NumerixS Investment Technologies Inc

CIK

1611457

Location

VANCOUVER, A1

Portfolio Value

Small $314,941,051

Diversification

Diversified

Filing Date

Global Rank

#2,480 / 5,430 ▲ 564 · as of Jun 2020

Top Industry

Internet Retail 10.0%

Period ended 6 years ago

Filed Aug 13, 2020 · 6y

2 quarters · since Mar 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Unknown

Portfolio style

Measured from the filed 13F common-share book for Jun 30, 2020, never from the firm's own description.

Style

Diversified active

Top 10 weight 23.4%, 93.2 effective positions, active share 65.2% against the Russell 1000 as of 2020-06-30; it meets none of the index-like, systematic-like or concentrated tests

Turnover

Turnover unknown

It needs four straight quarters of measured turnover

Horizon

Horizon unknown

The value-weighted holding period is at least 1.7 quarters, but 65.4% of the book was already held when coverage starts

Closest benchmark: the Russell 1000 as of 2020-06-30, active share 65.2%; sector active share 30.0% against the combined 13F book's sector weights.

Over time 2 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

View clone backtest

Portfolio Concentration

974 tracked positions · as of Jun 30, 2020 · Δ vs Mar 31, 2020

Top Position

7.9%

−2.4 pts

Top 5

18.3%

+1.1 pts

Top 10

25.1%

+1.8 pts

HHI

122

Diversified−27

Portfolio Trend

2 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2020

Sector	% Portfolio	Value	Positions
Consumer Cyclical	23.1%	$72,886,105	103
Technology	18.5%	$58,158,581	127
Financial Services	14.4%	$45,464,931	126
Communication Services	9.5%	$30,004,433	38
Healthcare	8.6%	$27,116,009	113
Industrials	8.3%	$26,038,483	115
Consumer Defensive	6.1%	$19,138,622	45
Real Estate	4.7%	$14,792,966	65
Basic Materials	2.9%	$9,110,842	40
Energy	2.3%	$7,340,005	31
Utilities	1.5%	$4,633,549	29
Unclassified	0.1%	$256,525	142

