FOX RUN MANAGEMENT, L.L.C. Quant / Systematic

CIK: 0001533457 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 8, 2020

Total Value ($000): $42,214 (100.0% shares, 0.0% debt)

Holdings (106)

SPY SPDR S&P 500 ETF TR 20.3%
Value ($000) $8,573 Shares 33,260 Est. Cost $265.05 Unrealized
IWM ISHARES TR 19.9%
Value ($000) $8,415 Shares 73,516 Est. Cost $121.13 Unrealized
ACTIVISION BLIZZARD INC 1.5%
Value ($000) $621 Shares 10,445 Est. Cost $59.45 Unrealized
JD JD COM INC 1.4%
Value ($000) $587 Shares 14,492 Est. Cost $36.37 Unrealized
FNF FIDELITY NATIONAL FINANCIAL 1.2%
Value ($000) $522 Shares 20,993 Est. Cost $29.98 Unrealized 0.0%
INPHI CORP 1.0%
Value ($000) $436 Shares 5,513 Est. Cost $79.09 Unrealized
DPZ DOMINOS PIZZA INC 1.0%
Value ($000) $408 Shares 1,260 Est. Cost $287.28 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.9%
Value ($000) $395 Shares 3,327 Est. Cost $118.20 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.9%
Value ($000) $388 Shares 1,360 Est. Cost $265.20 Unrealized +4.7%
MDT MEDTRONIC PLC 0.9%
Value ($000) $384 Shares 4,263 Est. Cost $90.18 Unrealized 0.0%
AMT AMERICAN TOWER CORP NEW 0.9%
Value ($000) $378 Shares 1,734 Est. Cost $197.22 Unrealized 0.0%
CPB CAMPBELL SOUP CO 0.9%
Value ($000) $375 Shares 8,121 Est. Cost $39.64 Unrealized 0.0%
WAB WABTEC 0.9%
Value ($000) $359 Shares 7,451 Est. Cost $66.30 Unrealized 0.0%
SAGE THERAPEUTICS INC 0.8%
Value ($000) $355 Shares 12,359 Est. Cost $28.72 Unrealized
KR KROGER CO 0.8%
Value ($000) $352 Shares 11,695 Est. Cost $25.91 Unrealized 0.0%
AMERICAN CAMPUS CMNTYS INC 0.8%
Value ($000) $348 Shares 12,539 Est. Cost $36.77 Unrealized
CAH CARDINAL HEALTH INC 0.8%
Value ($000) $343 Shares 7,163 Est. Cost $43.77 Unrealized +1.1%
HD HOME DEPOT INC 0.8%
Value ($000) $340 Shares 1,821 Est. Cost $190.13 Unrealized 0.0%
FTDR FRONTDOOR INC 0.8%
Value ($000) $331 Shares 9,520 Est. Cost $42.57 Unrealized 0.0%
WB WEIBO CORP 0.8%
Value ($000) $320 Shares 9,654 Est. Cost $33.15 Unrealized
CCI CROWN CASTLE INTL CORP NEW 0.8%
Value ($000) $319 Shares 2,208 Est. Cost $114.89 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.8%
Value ($000) $318 Shares 4,250 Est. Cost $51.27 Unrealized +7.1%
CMCSA COMCAST CORP NEW 0.8%
Value ($000) $317 Shares 9,222 Est. Cost $36.05 Unrealized 0.0%
SPOT SPOTIFY TECHNOLOGY S A 0.7%
Value ($000) $302 Shares 2,489 Est. Cost $141.56 Unrealized 0.0%
PROOFPOINT INC 0.7%
Value ($000) $302 Shares 2,944 Est. Cost $114.74 Unrealized
VIRT VIRTU FINL INC 0.7%
Value ($000) $300 Shares 14,411 Est. Cost $18.47 Unrealized 0.0%
FLIR SYS INC 0.7%
Value ($000) $297 Shares 9,319 Est. Cost $31.87 Unrealized
SLB SCHLUMBERGER LTD 0.7%
Value ($000) $294 Shares 21,789 Est. Cost $25.29 Unrealized 0.0%
NEW ORIENTAL ED & TECH GRP I 0.7%
Value ($000) $293 Shares 2,710 Est. Cost $121.36 Unrealized
MPC MARATHON PETE CORP 0.7%
Value ($000) $292 Shares 12,372 Est. Cost $41.97 Unrealized -8.6%
WDAY WORKDAY INC 0.7%
Value ($000) $288 Shares 2,210 Est. Cost $168.48 Unrealized 0.0%
NUE NUCOR CORP 0.7%
Value ($000) $283 Shares 7,849 Est. Cost $39.53 Unrealized 0.0%
ZTO ZTO EXPRESS CAYMAN INC 0.7%
Value ($000) $281 Shares 10,609 Est. Cost $26.49 Unrealized
IQ IQIYI INC 0.7%
