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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
AMZN icon
26
Amazon
AMZN
$2.69T
$1.4M 0.63%
8,860
+1,300
+17% +$205K
GEN icon
27
Gen Digital
GEN
$16.1B
$1.39M 0.63%
66,886
+23,172
+53% +$502K
BAH icon
28
Booz Allen Hamilton
BAH
$7.74B
$1.35M 0.61%
16,254
+3,571
+28% +$292K
EBAY icon
29
eBay
EBAY
$50.7B
$1.26M 0.58%
24,272
+4,114
+20% +$227K
A icon
30
Agilent Technologies
A
$36.8B
$1.25M 0.57%
12,438
+2,060
+20% +$199K
TYL icon
31
Tyler Technologies
TYL
$13.1B
$1.23M 0.56%
3,539
+1,095
+45% +$379K
IMTX icon
32
Immatics
IMTX
$1.26B
$1.21M 0.55%
+113,656
New +$1.2M
EXC icon
33
Exelon
EXC
$47B
$1.2M 0.54%
46,880
+37,698
+411% +$999K
CAG icon
34
Conagra Brands
CAG
$7.01B
$1.19M 0.54%
33,287
+13,083
+65% +$479K
COST icon
35
Costco
COST
$415B
$1.18M 0.54%
3,325
+1,595
+92% +$536K
THG icon
36
Hanover Insurance
THG
$7.5B
$1.18M 0.53%
+12,616
New +$1.25M
DCOM
37
DELISTED
Dime Community Bancshares
DCOM
$1.17M 0.53%
+103,156
New +$1.28M
WTM icon
38
White Mountains Insurance
WTM
$5.48B
$1.17M 0.53%
1,496
+779
+109% +$674K
BRMK
39
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$1.15M 0.52%
116,883
+58,363
+100% +$562K
MORN icon
40
Morningstar
MORN
$6.53B
$1.15M 0.52%
7,151
+3,574
+100% +$565K
CTXS
41
DELISTED
Citrix Systems Inc
CTXS
$1.15M 0.52%
8,344
+4,534
+119% +$648K
AGNC icon
42
AGNC Investment
AGNC
$12.5B
$1.15M 0.52%
+82,555
New +$1.14M
KREF
43
KKR Real Estate Finance Trust
KREF
$467M
$1.15M 0.52%
+69,361
New +$1.19M
HAIN icon
44
Hain Celestial
HAIN
$47.8M
$1.13M 0.51%
32,938
+9,364
+40% +$310K
MMS icon
45
Maximus
MMS
$3.04B
$1.13M 0.51%
16,524
+7,594
+85% +$559K
TFSL icon
46
TFS Financial
TFSL
$5.11B
$1.13M 0.51%
+76,689
New +$1.12M
POST icon
47
Post Holdings
POST
$3.96B
$1.12M 0.51%
+19,965
New +$1.14M
SBUX icon
48
Starbucks
SBUX
$119B
$1.12M 0.51%
13,078
+2,806
+27% +$224K
YUM icon
49
Yum! Brands
YUM
$40.6B
$1.12M 0.51%
12,316
+5,089
+70% +$469K
DOX icon
50
Amdocs
DOX
$5.65B
$1.11M 0.5%
19,279
+8,867
+85% +$530K
1
2
3 4 5

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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
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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.