Last Quarter's Activity

Export CSV

Jun 30, 2020 vs Mar 31, 2020

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
BBD	Bank Bradesco	+185,771	203,600	$775,716
WFC	Wells Fargo & Company	+137,543	151,543	$3,879,500
ITUB	Itau Unibanco Holding S.A.	+125,400	146,256	$685,945
BAC	Bank Of America Corp	+124,299	219,841	$5,221,223
COTY	Coty Inc.	+123,535	140,735	$629,085
GM	General Motors Co	+74,681	81,781	$2,069,059
HST	Host Hotels & Resorts, Inc.	+68,400	117,000	$1,262,430
SCHW	Schwab Charles Corp	+65,917	85,474	$2,883,892
RRC	Range Resources Corp	+63,872	78,082	$439,601
EQT	EQT Corp	+59,621	73,391	$873,352
VALE	Vale S.A.	+57,778	125,200	$1,290,812
DVN	Devon Energy Corp	+50,535	54,359	$616,431
PBR-A	Petrobras - Petroleo Brasileiro SA	+50,528	59,000	$470,230
VIPS	Vipshop Holdings Ltd	+43,528	46,000	$915,860
—		+36,249	36,349	$0
ON	On Semiconductor Corp	+35,300	36,900	$731,358
AMRN	Amarin Corp Plcuk	+34,361	40,560	$280,675
KMI	Kinder Morgan, Inc.	+30,091	36,793	$558,149
SYF	Synchrony Financial	+30,076	64,083	$1,420,079
—		+29,203	32,103	$0
—		+29,113	99,500	$0
META	Meta Platforms, Inc.	+26,886	34,340	$7,797,583
NLY	Annaly Capital Management Inc	+25,572	88,801	$582,534
CNK	Cinemark Holdings, Inc.	+24,929	54,325	$627,453
NFLX	Netflix Inc	+23,866	25,534	$11,618,991
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
IVR	Invesco Mortgage Capital Inc.	−137,596	17,871	$66,837
TRGP	Targa Resources Corp.	−73,810	18,103	$363,327
AGNC	AGNC Investment Corp.	−65,717	2,716	$35,036
MAC	Macerich Co	−65,052	19,562	$175,471
—		−64,500	5,200	$0
SYY	Sysco Corp	−54,658	4,500	$245,970
JBLU	Jetblue Airways Corp	−44,805	3,400	$37,060
GPMT	Granite Point Mortgage Trust Inc.	−43,905	4,316	$30,988
KEY	Keycorp	−33,484	1,600	$19,488
AA	Alcoa Corp	−29,172	35,903	$403,549
—		−28,150	16,630	$0
ALLY	Ally Financial Inc.	−21,532	1,629	$32,303
—		−20,955	9,280	$0
CIM	Chimera Investment Corp	−20,777	11,800	$113,397
ARR	Armour Residential REIT, Inc.	−20,040	4,339	$40,743
CAR	Avis Budget Group, Inc.	−19,791	2,100	$48,069
ERI	Caesars Entertainment, Inc.	−19,615	9,400	$0
IAG	Iamgold Corp	−19,000	7,800	$30,810
—		−16,758	6,113	$0
PUMP	ProPetro Holding Corp.	−16,732	17,703	$90,993
CROX	Crocs, Inc.	−16,201	396	$14,580
VRRM	VERRA MOBILITY Corp	−15,582	11,600	$119,248
NMIH	NMI Holdings, Inc.	−15,399	8,714	$140,121
SBSW	Sibanye Stillwater Ltd	−14,813	797	$6,894
PFGC	Performance Food Group Co	−14,435	26,538	$773,317
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
AMD	Advanced Micro Devices Inc	144,252	$7,589,097
MU	Micron Technology Inc	112,878	$5,815,474
LOW	Lowes Companies Inc	28,527	$3,854,568
ZM	Zoom Communications, Inc.	14,916	$3,781,802
BYND	Beyond Meat, Inc.	22,673	$3,037,728
ABBV	AbbVie Inc.	29,543	$2,900,531
INTC	Intel Corp	43,751	$2,617,622
CRWD	CrowdStrike Holdings, Inc.	25,768	$2,584,272
RTX	RTX Corp	32,441	$1,999,014
DAL	Delta Air Lines, Inc.	65,228	$1,829,645
LUV	Southwest Airlines Co	48,496	$1,657,593
UBER	Uber Technologies, Inc	51,260	$1,593,160
YUM	Yum Brands Inc	16,131	$1,401,945
DDOG	Datadog, Inc.	15,814	$1,375,027
XYZ	Block, Inc.	12,694	$1,332,108
MRNA	Moderna, Inc.	20,366	$1,307,700
AAL	American Airlines Group Inc.	92,054	$1,203,145
HCA	HCA Healthcare, Inc.	12,394	$1,202,961
AMCR	Amcor plc	96,800	$988,328
AYI	Acuity Inc. (De)	9,600	$919,104
FSLY	Fastly, Inc.	10,618	$903,910
GILD	Gilead Sciences, Inc.	11,669	$897,812
PNC	Pnc Financial Services Group, Inc.	8,285	$871,664
FITB	Fifth Third Bancorp	45,002	$867,638
OPTU	Optimum Communications, Inc.	36,187	$815,654
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
MSFT	Microsoft Corp	26,629	$4,199,659
CRM	Salesforce, Inc.	17,845	$2,569,323
BA	Boeing Co	17,051	$2,542,986
BKNG	Booking Holdings Inc.	1,402	$1,886,138
ADBE	Adobe Inc.	5,621	$1,788,827
LYFT	Lyft, Inc.	46,644	$1,252,391
JNJ	Johnson & Johnson	9,253	$1,213,345
PYPL	PayPal Holdings, Inc.	10,959	$1,049,214
PENN	PENN Entertainment, Inc.	74,530	$942,804
EXPE	Expedia Group, Inc.	16,327	$918,720
UPS	United Parcel Service Inc	9,752	$911,031
DOW	Dow Inc.	30,905	$903,662
NKE	NIKE, Inc.	10,494	$868,273
TSM	Taiwan Semiconductor Manufacturing Co Ltd	18,000	$860,220
MDT	Medtronic plc	8,963	$808,283
NCLH	Norwegian Cruise Line Holdings Ltd.	62,510	$685,109
DLTR	Dollar Tree, Inc.	9,182	$674,601
F	Ford Motor Co	138,210	$667,554
TXN	Texas Instruments Inc	6,625	$662,036
MRK	Merck & Co., Inc.	8,549	$657,759
QCOM	Qualcomm Inc	9,109	$616,223
CSCO	Cisco Systems, Inc.	14,589	$573,493
AAP	Advance Auto Parts Inc	5,659	$528,097
RNG	RingCentral, Inc.	2,400	$508,584
ROKU	Roku, Inc	5,615	$491,200
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

