SEC 13F Intelligence

Managers / Q3 2022 · view latest →

FOX RUN MANAGEMENT, L.L.C.

CIK 0001533457 · 115 E PUTNAM AVENUE, 1ST FLOOR, GREENWICH, CT, 06830 · (203) 629-1729

Reported Value
$257M
Q3 2022
Positions
577
Filings on Record
31
2019–present window
Filed
Nov 7, 2022
original filing

Summary

Fox Run Management, L.L.C. reported $257M in U.S.-listed holdings across 577 positions for Q3 2022.

Its largest position, Ishares Tr, represents 2.8% of the portfolio.

Compared with Q2 2022, the fund opened 411 new positions and exited 322.

Portfolio Metrics

Turnover
+60.2%
vs prior filed quarter
Top-10 Concentration
+11.2%
share of reported value
Largest Position
+2.8%
Ishares Tr
New / Exited
411 / 322
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $189MQ4 ’18Q2 ’19: $151MQ3 ’19: $177MQ4 ’19: $124MQ1 ’20: $42MQ1 ’20Q2 ’20: $76MQ3 ’20: $40MQ4 ’20: $50MQ1 ’21: $55MQ1 ’21Q2 ’21: $110MQ3 ’21: $159MQ4 ’21: $170MQ1 ’22: $180MQ1 ’22Q2 ’22: $200MQ3 ’22: $257MQ4 ’22: $249MQ1 ’23: $307MQ1 ’23Q2 ’23: $356MQ3 ’23: $338MQ4 ’23: $392MQ1 ’24: $464MQ1 ’24Q2 ’24: $531MQ3 ’24: $449MQ4 ’24: $551MQ1 ’25: $646MQ1 ’25Q2 ’25: $600MQ3 ’25: $641MQ4 ’25: $648MQ1 ’26: $572MQ1 ’26filingsflow.com

Portfolio Composition

By security type
Common Stock: 74.2%Other: 9.7%ETP: 7.1%REIT: 4.9%ADR: 3.3%Other: 0.7%
  • Common Stock · 74.2% · $191M
  • Other · 9.7% · $25M
  • ETP · 7.1% · $18M
  • REIT · 4.9% · $13M
  • ADR · 3.3% · $8M
  • Other · 0.7% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AEPAMERICAN ELEC PWR CO INCNEW+19.1K19.1K+$2M$2M
BNYBANK NEW YORK MELLON CORPNEW+39.9K39.9K+$2M$2M
CLCOLGATE PALMOLIVE CONEW+19.6K19.6K+$1M$1M
NINISOURCE INCNEW+51.6K51.6K+$1M$1M
ROKROCKWELL AUTOMATION INCNEW+5.4K5.4K+$1M$1M
STTSTATE STR CORPNEW+19.0K19.0K+$1M$1M
FIVERR INTL LTDNEW+37.3K37.3K+$1M$1M
MLB1MERCADOLIBRE INCNEW+1.4K1.4K+$1M$1M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2022

