0
0
BLOCK H & R INC
COM
093671105
362
15354
SH
SOLE
15354
0
0
BLOOM ENERGY CORP
COM CL A
093712107
493
22470
SH
SOLE
22470
0
0
BLUEPRINT MEDICINES CORP
COM
09627Y109
239
2228
SH
SOLE
2228
0
0
BOSTON PROPERTIES INC
COM
101121101
488
4240
SH
SOLE
4240
0
0
BP PLC
SPONSORED ADR
055622104
420
15780
SH
SOLE
15780
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
313
23322
SH
SOLE
23322
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
236
4550
SH
SOLE
4550
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
310
4968
SH
SOLE
4968
0
0
BRITISH AMERN TOB PLC
SPONSORED ADR
110448107
334
8922
SH
SOLE
8922
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
810
31874
SH
SOLE
31874
0
0
BRUNSWICK CORP
COM
117043109
683
6785
SH
SOLE
6785
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
618
7208
SH
SOLE
7208
0
0
BURLINGTON STORES INC
COM
122017106
368
1261
SH
SOLE
1261
0
0
CADENCE BANK
COM
12740C103
276
9271
SH
SOLE
9271
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
212
1137
SH
SOLE
1137
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
407
2278
SH
SOLE
2278
0
0
CAMECO CORP
COM
13321L108
408
18685
SH
SOLE
18685
0
0
CANOO INC
COM CL A
13803R102
184
23801
SH
SOLE
23801
0
0
CAPITAL ONE FINL CORP
COM
14040H105
896
6175
SH
SOLE
6175
0
0
CENTENE CORP DEL
COM
15135B101
833
10108
SH
SOLE
10108
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
91
15204
SH
SOLE
15204
0
0
CF INDS HLDGS INC
COM
125269100
397
5606
SH
SOLE
5606
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
622
5339
SH
SOLE
5339
0
0
CHEVRON CORP NEW
COM
166764100
959
8170
SH
SOLE
8170
0
0
CHICOS FAS INC
COM
168615102
194
36051
SH
SOLE
36051
0
0
CIENA CORP
COM NEW
171779309
296
3845
SH
SOLE
3845
0
0
CLARIVATE PLC
ORD SHS
G21810109
596
25343
SH
SOLE
25343
0
0
CLEAN ENERGY FUELS CORP
COM
184499101
140
22792
SH
SOLE
22792
0
0
CMS ENERGY CORP
COM
125896100
282
4329
SH
SOLE
4329
0
0
CNO FINL GROUP INC
COM
12621E103
551
23128
SH
SOLE
23128
0
0
COMERICA INC
COM
200340107
440
5061
SH
SOLE
5061
0
0
COMMERCIAL METALS CO
COM
201723103
437
12039
SH
SOLE
12039
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
134
10090
SH
SOLE
10090
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
76
10391
SH
SOLE
10391
0
0
COMSTOCK RES INC
COM
205768302
196
24217
SH
SOLE
24217
0
0
CONAGRA BRANDS INC
COM
205887102
517
15126
SH
SOLE
15126
0
0
CONTAINER STORE GROUP INC
COM
210751103
160
16077
SH
SOLE
16077
0
0
CONTINENTAL RES INC
COM
212015101
618
13810
SH
SOLE
13810
0
0
COPA HOLDINGS SA
CL A
P31076105
254
3072
SH
SOLE
3072
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
215
7686
SH
SOLE
7686
0
0
CORSAIR GAMING INC
COM
22041X102
587
27945
SH
SOLE
27945
0
0
CORTEVA INC
COM
22052L104
361
7627
SH
SOLE
7627
0
0
COSTAR GROUP INC
COM
22160N109
267
3382
SH
SOLE
3382
0
0
CROCS INC
COM
227046109
433
3380
SH
SOLE
3380
0
0
CROWDSTRIKE HLDGS INC
CL A
22788C105
394
1924
SH
SOLE
1924
0
0
CUBESMART
COM
229663109
696
12227
SH
SOLE
12227
0
0
CVS HEALTH CORP