974 tracked positions · $314,941,051 total · filing declares 1,041 positions · $357,957,000 · as of Jun 30, 2020

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Real Estate Technology Utilities

Showing 1–50 of 974 positions by value · page 1 of 20

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
AMZN	Amazon Com Inc Consumer Cyclical	Reduced	9,025	-126	$24,898,350	+39.5%	2+	before history	7.91%
NFLX	Netflix Inc Communication Services	Added	25,534	+23,866	$11,618,991	+1755.1%	2+	before history	3.69%
META	Meta Platforms, Inc. Communication Services	Added	34,340	+26,886	$7,797,583	+527.2%	2+	before history	2.48%
AMD	Advanced Micro Devices Inc Technology	NEW	144,252	NEW	$7,589,097	NEW	1	$53.02	2.41%
MU	Micron Technology Inc Technology	NEW	112,878	NEW	$5,815,474	NEW	1	$47.15	1.85%
BAC	Bank Of America Corp Financial Services	Added	219,841	+124,299	$5,221,223	+157.4%	2+	before history	1.66%
BABA	Alibaba Group Holding Ltd Consumer Cyclical	Added	21,377	+20,235	$4,611,018	+1976.1%	2+	before history	1.46%
WFC	Wells Fargo & Company Financial Services	Added	151,543	+137,543	$3,879,500	+865.5%	2+	before history	1.23%
LOW	Lowes Companies Inc Consumer Cyclical	NEW	28,527	NEW	$3,854,568	NEW	1	$114.20	1.22%
ZM	Zoom Communications, Inc. Technology	NEW	14,916	NEW	$3,781,802	NEW	1	$179.93	1.20%
BYND	Beyond Meat, Inc. Consumer Defensive	NEW	22,673	NEW	$3,037,728	NEW	1	$118.40	0.96%
ABBV	AbbVie Inc. Healthcare	NEW	29,543	NEW	$2,900,531	NEW	1	$88.05	0.92%
SCHW	Schwab Charles Corp Financial Services	Added	85,474	+65,917	$2,883,892	+338.6%	2+	before history	0.92%
INTC	Intel Corp Technology	NEW	43,751	NEW	$2,617,622	NEW	1	$59.80	0.83%
CRWD	CrowdStrike Holdings, Inc. Technology	NEW	25,768	NEW	$2,584,272	NEW	1	$80.20	0.82%
V	Visa Inc. Financial Services	Added	12,205	+5,528	$2,357,639	+119.2%	2+	before history	0.75%
LULU	lululemon athletica inc. Consumer Cyclical	Added	7,213	+85	$2,250,528	+66.6%	2+	before history	0.71%
ROST	Ross Stores, Inc. Consumer Cyclical	Added	26,134	+22,149	$2,227,662	+542.8%	2+	before history	0.71%
GM	General Motors Co Consumer Cyclical	Added	81,781	+74,681	$2,069,059	+1302.4%	2+	before history	0.66%
TJX	Tjx Companies Inc Consumer Cyclical	Added	40,865	+23,644	$2,066,134	+150.9%	2+	before history	0.66%
JPM	Jpmorgan Chase & Co Financial Services	Added	21,732	+3,572	$2,044,111	+25.0%	2+	before history	0.65%
RTX	RTX Corp Industrials	NEW	32,441	NEW	$1,999,014	NEW	1	unpriced	0.63%
CHTR	Charter Communications, Inc. Communication Services	Reduced	3,851	-1,600	$1,964,164	−17.4%	2+	before history	0.62%
INTU	Intuit Inc. Technology	Added	6,259	+100	$1,853,853	+30.9%	2+	before history	0.59%
