0001420506-20-000298.txt : 20200214 0001420506-20-000298.hdr.sgml : 20200214 20200214131453 ACCESSION NUMBER: 0001420506-20-000298 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200214 DATE AS OF CHANGE: 20200214 EFFECTIVENESS DATE: 20200214 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: 20617292 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 12-31-2019 12-31-2019 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 02-14-2020 0 363 124237 false INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR FOX RUN MANAGEMENT, L.L.C. AARONS INC COM PAR $0.50 002535300 391 6854 SH SOLE 0 0 6854 ADIENT PLC ORD SHS G0084W101 202 9484 SH SOLE 0 0 9484 ADTALEM GLOBAL ED INC COM 00737L103 478 13676 SH SOLE 0 0 13676 AECOM COM 00766T100 577 13382 SH SOLE 0 0 13382 AERCAP HOLDINGS NV SHS N00985106 358 5822 SH SOLE 0 0 5822 AGCO CORP COM 001084102 324 4199 SH SOLE 0 0 4199 AGNICO EAGLE MINES LTD COM 008474108 576 9351 SH SOLE 0 0 9351 ALASKA AIR GROUP INC COM 011659109 514 7582 SH SOLE 0 0 7582 ALEXION PHARMACEUTICALS INC COM 015351109 254 2344 SH SOLE 0 0 2344 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 433 2042 SH SOLE 0 0 2042 ALKERMES PLC SHS G01767105 216 10608 SH SOLE 0 0 10608 ALLISON TRANSMISSION HLDGS I COM 01973R101 417 8639 SH SOLE 0 0 8639 ALLY FINL INC COM 02005N100 785 25690 SH SOLE 0 0 25690 AMERICAN CAMPUS CMNTYS INC COM 024835100 275 5837 SH SOLE 0 0 5837 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 221 15067 SH SOLE 0 0 15067 AMERICAN EQTY INVT LIFE HLD COM 025676206 396 13233 SH SOLE 0 0 13233 AMERICAN FINL GROUP INC OHIO COM 025932104 337 3075 SH SOLE 0 0 3075 AMERICAN OUTDOOR BRANDS CORP COM 02874P103 158 17049 SH SOLE 0 0 17049 AMETEK INC NEW COM 031100100 230 2309 SH SOLE 0 0 2309 AMGEN INC COM 031162100 305 1265 SH SOLE 0 0 1265 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 464 5650 SH SOLE 0 0 5650 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 210 12902 SH SOLE 0 0 12902 APPLIED MATLS INC COM 038222105 555 9097 SH SOLE 0 0 9097 APTIV PLC SHS G6095L109 278 2928 SH SOLE 0 0 2928 ARBOR RLTY TR INC COM 038923108 294 20469 SH SOLE 0 0 20469 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 99 12281 SH SOLE 0 0 12281 ARCOSA INC COM 039653100 229 5147 SH SOLE 0 0 5147 ARROW ELECTRS INC COM 042735100 234 2756 SH SOLE 0 0 2756 ASSURED GUARANTY LTD COM G0585R106 316 6441 SH SOLE 0 0 6441 ATHENEX INC COM 04685N103 173 11349 SH SOLE 0 0 11349 ATKORE INTL GROUP INC COM 047649108 281 6957 SH SOLE 0 0 6957 AUTODESK INC COM 052769106 427 2328 SH SOLE 0 0 2328 AUTOLIV INC COM 052800109 260 3084 SH SOLE 0 0 3084 AVERY DENNISON CORP COM 053611109 481 3675 SH SOLE 0 0 3675 BAIDU INC SPON ADR REP A 056752108 210 1660 SH SOLE 0 0 1660 