COM
126650100
943
9139
SH
SOLE
9139
0
0
DEERE & CO
COM
244199105
221
645
SH
SOLE
645
0
0
DELL TECHNOLOGIES INC
CL C
24703L202
208
3700
SH
SOLE
3700
0
0
DENTSPLY SIRONA INC
COM
24906P109
213
3809
SH
SOLE
3809
0
0
DEUTSCHE BANK A G
NAMEN AKT
D18190898
172
13798
SH
SOLE
13798
0
0
DEXCOM INC
COM
252131107
235
438
SH
SOLE
438
0
0
DIAGEO PLC
SPON ADR NEW
25243Q205
223
1011
SH
SOLE
1011
0
0
DIGITALBRIDGE GROUP INC
CL A COM
25401T108
133
15985
SH
SOLE
15985
0
0
DISCOVER FINL SVCS
COM
254709108
270
2335
SH
SOLE
2335
0
0
DISNEY WALT CO
COM
254687106
215
1390
SH
SOLE
1390
0
0
DOLLAR TREE INC
COM
256746108
786
5591
SH
SOLE
5591
0
0
DOMINION ENERGY INC
COM
25746U109
392
4994
SH
SOLE
4994
0
0
DONALDSON INC
COM
257651109
283
4768
SH
SOLE
4768
0
0
DOUGLAS EMMETT INC
COM
25960P109
519
15489
SH
SOLE
15489
0
0
DROPBOX INC
CL A
26210C104
666
27154
SH
SOLE
27154
0
0
DUPONT DE NEMOURS INC
COM
26614N102
228
2823
SH
SOLE
2823
0
0
DYCOM INDS INC
COM
267475101
279
2979
SH
SOLE
2979
0
0
E2OPEN PARENT HOLDINGS INC
COM CL A
29788T103
146
12994
SH
SOLE
12994
0
0
EBAY INC.
COM
278642103
675
10157
SH
SOLE
10157
0
0
EBIX INC
COM NEW
278715206
208
6830
SH
SOLE
6830
0
0
ECHOSTAR CORP
CL A
278768106
212
8035
SH
SOLE
8035
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
357
7820
SH
SOLE
7820
0
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
1007
35492
SH
SOLE
35492
0
0
ENCORE CAP GROUP INC
COM
292554102
224
3612
SH
SOLE
3612
0
0
ENVESTNET INC
COM
29404K106
220
2770
SH
SOLE
2770
0
0
EOG RES INC
COM
26875P101
301
3383
SH
SOLE
3383
0
0
EPR PPTYS
COM SH BEN INT
26884U109
381
8031
SH
SOLE
8031
0
0
EQT CORP
COM
26884L109
221
10117
SH
SOLE
10117
0
0
EQUINOR ASA
SPONSORED ADR
29446M102
477
18131
SH
SOLE
18131
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
400
4421
SH
SOLE
4421
0
0
EURONET WORLDWIDE INC
COM
298736109
339
2845
SH
SOLE
2845
0
0
EVERBRIDGE INC
COM
29978A104
244
3627
SH
SOLE
3627
0
0
EVERI HLDGS INC
COM
30034T103
287
13450
SH
SOLE
13450
0
0
EVERQUOTE INC
COM CL A
30041R108
249
15876
SH
SOLE
15876
0
0
EVERTEC INC
COM
30040P103
301
6021
SH
SOLE
6021
0
0
EXELIXIS INC
COM
30161Q104
376
20551
SH
SOLE
20551
0
0
EXTREME NETWORKS INC
COM
30226D106
194
12382
SH
SOLE
12382
0
0
EXXON MOBIL CORP
COM
30231G102
673
11003
SH
SOLE
11003
0
0
FARFETCH LTD
ORD SH CL A
30744W107
311
9298
SH
SOLE
9298
0
0
FASTLY INC
CL A
31188V100
354
9972
SH
SOLE
9972
0
0
FEDERATED HERMES INC
CL B
314211103
240
6374
SH
SOLE
6374
0
0
FEDEX CORP
COM
31428X106
723
2797
SH
SOLE
2797
0
0
FERRARI N V
COM
N3167Y103
327
1263
SH
SOLE
1263
0
0
FIBROGEN INC
COM
31572Q808
231
16384
SH
SOLE
16384
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
1012
9268
SH
SOLE
9268
0
0
FIRST FINL BANKSHARES INC
COM
32020R109
275
5407
SH
SOLE
5407
0
0
FIRST INDL RLTY TR INC
COM
32054K103
855
12922
SH
SOLE
12922
0
0
FISKER INC
CL A COM STK
33813J106
326
20733
SH
SOLE
20733
0
0
FLOWERS FOODS INC
COM
343498101
376
13673
SH
SOLE
13673
0
0
FLOWSERVE CORP
COM
34354P105
241