TDOC	Teladoc Health, Inc. Healthcare	Added	9,695	+5,209	$1,850,193	+166.1%	2+	before history	0.59%
ORLY	O Reilly Automotive Inc Consumer Cyclical	Reduced	4,367	-900	$1,841,430	+16.1%	2+	before history	0.58%
DAL	Delta Air Lines, Inc. Industrials	NEW	65,228	NEW	$1,829,645	NEW	1	$25.44	0.58%
SBUX	Starbucks Corp Consumer Cyclical	Added	23,786	+20,680	$1,750,411	+757.3%	2+	before history	0.56%
LUV	Southwest Airlines Co Industrials	NEW	48,496	NEW	$1,657,593	NEW	1	$31.78	0.53%
SPG	Simon Property Group Inc. Real Estate	Added	23,362	+8,162	$1,597,493	+91.6%	2+	before history	0.51%
UBER	Uber Technologies, Inc Technology	NEW	51,260	NEW	$1,593,160	NEW	1	$31.17	0.51%
BRK-B	Berkshire Hathaway Inc Financial Services	Reduced	8,600	-5,286	$1,535,186	−39.5%	2+	before history	0.49%
DPZ	Dominos Pizza Inc Consumer Cyclical	Added	4,100	+2,200	$1,514,704	+146.0%	2+	before history	0.48%
AZO	Autozone Inc Consumer Cyclical	Reduced	1,298	-200	$1,464,299	+15.5%	2+	before history	0.46%
SYF	Synchrony Financial Financial Services	Added	64,083	+30,076	$1,420,079	+159.5%	2+	before history	0.45%
SHW	Sherwin Williams Co Basic Materials	Added	2,428	+700	$1,403,020	+76.7%	2+	before history	0.45%
YUM	Yum Brands Inc Consumer Cyclical	NEW	16,131	NEW	$1,401,945	NEW	1	$85.41	0.45%
GIS	General Mills Inc Consumer Defensive	Added	22,547	+19,648	$1,390,022	+808.6%	2+	before history	0.44%
DDOG	Datadog, Inc. Technology	NEW	15,814	NEW	$1,375,027	NEW	1	$60.88	0.44%
BBY	Best Buy Co Inc Consumer Cyclical	Added	15,707	+4,280	$1,370,749	+110.5%	2+	before history	0.44%
ALL	Allstate Corp Financial Services	Added	14,131	+10,139	$1,370,565	+274.3%	2+	before history	0.44%
XYZ	Block, Inc. Technology	NEW	12,694	NEW	$1,332,108	NEW	1	$76.56	0.42%
CPRT	Copart Inc Industrials	Added	15,990	+4,919	$1,331,487	+75.5%	2+	before history	0.42%
TMUS	T-Mobile US, Inc. Communication Services	Added	12,620	+8,020	$1,314,373	+240.6%	2+	before history	0.42%
DG	Dollar General Corp Consumer Defensive	Added	6,891	+5,791	$1,312,804	+690.3%	2+	before history	0.42%
CLX	Clorox Co Consumer Defensive	Added	5,966	+251	$1,308,761	+32.2%	2+	before history	0.42%
MRNA	Moderna, Inc. Healthcare	NEW	20,366	NEW	$1,307,700	NEW	1	$54.76	0.42%
VALE	Vale S.A. Basic Materials	Added	125,200	+57,778	$1,290,812	+130.9%	2+	before history	0.41%
HST	Host Hotels & Resorts, Inc. Real Estate	Added	117,000	+68,400	$1,262,430	+135.3%	2+	before history	0.40%
HD	Home Depot, Inc. Consumer Cyclical	Reduced	4,911	-86	$1,230,254	+31.9%	2+	before history	0.39%

Showing the top 50 of 974 positions. Create a free account to see every position, past quarters, search, filters and CSV export.

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.