We are live on ! Find out more
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
DIS icon
76
Walt Disney
DIS
$167B
$948K 0.43%
+7,638
New +$955K
CHKP icon
77
Check Point Software Technologies
CHKP
$14.1B
$944K 0.43%
7,848
+1,892
+32% +$231K
CRM icon
78
Salesforce
CRM
$142B
$944K 0.43%
3,756
+309
+9% +$67.6K
PTC icon
79
PTC
PTC
$14.4B
$943K 0.43%
11,394
+2,289
+25% +$195K
WSO icon
80
Watsco Inc
WSO
$15.3B
$943K 0.43%
+4,051
New +$913K
INFO
81
DELISTED
IHS Markit Ltd. Common Shares
INFO
$940K 0.43%
11,979
+3,260
+37% +$260K
MCD icon
82
McDonald's
MCD
$190B
$932K 0.42%
4,245
+653
+18% +$134K
CVLT icon
83
Commault Systems
CVLT
$6.07B
$930K 0.42%
22,802
+4,268
+23% +$176K
RBA icon
84
RB Global
RBA
$20.6B
$929K 0.42%
15,671
-594
-4% -$31.4K
NEU icon
85
NewMarket
NEU
$7.17B
$920K 0.42%
2,687
+1,076
+67% +$409K
HLT icon
86
Hilton Worldwide
HLT
$73.6B
$914K 0.42%
10,715
+823
+8% +$68.8K
RDWR icon
87
Radware
RDWR
$1.28B
$902K 0.41%
37,202
+10,469
+39% +$265K
CHRW icon
88
C.H. Robinson
CHRW
$24.3B
$900K 0.41%
8,809
+1,495
+20% +$140K
WDFC icon
89
WD-40
WDFC
$3.22B
$896K 0.41%
+4,734
New +$929K
KDP icon
90
Keurig Dr Pepper
KDP
$41.4B
$894K 0.41%
+32,388
New +$949K
AAP icon
91
Advance Auto Parts
AAP
$3.14B
$888K 0.4%
5,787
+932
+19% +$140K
LOW icon
92
Lowe's Companies
LOW
$115B
$887K 0.4%
5,350
+441
+9% +$67.9K
OPTU
93
Optimum Communications Inc
OPTU
$331M
$886K 0.4%
34,082
-6,590
-16% -$171K
DG icon
94
Dollar General
DG
$27.5B
$882K 0.4%
4,206
+1,391
+49% +$274K
EVA
95
DELISTED
Enviva Inc.
EVA
$882K 0.4%
21,897
+6,822
+45% +$268K
WMT icon
96
Walmart Inc
WMT
$893B
$881K 0.4%
18,897
+6,033
+47% +$268K
DGX icon
97
Quest Diagnostics
DGX
$23B
$876K 0.4%
7,647
+1,664
+28% +$197K
JKHY icon
98
Jack Henry & Associates
JKHY
$10.9B
$868K 0.39%
5,341
+1,860
+53% +$323K
NOMD icon
99
Nomad Foods
NOMD
$1.66B
$868K 0.39%
+34,068
New +$809K
PEGA icon
100
Pegasystems
PEGA
$5.3B
$867K 0.39%
+14,328
New +$824K
2 3
4
5 6

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.