7889
SH
SOLE
7889
0
0
FOCUS FINL PARTNERS INC
COM CL A
34417P100
278
4647
SH
SOLE
4647
0
0
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
258
3316
SH
SOLE
3316
0
0
FORD MTR CO DEL
COM
345370860
595
28643
SH
SOLE
28643
0
0
FORTERRA INC
COM
34960W106
223
9395
SH
SOLE
9395
0
0
FOUR CORNERS PPTY TR INC
COM
35086T109
404
13728
SH
SOLE
13728
0
0
FUELCELL ENERGY INC
COM
35952H601
82
15717
SH
SOLE
15717
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
305
6261
SH
SOLE
6261
0
0
GENCO SHIPPING & TRADING LTD
SHS
Y2685T131
256
15977
SH
SOLE
15977
0
0
GENERAL MTRS CO
COM
37045V100
836
14266
SH
SOLE
14266
0
0
GENIUS SPORTS LIMITED
SHARES CL A
G3934V109
79
10426
SH
SOLE
10426
0
0
GENPACT LIMITED
SHS
G3922B107
519
9787
SH
SOLE
9787
0
0
GEVO INC
COM PAR
374396406
92
21472
SH
SOLE
21472
0
0
GILAT SATELLITE NETWORKS LTD
SHS NEW
M51474118
113
15952
SH
SOLE
15952
0
0
GILEAD SCIENCES INC
COM
375558103
396
5451
SH
SOLE
5451
0
0
GLAUKOS CORP
COM
377322102
307
6899
SH
SOLE
6899
0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
469
10628
SH
SOLE
10628
0
0
GODADDY INC
CL A
380237107
662
7800
SH
SOLE
7800
0
0
GOLD FIELDS LTD
SPONSORED ADR
38059T106
201
18290
SH
SOLE
18290
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
201
9411
SH
SOLE
9411
0
0
GOPRO INC
CL A
38268T103
391
37944
SH
SOLE
37944
0
0
GRACO INC
COM
384109104
435
5399
SH
SOLE
5399
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
305
15662
SH
SOLE
15662
0
0
GRITSTONE BIO INC
COM
39868T105
131
10180
SH
SOLE
10180
0
0
GROUPON INC
COM NEW
399473206
547
23639
SH
SOLE
23639
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
249
5837
SH
SOLE
5837
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
234
4679
SH
SOLE
4679
0
0
HARLEY DAVIDSON INC
COM
412822108
515
13653
SH
SOLE
13653
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
354
5129
SH
SOLE
5129
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
401
9669
SH
SOLE
9669
0
0
HCA HEALTHCARE INC
COM
40412C101
253
986
SH
SOLE
986
0
0
HEALTHCARE TR AMER INC
CL A NEW
42225P501
445
13336
SH
SOLE
13336
0
0
HEXCEL CORP NEW
COM
428291108
297
5726
SH
SOLE
5726
0
0
HIGHWOODS PPTYS INC
COM
431284108
841
18865
SH
SOLE
18865
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
482
3088
SH
SOLE
3088
0
0
HOLLYFRONTIER CORP
COM
436106108
475
14481
SH
SOLE
14481
0
0
HOLOGIC INC
COM
436440101
336
4394
SH
SOLE
4394
0
0
HOSTESS BRANDS INC
CL A
44109J106
435
21323
SH
SOLE
21323
0
0
HP INC
COM
40434L105
613
16261
SH
SOLE
16261
0
0
HUNTSMAN CORP
COM
447011107
315
9022
SH
SOLE
9022
0
0
IAA INC
COM
449253103
677
13382
SH
SOLE
13382
0
0
ICHOR HOLDINGS
SHS
G4740B105
223
4852
SH
SOLE
4852
0
0
IHEARTMEDIA INC
COM CL A
45174J509
209
9933
SH
SOLE
9933
0
0
ILLUMINA INC
COM
452327109
724
1902
SH
SOLE
1902
0
0
IMMUNOGEN INC
COM
45253H101
77
10370
SH
SOLE
10370
0
0
IMMUNOVANT INC
COM
45258J102
92
10803
SH
SOLE
10803
0
0
INCYTE CORP
COM
45337C102
695
9475
SH
SOLE
9475
0
0
INDEPENDENCE RLTY TR INC
COM
45378A106
