FOX RUN MANAGEMENT, L.L.C. - Q4 2017 holdings

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$342 Million is the total value of FOX RUN MANAGEMENT, L.L.C.'s 632 reported holdings in Q4 2017. The portfolio turnover from Q3 2017 to Q4 2017 was 75.8% .

All

			Value		Shares		↓ Weighting
H	Sell	HYATT HOTELS CORP	$1,625,000	+1.6%	22,100	-14.7%	0.48%	+5.1%
BR	Sell	BROADRIDGE FINL SOLUTIONS IN	$1,139,000	-18.1%	12,573	-26.9%	0.33%	-15.2%
GLPI	Sell	GAMING & LEISURE PPTYS INC	$1,142,000	-22.8%	30,868	-23.0%	0.33%	-20.3%
CAG	Sell	CONAGRA BRANDS INC	$1,139,000	-18.5%	30,234	-27.0%	0.33%	-15.7%
MSCI	Sell	MSCI INC	$1,030,000	-3.2%	8,141	-10.5%	0.30%	+0.3%
MTN	Sell	VAIL RESORTS INC	$924,000	-37.7%	4,347	-33.1%	0.27%	-35.5%
PNW	Sell	PINNACLE WEST CAP CORP	$908,000	-21.0%	10,654	-21.7%	0.27%	-18.4%
HIW	Sell	HIGHWOODS PPTYS INC	$827,000	-5.5%	16,249	-3.3%	0.24%	-2.4%
QSR	Sell	RESTAURANT BRANDS INTL INC	$813,000	-34.1%	13,218	-31.5%	0.24%	-31.8%
WY	Sell	WEYERHAEUSER CO	$807,000	-35.9%	22,888	-38.1%	0.24%	-33.9%
MCD	Sell	MCDONALDS CORP	$799,000	-5.6%	4,642	-14.0%	0.23%	-2.5%
RJF	Sell	RAYMOND JAMES FINANCIAL INC	$797,000	-36.6%	8,928	-40.1%	0.23%	-34.6%
JNJ	Sell	JOHNSON & JOHNSON	$788,000	-3.8%	5,642	-10.4%	0.23%	-0.4%
MA	Sell	MASTERCARD INCORPORATEDcl a	$777,000	+2.0%	5,134	-4.9%	0.23%	+5.6%
L	Sell	LOEWS CORP	$778,000	-0.9%	15,551	-5.2%	0.23%	+2.7%
FL	Sell	FOOT LOCKER INC	$769,000	+14.3%	16,412	-14.1%	0.22%	+17.8%
VSH	Sell	VISHAY INTERTECHNOLOGY INC	$748,000	-19.9%	36,059	-27.4%	0.22%	-17.4%
IDXX	Sell	IDEXX LABS INC	$729,000	-20.5%	4,664	-20.9%	0.21%	-18.1%
MDC	Sell	M D C HLDGS INC	$714,000	-7.3%	22,412	-3.4%	0.21%	-4.1%
MPC	Sell	MARATHON PETE CORP	$697,000	-69.7%	10,564	-74.2%	0.20%	-68.7%
SNV	Sell	SYNOVUS FINL CORP	$693,000	-34.9%	14,462	-37.4%	0.20%	-32.6%
HRG	Sell	HRG GROUP INC	$664,000	-3.1%	39,150	-10.8%	0.19%	0.0%
TSM	Sell	TAIWAN SEMICONDUCTOR MFG LTDsponsored adr	$664,000	-31.5%	16,749	-35.1%	0.19%	-29.2%
MD	Sell	MEDNAX INC	$644,000	+11.4%	12,060	-10.0%	0.19%	+15.2%
TEL	Sell	TE CONNECTIVITY LTD	$632,000	-31.5%	6,648	-40.1%	0.18%	-29.1%
WAFD	Sell	WASHINGTON FED INC	$628,000	-4.3%	18,328	-6.0%	0.18%	-1.1%
MCK	Sell	MCKESSON CORP	$628,000	-7.1%	4,027	-8.5%	0.18%	-3.7%
FLT	Sell	FLEETCOR TECHNOLOGIES INC	$611,000	-37.3%	3,174	-49.6%	0.18%	-35.1%
MXIM	Sell	MAXIM INTEGRATED PRODS INC	$613,000	-4.1%	11,732	-12.4%	0.18%	-1.1%
IP	Sell	INTL PAPER CO	$609,000	-37.3%	10,514	-38.5%	0.18%	-35.3%
TWTR	Sell	TWITTER INC	$605,000	-23.2%	25,210	-46.0%	0.18%	-20.6%
RES	Sell	RPC INC	$602,000	-26.0%	23,594	-28.1%	0.18%	-23.5%
NNN	Sell	NATIONAL RETAIL PPTYS INC	$601,000	-13.2%	13,927	-16.1%	0.18%	-10.2%
SGEN	Sell	SEATTLE GENETICS INC	$598,000	-50.5%	11,186	-49.6%	0.18%	-48.8%
WBC	Sell	WABCO HLDGS INC	$591,000	-11.3%	4,117	-8.5%	0.17%	-8.5%
WLH	Sell	LYON WILLIAM HOMEScl a new	$576,000	+1.8%	19,814	-19.5%	0.17%	+5.6%
TUP	Sell	TUPPERWARE BRANDS CORP	$568,000	-41.1%	9,060	-41.9%	0.17%	-39.2%
BBBY	Sell	BED BATH & BEYOND INC	$564,000	-8.0%	25,632	-1.8%	0.16%	-5.2%
AME	Sell	AMETEK INC	$563,000	-20.4%	7,769	-27.4%	0.16%	-17.5%
TSE	Sell	TRINSEO S A	$523,000	-59.0%	7,200	-62.1%	0.15%	-57.6%
PM	Sell	PHILIP MORRIS INTL INC	$519,000	-78.2%	4,911	-77.1%	0.15%	-77.4%
KSU	Sell	KANSAS CITY SOUTHERN	$514,000	-37.8%	4,881	-35.8%	0.15%	-35.5%
MLHR	Sell	MILLER HERMAN INC	$513,000	-34.7%	12,804	-41.5%	0.15%	-32.7%
THO	Sell	THOR INDS INC	$505,000	-52.8%	3,349	-60.6%	0.15%	-51.2%
IEX	Sell	IDEX CORP	$485,000	-36.6%	3,675	-41.7%	0.14%	-34.6%
OSK	Sell	OSHKOSH CORP	$481,000	-56.5%	5,291	-60.5%	0.14%	-55.0%
ZUMZ	Sell	ZUMIEZ INC	$482,000	-18.6%	23,158	-29.2%	0.14%	-16.1%
STAY	Sell	EXTENDED STAY AMER INCunit 99/99/9999b	$467,000	-21.6%	24,600	-17.4%	0.14%	-18.9%
ORCL	Sell	ORACLE CORP	$468,000	-31.4%	9,906	-29.7%	0.14%	-29.0%
GPORQ	Sell	GULFPORT ENERGY CORP	$459,000	-26.8%	35,975	-17.7%	0.13%	-24.7%
CMG	Sell	CHIPOTLE MEXICAN GRILL INC	$449,000	-23.2%	1,552	-18.3%	0.13%	-21.1%
IMPV	Sell	IMPERVA INC	$439,000	-54.0%	11,063	-49.7%	0.13%	-52.2%
NFX	Sell	NEWFIELD EXPL CO	$429,000	-47.6%	13,600	-50.7%	0.13%	-45.7%
BLK	Sell	BLACKROCK INC	$430,000	-46.6%	838	-53.4%	0.13%	-44.7%
GWPH	Sell	GW PHARMACEUTICALS PLCads	$430,000	-13.5%	3,256	-33.6%	0.13%	-10.6%
EXP	Sell	EAGLE MATERIALS INC	$428,000	-39.2%	3,779	-42.7%	0.12%	-37.2%
