SCHNEIDER CAPITAL MANAGEMENT CORP
Filing Date
Mar 31, 2020
Global Rank
#2,875
/ 5,300
Top Industry
Rental & Leasing Services
14.5%
3Y Alpha vs SPY
-7.1%
Period ended 6 years ago
Filed May 12, 2020 · 6y
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+49.6%
SPY
+78.1%
Annualised alpha
-6.8%
Max drawdown
−36.6%
Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.
Portfolio Concentration
21 positions · as of Mar 31, 2020Top Position
12.0%
of portfolio value
Top 5
51.5%
of portfolio value
Top 10
81.8%
of portfolio value
HHI
782
Diversified
Sector Breakdown
As of Mar 31, 2020| Sector | % Portfolio | Value |
|---|---|---|
| Financial Services | 26.5% | $31,640,783 |
| Industrials | 18.6% | $22,195,464 |
| Energy | 17.7% | $21,171,965 |
| Basic Materials | 15.9% | $18,992,125 |
| Consumer Cyclical | 10.7% | $12,833,095 |
| Consumer Defensive | 5.9% | $7,010,857 |
| Technology | 4.7% | $5,623,972 |
2 positions ·
$18,992,125 total
· Basic Materials only
· as of Mar 31, 2020
All sectors
Basic Materials
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Industrials
Technology
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| OLN |
OLIN Corp
Basic Materials
|
First | 981,178 | $11,450,347 | 60.29% | |
| KOP |
Koppers Holdings Inc.
Basic Materials
|
First | 609,683 | $7,541,778 | 39.71% |