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 263 11399 SH SOLE 0 0 11399 BANK NEW YORK MELLON CORP COM 064058100 259 5140 SH SOLE 0 0 5140 BARRICK GOLD CORPORATION COM 067901108 297 15999 SH SOLE 0 0 15999 BCE INC COM NEW 05534B760 303 6533 SH SOLE 0 0 6533 BERRY PETE CORP COM 08579X101 138 14672 SH SOLE 0 0 14672 BEST BUY INC COM 086516101 227 2587 SH SOLE 0 0 2587 BIOHAVEN PHARMACTL HLDG CO L COM G11196105 330 6069 SH SOLE 0 0 6069 BJS WHSL CLUB HLDGS INC COM 05550J101 294 12909 SH SOLE 0 0 12909 BLACKBERRY LTD COM 09228F103 69 10739 SH SOLE 0 0 10739 BLACKLINE INC COM 09239B109 301 5835 SH SOLE 0 0 5835 BLUEBIRD BIO INC COM 09609G100 462 5265 SH SOLE 0 0 5265 BOX INC CL A 10316T104 393 23393 SH SOLE 0 0 23393 BOYD GAMING CORP COM 103304101 356 11876 SH SOLE 0 0 11876 BRIGHTHOUSE FINL INC COM 10922N103 329 8381 SH SOLE 0 0 8381 BRIGHTSPHERE INVT GROUP INC COM 10948W103 209 20463 SH SOLE 0 0 20463 BRINKS CO COM 109696104 360 3967 SH SOLE 0 0 3967 BRIXMOR PPTY GROUP INC COM 11120U105 564 26092 SH SOLE 0 0 26092 BRUNSWICK CORP COM 117043109 604 10074 SH SOLE 0 0 10074 BUNGE LIMITED COM G16962105 544 9447 SH SOLE 0 0 9447 BWX TECHNOLOGIES INC COM 05605H100 374 6019 SH SOLE 0 0 6019 CADENCE DESIGN SYSTEM INC COM 127387108 280 4032 SH SOLE 0 0 4032 CAMDEN PPTY TR SH BEN INT 133131102 447 4211 SH SOLE 0 0 4211 CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 376 10368 SH SOLE 0 0 10368 CAPRI HOLDINGS LIMITED SHS G1890L107 247 6468 SH SOLE 0 0 6468 CARDINAL HEALTH INC COM 14149Y108 275 5445 SH SOLE 0 0 5445 CAREER EDUCATION CORP COM 141665109 222 12068 SH SOLE 0 0 12068 CARLISLE COS INC COM 142339100 307 1897 SH SOLE 0 0 1897 CARNIVAL CORP UNIT 99/99/9999 143658300 445 8750 SH SOLE 0 0 8750 CELANESE CORP DEL COM 150870103 324 2629 SH SOLE 0 0 2629 CENTURYLINK INC COM 156700106 297 22452 SH SOLE 0 0 22452 CHECK POINT SOFTWARE TECH LT ORD M22465104 233 2104 SH SOLE 0 0 2104 CHEGG INC COM 163092109 655 17267 SH SOLE 0 0 17267 CHEMOURS CO COM 163851108 271 14994 SH SOLE 0 0 14994 CIENA CORP COM NEW 171779309 332 7767 SH SOLE 0 0 7767 CIMAREX ENERGY CO COM 171798101 216 4109 SH SOLE 0 0 4109 CIT GROUP INC COM NEW 125581801 394 8637 SH SOLE 0 0 8637 COCA COLA EUROPEAN PARTNERS SHS G25839104 228 4474 SH SOLE 0 0 4474 COMMSCOPE HLDG CO INC COM 20337X109 188 13250 SH SOLE 0 0 13250 COMMVAULT SYSTEMS INC COM 204166102 221 4946 SH SOLE 0 0 4946 CONOCOPHILLIPS COM 20825C104 415 6377 SH SOLE 0 0 6377 CONTINENTAL RESOURCES INC COM 212015101 250 7296 SH SOLE 0 0 7296 CORECIVIC INC COM 21871N101 300 17249 SH SOLE 0 0 17249 CORNERSTONE BLDG BRANDS INC COM 21925D109 112 13191 SH SOLE 0 0 13191 COSTCO WHSL CORP NEW COM 22160K105 235 798 SH SOLE 0 0 798 COTT CORP QUE COM 22163N106 146 10644 SH SOLE 0 0 10644 COUSINS PPTYS INC