Value ($000) $280 Shares 15,733 Est. Cost $17.80 Unrealized
SL GREEN RLTY CORP 0.7%
Value ($000) $278 Shares 6,455 Est. Cost $43.07 Unrealized
CVS CVS HEALTH CORP 0.6%
Value ($000) $270 Shares 4,559 Est. Cost $55.31 Unrealized 0.0%
WU WESTERN UN CO 0.6%
Value ($000) $266 Shares 14,670 Est. Cost $18.13 Unrealized
MASI MASIMO CORP 0.6%
Value ($000) $265 Shares 1,498 Est. Cost $171.51 Unrealized 0.0%
STORE CAP CORP 0.6%
Value ($000) $264 Shares 14,548 Est. Cost $18.15 Unrealized
IHS MARKIT LTD 0.6%
Value ($000) $264 Shares 4,402 Est. Cost $59.97 Unrealized
DHR DANAHER CORPORATION 0.6%
Value ($000) $263 Shares 1,903 Est. Cost $131.31 Unrealized 0.0%
PDD PINDUODUO INC 0.6%
Value ($000) $259 Shares 7,182 Est. Cost $36.06 Unrealized
GH GUARDANT HEALTH INC 0.6%
Value ($000) $256 Shares 3,672 Est. Cost $72.06 Unrealized +6.5%
EQIX EQUINIX INC 0.6%
Value ($000) $255 Shares 408 Est. Cost $536.14 Unrealized 0.0%
HCA HCA HEALTHCARE INC 0.6%
Value ($000) $254 Shares 2,829 Est. Cost $121.79 Unrealized +1.3%
REATA PHARMACEUTICALS INC 0.6%
Value ($000) $254 Shares 1,760 Est. Cost $187.03 Unrealized
MA MASTERCARD INC 0.6%
Value ($000) $254 Shares 1,052 Est. Cost $287.82 Unrealized 0.0%
STAMPS COM INC 0.6%
Value ($000) $252 Shares 1,941 Est. Cost $129.83 Unrealized
TDG TRANSDIGM GROUP INC 0.6%
Value ($000) $252 Shares 786 Est. Cost $452.74 Unrealized 0.0%
R RYDER SYS INC 0.6%
Value ($000) $250 Shares 9,459 Est. Cost $42.12 Unrealized 0.0%
IRM IRON MTN INC NEW 0.6%
Value ($000) $248 Shares 10,434 Est. Cost $22.56 Unrealized 0.0%
LGND LIGAND PHARMACEUTICALS INC 0.6%
Value ($000) $245 Shares 3,363 Est. Cost $56.68 Unrealized 0.0%
ETSY ETSY INC 0.6%
Value ($000) $244 Shares 6,352 Est. Cost $47.76 Unrealized +2.3%
VARIAN MED SYS INC 0.6%
Value ($000) $240 Shares 2,338 Est. Cost $135.79 Unrealized
AMGN AMGEN INC 0.6%
Value ($000) $240 Shares 1,184 Est. Cost $182.69 Unrealized -0.2%
WM WASTE MGMT INC DEL 0.6%
Value ($000) $239 Shares 2,578 Est. Cost $104.16 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.6%
Value ($000) $238 Shares 2,645 Est. Cost $103.61 Unrealized 0.0%
PG PROCTER & GAMBLE CO 0.6%
Value ($000) $238 Shares 2,168 Est. Cost $105.24 Unrealized -1.3%
ZBH ZIMMER BIOMET HOLDINGS INC 0.6%
Value ($000) $236 Shares 2,336 Est. Cost $124.85 Unrealized 0.0%
LLY LILLY ELI & CO 0.6%
Value ($000) $235 Shares 1,691 Est. Cost $128.17 Unrealized 0.0%
ENVESTNET INC 0.5%
Value ($000) $232 Shares 4,306 Est. Cost $53.88 Unrealized
OLED UNIVERSAL DISPLAY CORP 0.5%
Value ($000) $230 Shares 1,746 Est. Cost $163.84 Unrealized 0.0%
CMA COMERICA INC 0.5%
Value ($000) $227 Shares 7,734 Est. Cost $40.46 Unrealized 0.0%
HSIC HENRY SCHEIN INC 0.5%
Value ($000) $225 Shares 4,458 Est. Cost $66.14 Unrealized -4.1%
FLO FLOWERS FOODS INC 0.5%
Value ($000) $225 Shares 10,961 Est. Cost $17.07 Unrealized 0.0%
VIPS VIPSHOP HLDGS LTD 0.5%
Value ($000) $225 Shares 14,439 Est. Cost $15.58 Unrealized
EA ELECTRONIC ARTS INC 0.5%
Value ($000) $223 Shares 2,224 Est. Cost $102.32 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.5%
Value ($000) $222 Shares 1,214 Est. Cost $212.55 Unrealized 0.0%
CTAS CINTAS CORP 0.5%
Value ($000) $220 Shares 1,268 Est. Cost $61.76 Unrealized 0.0%
O REALTY INCOME CORP 0.5%