428
16557
SH
SOLE
16557
0
0
INGREDION INC
COM
457187102
591
6114
SH
SOLE
6114
0
0
INNOVIZ TECHNOLOGIES LTD
SHS
M5R635108
137
21585
SH
SOLE
21585
0
0
INOVIO PHARMACEUTICALS INC
COM NEW
45773H201
94
18786
SH
SOLE
18786
0
0
INSEEGO CORP
COM
45782B104
185
31807
SH
SOLE
31807
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
373
5566
SH
SOLE
5566
0
0
INTEL CORP
COM
458140100
784
15221
SH
SOLE
15221
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
560
4098
SH
SOLE
4098
0
0
INVITAE CORP
COM
46185L103
224
14678
SH
SOLE
14678
0
0
INVITATION HOMES INC
COM
46187W107
382
8424
SH
SOLE
8424
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
223
7324
SH
SOLE
7324
0
0
IOVANCE BIOTHERAPEUTICS INC
COM
462260100
238
12462
SH
SOLE
12462
0
0
IQVIA HLDGS INC
COM
46266C105
665
2356
SH
SOLE
2356
0
0
IRONNET INC
COM
46323Q105
64
15305
SH
SOLE
15305
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
1083
29600
SH
SOLE
29600
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
7570
34029
SH
SOLE
34029
0
0
JABIL INC
COM
466313103
252
3589
SH
SOLE
3589
0
0
JELD-WEN HLDG INC
COM
47580P103
270
10244
SH
SOLE
10244
0
0
JFROG LTD
ORD SHS
M6191J100
446
15006
SH
SOLE
15006
0
0
JOHNSON & JOHNSON
COM
478160104
630
3680
SH
SOLE
3680
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
244
3003
SH
SOLE
3003
0
0
JPMORGAN CHASE & CO
COM
46625H100
705
4453
SH
SOLE
4453
0
0
JUNIPER NETWORKS INC
COM
48203R104
466
13039
SH
SOLE
13039
0
0
KARYOPHARM THERAPEUTICS INC
COM
48576U106
99
15443
SH
SOLE
15443
0
0
KEYCORP
COM
493267108
692
29902
SH
SOLE
29902
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
266
1288
SH
SOLE
1288
0
0
KILROY RLTY CORP
COM
49427F108
603
9071
SH
SOLE
9071
0
0
KITE RLTY GROUP TR
COM NEW
49803T300
646
29681
SH
SOLE
29681
0
0
KLA CORP
COM NEW
482480100
275
639
SH
SOLE
639
0
0
KONTOOR BRANDS INC
COM
50050N103
501
9769
SH
SOLE
9769
0
0
KOPIN CORP
COM
500600101
115
28195
SH
SOLE
28195
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
234
1098
SH
SOLE
1098
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
318
1011
SH
SOLE
1011
0
0
LAREDO PETROLEUM INC
COM
516806205
352
5862
SH
SOLE
5862
0
0
LAUREATE EDUCATION INC
COMMON STOCK
518613203
173
14115
SH
SOLE
14115
0
0
LEIDOS HOLDINGS INC
COM
525327102
253
2845
SH
SOLE
2845
0
0
LENDINGCLUB CORP
COM NEW
52603A208
498
20613
SH
SOLE
20613
0
0
LESLIES INC
COM
527064109
313
13209
SH
SOLE
13209
0
0
LI-CYCLE HOLDINGS CORP
COMMON SHARES
50202P105
228
22914
SH
SOLE
22914
0
0
LIFE STORAGE INC
COM
53223X107
449
2931
SH
SOLE
2931
0
0
LILLY ELI & CO
COM
532457108
449
1624
SH
SOLE
1624
0
0
LITHIA MTRS INC
COM
536797103
350
1179
SH
SOLE
1179
0
0
LOUISIANA PAC CORP
COM
546347105
408
5210
SH
SOLE
5210
0
0
LOVESAC COMPANY
COM
54738L109
342
5159
SH
SOLE
5159
0
0
LOWES COS INC
COM
548661107
464
1796
SH
SOLE
1796
0
0
LULULEMON ATHLETICA INC
COM
550021109
381
973
SH
SOLE
973
0
0
MACOM TECH SOLUTIONS HLDGS I
COM
55405Y100
244
3121
SH
SOLE
3121
0
0
MACROGENICS INC
COM
556099109
