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

CIK: 0001533457 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 29, 2020

Total Value ($000): $39,865 (100.0% shares, 0.0% debt)

Holdings (154)

IYR ISHARES TR 2.3%
Value ($000) $918 Shares 11,500 Est. Cost $78.77 Unrealized
SYF SYNCHRONY FINANCIAL 1.3%
Value ($000) $531 Shares 20,277 Est. Cost $21.42 Unrealized 0.0%
KSS KOHLS CORP 1.2%
Value ($000) $478 Shares 25,773 Est. Cost $20.02 Unrealized +5.7%
BAC BK OF AMERICA CORP 1.2%
Value ($000) $463 Shares 19,214 Est. Cost $21.22 Unrealized +2.8%
IRM IRON MTN INC NEW 1.2%
Value ($000) $460 Shares 17,168 Est. Cost $22.21 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 1.1%
Value ($000) $458 Shares 6,112 Est. Cost $58.86 Unrealized 0.0%
WMB WILLIAMS COS INC 1.1%
Value ($000) $455 Shares 23,150 Est. Cost $15.40 Unrealized 0.0%
CMI CUMMINS INC 1.1%
Value ($000) $453 Shares 2,143 Est. Cost $149.66 Unrealized +16.8%
ITW ILLINOIS TOOL WKS INC 1.1%
Value ($000) $438 Shares 2,265 Est. Cost $167.30 Unrealized 0.0%
ARE ALEXANDRIA REAL ESTATE EQ IN 1.0%
Value ($000) $411 Shares 2,571 Est. Cost $134.16 Unrealized 0.0%
AES AES CORP 1.0%
Value ($000) $391 Shares 21,604 Est. Cost $13.76 Unrealized 0.0%
DUKE REALTY CORP 1.0%
Value ($000) $386 Shares 10,472 Est. Cost $36.86 Unrealized
SWK STANLEY BLACK & DECKER INC 1.0%
Value ($000) $386 Shares 2,378 Est. Cost $131.16 Unrealized 0.0%
FNF FIDELITY NATIONAL FINANCIAL 1.0%
Value ($000) $383 Shares 12,217 Est. Cost $29.77 Unrealized -18.0%
THC TENET HEALTHCARE CORP 0.9%
Value ($000) $375 Shares 15,305 Est. Cost $25.55 Unrealized 0.0%
FE FIRSTENERGY CORP 0.9%
Value ($000) $368 Shares 12,834 Est. Cost $25.02 Unrealized 0.0%
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.9%
Value ($000) $366 Shares 4,516 Est. Cost $81.05 Unrealized
NUANCE COMMUNICATIONS INC 0.9%
Value ($000) $365 Shares 11,001 Est. Cost $33.18 Unrealized
USFD US FOODS HLDG CORP 0.9%
Value ($000) $363 Shares 16,315 Est. Cost $22.50 Unrealized 0.0%
FOOT LOCKER INC 0.9%
Value ($000) $358 Shares 10,824 Est. Cost $33.07 Unrealized
LVS LAS VEGAS SANDS CORP 0.9%
Value ($000) $353 Shares 7,569 Est. Cost $45.63 Unrealized 0.0%
BUNGE LIMITED 0.9%
Value ($000) $351 Shares 7,675 Est. Cost $45.73 Unrealized
NEW ORIENTAL ED & TECHNOLOGY 0.9%
Value ($000) $350 Shares 2,344 Est. Cost $149.32 Unrealized
RSG REPUBLIC SVCS INC 0.9%
Value ($000) $342 Shares 3,661 Est. Cost $83.05 Unrealized 0.0%
SPIRIT AEROSYSTEMS HLDGS INC 0.9%
Value ($000) $339 Shares 17,921 Est. Cost $18.92 Unrealized
ALEXION PHARMACEUTICALS INC 0.8%
Value ($000) $335 Shares 2,925 Est. Cost $112.14 Unrealized
AARONS INC 0.8%
Value ($000) $331 Shares 5,850 Est. Cost $45.38 Unrealized
MCD MCDONALDS CORP 0.8%
Value ($000) $327 Shares 1,492 Est. Cost $161.00 Unrealized +12.7%
HON HONEYWELL INTL INC 0.8%