PVH	Sell	PVH CORP	$425,000	-48.9%	3,101	-53.0%	0.12%	-47.5%
CALD	Sell	CALLIDUS SOFTWARE INC	$420,000	-50.1%	14,661	-57.0%	0.12%	-48.3%
HLT	Sell	HILTON WORLDWIDE HLDGS INC	$421,000	-43.3%	5,269	-50.8%	0.12%	-41.4%
CBS	Sell	CBS CORPnew cl b	$413,000	-14.1%	7,000	-15.7%	0.12%	-11.0%
APH	Sell	AMPHENOL CORPnew cl a	$414,000	-15.7%	4,714	-18.7%	0.12%	-12.9%
CF	Sell	CF INDS HLDGS INC	$410,000	-1.2%	9,635	-18.3%	0.12%	+1.7%
NEWM	Sell	NEW MEDIA INVT GROUP INC	$404,000	+1.3%	24,075	-10.8%	0.12%	+4.4%
PNC	Sell	PNC FINL SVCS GROUP INC	$404,000	-38.8%	2,803	-42.8%	0.12%	-36.9%
SHOO	Sell	MADDEN STEVEN LTD	$396,000	-18.4%	8,479	-24.3%	0.12%	-15.3%
PRU	Sell	PRUDENTIAL FINL INC	$393,000	-19.6%	3,422	-25.6%	0.12%	-16.7%
BAC	Sell	BANK AMER CORP	$394,000	-63.2%	13,338	-68.5%	0.12%	-62.2%
HPT	Sell	HOSPITALITY PPTYS TR	$388,000	-41.8%	12,982	-44.5%	0.11%	-39.7%
ENR	Sell	ENERGIZER HLDGS INC	$388,000	-35.7%	8,096	-38.2%	0.11%	-33.3%
HEES	Sell	H & E EQUIPMENT SERVICES INC	$384,000	-60.7%	9,454	-71.8%	0.11%	-59.6%
PFPT	Sell	PROOFPOINT INC	$384,000	-70.8%	4,323	-71.4%	0.11%	-70.0%
UGI	Sell	UGI CORP	$384,000	-54.7%	8,172	-54.9%	0.11%	-53.3%
DVMT	Sell	DELL TECHNOLOGIES INC	$378,000	-17.1%	4,654	-21.1%	0.11%	-14.0%
ABT	Sell	ABBOTT LABS	$375,000	-45.5%	6,574	-49.0%	0.11%	-43.6%
BK	Sell	BANK NEW YORK MELLON CORP	$372,000	-62.5%	6,907	-63.1%	0.11%	-61.2%
NRZ	Sell	NEW RESIDENTIAL INVT CORP	$367,000	-32.0%	20,500	-36.5%	0.11%	-30.1%
CUBE	Sell	CUBESMART	$363,000	+4.3%	12,540	-6.4%	0.11%	+7.1%
EV	Sell	EATON VANCE CORP	$363,000	-20.0%	6,444	-30.0%	0.11%	-17.8%
WYNN	Sell	WYNN RESORTS LTD	$363,000	-32.3%	2,156	-40.1%	0.11%	-30.3%
DOX	Sell	AMDOCS LTD	$356,000	-24.3%	5,433	-25.6%	0.10%	-21.8%
ALNY	Sell	ALNYLAM PHARMACEUTICALS INC	$356,000	-34.1%	2,800	-39.1%	0.10%	-32.0%
STT	Sell	STATE STR CORP	$349,000	-20.5%	3,572	-22.3%	0.10%	-17.7%
MSM	Sell	MSC INDL DIRECT INCcl a	$343,000	-24.3%	3,549	-40.8%	0.10%	-21.9%
WCG	Sell	WELLCARE HEALTH PLANS INC	$342,000	-62.4%	1,700	-67.9%	0.10%	-61.2%
ATKR	Sell	ATKORE INTL GROUP INC	$330,000	-14.9%	15,381	-22.7%	0.10%	-11.8%
IPXL	Sell	IMPAX LABORATORIES INC	$331,000	-67.7%	19,900	-60.6%	0.10%	-66.6%
COF	Sell	CAPITAL ONE FINL CORP	$331,000	-50.5%	3,325	-57.9%	0.10%	-48.7%
COLB	Sell	COLUMBIA BKG SYS INC	$327,000	-36.9%	7,529	-38.8%	0.10%	-34.7%
YELP	Sell	YELP INCcl a	$322,000	-29.2%	7,663	-27.0%	0.09%	-27.1%
YUM	Sell	YUM BRANDS INC	$322,000	-77.5%	3,940	-79.7%	0.09%	-76.7%
AEE	Sell	AMEREN CORP	$322,000	-47.0%	5,454	-48.1%	0.09%	-45.3%
CRAY	Sell	CRAY INC	$317,000	-1.9%	13,108	-21.0%	0.09%	+2.2%
PSX	Sell	PHILLIPS 66	$311,000	-59.6%	3,074	-63.4%	0.09%	-58.3%
WMGI	Sell	WRIGHT MED GROUP N V	$301,000	-18.6%	13,550	-5.2%	0.09%	-16.2%
CPRT	Sell	COPART INC	$301,000	-26.4%	6,969	-41.4%	0.09%	-24.1%
DK	Sell	DELEK US HLDGS INC	$298,000	-81.8%	8,542	-86.0%	0.09%	-81.2%
V	Sell	VISA INC	$298,000	-44.5%	2,613	-48.8%	0.09%	-42.8%
MT	Sell	ARCELORMITTAL SA LUXEMBOURGny registry sh	$292,000	-5.5%	9,023	-24.8%	0.09%	-2.3%
RF	Sell	REGIONS FINL CORP	$294,000	-48.4%	17,025	-54.5%	0.09%	-46.6%
DLTR	Sell	DOLLAR TREE INC	$278,000	-68.6%	2,593	-74.6%	0.08%	-67.7%
GBX	Sell	GREENBRIER COS INC	$266,000	-8.0%	4,993	-16.8%	0.08%	-4.9%
ALL	Sell	ALLSTATE CORP	$262,000	-47.2%	2,500	-53.7%	0.08%	-45.0%
HPQ	Sell	HP INC	$262,000	-82.1%	12,474	-83.0%	0.08%	-81.4%
AHL	Sell	ASPEN INSURANCE HOLDINGS LTD	$264,000	-29.8%	6,506	-30.0%	0.08%	-27.4%
LLY	Sell	LILLY ELI & CO	$263,000	-19.1%	3,118	-17.9%	0.08%	-16.3%
MTB	Sell	M & T BK CORP	$259,000	-38.2%	1,515	-41.7%	0.08%	-36.1%
KMI	Sell	KINDER MORGAN INC	$257,000	-13.5%	14,200	-8.4%	0.08%	-10.7%
INCY	Sell	INCYTE CORP	$256,000	-59.4%	2,705	-49.9%	0.08%	-57.9%
PBH	Sell	PRESTIGE BRANDS HLDGS INC	$251,000	-16.6%	5,644	-5.9%	0.07%	-14.1%
CSL	Sell	CARLISLE COS INC	$243,000	-60.9%	2,134	-65.6%	0.07%	-59.7%
AIV	Sell	APARTMENT INVT & MGMT COcl a	$224,000	-31.1%	5,128	-30.7%	0.07%	-28.3%
BLDR	Sell	BUILDERS FIRSTSOURCE INC	$226,000	-55.2%	10,384	-62.9%	0.07%	-53.8%
SWIR	Sell	SIERRA WIRELESS INC	$218,000	-68.5%	10,656	-66.9%	0.06%	-67.3%
GRMN	Sell	GARMIN LTD	$213,000	-85.3%	3,574	-86.7%	0.06%	-84.8%
XPER	Sell	XPERI CORP	$207,000	-78.9%	8,504	-78.0%	0.06%	-78.0%
AY	Sell	ATLANTICA YIELD PLC	$204,000	-71.5%	9,618	-73.6%	0.06%	-70.4%
GATX	Sell	GATX CORP	$204,000	-71.9%	3,280	-72.2%	0.06%	-70.9%
