FOX RUN MANAGEMENT, L.L.C.

GREENWICH, CT Investment Advisor Hedge Fund How do I update this listing?

FOX RUN Management is based out of Greenwich. FOX RUN Management is a hedge fund with 2 clients and discretionary assets under management (AUM) of $191,078,458 (Form ADV from 2020-03-20). Their last reported 13F filing for Q2 2020 included $75,578,000 in managed 13F securities and a top 10 holdings concentration of 8.63%. FOX RUN Management's largest holding is iShares U.S. Real Estate ETF with shares held of 11,400. Whalewisdom has at least 20 13F filings

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06/30/2020

13F Activity

  • Market Value $75.578 Million
  • Prior Market Value $42.214 Million
  • New Purchases234 stocks
  • Additional Purchases8 stocks
  • Sold out of86 stocks
  • Reduced holdings in12 stocks
  • Top 10 Holdings % 8.63 %
  • Turnover % [1]:125.98%
  • Turnover Alt % [2]: 92.52 %
  • Time Held Top20:0.05 quarters
  • Time Held Top10:0.00 quarters
  • Time Held All:0.98 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

06/30/2020

13F Sector Allocation Over Time

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2020-05-15

Performance for Q1 2020: 27.06%
Performance Last 4 Quarters: -20.45%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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*Shares are split adjusted

View Last Form Adv Compilation Report on Record

FOX RUN MANAGEMENT LLC
Classified as Hedge Fund
115 E PUTNAM AVENUE
GREENWICH CT    06830
Country: United States

Business Phone: 203-629-1729
Fax: 203-629-0445
Professional Investment Advisor Data
SEC Registration as : Large Advisory Firm
Form of Organization: Limited Liability Company
Organized in: DE
Number of employees: 5
Other Business Activities:
Advisor Fees/Compensation: Percentage of assets under management,Performance-based fees
Amount of client funds and securities: 0
Total Number of Clients: 2
Amount of client funds and securities by related persons: 47,648,500
Total Number of clients from related persons: 1
Disclosures:
Data above was derived from SEC filings.

Active Schedule 13D and 13G events

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Form 4 - Recent Insider Transactions

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FOX RUN MANAGEMENT LLC

ownership team - last updated 2020-03-20
Name Title Start Date Direct/Indirect % Ownership

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
FOX RUN ALPHA FUND LP United States 805-5015405081 Hedge Fund 47,648,496 250,000

FOX RUN MANAGEMENT LLC

ownership team - last updated 2019-03-19
Name Title Start Date Direct/Indirect % Ownership
KLEIN, ANDERS, PETER MANAGING MEMBER, CEO AND CCO 11/01/1997 Direct 75% or more
Fund Name Position direct/indirect start date end date
FOX RUN MANAGEMENT LLC CEO/CCO direct 1997-11-01
FOX RUN MANAGEMENT LLC MANAGING MEMBER, CEO AND CCO direct 1997-11-01
KUMAR, SANDEEP CHIEF INVESTMENT OFFICER 01/01/2018 Direct less than 5%
Fund Name Position direct/indirect start date end date
FOX RUN MANAGEMENT LLC CHIEF INVESTMENT OFFICER direct 2018-01-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
FOX RUN ALPHA FUND LP United States 805-5015405081 Hedge Fund 53,067,881 250,000

FOX RUN MANAGEMENT LLC

ownership team - last updated 2017-06-09
Name Title Start Date Direct/Indirect % Ownership
KLEIN, ANDERS, PETER MANAGING MEMBER, CEO AND CCO 11/01/1997 Direct 75% or more
Fund Name Position direct/indirect start date end date
FOX RUN MANAGEMENT LLC CEO/CCO direct 1997-11-01
FOX RUN MANAGEMENT LLC MANAGING MEMBER, CEO AND CCO direct 1997-11-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
FOX RUN ALPHA FUND LP United States 805-5015405081 Hedge Fund 63,165,729 250,000

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