Value ($000) $316 Shares 1,922 Est. Cost $133.22 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.8%
Value ($000) $316 Shares 5,319 Est. Cost $40.75 Unrealized +4.5%
VVV VALVOLINE INC 0.8%
Value ($000) $314 Shares 16,517 Est. Cost $20.65 Unrealized 0.0%
NEVRO CORP 0.8%
Value ($000) $308 Shares 2,211 Est. Cost $139.30 Unrealized
G GENPACT LIMITED 0.8%
Value ($000) $308 Shares 7,907 Est. Cost $36.86 Unrealized 0.0%
RTX RAYTHEON TECHNOLOGIES CORP 0.8%
Value ($000) $308 Shares 5,351 Est. Cost $53.70 Unrealized 0.0%
ALLE ALLEGION PLC 0.8%
Value ($000) $308 Shares 3,116 Est. Cost $94.58 Unrealized 0.0%
O REALTY INCOME CORP 0.8%
Value ($000) $306 Shares 5,030 Est. Cost $45.09 Unrealized 0.0%
RRR RED ROCK RESORTS INC 0.8%
Value ($000) $301 Shares 17,604 Est. Cost $11.30 Unrealized +28.7%
LPX LOUISIANA PAC CORP 0.8%
Value ($000) $300 Shares 10,152 Est. Cost $30.71 Unrealized 0.0%
RAMP LIVERAMP HLDGS INC 0.8%
Value ($000) $300 Shares 5,797 Est. Cost $39.78 Unrealized +25.7%
PG PROCTER AND GAMBLE CO 0.7%
Value ($000) $298 Shares 2,141 Est. Cost $103.79 Unrealized +12.1%
GAP GAP INC 0.7%
Value ($000) $295 Shares 17,344 Est. Cost $12.29 Unrealized 0.0%
ARMK ARAMARK 0.7%
Value ($000) $290 Shares 10,973 Est. Cost $16.67 Unrealized 0.0%
SCI SERVICE CORP INTL 0.7%
Value ($000) $288 Shares 6,837 Est. Cost $42.66 Unrealized 0.0%
GEN NORTONLIFELOCK INC 0.7%
Value ($000) $288 Shares 13,840 Est. Cost $19.32 Unrealized 0.0%
INMD INMODE LTD 0.7%
Value ($000) $285 Shares 7,877 Est. Cost $16.40 Unrealized 0.0%
TPH TRI POINTE GROUP INC 0.7%
Value ($000) $284 Shares 15,678 Est. Cost $16.92 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.7%
Value ($000) $281 Shares 9,182 Est. Cost $28.05 Unrealized 0.0%
BEN FRANKLIN RESOURCES INC 0.7%
Value ($000) $279 Shares 13,714 Est. Cost $16.08 Unrealized 0.0%
HORIZON THERAPEUTICS PUB L 0.7%
Value ($000) $279 Shares 3,598 Est. Cost $77.54 Unrealized
INTRA CELLULAR THERAPIES INC 0.7%
Value ($000) $279 Shares 10,882 Est. Cost $25.64 Unrealized
SE SEA LTD 0.7%
Value ($000) $279 Shares 1,814 Est. Cost $153.80 Unrealized
NGVT INGEVITY CORP 0.7%
Value ($000) $278 Shares 5,632 Est. Cost $56.43 Unrealized 0.0%
OPTU ALTICE USA INC 0.7%
Value ($000) $277 Shares 10,669 Est. Cost $24.53 Unrealized +5.9%
NBIX NEUROCRINE BIOSCIENCES INC 0.7%
Value ($000) $275 Shares 2,859 Est. Cost $110.51 Unrealized +4.7%
EBS EMERGENT BIOSOLUTIONS INC 0.7%
Value ($000) $275 Shares 2,657 Est. Cost $107.80 Unrealized 0.0%
LNC LINCOLN NATL CORP IND 0.7%
Value ($000) $274 Shares 8,733 Est. Cost $27.31 Unrealized 0.0%
NKE NIKE INC 0.7%
Value ($000) $273 Shares 2,176 Est. Cost $99.64 Unrealized 0.0%
NIO NIO INC 0.7%
Value ($000) $273 Shares 12,883 Est. Cost $21.19 Unrealized
HWM HOWMET AEROSPACE INC 0.7%
Value ($000) $272 Shares 16,256 Est. Cost $16.48 Unrealized 0.0%
DT DYNATRACE INC 0.7%
Value ($000) $270 Shares 6,594 Est. Cost $40.94 Unrealized 0.0%
