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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
CBRE icon
101
CBRE Group
CBRE
$40.6B
$864K 0.39%
18,392
+4,882
+36% +$223K
EXP icon
102
Eagle Materials
EXP
$6.24B
$863K 0.39%
10,000
+2,658
+36% +$215K
MDT icon
103
Medtronic
MDT
$107B
$857K 0.39%
8,245
+1,211
+17% +$122K
TR icon
104
Tootsie Roll Industries
TR
$2.93B
$857K 0.39%
33,106
+13,920
+73% +$372K
TRN icon
105
Trinity Industries
TRN
$2.9B
$855K 0.39%
43,865
+12,943
+42% +$263K
LLY icon
106
Eli Lilly
LLY
$1.02T
$845K 0.38%
+5,708
New +$883K
LMT icon
107
Lockheed Martin
LMT
$117B
$845K 0.38%
2,205
+467
+27% +$178K
TWNK
108
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$844K 0.38%
68,422
+17,272
+34% +$217K
PFE icon
109
Pfizer
PFE
$141B
$841K 0.38%
24,142
+3,660
+18% +$128K
NOW icon
110
ServiceNow
NOW
$108B
$837K 0.38%
8,625
+285
+3% +$25.5K
NLSN
111
DELISTED
Nielsen Holdings plc
NLSN
$825K 0.38%
58,173
+36,913
+174% +$553K
RTX icon
112
RTX Corp
RTX
$262B
$821K 0.37%
14,270
+4,210
+42% +$256K
VPL icon
113
Vanguard FTSE Pacific ETF
VPL
$8B
$817K 0.37%
11,999
– –
EQC
114
DELISTED
Equity Commonwealth
EQC
$809K 0.37%
30,394
+15,559
+105% +$481K
VEA icon
115
Vanguard FTSE Developed Markets ETF
VEA
$224B
$805K 0.37%
19,676
– –
VGK icon
116
Vanguard FTSE Europe ETF
VGK
$29.7B
$798K 0.36%
15,218
– –
HDS
117
DELISTED
HD Supply Holdings, Inc.
HDS
$796K 0.36%
19,292
+885
+5% +$33.8K
ODFL icon
118
Old Dominion Freight Line
ODFL
$48.2B
$780K 0.35%
8,624
-1,154
-12% -$108K
LNG icon
119
Cheniere Energy
LNG
$55.5B
$767K 0.35%
+16,566
New +$840K
PRSP
120
DELISTED
Perspecta Inc. Common Stock
PRSP
$759K 0.35%
+39,000
New +$823K
AXTA icon
121
Axalta
AXTA
$6.87B
$756K 0.34%
+34,093
New +$790K
IAA
122
DELISTED
IAA, Inc. Common Stock
IAA
$753K 0.34%
+14,459
New +$673K
OEC icon
123
Orion
OEC
$397M
$744K 0.34%
+59,455
New +$712K
NKE icon
124
Nike
NKE
$64.5B
$742K 0.34%
+5,912
New +$635K
CACC icon
125
Credit Acceptance
CACC
$6.44B
$728K 0.33%
+2,151
New +$905K
3 4
5
6 7

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CVGI
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SCG
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PL
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DCI
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TVPI
True Venture Partners IV Palo Alto, California $8.41M AUM 78.89% 1-Year Est. Return
LGI
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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.