COM NEW 222795502 395 9597 SH SOLE 0 0 9597 CREDIT SUISSE GROUP SPONSORED ADR 225401108 157 11655 SH SOLE 0 0 11655 CREE INC COM 225447101 318 6899 SH SOLE 0 0 6899 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 325 5334 SH SOLE 0 0 5334 CROWN HOLDINGS INC COM 228368106 435 5991 SH SOLE 0 0 5991 CUMMINS INC COM 231021106 341 1903 SH SOLE 0 0 1903 DANA INCORPORATED COM 235825205 263 14445 SH SOLE 0 0 14445 DECKERS OUTDOOR CORP COM 243537107 298 1762 SH SOLE 0 0 1762 DENTSPLY SIRONA INC COM 24906P109 542 9586 SH SOLE 0 0 9586 DEVON ENERGY CORP NEW COM 25179M103 251 9653 SH SOLE 0 0 9653 DILLARDS INC CL A 254067101 206 2797 SH SOLE 0 0 2797 DISCOVERY INC COM SER A 25470F104 320 9770 SH SOLE 0 0 9770 DOLLAR GEN CORP NEW COM 256677105 936 5999 SH SOLE 0 0 5999 DOMO INC COM CL B 257554105 264 12161 SH SOLE 0 0 12161 DOMTAR CORP COM NEW 257559203 306 7991 SH SOLE 0 0 7991 DOUGLAS EMMETT INC COM 25960P109 290 6609 SH SOLE 0 0 6609 E TRADE FINANCIAL CORP COM NEW 269246401 335 7380 SH SOLE 0 0 7380 EAGLE MATERIALS INC COM 26969P108 354 3904 SH SOLE 0 0 3904 EATON VANCE CORP COM NON VTG 278265103 305 6540 SH SOLE 0 0 6540 ECOPETROL S A SPONSORED ADS 279158109 291 14558 SH SOLE 0 0 14558 EDGEWELL PERS CARE CO COM 28035Q102 323 10435 SH SOLE 0 0 10435 EDWARDS LIFESCIENCES CORP COM 28176E108 379 1625 SH SOLE 0 0 1625 ELANCO ANIMAL HEALTH INC COM 28414H103 546 18548 SH SOLE 0 0 18548 ELEMENT SOLUTIONS INC COM 28618M106 173 14815 SH SOLE 0 0 14815 ENCOMPASS HEALTH CORP COM 29261A100 493 7124 SH SOLE 0 0 7124 ENERGIZER HLDGS INC NEW COM 29272W109 315 6280 SH SOLE 0 0 6280 ERICSSON ADR B SEK 10 294821608 98 11166 SH SOLE 0 0 11166 ESSENT GROUP LTD COM G3198U102 343 6601 SH SOLE 0 0 6601 ETSY INC COM 29786A106 252 5692 SH SOLE 0 0 5692 EURONET WORLDWIDE INC COM 298736109 684 4339 SH SOLE 0 0 4339 EVENTBRITE INC COM CL A 29975E109 224 11130 SH SOLE 0 0 11130 EVERBRIDGE INC COM 29978A104 230 2949 SH SOLE 0 0 2949 EVERCORE INC CLASS A 29977A105 341 4557 SH SOLE 0 0 4557 EVERI HLDGS INC COM 30034T103 164 12214 SH SOLE 0 0 12214 EXPEDIA GROUP INC COM NEW 30212P303 347 3213 SH SOLE 0 0 3213 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 213 14333 SH SOLE 0 0 14333 EXXON MOBIL CORP COM 30231G102 417 5983 SH SOLE 0 0 5983 F M C CORP COM NEW 302491303 369 3693 SH SOLE 0 0 3693 FEDERATED INVS INC PA CL B 314211103 279 8553 SH SOLE 0 0 8553 FERRARI N V COM N3167Y103 433 2615 SH SOLE 0 0 2615 FIBROGEN INC COM 31572Q808 205 4789 SH SOLE 0 0 4789 FIDELITY NATL INFORMATION SV COM 31620M106 417 2995 SH SOLE 0 0 2995 FIREEYE INC COM 31816Q101 200 12101 SH SOLE 0 0 12101 FIRST AMERN FINL CORP COM 31847R102 229 3935 SH SOLE 0 0 3935 FIRST BANCORP P R COM NEW 318672706 262 24758 SH SOLE 0 0 24758 