GNTX GENTEX CORP 0.7%
Value ($000) $270 Shares 10,468 Est. Cost $25.06 Unrealized +6.0%
RDN RADIAN GROUP INC 0.7%
Value ($000) $269 Shares 18,403 Est. Cost $12.56 Unrealized 0.0%
EBAY EBAY INC. 0.7%
Value ($000) $267 Shares 5,121 Est. Cost $38.43 Unrealized +30.7%
EXEL EXELIXIS INC 0.7%
Value ($000) $266 Shares 10,861 Est. Cost $23.35 Unrealized 0.0%
LHX L3HARRIS TECHNOLOGIES INC 0.7%
Value ($000) $265 Shares 1,561 Est. Cost $167.75 Unrealized -6.3%
TPR TAPESTRY INC 0.7%
Value ($000) $262 Shares 16,734 Est. Cost $13.00 Unrealized 0.0%
CPRI CAPRI HOLDINGS LIMITED 0.7%
Value ($000) $261 Shares 14,505 Est. Cost $16.96 Unrealized 0.0%
PH PARKER-HANNIFIN CORP 0.6%
Value ($000) $259 Shares 1,280 Est. Cost $182.81 Unrealized 0.0%
K12 INC 0.6%
Value ($000) $258 Shares 9,785 Est. Cost $26.37 Unrealized
DTE DTE ENERGY CO 0.6%
Value ($000) $258 Shares 2,244 Est. Cost $81.54 Unrealized 0.0%
ARW ARROW ELECTRS INC 0.6%
Value ($000) $258 Shares 3,283 Est. Cost $73.87 Unrealized 0.0%
RGEN REPLIGEN CORP 0.6%
Value ($000) $254 Shares 1,719 Est. Cost $142.94 Unrealized 0.0%
FND FLOOR & DECOR HLDGS INC 0.6%
Value ($000) $250 Shares 3,342 Est. Cost $68.70 Unrealized 0.0%
TME TENCENT MUSIC ENTMT GROUP 0.6%
Value ($000) $250 Shares 16,953 Est. Cost $14.75 Unrealized
ELAN ELANCO ANIMAL HEALTH INC 0.6%
Value ($000) $248 Shares 8,883 Est. Cost $25.34 Unrealized 0.0%
GRPN GROUPON INC 0.6%
Value ($000) $248 Shares 12,181 Est. Cost $23.32 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.6%
Value ($000) $248 Shares 1,688 Est. Cost $128.81 Unrealized 0.0%
V VISA INC 0.6%
Value ($000) $247 Shares 1,237 Est. Cost $192.21 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.6%
Value ($000) $247 Shares 11,129 Est. Cost $23.17 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.6%
Value ($000) $243 Shares 6,353 Est. Cost $36.18 Unrealized +6.5%
GRMN GARMIN LTD 0.6%
Value ($000) $243 Shares 2,559 Est. Cost $88.79 Unrealized 0.0%
ZENDESK INC 0.6%
Value ($000) $241 Shares 2,341 Est. Cost $102.95 Unrealized
CAR AVIS BUDGET GROUP 0.6%
Value ($000) $240 Shares 9,118 Est. Cost $28.61 Unrealized 0.0%
BAP CREDICORP LTD 0.6%
Value ($000) $239 Shares 1,926 Est. Cost $117.98 Unrealized 0.0%
RCL ROYAL CARIBBEAN GROUP 0.6%
Value ($000) $239 Shares 3,686 Est. Cost $57.86 Unrealized 0.0%
IT GARTNER INC 0.6%
Value ($000) $237 Shares 1,900 Est. Cost $127.15 Unrealized 0.0%
SONY SONY CORP 0.6%
Value ($000) $236 Shares 3,072 Est. Cost $76.82 Unrealized
TMHC TAYLOR MORRISON HOME CORP 0.6%
Value ($000) $233 Shares 9,456 Est. Cost $23.64 Unrealized 0.0%
INTERPUBLIC GROUP COS INC 0.6%
Value ($000) $229 Shares 13,732 Est. Cost $13.46 Unrealized +7.8%
RY ROYAL BK CDA 0.6%
Value ($000) $228 Shares 3,257 Est. Cost $71.88 Unrealized 0.0%
RL RALPH LAUREN CORP 0.6%
Value ($000) $226 Shares 3,322 Est. Cost $64.38 Unrealized 0.0%