AMCX	Sell	AMC NETWORKS INCcl a	$205,000	-14.6%	3,792	-7.5%	0.06%	-11.8%
NFLX	Sell	NETFLIX INC	$201,000	-74.2%	1,048	-75.6%	0.06%	-73.3%
GOLD	Sell	BARRICK GOLD CORP	$196,000	-57.6%	13,550	-52.8%	0.06%	-56.5%
DX	Sell	DYNEX CAP INC	$193,000	-5.4%	27,525	-2.0%	0.06%	-1.7%
THC	Sell	TENET HEALTHCARE CORP	$177,000	-78.8%	11,675	-77.0%	0.05%	-78.0%
MRC	Sell	MRC GLOBAL INC	$173,000	-61.4%	10,225	-60.1%	0.05%	-59.8%
LFC	Sell	CHINA LIFE INS COltd	$166,000	-36.9%	10,625	-39.3%	0.05%	-33.8%
FORM	Sell	FORMFACTOR INC	$164,000	-79.6%	10,450	-78.1%	0.05%	-78.9%
PHH	Sell	PHH CORP	$139,000	-62.3%	13,500	-49.1%	0.04%	-60.6%
BBD	Sell	BANCO BRADESCO S A SP ADR PFD NEWs a sp adr pfd new	$123,000	-32.8%	12,000	-27.3%	0.04%	-30.8%
EVC	Sell	ENTRAVISION COMMUNICATIONS Ccl a	$72,000	-75.2%	10,100	-80.2%	0.02%	-74.4%
KERX	Exit	KERYX BIOPHARMACEUTICALS INC	$0	–	-14,200	-100.0%	-0.03%	–
P	Exit	PANDORA MEDIA INC	$0	–	-14,400	-100.0%	-0.03%	–
BCRX	Exit	BIOCRYST PHARMACEUTICALS	$0	–	-23,400	-100.0%	-0.04%	–
ESV	Exit	ENSCO PLC	$0	–	-21,200	-100.0%	-0.04%	–
ABEV	Exit	AMBEV SAsponsored adr	$0	–	-22,000	-100.0%	-0.04%	–
FOSL	Exit	FOSSIL GROUP INC	$0	–	-15,700	-100.0%	-0.04%	–
ARRY	Exit	ARRAY BIOPHARMA INC	$0	–	-11,900	-100.0%	-0.04%	–
SCMP	Exit	SUCAMPO PHARMACEUTICALS INCcl a	$0	–	-12,800	-100.0%	-0.04%	–
TISI	Exit	TEAM INC	$0	–	-11,500	-100.0%	-0.04%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-11,600	-100.0%	-0.05%	–
NYRT	Exit	NEW YORK REIT INC	$0	–	-21,300	-100.0%	-0.05%	–
LPI	Exit	LAREDO PETROLEUM INC	$0	–	-12,900	-100.0%	-0.05%	–
CMRE	Exit	COSTAMARE INC	$0	–	-26,900	-100.0%	-0.05%	–
LC	Exit	LENDINGCLUB CORP	$0	–	-27,800	-100.0%	-0.05%	–
GLYC	Exit	GLYCOMIMETICS INC	$0	–	-12,400	-100.0%	-0.05%	–
ANH	Exit	ANWORTH MORTGAGE ASSET CP	$0	–	-28,800	-100.0%	-0.05%	–
EZPW	Exit	EZCORP INCcl a non vtg	$0	–	-18,700	-100.0%	-0.05%	–
AEG	Exit	AEGON N V NY REGISTRY SHny registry sh	$0	–	-31,400	-100.0%	-0.05%	–
EVTC	Exit	EVERTEC INC	$0	–	-11,900	-100.0%	-0.05%	–
HZN	Exit	HORIZON GLOBAL CORP	$0	–	-11,300	-100.0%	-0.06%	–
MNR	Exit	MONMOUTH REAL ESTATE INVT COcl a	$0	–	-12,300	-100.0%	-0.06%	–
WUBA	Exit	58 COM INCspon adr rep a	$0	–	-3,200	-100.0%	-0.06%	–
LBRDK	Exit	LIBERTY BROADBAND CORP	$0	–	-2,100	-100.0%	-0.06%	–
NMIH	Exit	NMI HLDGS INCcl a	$0	–	-16,100	-100.0%	-0.06%	–
SRPT	Exit	SAREPTA THERAPEUTICS INC	$0	–	-4,500	-100.0%	-0.06%	–
COWN	Exit	COWEN INCcl a new	$0	–	-11,500	-100.0%	-0.06%	–
LPSN	Exit	LIVEPERSON INC	$0	–	-15,100	-100.0%	-0.06%	–
VIVO	Exit	MERIDIAN BIOSCIENCE INC	$0	–	-14,500	-100.0%	-0.06%	–
SSRM	Exit	SSR MNG INC	$0	–	-19,700	-100.0%	-0.06%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-13,300	-100.0%	-0.06%	–
VECO	Exit	VEECO INSTRS INC	$0	–	-9,900	-100.0%	-0.06%	–
LHO	Exit	LASALLE HOTEL PPTYS	$0	–	-7,300	-100.0%	-0.06%	–
AWI	Exit	ARMSTRONG WORLD INDS INC	$0	–	-4,200	-100.0%	-0.06%	–
RWT	Exit	REDWOOD TR INC	$0	–	-13,200	-100.0%	-0.06%	–
FTRCQ	Exit	FRONTIER COMMUNICATIONS CORP	$0	–	-18,400	-100.0%	-0.06%	–
ORBC	Exit	ORBCOMM INC	$0	–	-20,800	-100.0%	-0.06%	–
AMTD	Exit	TD AMERITRADE HLDG CORP	$0	–	-4,500	-100.0%	-0.06%	–
CINF	Exit	CINCINNATI FINL CORP	$0	–	-2,900	-100.0%	-0.06%	–
CCEP	Exit	COCA COLA EUROPEAN PARTNERS	$0	–	-5,300	-100.0%	-0.06%	–
GIS	Exit	GENERAL MLS INC	$0	–	-4,300	-100.0%	-0.06%	–
ONB	Exit	OLD NATL BANCORP IND	$0	–	-12,200	-100.0%	-0.06%	–
ARE	Exit	ALEXANDRIA REAL ESTATE EQ IN	$0	–	-1,900	-100.0%	-0.06%	–
LLL	Exit	L3 TECHNOLOGIES INC	$0	–	-1,200	-100.0%	-0.06%	–
SHLDQ	Exit	SEARS HLDGS CORP	$0	–	-31,500	-100.0%	-0.06%	–
SCI	Exit	SERVICE CORP	$0	–	-6,600	-100.0%	-0.06%	–
GOGO	Exit	GOGO INC	$0	–	-19,700	-100.0%	-0.07%	–
RGC	Exit	REGAL ENTMT GROUPcl a	$0	–	-14,600	-100.0%	-0.07%	–
EPC	Exit	EDGEWELL PERS CARE CO	$0	–	-3,200	-100.0%	-0.07%	–
HLF	Exit	HERBALIFE LTD	$0	–	-3,500	-100.0%	-0.07%	–
FWONA	Exit	LIBERTY MEDIA CORP	$0	–	-6,500	-100.0%	-0.07%	–
FHI	Exit	FEDERATED INVS INCpa cl b	$0	–	-7,900	-100.0%	-0.07%	–
EQC	Exit	EQUITY COMWLTH	$0	–	-7,900	-100.0%	-0.07%	–
SSNC	Exit	SS&C TECHNOLOGIES HLDGS INC	$0	–	-6,000	-100.0%	-0.07%	–
EXPR	Exit	EXPRESS INC	$0	–	-35,600	-100.0%	-0.07%	–
WMB	Exit	WILLIAMS COS INC	$0	–	-8,000	-100.0%	-0.07%	–
CAL	Exit	CALERES INC	$0	–	-8,000	-100.0%	-0.07%	–
ROP	Exit	ROPER TECHNOLOGIES INC	$0	–	-1,000	-100.0%	-0.07%	–