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 309 7453 SH SOLE 0 0 7453 FISERV INC COM 337738108 312 2694 SH SOLE 0 0 2694 FIVE9 INC COM 338307101 364 5556 SH SOLE 0 0 5556 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 244 2582 SH SOLE 0 0 2582 FOOT LOCKER INC COM 344849104 546 14014 SH SOLE 0 0 14014 FORD MTR CO DEL COM 345370860 163 17511 SH SOLE 0 0 17511 FORESCOUT TECHNOLOGIES INC COM 34553D101 233 7101 SH SOLE 0 0 7101 FORTINET INC COM 34959E109 435 4075 SH SOLE 0 0 4075 FTI CONSULTING INC COM 302941109 235 2125 SH SOLE 0 0 2125 GAMING & LEISURE PPTYS INC COM 36467J108 218 5071 SH SOLE 0 0 5071 GARMIN LTD SHS H2906T109 782 8013 SH SOLE 0 0 8013 GENERAC HLDGS INC COM 368736104 205 2034 SH SOLE 0 0 2034 GENERAL ELECTRIC CO COM 369604103 138 12356 SH SOLE 0 0 12356 GENERAL MLS INC COM 370334104 406 7574 SH SOLE 0 0 7574 GEO GROUP INC NEW COM 36162J106 330 19897 SH SOLE 0 0 19897 GILEAD SCIENCES INC COM 375558103 474 7287 SH SOLE 0 0 7287 GLOBUS MED INC CL A 379577208 318 5407 SH SOLE 0 0 5407 GODADDY INC CL A 380237107 713 10492 SH SOLE 0 0 10492 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 70 10651 SH SOLE 0 0 10651 GRAPHIC PACKAGING HLDG CO COM 388689101 252 15125 SH SOLE 0 0 15125 GREAT LAKES DREDGE & DOCK CO COM 390607109 116 10271 SH SOLE 0 0 10271 GUARDANT HEALTH INC COM 40131M109 317 4051 SH SOLE 0 0 4051 GUESS INC COM 401617105 315 14074 SH SOLE 0 0 14074 GW PHARMACEUTICALS PLC ADS 36197T103 312 2987 SH SOLE 0 0 2987 HAEMONETICS CORP COM 405024100 740 6441 SH SOLE 0 0 6441 HCA HEALTHCARE INC COM 40412C101 204 1379 SH SOLE 0 0 1379 HEICO CORP NEW COM 422806109 411 3597 SH SOLE 0 0 3597 HENRY SCHEIN INC COM 806407102 377 5653 SH SOLE 0 0 5653 HERBALIFE NUTRITION LTD COM SHS G4412G101 555 11649 SH SOLE 0 0 11649 HEWLETT PACKARD ENTERPRISE C COM 42824C109 387 24370 SH SOLE 0 0 24370 HEXCEL CORP NEW COM 428291108 232 3160 SH SOLE 0 0 3160 HILL ROM HLDGS INC COM 431475102 232 2047 SH SOLE 0 0 2047 HILLENBRAND INC COM 431571108 332 9978 SH SOLE 0 0 9978 HILTON WORLDWIDE HLDGS INC COM 43300A203 218 1969 SH SOLE 0 0 1969 HMS HLDGS CORP COM 40425J101 214 7214 SH SOLE 0 0 7214 HOLOGIC INC COM 436440101 423 8103 SH SOLE 0 0 8103 HUMANA INC COM 444859102 386 1054 SH SOLE 0 0 1054 HUNTINGTON BANCSHARES INC COM 446150104 234 15536 SH SOLE 0 0 15536 HUNTINGTON INGALLS INDS INC COM 446413106 306 1219 SH SOLE 0 0 1219 HUNTSMAN CORP COM 447011107 261 10803 SH SOLE 0 0 10803 ICICI BK LTD ADR 45104G104 182 12054 SH SOLE 0 0 12054 IDACORP INC COM 451107106 516 4833 SH SOLE 0 0 4833 INCYTE CORP COM 45337C102 577 6606 SH SOLE 0 0 6606 INGEVITY CORP COM 45688C107 233 2661 SH SOLE 0 0 2661 INOGEN INC COM 45780L104 428 6262 SH SOLE 0 0 6262 INSMED INC COM PAR $.01 457669307 344 14389 SH SOLE 0 0 14389 INSPERITY INC