STM STMICROELECTRONICS N V 0.6%
Value ($000) $224 Shares 7,289 Est. Cost $30.73 Unrealized
ADI ANALOG DEVICES INC 0.6%
Value ($000) $224 Shares 1,918 Est. Cost $106.45 Unrealized 0.0%
BIGGQ BIG LOTS INC 0.6%
Value ($000) $223 Shares 4,992 Est. Cost $40.36 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.6%
Value ($000) $222 Shares 3,662 Est. Cost $59.83 Unrealized 0.0%
QCOM QUALCOMM INC 0.6%
Value ($000) $220 Shares 1,867 Est. Cost $95.15 Unrealized 0.0%
CROX CROCS INC 0.6%
Value ($000) $220 Shares 5,157 Est. Cost $26.46 Unrealized +46.2%
ICE INTERCONTINENTAL EXCHANGE IN 0.5%
Value ($000) $219 Shares 2,184 Est. Cost $91.98 Unrealized 0.0%
FR FIRST INDL RLTY TR INC 0.5%
Value ($000) $218 Shares 5,466 Est. Cost $39.88 Unrealized
TER TERADYNE INC 0.5%
Value ($000) $217 Shares 2,726 Est. Cost $82.97 Unrealized 0.0%
ELS EQUITY LIFESTYLE PPTYS INC 0.5%
Value ($000) $217 Shares 3,532 Est. Cost $61.44 Unrealized
BP BP PLC 0.5%
Value ($000) $216 Shares 12,348 Est. Cost $17.49 Unrealized
ALLY ALLY FINL INC 0.5%
Value ($000) $215 Shares 8,558 Est. Cost $18.74 Unrealized 0.0%
MA MASTERCARD INCORPORATED 0.5%
Value ($000) $214 Shares 634 Est. Cost $315.67 Unrealized 0.0%
SXT SENSIENT TECHNOLOGIES CORP 0.5%
Value ($000) $213 Shares 3,685 Est. Cost $55.16 Unrealized 0.0%
CCL CARNIVAL CORP 0.5%
Value ($000) $213 Shares 14,035 Est. Cost $15.46 Unrealized 0.0%
AVT AVNET INC 0.5%
Value ($000) $212 Shares 8,215 Est. Cost $23.60 Unrealized 0.0%
AOS SMITH A O CORP 0.5%
Value ($000) $212 Shares 4,012 Est. Cost $45.33 Unrealized 0.0%
ZTO ZTO EXPRESS CAYMAN INC 0.5%
Value ($000) $212 Shares 7,089 Est. Cost $29.91 Unrealized
USB US BANCORP DEL 0.5%
Value ($000) $210 Shares 5,847 Est. Cost $28.94 Unrealized 0.0%
REGN REGENERON PHARMACEUTICALS 0.5%
Value ($000) $210 Shares 376 Est. Cost $602.99 Unrealized 0.0%
CBRE CBRE GROUP INC 0.5%
Value ($000) $210 Shares 4,472 Est. Cost $45.63 Unrealized 0.0%
EGHT 8X8 INC NEW 0.5%
Value ($000) $209 Shares 13,458 Est. Cost $16.08 Unrealized 0.0%
ENTG ENTEGRIS INC 0.5%
Value ($000) $209 Shares 2,805 Est. Cost $54.31 Unrealized +20.8%
NUE NUCOR CORP 0.5%
Value ($000) $208 Shares 4,646 Est. Cost $39.53 Unrealized +2.0%
INPHI CORP 0.5%
Value ($000) $206 Shares 1,838 Est. Cost $79.09 Unrealized
URBN URBAN OUTFITTERS INC 0.5%
Value ($000) $206 Shares 9,922 Est. Cost $19.61 Unrealized 0.0%
FIREEYE INC 0.5%
Value ($000) $205 Shares 16,581 Est. Cost $12.36 Unrealized
KMI KINDER MORGAN INC DEL 0.5%
Value ($000) $205 Shares 16,627 Est. Cost $10.12 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.5%
Value ($000) $205 Shares 7,167 Est. Cost $26.10 Unrealized 0.0%
MARVELL TECHNOLOGY GROUP LTD 0.5%
Value ($000) $204 Shares 5,147 Est. Cost $35.05 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 0.5%
Value ($000) $203 Shares 5,501 Est. Cost $33.68 Unrealized +5.4%
NSC NORFOLK SOUTHN CORP 0.5%