DEI	Exit	DOUGLAS EMMETT INC	$0	–	-6,300	-100.0%	-0.07%	–
PRTY	Exit	PARTY CITY HOLDCO INC	$0	–	-18,300	-100.0%	-0.07%	–
CNC	Exit	CENTENE CORP	$0	–	-2,600	-100.0%	-0.07%	–
FIS	Exit	FIDELITY NATL INFORMATION SV	$0	–	-2,700	-100.0%	-0.07%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-7,100	-100.0%	-0.07%	–
FANG	Exit	DIAMONDBACK ENERGY INC	$0	–	-2,600	-100.0%	-0.07%	–
SCS	Exit	STEELCASE INCcl a	$0	–	-16,600	-100.0%	-0.07%	–
CDE	Exit	COEUR MNG INC	$0	–	-27,600	-100.0%	-0.07%	–
HT	Exit	HERSHA HOSPITALITY TR PR	$0	–	-13,800	-100.0%	-0.07%	–
LGND	Exit	LIGAND PHARMACEUTICALS INC	$0	–	-1,900	-100.0%	-0.07%	–
EVRI	Exit	EVERI HLDGS INC	$0	–	-34,000	-100.0%	-0.07%	–
	Exit	TARENA INTL INCadr	$0	–	-17,900	-100.0%	-0.07%	–
SMTC	Exit	SEMTECH CORP	$0	–	-7,000	-100.0%	-0.07%	–
AXON	Exit	AXON ENTERPRISE INC	$0	–	-11,500	-100.0%	-0.07%	–
NXST	Exit	NEXSTAR MEDIA GROUP INCcl a	$0	–	-4,200	-100.0%	-0.07%	–
CLR	Exit	CONTINENTAL RESOURCES INC	$0	–	-6,900	-100.0%	-0.08%	–
SSP	Exit	SCRIPPS E W COohio cl a new	$0	–	-13,800	-100.0%	-0.08%	–
CMD	Exit	CANTEL MEDICAL CORP	$0	–	-2,900	-100.0%	-0.08%	–
PACW	Exit	PACWEST BANCORP DEL	$0	–	-5,400	-100.0%	-0.08%	–
HAWK	Exit	BLACKHAWK NETWORK HLDGS INC	$0	–	-6,200	-100.0%	-0.08%	–
TRNO	Exit	TERRENO RLTY CORP	$0	–	-7,500	-100.0%	-0.08%	–
TTC	Exit	TORO CO	$0	–	-4,400	-100.0%	-0.08%	–
EPAY	Exit	BOTTOMLINE TECH DEL INC	$0	–	-8,800	-100.0%	-0.08%	–
CIT	Exit	CIT GROUP INC	$0	–	-5,700	-100.0%	-0.08%	–
OLLI	Exit	OLLIES BARGAIN OUTLT HLDGS I	$0	–	-6,100	-100.0%	-0.08%	–
SEIC	Exit	SEI INVESTMENTS CO	$0	–	-4,700	-100.0%	-0.08%	–
AET	Exit	AETNA INC	$0	–	-1,800	-100.0%	-0.08%	–
CERN	Exit	CERNER CORP	$0	–	-4,000	-100.0%	-0.08%	–
PINC	Exit	PREMIER INCcl a	$0	–	-8,800	-100.0%	-0.08%	–
ROK	Exit	ROCKWELL AUTOMATION INC	$0	–	-1,600	-100.0%	-0.08%	–
MDRX	Exit	ALLSCRIPTS HEALTHCARE SOLUTN	$0	–	-20,000	-100.0%	-0.08%	–
AN	Exit	AUTONATION INC	$0	–	-6,000	-100.0%	-0.08%	–
SHPG	Exit	SHIRE PLCsponsored adr	$0	–	-1,900	-100.0%	-0.08%	–
MDU	Exit	MDU RES GROUP INC	$0	–	-11,200	-100.0%	-0.08%	–
MFC	Exit	MANULIFE FINL CORP	$0	–	-14,300	-100.0%	-0.08%	–
HUBG	Exit	HUB GROUP INCcl a	$0	–	-6,800	-100.0%	-0.08%	–
PBF	Exit	PBF ENERGY INCcl a	$0	–	-10,800	-100.0%	-0.08%	–
IBKC	Exit	IBERIABANK CORP	$0	–	-3,600	-100.0%	-0.08%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-7,600	-100.0%	-0.08%	–
AMAT	Exit	APPLIED MATLS INC	$0	–	-5,700	-100.0%	-0.08%	–
VOYA	Exit	VOYA FINL INC	$0	–	-7,400	-100.0%	-0.08%	–
TK	Exit	TEEKAY CORPORATION	$0	–	-33,100	-100.0%	-0.08%	–
CHL	Exit	CHINA MOBILE LIMITEDsponsored adr	$0	–	-5,900	-100.0%	-0.08%	–
MANH	Exit	MANHATTAN ASSOCS INC	$0	–	-7,100	-100.0%	-0.08%	–
AEM	Exit	AGNICO EAGLE MINES LTD	$0	–	-6,600	-100.0%	-0.08%	–
SEE	Exit	SEALED AIR CORP	$0	–	-6,900	-100.0%	-0.08%	–
DDC	Exit	DOMINION DIAMOND CORP	$0	–	-21,400	-100.0%	-0.09%	–
SABR	Exit	SABRE CORP	$0	–	-16,800	-100.0%	-0.09%	–
OZRK	Exit	BANK OF THE OZARKS	$0	–	-6,300	-100.0%	-0.09%	–
CAKE	Exit	CHEESECAKE FACTORY INC	$0	–	-7,300	-100.0%	-0.09%	–
CRTO	Exit	CRITEO S Aspons ads	$0	–	-7,400	-100.0%	-0.09%	–
NDSN	Exit	NORDSON CORP	$0	–	-2,600	-100.0%	-0.09%	–
NFG	Exit	NATIONAL FUEL GAS CO	$0	–	-5,500	-100.0%	-0.09%	–
NVTA	Exit	INVITAE CORP	$0	–	-33,300	-100.0%	-0.09%	–
EGOV	Exit	NIC INC	$0	–	-18,000	-100.0%	-0.09%	–
LEN	Exit	LENNAR CORPcl a	$0	–	-5,900	-100.0%	-0.09%	–
FAST	Exit	FASTENAL CO	$0	–	-6,800	-100.0%	-0.09%	–
HST	Exit	HOST HOTELS & RESORTS INC	$0	–	-17,100	-100.0%	-0.09%	–
CBF	Exit	CAPITAL BK FINL CORP	$0	–	-7,700	-100.0%	-0.09%	–
ZBRA	Exit	ZEBRA TECHNOLOGIES CORPcl a	$0	–	-2,900	-100.0%	-0.09%	–
NWE	Exit	NORTHWESTERN CORP	$0	–	-5,600	-100.0%	-0.09%	–
COG	Exit	CABOT OIL & GAS CORP	$0	–	-11,900	-100.0%	-0.09%	–
MITL	Exit	MITEL NETWORKS CORP	$0	–	-38,500	-100.0%	-0.09%	–
MNST	Exit	MONSTER BEVERAGE CORP	$0	–	-5,800	-100.0%	-0.09%	–
SCLN	Exit	SCICLONE PHARMACEUTICALS INC	$0	–	-28,700	-100.0%	-0.09%	–
FSLR	Exit	FIRST SOLAR INC	$0	–	-7,000	-100.0%	-0.09%	–
KMX	Exit	CARMAX INC	$0	–	-4,300	-100.0%	-0.09%	–
AYI	Exit	ACUITY BRANDS INC	$0	–	-1,900	-100.0%	-0.09%	–
CFFN	Exit	CAPITOL FED FINL INC	$0	–	-22,300	-100.0%	-0.09%	–
AYR	Exit	AIRCASTLE LTD	$0	–	-14,700	-100.0%	-0.09%	–
DRE	Exit	DUKE REALTY CORP	$0	–	-11,400	-100.0%	-0.09%	–
CECO	Exit	CAREER EDUCATION CORP	$0	–	-31,800	-100.0%	-0.09%	–