189
11791
SH
SOLE
11791
0
0
MAGNA INTL INC
COM
559222401
324
4002
SH
SOLE
4002
0
0
MANHATTAN ASSOCIATES INC
COM
562750109
348
2240
SH
SOLE
2240
0
0
MARINEMAX INC
COM
567908108
454
7692
SH
SOLE
7692
0
0
MASTEC INC
COM
576323109
355
3852
SH
SOLE
3852
0
0
MATADOR RES CO
COM
576485205
209
5652
SH
SOLE
5652
0
0
MAXIMUS INC
COM
577933104
399
5004
SH
SOLE
5004
0
0
MCKESSON CORP
COM
58155Q103
433
1743
SH
SOLE
1743
0
0
MDU RES GROUP INC
COM
552690109
609
19732
SH
SOLE
19732
0
0
MERCK & CO INC
COM
58933Y105
366
4770
SH
SOLE
4770
0
0
MOBILE TELESYSTEMS PUB JT ST
SPONSORED ADR
607409109
173
21767
SH
SOLE
21767
0
0
MOELIS & CO
CL A
60786M105
342
5477
SH
SOLE
5477
0
0
MR COOPER GROUP INC
COM
62482R107
349
8376
SH
SOLE
8376
0
0
MSC INDL DIRECT INC
CL A
553530106
474
5640
SH
SOLE
5640
0
0
MYOVANT SCIENCES LTD
COM
G637AM102
258
16561
SH
SOLE
16561
0
0
NASDAQ INC
COM
631103108
311
1483
SH
SOLE
1483
0
0
NATIONAL INSTRS CORP
COM
636518102
509
11647
SH
SOLE
11647
0
0
NATIONAL RETAIL PROPERTIES I
COM
637417106
230
4778
SH
SOLE
4778
0
0
NATIONAL STORAGE AFFILIATES
COM SHS BEN IN
637870106
418
6041
SH
SOLE
6041
0
0
NAVIENT CORPORATION
COM
63938C108
271
12777
SH
SOLE
12777
0
0
NEKTAR THERAPEUTICS
COM
640268108
188
13883
SH
SOLE
13883
0
0
NETAPP INC
COM
64110D104
213
2317
SH
SOLE
2317
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
329
3858
SH
SOLE
3858
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
112
10466
SH
SOLE
10466
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
195
16004
SH
SOLE
16004
0
0
NEWS CORP NEW
CL A
65249B109
213
9552
SH
SOLE
9552
0
0
NEXTERA ENERGY INC
COM
65339F101
518
5549
SH
SOLE
5549
0
0
NIKOLA CORP
COM
654110105
215
21794
SH
SOLE
21794
0
0
NOMAD FOODS LTD
USD ORD SHS
G6564A105
320
12615
SH
SOLE
12615
0
0
NORDSTROM INC
COM
655664100
331
14620
SH
SOLE
14620
0
0
NORTHERN TR CORP
COM
665859104
259
2164
SH
SOLE
2164
0
0
NORTONLIFELOCK INC
COM
668771108
253
9744
SH
SOLE
9744
0
0
NOV INC
COM
62955J103
252
18628
SH
SOLE
18628
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
265
5221
SH
SOLE
5221
0
0
OCULAR THERAPEUTIX INC
COM
67576A100
89
12752
SH
SOLE
12752
0
0
OLD REP INTL CORP
COM
680223104
422
17188
SH
SOLE
17188
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
236
7967
SH
SOLE
7967
0
0
ONEMAIN HLDGS INC
COM
68268W103
215
4292
SH
SOLE
4292
0
0
ONTO INNOVATION INC
COM
683344105
219
2164
SH
SOLE
2164
0
0
OPEN LENDING CORP
COM CL A
68373J104
383
17052
SH
SOLE
17052
0
0
OPEN TEXT CORP
COM
683715106
355
7487
SH
SOLE
7487
0
0
ORACLE CORP
COM
68389X105
324
3715
SH
SOLE
3715
0
0
OREILLY AUTOMOTIVE INC
COM
67103H107
270
383
SH
SOLE
383
0
0
OTIS WORLDWIDE CORP
COM
68902V107
418
4796
SH
SOLE
4796
0
0
OVERSTOCK COM INC DEL
COM
690370101
414
7021
SH
SOLE
7021
0
0
OVINTIV INC
COM
69047Q102
516
15311
SH
SOLE
15311
0
0
OWENS CORNING NEW
COM
690742101
394
4358
SH
SOLE
4358
0
0
PACIFIC PREMIER BANCORP
COM
69478X105
236
5902
SH
SOLE
5902
0
0
PALANTIR TECHNOLOGIES INC
CL A
69608A108
340
18651