COM 45778Q107 464 5397 SH SOLE 0 0 5397 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 305 5230 SH SOLE 0 0 5230 INTERDIGITAL INC COM 45867G101 271 4974 SH SOLE 0 0 4974 INTERNATIONAL BUSINESS MACHS COM 459200101 374 2791 SH SOLE 0 0 2791 INTUITIVE SURGICAL INC COM NEW 46120E602 379 641 SH SOLE 0 0 641 INVESCO LTD SHS G491BT108 330 18372 SH SOLE 0 0 18372 INVESCO MORTGAGE CAPITAL INC COM 46131B100 174 10448 SH SOLE 0 0 10448 INVESTORS BANCORP INC NEW COM 46146L101 327 27459 SH SOLE 0 0 27459 IOVANCE BIOTHERAPEUTICS INC COM 462260100 329 11878 SH SOLE 0 0 11878 ISHARES TR RUSSELL 2000 ETF 464287655 2039 12309 SH SOLE 0 0 12309 ITT INC COM 45073V108 275 3716 SH SOLE 0 0 3716 JABIL INC COM 466313103 311 7520 SH SOLE 0 0 7520 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 451 18435 SH SOLE 0 0 18435 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 207 1388 SH SOLE 0 0 1388 JBG SMITH PPTYS COM 46590V100 253 6343 SH SOLE 0 0 6343 JD COM INC SPON ADR CL A 47215P106 397 11280 SH SOLE 0 0 11280 JOYY INC ADS REPSTG COM A 46591M109 351 6642 SH SOLE 0 0 6642 KBR INC COM 48242W106 217 7120 SH SOLE 0 0 7120 KENNAMETAL INC COM 489170100 444 12045 SH SOLE 0 0 12045 KEYSIGHT TECHNOLOGIES INC COM 49338L103 313 3052 SH SOLE 0 0 3052 KINDER MORGAN INC DEL COM 49456B101 253 11941 SH SOLE 0 0 11941 KITE RLTY GROUP TR COM NEW 49803T300 268 13719 SH SOLE 0 0 13719 KNOWLES CORP COM 49926D109 360 17044 SH SOLE 0 0 17044 KRAFT HEINZ CO COM 500754106 244 7609 SH SOLE 0 0 7609 L BRANDS INC COM 501797104 329 18132 SH SOLE 0 0 18132 L3HARRIS TECHNOLOGIES INC COM 502431109 461 2332 SH SOLE 0 0 2332 LATTICE SEMICONDUCTOR CORP COM 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415 27686 SH SOLE 0 0 27686 VISTRA ENERGY CORP COM 92840M102 256 11135 SH SOLE 0 0 11135 VONAGE HLDGS CORP COM 92886T201 102 13715 SH SOLE 0 0 13715 WADDELL & REED FINL INC CL A 930059100 188 11229 SH SOLE 0 0 11229 WARRIOR MET COAL INC COM 93627C101 261 12369 SH SOLE 0 0 12369 WASTE CONNECTIONS INC COM 94106B101 585 6442 SH SOLE 0 0 6442 WEINGARTEN RLTY INVS SH BEN INT 948741103 458 14649 SH SOLE 0 0 14649 WESCO INTL INC COM 95082P105 404 6809 SH SOLE 0 0 6809 WOLVERINE WORLD WIDE INC COM 978097103 325 9632 SH SOLE 0 0 9632 WOODWARD INC COM 980745103 220 1858 SH SOLE 0 0 1858 WORLD FUEL SVCS CORP COM 981475106 322 7415 SH SOLE 0 0 7415 WORLD WRESTLING ENTMT INC CL A 98156Q108 267 4120 SH SOLE 0 0 4120 XEROX HOLDINGS CORP COM NEW 98421M106 611 16564 SH SOLE 0 0 16564 XILINX INC COM 983919101 470 4807 SH SOLE 0 0 4807 XPO LOGISTICS INC COM 983793100 212 2665 SH SOLE 0 0 2665 YUM CHINA HLDGS INC COM 98850P109 242 5033 SH SOLE 0 0 5033 ZSCALER INC COM 98980G102 317 6812 SH SOLE 0 0 6812 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