BFB	Exit	BROWN FORMAN CORPcl b	$0	–	-6,100	-100.0%	-0.09%	–
BXP	Exit	BOSTON PROPERTIES INC	$0	–	-2,700	-100.0%	-0.09%	–
AMX	Exit	AMERICA MOVIL SAB DE CV	$0	–	-19,000	-100.0%	-0.10%	–
GWRE	Exit	GUIDEWIRE SOFTWARE INC	$0	–	-4,300	-100.0%	-0.10%	–
PBYI	Exit	PUMA BIOTECHNOLOGY INC	$0	–	-2,800	-100.0%	-0.10%	–
EXEL	Exit	EXELIXIS INC	$0	–	-13,800	-100.0%	-0.10%	–
NOMD	Exit	NOMAD FOODS LTD	$0	–	-22,900	-100.0%	-0.10%	–
STE	Exit	STERIS PLC	$0	–	-3,800	-100.0%	-0.10%	–
ARW	Exit	ARROW ELECTRS INC	$0	–	-4,200	-100.0%	-0.10%	–
SAIC	Exit	SCIENCE APPLICATNS INTL CP N	$0	–	-5,100	-100.0%	-0.10%	–
GPRO	Exit	GOPRO INCcl a	$0	–	-31,100	-100.0%	-0.10%	–
OMI	Exit	OWENS & MINOR INC	$0	–	-12,000	-100.0%	-0.10%	–
COHR	Exit	COHERENT INC	$0	–	-1,500	-100.0%	-0.10%	–
AERI	Exit	AERIE PHARMACEUTICALS INC	$0	–	-7,300	-100.0%	-0.10%	–
RYAM	Exit	RAYONIER ADVANCED MATLS INC	$0	–	-26,000	-100.0%	-0.10%	–
COST	Exit	COSTCO WHSL CORP	$0	–	-2,200	-100.0%	-0.10%	–
DAR	Exit	DARLING INGREDIENTS INC	$0	–	-20,500	-100.0%	-0.10%	–
HBAN	Exit	HUNTINGTON BANCSHARES INC	$0	–	-25,900	-100.0%	-0.10%	–
PSA	Exit	PUBLIC STORAGE	$0	–	-1,700	-100.0%	-0.10%	–
LYB	Exit	LYONDELLBASELL INDUSTRIES N	$0	–	-3,700	-100.0%	-0.10%	–
TMK	Exit	TORCHMARK CORP	$0	–	-4,600	-100.0%	-0.10%	–
ATGE	Exit	ADTALEM GLOBAL ED INC	$0	–	-10,300	-100.0%	-0.10%	–
KRC	Exit	KILROY RLTY CORP	$0	–	-5,200	-100.0%	-0.10%	–
AFG	Exit	AMERICAN FINL GROUP INC	$0	–	-3,600	-100.0%	-0.10%	–
SAFM	Exit	SANDERSON FARMS INC	$0	–	-2,300	-100.0%	-0.10%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-61,600	-100.0%	-0.11%	–
CLNS	Exit	COLONY NORTHSTAR INC	$0	–	-29,900	-100.0%	-0.11%	–
RCII	Exit	RENT A CTR INC	$0	–	-32,600	-100.0%	-0.11%	–
LXRX	Exit	LEXICON PHARMACEUTICALS INC	$0	–	-30,600	-100.0%	-0.11%	–
RMBS	Exit	RAMBUS INC	$0	–	-28,100	-100.0%	-0.11%	–
WOR	Exit	WORTHINGTON INDS INC	$0	–	-8,100	-100.0%	-0.11%	–
CBT	Exit	CABOT CORP	$0	–	-6,800	-100.0%	-0.11%	–
TD	Exit	TORONTO DOMINION BK ONT	$0	–	-6,700	-100.0%	-0.11%	–
WCC	Exit	WESCO INTL INC	$0	–	-6,500	-100.0%	-0.11%	–
NVS	Exit	NOVARTIS A Gsponsored adr	$0	–	-4,400	-100.0%	-0.11%	–
KSS	Exit	KOHLS CORP	$0	–	-8,300	-100.0%	-0.11%	–
KR	Exit	KROGER CO	$0	–	-18,800	-100.0%	-0.11%	–
MOMO	Exit	MOMO INCadr	$0	–	-12,200	-100.0%	-0.11%	–
NSM	Exit	NATIONSTAR MTG HLDGS INC	$0	–	-20,600	-100.0%	-0.11%	–
EC	Exit	ECOPETROL S Asponsored ads	$0	–	-40,100	-100.0%	-0.11%	–
CTLT	Exit	CATALENT INC	$0	–	-9,600	-100.0%	-0.11%	–
RDSA	Exit	ROYAL DUTCH SHELL PLCspons adr a	$0	–	-6,300	-100.0%	-0.11%	–
WEB	Exit	WEB COM GROUP INC	$0	–	-15,600	-100.0%	-0.11%	–
XON	Exit	INTREXON CORP	$0	–	-20,500	-100.0%	-0.11%	–
BRX	Exit	BRIXMOR PPTY GROUP INC	$0	–	-20,600	-100.0%	-0.11%	–
ELLI	Exit	ELLIE MAE INC	$0	–	-4,800	-100.0%	-0.11%	–
ODFL	Exit	OLD DOMINION FGHT LINES INC	$0	–	-3,600	-100.0%	-0.11%	–
NVO	Exit	NOVO-NORDISK A Sadr	$0	–	-8,300	-100.0%	-0.11%	–
NI	Exit	NISOURCE INC	$0	–	-15,800	-100.0%	-0.11%	–
RPAI	Exit	RETAIL PPTYS AMER INCcl a	$0	–	-30,800	-100.0%	-0.11%	–
FNGN	Exit	FINANCIAL ENGINES INC	$0	–	-11,600	-100.0%	-0.11%	–
DB	Exit	DEUTSCHE BANK AGnamen akt	$0	–	-23,700	-100.0%	-0.12%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-4,000	-100.0%	-0.12%	–
JBLU	Exit	JETBLUE AIRWAYS CORP	$0	–	-22,300	-100.0%	-0.12%	–
APC	Exit	ANADARKO PETE CORP	$0	–	-8,500	-100.0%	-0.12%	–
MKSI	Exit	MKS INSTRUMENT INC	$0	–	-4,400	-100.0%	-0.12%	–
NCR	Exit	NCR CORP	$0	–	-11,100	-100.0%	-0.12%	–
HDP	Exit	HORTONWORKS INC	$0	–	-24,800	-100.0%	-0.12%	–
MTG	Exit	MGIC INVT CORP	$0	–	-33,600	-100.0%	-0.12%	–
DOFSQ	Exit	DIAMOND OFFSHORE DRILLING IN	$0	–	-29,000	-100.0%	-0.12%	–
GOLD	Exit	RANDGOLD RES LTDadr	$0	–	-4,300	-100.0%	-0.12%	–
USFD	Exit	US FOODS HLDG CORP	$0	–	-15,900	-100.0%	-0.12%	–
RY	Exit	ROYAL BK CDA MONTREAL QUE	$0	–	-5,500	-100.0%	-0.12%	–
QEP	Exit	QEP RES INC	$0	–	-50,000	-100.0%	-0.12%	–
STMP	Exit	STAMPS COM INC	$0	–	-2,100	-100.0%	-0.12%	–
AGCO	Exit	AGCO CORP	$0	–	-5,800	-100.0%	-0.12%	–
TRN	Exit	TRINITY INDS INC	$0	–	-13,500	-100.0%	-0.12%	–
FCPT	Exit	FOUR CORNERS PPTY TR INC	$0	–	-17,400	-100.0%	-0.12%	–
PODD	Exit	INSULET CORP	$0	–	-7,900	-100.0%	-0.12%	–
DOC	Exit	PHYSICIANS RLTY TR	$0	–	-24,700	-100.0%	-0.12%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-6,800	-100.0%	-0.12%	–
CMI	Exit	CUMMINS INC	$0	–	-2,600	-100.0%	-0.12%	–