SH
SOLE
18651
0
0
PATTERSON-UTI ENERGY INC
COM
703481101
150
17747
SH
SOLE
17747
0
0
PAYCOM SOFTWARE INC
COM
70432V102
527
1269
SH
SOLE
1269
0
0
PBF ENERGY INC
CL A
69318G106
291
22462
SH
SOLE
22462
0
0
PENNANTPARK INVT CORP
COM
708062104
94
13534
SH
SOLE
13534
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
372
3471
SH
SOLE
3471
0
0
PENTAIR PLC
SHS
G7S00T104
366
5015
SH
SOLE
5015
0
0
PERKINELMER INC
COM
714046109
255
1267
SH
SOLE
1267
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
137
12515
SH
SOLE
12515
0
0
PFIZER INC
COM
717081103
372
6305
SH
SOLE
6305
0
0
PG&E CORP
COM
69331C108
143
11798
SH
SOLE
11798
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
440
23929
SH
SOLE
23929
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
283
27901
SH
SOLE
27901
0
0
PLAYA HOTELS & RESORTS NV
SHS
N70544106
124
15482
SH
SOLE
15482
0
0
PLBY GROUP INC
COM
72814P109
335
12590
SH
SOLE
12590
0
0
PLUG POWER INC
COM NEW
72919P202
273
9688
SH
SOLE
9688
0
0
POPULAR INC
COM NEW
733174700
224
2728
SH
SOLE
2728
0
0
POWER INTEGRATIONS INC
COM
739276103
315
3390
SH
SOLE
3390
0
0
PROLOGIS INC.
COM
74340W103
442
2628
SH
SOLE
2628
0
0
PROPETRO HLDG CORP
COM
74347M108
191
23575
SH
SOLE
23575
0
0
PROTERRA INC
COM
74374T109
90
10154
SH
SOLE
10154
0
0
PULTE GROUP INC
COM
745867101
287
5014
SH
SOLE
5014
0
0
QUALYS INC
COM
74758T303
679
4945
SH
SOLE
4945
0
0
QURATE RETAIL INC
COM SER A
74915M100
144
19003
SH
SOLE
19003
0
0
RACKSPACE TECHNOLOGY INC
COM
750102105
230
17068
SH
SOLE
17068
0
0
RADIAN GROUP INC
COM
750236101
209
9892
SH
SOLE
9892
0
0
RADIUS GLOBAL INFRASTRCTRE I
COM CL A
750481103
185
11509
SH
SOLE
11509
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
367
16851
SH
SOLE
16851
0
0
RENAISSANCERE HLDGS LTD
COM
G7496G103
203
1200
SH
SOLE
1200
0
0
RESMED INC
COM
761152107
543
2083
SH
SOLE
2083
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
374
6159
SH
SOLE
6159
0
0
REXFORD INDL RLTY INC
COM
76169C100
588
7245
SH
SOLE
7245
0
0
RITCHIE BROS AUCTIONEERS
COM
767744105
203
3316
SH
SOLE
3316
0
0
ROBERT HALF INTL INC
COM
770323103
227
2038
SH
SOLE
2038
0
0
ROCKLEY PHOTONICS HOLDINGS L
ORDINARY SHARES
G7614L109
53
12183
SH
SOLE
12183
0
0
ROCKWELL AUTOMATION INC
COM
773903109
239
684
SH
SOLE
684
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
305
6404
SH
SOLE
6404
0
0
RPT REALTY
SH BEN INT
74971D101
181
13521
SH
SOLE
13521
0
0
RUSH STREET INTERACTIVE INC
COM
782011100
340
20633
SH
SOLE
20633
0
0
SABRE CORP
COM
78573M104
152
17658
SH
SOLE
17658
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
295
15966
SH
SOLE
15966
0
0
SANMINA CORPORATION
COM
801056102
262
6313
SH
SOLE
6313
0
0
SASOL LTD
SPONSORED ADR
803866300
183
11152
SH
SOLE
11152
0
0
SCHLUMBERGER LTD
COM STK
806857108
957
31958
SH
SOLE
31958
0
0
SCHWAB CHARLES CORP
COM
808513105
735
8741
SH
SOLE
8741
0
0
SCIENCE APPLICATIONS INTL CO
COM
808625107
206
2459
SH
SOLE
2459
0
0
SCIPLAY CORPORATION
CL A
809087109
162
11737
SH
SOLE
11737
0
0