Value ($000) $220 Shares 4,403 Est. Cost $51.85 Unrealized 0.0%
FAF FIRST AMERN FINL CORP 0.5%
Value ($000) $216 Shares 5,090 Est. Cost $46.17 Unrealized +0.9%
ONC BEIGENE LTD 0.5%
Value ($000) $216 Shares 1,753 Est. Cost $123.22 Unrealized
MKTX MARKETAXESS HLDGS INC 0.5%
Value ($000) $210 Shares 631 Est. Cost $327.01 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 0.5%
Value ($000) $208 Shares 1,376 Est. Cost $140.64 Unrealized +1.2%
EVERBRIDGE INC 0.5%
Value ($000) $207 Shares 1,944 Est. Cost $77.99 Unrealized
WIX WIX COM LTD 0.5%
Value ($000) $207 Shares 2,053 Est. Cost $130.58 Unrealized 0.0%
CAG CONAGRA BRANDS INC 0.5%
Value ($000) $206 Shares 7,029 Est. Cost $23.54 Unrealized 0.0%
CSCO CISCO SYS INC 0.5%
Value ($000) $204 Shares 5,194 Est. Cost $36.67 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.5%
Value ($000) $203 Shares 2,762 Est. Cost $85.14 Unrealized 0.0%
DISH NETWORK CORPORATION 0.5%
Value ($000) $202 Shares 10,121 Est. Cost $19.96 Unrealized
FIREEYE INC 0.5%
Value ($000) $199 Shares 18,849 Est. Cost $12.36 Unrealized
DBX DROPBOX INC 0.5%
Value ($000) $193 Shares 10,652 Est. Cost $18.19 Unrealized 0.0%
PATTERSON COS INC 0.5%
Value ($000) $190 Shares 12,447 Est. Cost $15.26 Unrealized
WEINGARTEN RLTY INVS 0.4%
Value ($000) $172 Shares 11,933 Est. Cost $31.26 Unrealized
DXC DXC TECHNOLOGY CO 0.4%
Value ($000) $169 Shares 12,984 Est. Cost $25.96 Unrealized 0.0%
JKS JINKOSOLAR HLDG CO LTD 0.4%
Value ($000) $162 Shares 10,923 Est. Cost $14.83 Unrealized
INVITAE CORP 0.4%
Value ($000) $153 Shares 11,205 Est. Cost $13.65 Unrealized
COLUMBIA PPTY TR INC 0.4%
Value ($000) $153 Shares 12,242 Est. Cost $12.50 Unrealized
TEX TEREX CORP NEW 0.4%
Value ($000) $148 Shares 10,310 Est. Cost $29.73 Unrealized -23.8%
STWD STARWOOD PPTY TR INC 0.3%
Value ($000) $130 Shares 12,645 Est. Cost $10.28 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDG L 0.3%
Value ($000) $128 Shares 11,681 Est. Cost $40.21 Unrealized 0.0%
GIL GILDAN ACTIVEWEAR INC 0.3%
Value ($000) $128 Shares 10,051 Est. Cost $21.86 Unrealized 0.0%
INSEEGO CORP 0.3%
Value ($000) $126 Shares 20,172 Est. Cost $6.25 Unrealized
SABR SABRE CORP 0.3%
Value ($000) $106 Shares 17,931 Est. Cost $16.72 Unrealized 0.0%
DDD 3-D SYS CORP DEL 0.2%
Value ($000) $97 Shares 12,597 Est. Cost $9.75 Unrealized 0.0%
PK PARK HOTELS RESORTS INC 0.2%
Value ($000) $87 Shares 10,975 Est. Cost $7.93 Unrealized
ZYNGA INC 0.2%
Value ($000) $77 Shares 11,312 Est. Cost $6.12 Unrealized
GUESS INC 0.2%
Value ($000) $70 Shares 10,295 Est. Cost $19.10 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.2%
Value ($000) $70 Shares 12,810 Est. Cost $5.46 Unrealized
PRETIUM RES INC 0.2%
Value ($000) $70 Shares 12,429 Est. Cost $5.63 Unrealized
APACHE CORP 0.2%
Value ($000) $67 Shares 15,972 Est. Cost $4.19 Unrealized
RITM NEW RESIDENTIAL INVT CORP 0.1%
Value ($000) $59 Shares 11,798 Est. Cost $5.00 Unrealized
AMARIN CORP PLC 0.1%
Value ($000) $56 Shares 13,893 Est. Cost $4.03 Unrealized
CLF CLEVELAND CLIFFS INC 0.1%
Value ($000) $46 Shares 11,716 Est. Cost $6.19 Unrealized 0.0%
REALOGY HLDGS CORP 0.1%
Value ($000) $39 Shares 13,097 Est. Cost $9.67 Unrealized
INVESCO MORTGAGE CAPITAL INC 0.1%
Value ($000) $36 Shares 10,686 Est. Cost $16.36 Unrealized