REN	Exit	RESOLUTE ENERGY CORP	$0	–	-14,900	-100.0%	-0.12%	–
DVN	Exit	DEVON ENERGY CORP	$0	–	-12,000	-100.0%	-0.12%	–
UNVR	Exit	UNIVAR INC	$0	–	-15,300	-100.0%	-0.12%	–
BCC	Exit	BOISE CASCADE CO	$0	–	-12,800	-100.0%	-0.13%	–
GTN	Exit	GRAY TELEVISION INC	$0	–	-28,500	-100.0%	-0.13%	–
CAT	Exit	CATERPILLAR INC	$0	–	-3,600	-100.0%	-0.13%	–
PLNT	Exit	PLANET FITNESS INCcl a	$0	–	-16,700	-100.0%	-0.13%	–
BBT	Exit	BB&T CORP	$0	–	-9,600	-100.0%	-0.13%	–
ESRX	Exit	EXPRESS SCRIPTS HLDG CO	$0	–	-7,200	-100.0%	-0.13%	–
IFF	Exit	INTERNATIONAL FLAVORS&FRAGRA	$0	–	-3,200	-100.0%	-0.13%	–
ROST	Exit	ROSS STORES INC	$0	–	-7,100	-100.0%	-0.13%	–
MSI	Exit	MOTOROLA SOLUTIONS INC	$0	–	-5,400	-100.0%	-0.13%	–
ASGN	Exit	ON ASSIGNMENT INC	$0	–	-8,600	-100.0%	-0.13%	–
NVCR	Exit	NOVOCURE LTD	$0	–	-23,200	-100.0%	-0.13%	–
TEN	Exit	TENNECO INC	$0	–	-7,600	-100.0%	-0.13%	–
TRTN	Exit	TRITON INTL LTDcl a	$0	–	-13,900	-100.0%	-0.13%	–
ESNT	Exit	ESSENT GROUP LTD	$0	–	-11,600	-100.0%	-0.13%	–
STO	Exit	STATOIL ASAsponsored adr	$0	–	-23,500	-100.0%	-0.13%	–
GIII	Exit	G-III APPAREL GROUP LTD	$0	–	-16,300	-100.0%	-0.13%	–
QCOM	Exit	QUALCOMM INC	$0	–	-9,200	-100.0%	-0.14%	–
CRL	Exit	CHARLES RIV LABS INTL INC	$0	–	-4,400	-100.0%	-0.14%	–
CYS	Exit	CYS INVTS INC	$0	–	-56,500	-100.0%	-0.14%	–
EIX	Exit	EDISON INTL	$0	–	-6,300	-100.0%	-0.14%	–
MDLZ	Exit	MONDELEZ INTL INCcl a	$0	–	-12,000	-100.0%	-0.14%	–
WST	Exit	WEST PHARMACEUTICAL SVSC INC	$0	–	-5,200	-100.0%	-0.14%	–
SYNT	Exit	SYNTEL INC	$0	–	-25,500	-100.0%	-0.14%	–
KBR	Exit	KBR INC	$0	–	-28,000	-100.0%	-0.14%	–
NWBI	Exit	NORTHWEST BANCSHARES INC	$0	–	-29,400	-100.0%	-0.14%	–
VMW	Exit	VMWARE INC	$0	–	-4,700	-100.0%	-0.14%	–
WING	Exit	WINGSTOP INC	$0	–	-15,400	-100.0%	-0.14%	–
AMC	Exit	AMC ENTMT HLDGS INC	$0	–	-35,000	-100.0%	-0.15%	–
CA	Exit	CA INC	$0	–	-15,400	-100.0%	-0.15%	–
BIG	Exit	BIG LOTS INC	$0	–	-9,600	-100.0%	-0.15%	–
MLNX	Exit	MELLANOX TECHNOLOGIES LTD	$0	–	-11,000	-100.0%	-0.15%	–
PLAY	Exit	DAVE & BUSTERS ENTMT INC	$0	–	-9,900	-100.0%	-0.15%	–
CS	Exit	CREDIT SUISSE GROUPsponsored adr	$0	–	-32,900	-100.0%	-0.15%	–
ATI	Exit	ALLEGHENY TECHNOLOGIES INC	$0	–	-21,700	-100.0%	-0.15%	–
IDCC	Exit	INTERDIGITAL INC	$0	–	-7,100	-100.0%	-0.15%	–
PTLA	Exit	PORTOLA PHARMACEUTICALS INC	$0	–	-9,700	-100.0%	-0.15%	–
BRKL	Exit	BROOKLINE BANCORP INC	$0	–	-33,700	-100.0%	-0.15%	–
CASY	Exit	CASEYS GEN STORES INC	$0	–	-4,800	-100.0%	-0.15%	–
SPB	Exit	SPECTRUM BRANDS HLDGS INC	$0	–	-5,000	-100.0%	-0.15%	–
TAP	Exit	MOLSON COORS BREWING COcl b	$0	–	-6,500	-100.0%	-0.15%	–
RMD	Exit	RESMED INC	$0	–	-6,900	-100.0%	-0.15%	–
HDS	Exit	HD SUPPLY HLDGS INC	$0	–	-14,700	-100.0%	-0.15%	–
SFL	Exit	SHIP FINANCE INTERNATIONAL L	$0	–	-36,800	-100.0%	-0.15%	–
ADBE	Exit	ADOBE SYS INC	$0	–	-3,600	-100.0%	-0.15%	–
SERV	Exit	SERVICEMASTER GLOBAL HLDGS I	$0	–	-11,600	-100.0%	-0.15%	–
WGO	Exit	WINNEBAGO INDS INC	$0	–	-12,100	-100.0%	-0.15%	–
RH	Exit	RH	$0	–	-7,700	-100.0%	-0.15%	–
INCR	Exit	INCresh hldgs inc	$0	–	-10,500	-100.0%	-0.16%	–
CNX	Exit	CONSOL ENERGY INC	$0	–	-32,700	-100.0%	-0.16%	–
FRC	Exit	FIRST REP BK SAN FRANCISCO C	$0	–	-5,300	-100.0%	-0.16%	–
EMR	Exit	EMERSON ELEC CO	$0	–	-8,900	-100.0%	-0.16%	–
AVGO	Exit	BROADCOM LTD	$0	–	-2,300	-100.0%	-0.16%	–
ST	Exit	SENSATA TECHNOLOGIES HLDG NV	$0	–	-11,600	-100.0%	-0.16%	–
TTM	Exit	TATA MTRS LTDsponsored adr	$0	–	-17,900	-100.0%	-0.16%	–
ATO	Exit	ATMOS ENERGY CORP	$0	–	-6,700	-100.0%	-0.16%	–
SPGI	Exit	S&P GLOBAL INC	$0	–	-3,600	-100.0%	-0.16%	–
PAH	Exit	PLATFORM SPECIALTY PRODS COR	$0	–	-51,400	-100.0%	-0.16%	–
INXN	Exit	INTERXION HOLDING N.V	$0	–	-11,300	-100.0%	-0.16%	–
AGIO	Exit	AGIOS PHARMACEUTICALS INC	$0	–	-8,600	-100.0%	-0.16%	–
CLH	Exit	CLEAN HARBORS INC	$0	–	-10,200	-100.0%	-0.16%	–
LNC	Exit	LINCOLN NATL CORP	$0	–	-7,900	-100.0%	-0.16%	–
CYH	Exit	COMMUNITY HEALTH SYS INC	$0	–	-76,100	-100.0%	-0.16%	–
CATM	Exit	CARDTRONICS PLC	$0	–	-25,500	-100.0%	-0.17%	–
MDCO	Exit	MEDICINES CO	$0	–	-15,800	-100.0%	-0.17%	–
CDK	Exit	CDK GLOBAL INC	$0	–	-9,300	-100.0%	-0.17%	–
RS	Exit	RELIANCE STEEL & ALUMINUM CO	$0	–	-7,800	-100.0%	-0.17%	–
OPB	Exit	OPUS BK IRVINE CALIF	$0	–	-24,700	-100.0%	-0.17%	–
SCHN	Exit	SCHNITZER STL INDScl a	$0	–	-21,200	-100.0%	-0.17%	–
RGA	Exit	REINSURANCE GROUP AMER INC	$0	–	-4,300	-100.0%	-0.17%	–