SEI INVTS CO
COM
784117103
349
5731
SH
SOLE
5731
0
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
361
6500
SH
SOLE
6500
0
0
SELECT SECTOR SPDR TR
FINANCIAL
81369Y605
629
16100
SH
SOLE
16100
0
0
SERES THERAPEUTICS INC
COM
81750R102
113
13578
SH
SOLE
13578
0
0
SERVICE CORP INTL
COM
817565104
519
7308
SH
SOLE
7308
0
0
SHARECARE INC
COM CL A
81948W104
47
10417
SH
SOLE
10417
0
0
SILICON LABORATORIES INC
COM
826919102
404
1959
SH
SOLE
1959
0
0
SITE CTRS CORP
COM
82981J109
353
22330
SH
SOLE
22330
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
428
10041
SH
SOLE
10041
0
0
SKECHERS U S A INC
CL A
830566105
221
5102
SH
SOLE
5102
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
427
2750
SH
SOLE
2750
0
0
SLEEP NUMBER CORP
COM
83125X103
214
2796
SH
SOLE
2796
0
0
SMARTSHEET INC
COM CL A
83200N103
354
4567
SH
SOLE
4567
0
0
SNOWFLAKE INC
CL A
833445109
310
914
SH
SOLE
914
0
0
SOLARWINDS CORP
COM NEW
83417Q204
180
12716
SH
SOLE
12716
0
0
SONOCO PRODS CO
COM
835495102
671
11585
SH
SOLE
11585
0
0
SONOS INC
COM
83570H108
206
6921
SH
SOLE
6921
0
0
SORRENTO THERAPEUTICS INC
COM NEW
83587F202
68
14701
SH
SOLE
14701
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
7657
16122
SH
SOLE
16122
0
0
SPIRIT AIRLS INC
COM
848577102
520
23814
SH
SOLE
23814
0
0
SPOTIFY TECHNOLOGY S A
SHS
L8681T102
576
2463
SH
SOLE
2463
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
994
12129
SH
SOLE
12129
0
0
SSR MNG INC
COM
784730103
251
14164
SH
SOLE
14164
0
0
STANLEY BLACK & DECKER INC
COM
854502101
255
1353
SH
SOLE
1353
0
0
STARWOOD PPTY TR INC
COM
85571B105
246
10121
SH
SOLE
10121
0
0
STATE STR CORP
COM
857477103
552
5936
SH
SOLE
5936
0
0
STIFEL FINL CORP
COM
860630102
444
6312
SH
SOLE
6312
0
0
STMICROELECTRONICS N V
NY REGISTRY
861012102
200
4101
SH
SOLE
4101
0
0
STORE CAP CORP
COM
862121100
386
11234
SH
SOLE
11234
0
0
STRYKER CORPORATION
COM
863667101
317
1185
SH
SOLE
1185
0
0
SUNNOVA ENERGY INTL INC.
COM
86745K104
207
7429
SH
SOLE
7429
0
0
SVB FINANCIAL GROUP
COM
78486Q101
305
450
SH
SOLE
450
0
0
T-MOBILE US INC
COM
872590104
455
3927
SH
SOLE
3927
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
387
3215
SH
SOLE
3215
0
0
TALOS ENERGY INC
COM
87484T108
100
10248
SH
SOLE
10248
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
287
14863
SH
SOLE
14863
0
0
TARGET CORP
COM
87612E106
221
954
SH
SOLE
954
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
246
7038
SH
SOLE
7038
0
0
TECHNIPFMC PLC
COM
G87110105
67
11394
SH
SOLE
11394
0
0
TECK RESOURCES LTD
CL B
878742204
373
12938
SH
SOLE
12938
0
0
TENABLE HLDGS INC
COM
88025T102
716
12994
SH
SOLE
12994
0
0
TENARIS S A
SPONSORED ADS
88031M109
296
14196
SH
SOLE
14196
0
0
TEXAS INSTRS INC
COM
882508104
268
1423
SH
SOLE
1423
0
0
TEXAS ROADHOUSE INC
COM
882681109
218
2437
SH
SOLE
2437
0
0
THE AARONS COMPANY INC
COM
00258W108
207
8397
SH
SOLE
8397
0
0
TJX COS INC NEW
COM
872540109
606
7982
SH
SOLE
7982
0
0
TRACTOR SUPPLY CO
COM
892356106
311
1305
SH
SOLE
1305
0
0
