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AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M
1-Year Est. Return 8.01%
This Fund
S&P 500
This Quarter Est. Return
+11.72%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$220M
AUM Growth
+$86.5M
Cap. Flow
+$78.2M
Cap. Flow %
35.56%
Top 10 Hldgs %
13.57%
Holding
332
New
79
Increased
157
Reduced
18
Closed
60

Top Buys

Rank Stock Value
1
MXIM
Maxim Integrated Products
MXIM
+$2.99M
2
NBL
Noble Energy, Inc.
NBL
+$2.59M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$2.3M
4
CNX icon
CNX Resources
CNX
+$2.26M
5
CHTR icon
Charter Communications
CHTR
+$2.16M

Top Sells

Rank Stock Value
1
ALL icon
Allstate
ALL
+$1.19M
2
IBKC
IBERIABANK Corp
IBKC
+$956K
3
CMG icon
Chipotle Mexican Grill
CMG
+$858K
4
BNY
Bank of New York Mellon
BNY
+$764K
5
ZEN
ZENDESK INC
ZEN
+$695K

Sector Composition

Rank Sector Weight
1 Technology 14.87%
2 Industrials 13.95%
3 Financials 11.35%
4 Consumer Discretionary 9.38%
5 Consumer Staples 9.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADM icon
276
Archer Daniels Midland
ADM
$41.3B
– –
-15,909
Closed -$635K
AEM icon
277
Agnico Eagle Mines
AEM
$68.2B
– –
-3,853
Closed -$247K
ALL icon
278
Allstate
ALL
$65.3B
– –
-12,264
Closed -$1.19M
AMAT icon
279
Applied Materials
AMAT
$417B
– –
-5,335
Closed -$323K
ATR icon
280
AptarGroup
ATR
$8.29B
– –
-4,989
Closed -$559K
AVB icon
281
AvalonBay Communities
AVB
$27.3B
– –
-1,512
Closed -$234K
AXS icon
282
AXIS Capital
AXS
$8.48B
– –
-16,267
Closed -$660K
BNY
283
Bank of New York Mellon
BNY
$108B
– –
-19,766
Closed -$764K
BLMN icon
284
Bloomin' Brands
BLMN
$714M
– –
-18,759
Closed -$200K
CB icon
285
Chubb
CB
$137B
– –
-1,804
Closed -$228K
CCEP icon
286
Coca-Cola Europacific Partners
CCEP
$47B
– –
-16,562
Closed -$625K
CNC icon
287
Centene
CNC
$32.5B
– –
-8,426
Closed -$535K
CSGP icon
288
CoStar Group
CSGP
$12.1B
– –
-3,750
Closed -$267K
DEI icon
289
Douglas Emmett
DEI
$2.03B
– –
-7,541
Closed -$231K
ESS icon
290
Essex Property Trust
ESS
$18.9B
– –
-1,011
Closed -$232K
FE icon
291
FirstEnergy
FE
$28.1B
– –
-6,181
Closed -$240K
FTNT icon
292
Fortinet
FTNT
$117B
– –
-22,795
Closed -$626K
GDDY icon
293
GoDaddy
GDDY
$12.6B
– –
-8,396
Closed -$616K
B
294
Barrick Mining
B
$58.5B
– –
-9,190
Closed -$248K
HLF icon
295
Herbalife
HLF
$1.27B
– –
-7,865
Closed -$354K
HPQ icon
296
HP
HPQ
$22.1B
– –
-37,649
Closed -$656K
ICE icon
297
Intercontinental Exchange
ICE
$80.1B
– –
-6,896
Closed -$632K
KEYS icon
298
Keysight
KEYS
$53.7B
– –
-2,463
Closed -$248K
KLAC icon
299
KLA
KLAC
$271B
– –
-13,300
Closed -$259K
KRC icon
300
Kilroy Realty
KRC
$4.61B
– –
-3,929
Closed -$231K
10 11
12
13 14

Similar funds

TSV
Two Sigma Ventures New York $9.61M AUM 58.41% 1-Year Est. Return
CVGI
Craft Ventures GP I San Francisco, California $9.51M AUM 95.77% 1-Year Est. Return
SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
Portland Ltd Grand Cayman, Cayman Islands $10.9M AUM 72.34% 1-Year Est. Return
DCI
Data Collective II Palo Alto, California $8.44M AUM 11.7% 1-Year Est. Return
TVPI
True Venture Partners IV Palo Alto, California $8.41M AUM 78.89% 1-Year Est. Return
LGI
Lakestar Growth I St. Peter Port, Guernsey $11.5M AUM 71.31% 1-Year Est. Return
BPM
Bronson Point Management Fairfield, Connecticut $8.26M AUM 46.43% 1-Year Est. Return

AlphaSimPlex Group's Q3 2020 Portfolio in Review

As of Q3 2020, AlphaSimPlex Group held 332 positions worth $220M, up 65% from $133M the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AlphaSimPlex Group deployed $78.2M of net new capital in Q3 2020, opening 79 new positions and adding to 157 existing holdings. Its largest new stake was Maxim Integrated Products: 44,165 shares worth $2.99M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 17% a quarter earlier, followed by Industrials and Financials.

On the sell side, the largest reduction was Chipotle Mexican Grill, an estimated $858K trimmed.

  • AlphaSimPlex Group's largest Q3 2020 buy was Maxim Integrated Products: 44,165 shares worth $2.99M.
  • AlphaSimPlex Group added most to iShares iBoxx $ High Yield Corporate Bond ETF in Q3 2020, an estimated $2.3M increase.
  • AlphaSimPlex Group's biggest Q3 2020 reduction was Chipotle Mexican Grill, cutting an estimated $858K.
  • AlphaSimPlex Group fully exited Allstate in Q3 2020, selling an estimated $1.19M.
  • AlphaSimPlex Group's ten largest holdings make up 14% of its $220M portfolio in Q3 2020.
  • AlphaSimPlex Group opened 79 new positions and closed 60 in Q3 2020.
  • AlphaSimPlex Group's portfolio value rose 65% quarter-over-quarter to $220M.

Based on AlphaSimPlex Group's 13F filing for Q3 2020, filed 13 Nov 2020.