BLUE	Exit	BLUEBIRD BIO INC	$0	–	-4,400	-100.0%	-0.17%	–
MTGE	Exit	MTGE INVT CORP	$0	–	-31,100	-100.0%	-0.17%	–
ARMK	Exit	ARAMARK	$0	–	-14,900	-100.0%	-0.17%	–
NTES	Exit	NETEASE INCsponsored adr	$0	–	-2,300	-100.0%	-0.17%	–
NTGR	Exit	NETGEAR INC	$0	–	-12,800	-100.0%	-0.17%	–
CTAS	Exit	CINTAS CORP	$0	–	-4,200	-100.0%	-0.17%	–
TEX	Exit	TEREX CORP	$0	–	-13,500	-100.0%	-0.17%	–
CBSH	Exit	COMMERCE BANCSHARES INC	$0	–	-10,600	-100.0%	-0.17%	–
CATY	Exit	CATHAY GEN BANCORP	$0	–	-15,200	-100.0%	-0.17%	–
CLGX	Exit	CORELOGIC INC	$0	–	-13,200	-100.0%	-0.17%	–
KRNY	Exit	KEARNY FINL CORP	$0	–	-40,600	-100.0%	-0.18%	–
AVB	Exit	AVALONBAY CMNTYS INC	$0	–	-3,500	-100.0%	-0.18%	–
ANF	Exit	ABERCROMBIE & FITCH COcl a	$0	–	-43,600	-100.0%	-0.18%	–
MMS	Exit	MAXIMUS INC	$0	–	-9,800	-100.0%	-0.18%	–
PKG	Exit	PACKAGING CORP	$0	–	-5,500	-100.0%	-0.18%	–
DSW	Exit	DSW INCcl a	$0	–	-29,500	-100.0%	-0.18%	–
ASB	Exit	ASSOCIATED BANC CORP	$0	–	-26,200	-100.0%	-0.18%	–
ESPR	Exit	ESPERION THERAPEUTICS INC	$0	–	-12,700	-100.0%	-0.18%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-6,500	-100.0%	-0.18%	–
PAAS	Exit	PAN AMERICAN SILVER CORP	$0	–	-37,600	-100.0%	-0.18%	–
DAL	Exit	DELTA AIR LINES INC	$0	–	-13,400	-100.0%	-0.18%	–
LOGM	Exit	LOGMEIN INC	$0	–	-5,900	-100.0%	-0.18%	–
FDC	Exit	FIRST DATA CORP	$0	–	-36,300	-100.0%	-0.18%	–
MAN	Exit	MANPOWERGROUP INC	$0	–	-5,600	-100.0%	-0.19%	–
TSS	Exit	TOTAL SYS SVCS INC	$0	–	-10,100	-100.0%	-0.19%	–
SSYS	Exit	STRATASYS LTD	$0	–	-28,900	-100.0%	-0.19%	–
R	Exit	RYDER SYS INC	$0	–	-7,900	-100.0%	-0.19%	–
PDCE	Exit	PDC ENERGY INC	$0	–	-13,600	-100.0%	-0.19%	–
NCLH	Exit	NORWEGIAN CRUISE LINE HLDGS	$0	–	-12,500	-100.0%	-0.19%	–
ETFC	Exit	E TRADE FINANCIAL CORP	$0	–	-15,600	-100.0%	-0.19%	–
TJX	Exit	TJX COS INC	$0	–	-9,300	-100.0%	-0.19%	–
TPX	Exit	TEMPUR SEALY INTL INC	$0	–	-10,700	-100.0%	-0.20%	–
CNP	Exit	CENTERPOINT ENERGY INC	$0	–	-23,800	-100.0%	-0.20%	–
VNDA	Exit	VANDA PHARMACEUTICALS INC	$0	–	-38,900	-100.0%	-0.20%	–
PCAR	Exit	PACCAR INC	$0	–	-9,600	-100.0%	-0.20%	–
TWNK	Exit	HOSTESS BRANDS INCcl a	$0	–	-50,800	-100.0%	-0.20%	–
MIK	Exit	MICHAELS COS INC	$0	–	-32,700	-100.0%	-0.20%	–
CHD	Exit	CHURCH & DWIGHT INC	$0	–	-14,600	-100.0%	-0.20%	–
SJM	Exit	SMUCKER J M CO	$0	–	-6,800	-100.0%	-0.20%	–
ACIW	Exit	ACI WORLDWIDE INC	$0	–	-31,700	-100.0%	-0.20%	–
SLCA	Exit	U S SILICA HLDGS INC	$0	–	-23,300	-100.0%	-0.20%	–
ADS	Exit	ALLIANCE DATA SYSTEMS CORP	$0	–	-3,300	-100.0%	-0.21%	–
PDM	Exit	PIEDMONT OFFICE REALTY TR IN	$0	–	-36,200	-100.0%	-0.21%	–
HUM	Exit	HUMANA INC	$0	–	-3,000	-100.0%	-0.21%	–
CMA	Exit	COMERICA INC	$0	–	-9,700	-100.0%	-0.21%	–
TCF	Exit	TCF FINL CORP	$0	–	-44,000	-100.0%	-0.21%	–
SCHW	Exit	SCHWAB CHARLES CORP	$0	–	-17,200	-100.0%	-0.21%	–
ASPS	Exit	ALTISOURCE PORTFOLIO SOLNS S	$0	–	-29,100	-100.0%	-0.21%	–
QGEN	Exit	QIAGEN NV	$0	–	-23,900	-100.0%	-0.21%	–
TXRH	Exit	TEXAS ROADHOUSE INC	$0	–	-15,500	-100.0%	-0.22%	–
SWK	Exit	STANLEY BLACK & DECKER INC	$0	–	-5,100	-100.0%	-0.22%	–
IVR	Exit	INVESCO MORTGAGE CAPITAL INC	$0	–	-45,200	-100.0%	-0.22%	–
CFX	Exit	COLFAX CORP	$0	–	-18,600	-100.0%	-0.22%	–
CBRE	Exit	CBRE GROUP INCcl a	$0	–	-20,500	-100.0%	-0.22%	–
IVZ	Exit	INVESCO LTD	$0	–	-22,300	-100.0%	-0.22%	–
VRNT	Exit	VERINT SYS INC	$0	–	-18,700	-100.0%	-0.22%	–
PUK	Exit	PRUDENTIAL PLCadr	$0	–	-16,600	-100.0%	-0.22%	–
OII	Exit	OCEANEERING INTL INC	$0	–	-30,400	-100.0%	-0.23%	–
DATA	Exit	TABLEAU SOFTWARE INCcl a	$0	–	-10,700	-100.0%	-0.23%	–
OC	Exit	OWENS CORNING NEW	$0	–	-10,400	-100.0%	-0.23%	–
NOC	Exit	NORTHROP GRUMMAN CORP	$0	–	-2,800	-100.0%	-0.23%	–
GPT	Exit	GRAMERCY PPTY TR	$0	–	-26,800	-100.0%	-0.23%	–
AFL	Exit	AFLAC INC	$0	–	-10,000	-100.0%	-0.23%	–
TRI	Exit	THOMSON REUTERS CORP	$0	–	-17,800	-100.0%	-0.23%	–
TGNA	Exit	TEGNA INC	$0	–	-61,400	-100.0%	-0.23%	–
FOXF	Exit	FOX FACTORY HLDG CORP	$0	–	-19,200	-100.0%	-0.23%	–
CBOE	Exit	CBOE HLDGS INC	$0	–	-7,700	-100.0%	-0.24%	–
APAM	Exit	ARTISAN PARTNERS ASSET MGMTcl a	$0	–	-25,600	-100.0%	-0.24%	–
BGS	Exit	B & G FOODS INC	$0	–	-26,600	-100.0%	-0.24%	–
CRUS	Exit	CIRRUS LOGIC INC	$0	–	-15,900	-100.0%	-0.24%	–
ETR	Exit	ENTERGY CORP	$0	–	-11,100	-100.0%	-0.24%	–
NSC	Exit	NORFOLK SOUTHERN CORP	$0	–	-6,400	-100.0%	-0.24%	–
LKQ	Exit	LKQ CORP	$0	–	-23,800	-100.0%	-0.24%	–