Value ($000) $202 Shares 943 Est. Cost $179.92 Unrealized 0.0%
UTHR UNITED THERAPEUTICS CORP DEL 0.5%
Value ($000) $201 Shares 1,994 Est. Cost $109.72 Unrealized 0.0%
ACMR ACM RESEARCH INC 0.5%
Value ($000) $201 Shares 2,905 Est. Cost $16.41 Unrealized +73.1%
AMAT APPLIED MATLS INC 0.5%
Value ($000) $201 Shares 3,375 Est. Cost $51.23 Unrealized +14.9%
ALC ALCON AG 0.5%
Value ($000) $200 Shares 3,516 Est. Cost $57.99 Unrealized 0.0%
HRB BLOCK H & R INC 0.5%
Value ($000) $200 Shares 12,279 Est. Cost $12.11 Unrealized 0.0%
ADNT ADIENT PLC 0.5%
Value ($000) $189 Shares 10,892 Est. Cost $17.43 Unrealized 0.0%
OUTFRONT MEDIA INC 0.5%
Value ($000) $186 Shares 12,767 Est. Cost $14.17 Unrealized
SUMMIT MATLS INC 0.5%
Value ($000) $185 Shares 11,170 Est. Cost $16.56 Unrealized
NEW YORK CMNTY BANCORP INC 0.5%
Value ($000) $185 Shares 22,321 Est. Cost $8.29 Unrealized
VSH VISHAY INTERTECHNOLOGY INC 0.4%
Value ($000) $178 Shares 11,425 Est. Cost $13.86 Unrealized +2.6%
APACHE CORP 0.4%
Value ($000) $177 Shares 18,725 Est. Cost $9.45 Unrealized
HAL HALLIBURTON CO 0.4%
Value ($000) $171 Shares 14,190 Est. Cost $13.17 Unrealized 0.0%
INFY INFOSYS LTD 0.4%
Value ($000) $166 Shares 12,054 Est. Cost $13.77 Unrealized
HANESBRANDS INC 0.4%
Value ($000) $165 Shares 10,479 Est. Cost $15.75 Unrealized
SBH SALLY BEAUTY HLDGS INC 0.4%
Value ($000) $164 Shares 18,886 Est. Cost $12.03 Unrealized 0.0%
GRWG GROWGENERATION CORP 0.4%
Value ($000) $163 Shares 10,229 Est. Cost $11.89 Unrealized 0.0%
RITM NEW RESIDENTIAL INVT CORP 0.4%
Value ($000) $162 Shares 20,315 Est. Cost $7.97 Unrealized
ANF ABERCROMBIE & FITCH CO 0.4%
Value ($000) $158 Shares 11,315 Est. Cost $11.68 Unrealized 0.0%
ANNALY CAPITAL MANAGEMENT IN 0.4%
Value ($000) $144 Shares 20,159 Est. Cost $6.69 Unrealized
JBLU JETBLUE AWYS CORP 0.4%
Value ($000) $144 Shares 12,730 Est. Cost $11.22 Unrealized 0.0%
SBRA SABRA HEALTH CARE REIT INC 0.4%
Value ($000) $144 Shares 10,444 Est. Cost $13.79 Unrealized
CHIMERA INVT CORP 0.3%
Value ($000) $104 Shares 12,670 Est. Cost $9.60 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.2%
Value ($000) $96 Shares 10,646 Est. Cost $9.02 Unrealized
PBF PBF ENERGY INC 0.2%
Value ($000) $94 Shares 16,529 Est. Cost $8.29 Unrealized 0.0%
CXW CORECIVIC INC 0.2%
Value ($000) $93 Shares 11,674 Est. Cost $11.17 Unrealized -18.7%
GT GOODYEAR TIRE & RUBR CO 0.2%
Value ($000) $88 Shares 11,538 Est. Cost $9.27 Unrealized 0.0%
SIRIUS XM HOLDINGS INC 0.2%
Value ($000) $84 Shares 15,720 Est. Cost $5.80 Unrealized
RWT REDWOOD TR INC 0.2%
Value ($000) $77 Shares 10,295 Est. Cost $6.99 Unrealized
LAB FLUIDIGM CORP DEL 0.2%
Value ($000) $75 Shares 10,101 Est. Cost $6.90 Unrealized 0.0%
WELBILT INC 0.2%
Value ($000) $71 Shares 11,465 Est. Cost $6.19 Unrealized
FBP FIRST BANCORP P R 0.2%
Value ($000) $66 Shares 12,584 Est. Cost $4.70 Unrealized 0.0%