TRADEWEB MKTS INC
CL A
892672106
224
2240
SH
SOLE
2240
0
0
TRANSUNION
COM
89400J107
339
2860
SH
SOLE
2860
0
0
TRAVEL PLUS LEISURE CO
COM
894164102
439
7940
SH
SOLE
7940
0
0
TRAVELERS COMPANIES INC
COM
89417E109
246
1575
SH
SOLE
1575
0
0
TRI POINTE HOMES INC
COM
87265H109
277
9920
SH
SOLE
9920
0
0
TRITON INTL LTD
CL A
G9078F107
205
3396
SH
SOLE
3396
0
0
TRONOX HOLDINGS PLC
SHS
G9087Q102
429
17869
SH
SOLE
17869
0
0
TWILIO INC
CL A
90138F102
308
1170
SH
SOLE
1170
0
0
TWIST BIOSCIENCE CORP
COM
90184D100
281
3626
SH
SOLE
3626
0
0
TWITTER INC
COM
90184L102
994
23005
SH
SOLE
23005
0
0
UGI CORP NEW
COM
902681105
730
15900
SH
SOLE
15900
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
447
7797
SH
SOLE
7797
0
0
UNITED NAT FOODS INC
COM
911163103
615
12539
SH
SOLE
12539
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
333
664
SH
SOLE
664
0
0
UNIVAR SOLUTIONS INC
COM
91336L107
503
17758
SH
SOLE
17758
0
0
URBAN OUTFITTERS INC
COM
917047102
555
18902
SH
SOLE
18902
0
0
VALE S A
SPONSORED ADS
91912E105
318
22674
SH
SOLE
22674
0
0
VALVOLINE INC
COM
92047W101
322
8643
SH
SOLE
8643
0
0
VARONIS SYS INC
COM
922280102
502
10283
SH
SOLE
10283
0
0
VELODYNE LIDAR INC
COM
92259F101
76
16363
SH
SOLE
16363
0
0
VERACYTE INC
COM
92337F107
328
7950
SH
SOLE
7950
0
0
VERISIGN INC
COM
92343E102
280
1102
SH
SOLE
1102
0
0
VERISK ANALYTICS INC
COM
92345Y106
221
968
SH
SOLE
968
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
359
1636
SH
SOLE
1636
0
0
VERU INC
COM
92536C103
151
25591
SH
SOLE
25591
0
0
VIACOMCBS INC
CL B
92556H206
547
18124
SH
SOLE
18124
0
0
VIATRIS INC
COM
92556V106
661
48876
SH
SOLE
48876
0
0
VIEWRAY INC
COM
92672L107
109
19840
SH
SOLE
19840
0
0
VIKING THERAPEUTICS INC
COM
92686J106
52
11199
SH
SOLE
11199
0
0
VIRGIN GALACTIC HOLDINGS INC
COM
92766K106
161
12031
SH
SOLE
12031
0
0
VISTRA CORP
COM
92840M102
431
18936
SH
SOLE
18936
0
0
VODAFONE GROUP PLC NEW
SPONSORED ADR
92857W308
186
12491
SH
SOLE
12491
0
0
VONTIER CORPORATION
COM
928881101
772
25131
SH
SOLE
25131
0
0
VORNADO RLTY TR
SH BEN INT
929042109
273
6510
SH
SOLE
6510
0
0
WASTE CONNECTIONS INC
COM
94106B101
487
3577
SH
SOLE
3577
0
0
WELLS FARGO CO NEW
COM
949746101
348
7248
SH
SOLE
7248
0
0
WEWORK INC
CL A
96209A104
113
13164
SH
SOLE
13164
0
0
WEX INC
COM
96208T104
269
1916
SH
SOLE
1916
0
0
WHEATON PRECIOUS METALS CORP
COM
962879102
225
5251
SH
SOLE
5251
0
0
WILLSCOT MOBIL MINI HLDNG CO
COM CL A
971378104
335
8196
SH
SOLE
8196
0
0
WORKIVA INC
COM CL A
98139A105
304
2327
SH
SOLE
2327
0
0
WORLD FUEL SVCS CORP
COM
981475106
254
9601
SH
SOLE
9601
0
0
WW INTL INC
COM
98262P101
166
10300
SH
SOLE
10300
0
0
XENIA HOTELS & RESORTS INC
COM
984017103
379
20907
SH
SOLE
20907
0
0
YANDEX N V
SHS CLASS A
N97284108
449
7429
SH
SOLE
7429
0
0
YELLOW CORP
COM
985510106
134
10628
SH
SOLE
10628
0
0
ZIONS BANCORPORATION N A
COM
989701107
348
5517
SH
SOLE
5517
0
0
ZOETIS INC
CL A
98978V103
268
1098
SH
SOLE
1098
0
0
ZYNGA INC
CL A
98986T108
145
22615
SH
SOLE
22615
0
0