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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
HON icon
151
Honeywell
HON
$71.7B
$639K 0.29%
+4,119
New +$612K
MGLN
152
DELISTED
Magellan Health Services, Inc.
MGLN
$639K 0.29%
8,427
+3,900
+86% +$290K
ROL icon
153
Rollins
ROL
$21.5B
$636K 0.29%
17,604
+1,642
+10% +$56.8K
C icon
154
Citigroup
C
$216B
$634K 0.29%
14,717
+8,565
+139% +$427K
CALY
155
Callaway Golf Company
CALY
$3.4B
$632K 0.29%
33,020
+19,864
+151% +$373K
FCFS icon
156
FirstCash
FCFS
$9.19B
$629K 0.29%
10,999
+2,883
+36% +$176K
CSX icon
157
CSX Corp
CSX
$93.1B
$627K 0.29%
24,225
+1,365
+6% +$33.7K
SEIC icon
158
SEI Investments
SEIC
$12B
$626K 0.28%
12,333
+2,328
+23% +$123K
AVY icon
159
Avery Dennison
AVY
$12.1B
$620K 0.28%
4,846
+266
+6% +$31.4K
DOOR
160
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$618K 0.28%
6,278
+1,875
+43% +$166K
MMP
161
DELISTED
Magellan Midstream Partners, L.P.
MMP
$618K 0.28%
+18,084
New +$716K
ERIE icon
162
Erie Indemnity
ERIE
$11.8B
$611K 0.28%
2,905
+170
+6% +$35.7K
HEP
163
DELISTED
Holly Energy Partners, L.P.
HEP
$611K 0.28%
+50,407
New +$700K
LORL
164
DELISTED
Loral Space and Communications, Inc.
LORL
$609K 0.28%
33,270
+18,602
+127% +$380K
KBR icon
165
KBR
KBR
$4.38B
$606K 0.28%
+27,105
New +$629K
CDW icon
166
CDW
CDW
$16.6B
$583K 0.27%
4,878
– –
MD icon
167
Pediatrix Medical
MD
$2.11B
$583K 0.27%
+35,832
New +$667K
MMSI icon
168
Merit Medical Systems
MMSI
$4.48B
$583K 0.27%
13,391
+3,031
+29% +$137K
EL icon
169
Estee Lauder
EL
$30.3B
$569K 0.26%
2,606
-133
-5% -$27.4K
PGR icon
170
Progressive
PGR
$123B
$568K 0.26%
6,003
-652
-10% -$58.6K
APH icon
171
Amphenol
APH
$185B
$558K 0.25%
20,604
-1,140
-5% -$30K
DCI icon
172
Donaldson
DCI
$10.4B
$558K 0.25%
12,028
+663
+6% +$32.2K
DVA icon
173
DaVita
DVA
$15B
$550K 0.25%
+6,424
New +$549K
EMB icon
174
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$550K 0.25%
4,958
– –
LSTR icon
175
Landstar System
LSTR
$7.16B
$524K 0.24%
4,175
-218
-5% -$27.5K
5 6
7
8 9

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CVGI
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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.