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES TRRUSSELL 2000 ETF2.78%$7M43.3K
2SPDR S&P 500 ETF TRTR UNIT2.76%$7M19.9K
3XLFSELECT SECTOR SPDR TRhistory →FINANCIAL1.61%$4M136.1K
4ALKERMES PLCSHS0.65%$2M74.5K
5AEPAMERICAN ELEC PWR CO INCCOM0.64%$2M19.1K
6BNYBANK NEW YORK MELLON CORPCOM0.60%$2M39.9K
7MARMARRIOTT INTL INC NEWCL A0.58%$2M10.7K
8CMACOMERICA INCCOM0.56%$1M20.4K
9CLCOLGATE PALMOLIVE COCOM0.54%$1M19.6K
10NUVAGBPNUVASIVE INCCOM0.52%$1M30.6K
11NINISOURCE INCCOM0.51%$1M51.6K
12ROKROCKWELL AUTOMATION INCCOM0.46%$1M5.4K
13STTSTATE STR CORPCOM0.45%$1M19.0K
14FIVERR INTL LTDORD SHS0.44%$1M37.3K
15AXPAMERICAN EXPRESS COCOM0.44%$1M8.3K
16MLB1MERCADOLIBRE INCCOM0.44%$1M1.4K
17RFREGIONS FINANCIAL CORP NEWCOM0.42%$1M54.4K
18BXPBOSTON PROPERTIES INCCOM0.41%$1M14.0K
19ANETEURARISTA NETWORKS INCCOM0.40%$1M9.2K
20WMTWALMART INCCOM0.39%$1M7.8K
21WRBBERKLEY W R CORPCOM0.39%$993,00015.4K
22HBANHUNTINGTON BANCSHARES INCCOM0.38%$988,00075.0K
23SDGRSCHRODINGER INCCOM0.37%$959,00038.4K
24TRVCCITIGROUP INCCOM NEW0.37%$958,00023.0K
25BBWIBATH & BODY WORKS INCCOM0.37%$942,00028.9K
26HLTHILTON WORLDWIDE HLDGS INCCOM0.37%$941,0007.8K
27WMBWILLIAMS COS INCCOM0.37%$939,00032.8K
28RRYDER SYS INCCOM0.36%$937,00012.4K
29PAYXPAYCHEX INCCOM0.36%$933,0008.3K
30HCAHCA HEALTHCARE INCCOM0.36%$930,0005.1K
31CVSCVS HEALTH CORPCOM0.36%$916,0009.6K
32LIILENNOX INTL INCCOM0.34%$883,0004.0K
33WWEUSDWORLD WRESTLING ENTMT INCCL A0.34%$882,00012.6K
34HERBALIFE NUTRITION LTDCOM SHS0.34%$875,00044.0K
35USBUS BANCORP DELCOM NEW0.34%$872,00021.6K
36SDASEALED AIR CORP NEWCOM0.34%$871,00019.6K
37THOTHOR INDS INCCOM0.34%$868,00012.4K
38USFDUS FOODS HLDG CORPCOM0.34%$867,00032.8K
39RIORIO TINTO PLCSPONSORED ADR0.33%$851,00015.5K
40RRCRANGE RES CORPCOM0.32%$832,00032.9K
41WHWYNDHAM HOTELS & RESORTS INCCOM0.32%$828,00013.5K
42HALHALLIBURTON COCOM0.32%$825,00033.5K
43GMGENERAL MTRS COCOM0.32%$822,00025.6K
44TSLATESLA INCCOM0.32%$818,0003.1K
45EWBCEAST WEST BANCORP INCCOM0.32%$814,00012.1K
46DOCNDIGITALOCEAN HLDGS INCCOM0.32%$810,00022.4K
47CDWCDW CORPCOM0.31%$805,0005.2K
48BKEBUCKLE INCCOM0.31%$802,00025.3K
49COCA-COLA EUROPACIFIC PARTNESHS0.31%$800,00018.8K
508QRCONFLUENT INCCLASS A COM0.31%$798,00033.6K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$572M856May 12, 202613F-HRchanges · EDGAR ↗
Q4 2025$648M867Feb 11, 202613F-HRchanges · EDGAR ↗
Q3 2025$641M872Nov 12, 202513F-HRchanges · EDGAR ↗
Q2 2025$600M813Aug 6, 202513F-HRchanges · EDGAR ↗
Q1 2025$646M870May 13, 202513F-HRchanges · EDGAR ↗
Q4 2024$551M828Feb 11, 202513F-HRchanges · EDGAR ↗
Q3 2024$449M761Nov 12, 202413F-HRchanges · EDGAR ↗
Q2 2024$531M737Aug 13, 202413F-HRchanges · EDGAR ↗
Q1 2024$464M713May 13, 202413F-HRchanges · EDGAR ↗
Q4 2023$392M690Feb 13, 202413F-HRchanges · EDGAR ↗
Q3 2023$338M664Nov 7, 202313F-HRchanges · EDGAR ↗
Q2 2023$356M646Aug 11, 202313F-HRchanges · EDGAR ↗
Q1 2023$307M619May 12, 202313F-HRchanges · EDGAR ↗
Q4 2022$249M582Feb 7, 202313F-HRchanges · EDGAR ↗
Q3 2022$257M577Nov 7, 202213F-HRchanges · EDGAR ↗
Q2 2022$200M488Aug 12, 202213F-HRchanges · EDGAR ↗
Q1 2022$180M475May 10, 202213F-HRchanges · EDGAR ↗
Q4 2021$170M441Feb 9, 202213F-HRchanges · EDGAR ↗
Q3 2021$159M446Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$110M331Aug 5, 202113F-HRchanges · EDGAR ↗
Q1 2021$55M194May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$50M182Feb 8, 202113F-HRchanges · EDGAR ↗
Q3 2020$40M154Oct 29, 202013F-HRchanges · EDGAR ↗
Q2 2020$76M254Jul 31, 202013F-HRchanges · EDGAR ↗
Q1 2020$42M106May 8, 202013F-HRchanges · EDGAR ↗
Q4 2019$124M363Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$177M433Oct 17, 201913F-HRchanges · EDGAR ↗
Q2 2019$151M407Jul 17, 201913F-HRchanges · EDGAR ↗
Q4 2018$189M481Jan 15, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.