Stocks/Funds/CIK 1533457

FOX RUN MANAGEMENT, L.L.C.

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1533457
Assets
$572M
-11.5% YoY
Holdings
856
Lifetime alpha vs market
+11.59% annual
Average hold time
2.2 yr
median 2.0 yr

Quarterly history

Cum return +387% vs S&P +102% · α +284% lifetimeAUM $572M · peak $647MFlow $-88M (-14%)2016-032017-092019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
+7.05%
adds when stocks drop
when a holding falls −10%+
Middle response
-14.24%
baseline attrition
Rally response
-20.20%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
XLEState Street Energy Sele$9M1.6%3.8 yr
CMICummins Inc.$3M0.5%+74.8%3.8 yr
SJMThe J. M. Smucker Compan$3M0.5%-15.3%4.5 yr
CCitigroup Inc.$3M0.5%+63.9%3.0 yr
GNRCGenerac Holdings Inc.$2M0.4%+54.2%5.0 yr
FTITechnipFMC plc$2M0.4%+119.3%3.5 yr
GLBEGlobal-e Online Ltd.$2M0.4%-13.5%1.8 yr
AMKRAmkor Technology, Inc.$2M0.4%+152.4%2.8 yr
SYYSysco Corporation$2M0.4%-3.0%3.0 yr
WSTWest Pharmaceutical Serv$2M0.4%+12.3%3.5 yr
NRGNRG Energy, Inc.$2M0.4%+55.0%4.0 yr
BLLBall Corporation$2M0.4%3.0 yr
EHCEncompass Health Corpora$2M0.4%-4.1%4.0 yr
VSTVistra Corp.$2M0.4%+28.7%3.5 yr
MCHPMicrochip Technology Inc$2M0.4%+37.5%2.8 yr

Portfolio composition (YoY)

Industry mix
Software - Application4.3%-0.4pp$25M
Industrial - Machinery4.1%+1.0pp$24M
Software - Infrastructure3.5%+0.1pp$20M
Semiconductors3.5%-0.4pp$20M
Asset Management3.4%-1.7pp$19M
Biotechnology3.0%-2.5pp$17M
Banks - Regional2.9%-0.0pp$16M
Hardware, Equipment & Parts2.8%+0.8pp$16M
Aerospace & Defense2.6%+0.9pp$15M
Unknown2.2%-0.2pp$13M
Country
US81.1%-2.5pp
CA2.9%+0.5pp
Unknown2.2%-0.2pp
GB2.2%+0.1pp
BM1.2%+0.4pp
LU1.2%+0.7pp
IE1.1%+0.1pp
IL1.1%+0.3pp
Top 5: 3.4% · Top 10: 5.4% · Top 25: 11.0%

Winners

TickerPrev $PnLYoY %
CMI$3M+0.00B74.8%
FTI$1M+0.00B119.3%
GNRC$1M+0.00B54.2%
STNG$1M+0.00B105.1%
JXN$2M+0.00B30.6%

Losers

TickerPrev $PnLYoY %
CVLT$1M-0.00B-50.6%
GLBE$1M-0.00B-13.5%
EHC$2M-0.00B-4.1%
RBLX$1M-0.00B-3.0%

Top buys this quarter · 15

SJM The J. M. Smucker Company+$2M
CMI Cummins Inc.+$2M
C Citigroup Inc.+$2M
GNRC Generac Holdings Inc.+$2M
AMKR Amkor Technology, Inc.+$2M
SYY Sysco Corporation+$2M
NXPI NXP Semiconductors N.V.+$2M
NET Cloudflare, Inc.+$2M
GD General Dynamics Corporation+$2M
GLBE Global-e Online Ltd.+$2M

Top sells this quarter · 15

SPY State Street SPDR S&P 500 ETF exit$6M
VAL Valaris Limitedexit$4M
KEYS Keysight Technologies, Inc.$3M
ALGN Align Technology, Inc.exit$3M
BMY Bristol-Myers Squibb Companyexit$3M
RL Ralph Lauren Corporation$2M
CHRD Chord Energy Corporationexit$2M
PWR Quanta Services, Inc.$2M
ROK Rockwell Automation, Inc.exit$2M
LNG Cheniere Energy, Inc.exit$2M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$572M856+28.11%+17.59%+10.52%-0.09B
2025-12-31$647M866+22.44%+17.72%+4.72%-0.03B
2025-09-30$641M871+22.72%+17.52%+5.20%-0.01B
2025-06-30$600M813+21.62%+14.94%+6.68%-0.10B
2025-03-31$646M870+13.32%+8.30%+5.02%+0.11B
2024-12-31$550M826+26.35%+24.89%+1.46%+0.08B
2024-09-30$448M758+39.09%+36.04%+3.05%-0.13B
2024-06-30$531M735+26.53%+24.49%+2.04%+0.06B
2024-03-31$463M712+30.68%+29.62%+1.05%+0.04B
2023-12-31$392M690+21.29%+26.18%-4.89%-0.00B
2023-09-30$338M664+5.74%+21.57%-15.83%-0.01B
2023-06-30$355M645+7.41%+19.42%-12.01%+0.03B
2023-03-31$307M619-12.51%-7.82%-4.69%+0.06B
2022-12-31$248M581-17.22%-18.17%+0.96%-0.01B
2022-09-30$256M573+54.23%-15.51%+69.74%+0.06B
2022-06-30$200M486-14.40%-16.11%+1.71%+0.05B