ADP	Exit	AUTOMATIC DATA PROCESSING IN	$0	–	-7,900	-100.0%	-0.24%	–
LOGI	Exit	LOGITECH INTL S A	$0	–	-24,300	-100.0%	-0.25%	–
LPT	Exit	LIBERTY PPTY TRsh ben int	$0	–	-21,700	-100.0%	-0.25%	–
RL	Exit	RALPH LAUREN CORPcl a	$0	–	-10,200	-100.0%	-0.26%	–
GD	Exit	GENERAL DYNAMICS CORP	$0	–	-4,400	-100.0%	-0.26%	–
3106PS	Exit	DELPHI AUTOMOTIVE PLC	$0	–	-9,200	-100.0%	-0.26%	–
WYND	Exit	WYNDHAM WORLDWIDE CORP	$0	–	-8,600	-100.0%	-0.26%	–
PFE	Exit	PFIZER INC	$0	–	-25,400	-100.0%	-0.26%	–
LRCX	Exit	LAM RESEARCH CORP	$0	–	-5,000	-100.0%	-0.26%	–
WFC	Exit	WELLS FARGO CO	$0	–	-17,000	-100.0%	-0.27%	–
OXY	Exit	OCCIDENTAL PETE CORP	$0	–	-14,700	-100.0%	-0.27%	–
FGEN	Exit	FIBROGEN INC	$0	–	-17,500	-100.0%	-0.27%	–
INTU	Exit	INTUIT	$0	–	-6,700	-100.0%	-0.27%	–
AZN	Exit	ASTRAZENECA PLCsponsored adr	$0	–	-28,100	-100.0%	-0.27%	–
DXCM	Exit	DEXCOM INC	$0	–	-19,500	-100.0%	-0.27%	–
KEYS	Exit	KEYSIGHT TECHNOLOGIES INC	$0	–	-23,100	-100.0%	-0.27%	–
SLB	Exit	SCHLUMBERGER LTD	$0	–	-13,900	-100.0%	-0.28%	–
SPLK	Exit	SPLUNK INC	$0	–	-14,600	-100.0%	-0.28%	–
STZ	Exit	CONSTELLATION BRANDS INCcl a	$0	–	-4,900	-100.0%	-0.28%	–
JD	Exit	JD COM INCspon adr cl a	$0	–	-25,900	-100.0%	-0.28%	–
CE	Exit	CELANESE CORP	$0	–	-9,600	-100.0%	-0.28%	–
AAP	Exit	ADVANCE AUTO PARTS INC	$0	–	-10,200	-100.0%	-0.29%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-13,400	-100.0%	-0.29%	–
DHI	Exit	D R HORTON INC	$0	–	-25,600	-100.0%	-0.29%	–
LDOS	Exit	LEIDOS HLDGS INC	$0	–	-17,200	-100.0%	-0.29%	–
OGE	Exit	OGE ENERGY CORP	$0	–	-28,700	-100.0%	-0.29%	–
MHK	Exit	MOHAWK INDS INC	$0	–	-4,200	-100.0%	-0.30%	–
RLJ	Exit	RLJ LODGING TR	$0	–	-47,400	-100.0%	-0.30%	–
DAN	Exit	DANA INCORPORATED	$0	–	-37,200	-100.0%	-0.30%	–
EL	Exit	LAUDER ESTEE COS INCcl a	$0	–	-9,700	-100.0%	-0.30%	–
AAPL	Exit	APPLE INC	$0	–	-6,800	-100.0%	-0.30%	–
BMY	Exit	BRISTOL MYERS SQUIBB CO	$0	–	-16,700	-100.0%	-0.30%	–
CAVM	Exit	CAVIUM INC	$0	–	-16,200	-100.0%	-0.30%	–
GIMO	Exit	GIGAMON INC	$0	–	-25,300	-100.0%	-0.30%	–
SIG	Exit	SIGNET JEWELERS LIMITED	$0	–	-16,500	-100.0%	-0.31%	–
DTE	Exit	DTE ENERGY CO	$0	–	-10,300	-100.0%	-0.31%	–
DXC	Exit	DXC TECHNOLOGY CO	$0	–	-13,000	-100.0%	-0.32%	–
SYMC	Exit	SYMANTEC CORP	$0	–	-34,100	-100.0%	-0.32%	–
EGN	Exit	ENERGEN CORP	$0	–	-20,600	-100.0%	-0.32%	–
XLRN	Exit	ACCELERON PHARMA INC	$0	–	-30,200	-100.0%	-0.32%	–
PPC	Exit	PILGRIMS PRIDE CORP	$0	–	-40,500	-100.0%	-0.33%	–
PWR	Exit	QUANTA SVCS INC	$0	–	-30,800	-100.0%	-0.33%	–
CAA	Exit	CALATLANTIC GROUP INC	$0	–	-31,700	-100.0%	-0.33%	–
BERY	Exit	BERRY GLOBAL GROUP INC	$0	–	-20,500	-100.0%	-0.33%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-8,300	-100.0%	-0.33%	–
FMC	Exit	F M C CORP	$0	–	-13,600	-100.0%	-0.34%	–
WMT	Exit	WAL-MART STORES INC	$0	–	-15,700	-100.0%	-0.35%	–
UCBI	Exit	UNITED CMNTY BKS BLAIRSVLE G	$0	–	-44,300	-100.0%	-0.36%	–
ACN	Exit	ACCENTURE PLC	$0	–	-9,400	-100.0%	-0.36%	–
INFO	Exit	IHS MARKIT LTD	$0	–	-29,200	-100.0%	-0.36%	–
MCHP	Exit	MICROCHIP TECHNOLOGY INC	$0	–	-15,000	-100.0%	-0.38%	–
EW	Exit	EDWARDS LIFESCIENCES CORP	$0	–	-13,400	-100.0%	-0.42%	–
TRMB	Exit	TRIMBLE INC	$0	–	-37,300	-100.0%	-0.42%	–
POT	Exit	POTASH CORPsask inc	$0	–	-77,400	-100.0%	-0.42%	–
ORBK	Exit	ORBOTECH LTDord	$0	–	-40,200	-100.0%	-0.48%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2018-01-18

Signatures

The EDGAR filing(s) were signed by:

PETER KLEIN — MANAGER

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
AGILENT TECHNOLOGIES INC	21	Q1 2023	0.6%
ISHARES TR RUSSELL 2000 ETF	19	Q3 2023	19.9%
CVS HEALTH CORP	19	Q3 2023	0.6%
FIRST AMERN FINL CORP	19	Q3 2023	0.5%
HERBALIFE NUTRITION LTD	19	Q3 2023	0.5%
SPDR S&P 500 ETF TR TR UNIT	18	Q3 2023	20.3%
SKECHERS USA INC	18	Q3 2023	0.5%
FIDELITY NATL INFORMATION SV	18	Q3 2023	0.6%
HCA HOLDINGS INC	18	Q1 2023	0.6%
ARAMARK COM	17	Q2 2023	0.7%

View FOX RUN MANAGEMENT, L.L.C.'s complete holdings history.

Latest filings

Type	Filed
13F-HR	2024-05-13
13F-HR	2024-02-13
13F-HR	2023-11-07
13F-HR	2023-08-11
13F-HR	2023-05-12
13F-HR	2023-02-07
13F-HR	2022-11-07
13F-HR	2022-08-12
13F-HR	2022-05-10
13F-HR	2022-02-09

View FOX RUN MANAGEMENT, L.L.C.'s complete filings history.

All filings

View complete filings history.

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Export FOX RUN MANAGEMENT, L.L.C.'s holdings