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
TWOU
176
DELISTED
2U Inc
TWOU
$511K 0.23%
503
+201
+67% +$239K
BOX icon
177
Box
BOX
$4.15B
$507K 0.23%
29,227
+12,475
+74% +$230K
GDOT icon
178
Green Dot
GDOT
$758M
$500K 0.23%
9,881
+1,875
+23% +$96.2K
RHI icon
179
Robert Half
RHI
$4.21B
$493K 0.22%
+9,303
New +$495K
CVI icon
180
CVR Energy
CVI
$3.56B
$448K 0.2%
36,208
+25,181
+228% +$427K
REZI icon
181
Resideo Technologies
REZI
$5.24B
$434K 0.2%
+39,489
New +$500K
MSGS icon
182
Madison Square Garden
MSGS
$9.53B
$426K 0.19%
2,834
+1,233
+77% +$194K
VWO icon
183
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$425K 0.19%
9,818
– –
DUK icon
184
Duke Energy
DUK
$98.2B
$420K 0.19%
4,740
+1,821
+62% +$150K
ED icon
185
Consolidated Edison
ED
$40.5B
$410K 0.19%
5,273
+1,988
+61% +$147K
HI
186
DELISTED
Hillenbrand
HI
$410K 0.19%
14,465
+4,098
+40% +$121K
AGR
187
DELISTED
Avangrid, Inc.
AGR
$409K 0.19%
8,112
+2,526
+45% +$122K
BRO icon
188
Brown & Brown
BRO
$22.6B
$405K 0.18%
8,938
+3,280
+58% +$146K
DTE icon
189
DTE Energy
DTE
$30.2B
$403K 0.18%
4,115
+1,517
+58% +$148K
AMH icon
190
American Homes 4 Rent
AMH
$12B
$401K 0.18%
14,081
+5,599
+66% +$158K
LNT icon
191
Alliant Energy
LNT
$18.9B
$397K 0.18%
7,693
+2,733
+55% +$143K
TRNO icon
192
Terreno Realty
TRNO
$7.91B
$396K 0.18%
+7,237
New +$412K
VRSK icon
193
Verisk Analytics
VRSK
$25.6B
$396K 0.18%
2,135
-1,094
-34% -$200K
RSG icon
194
Republic Services
RSG
$66B
$391K 0.18%
4,193
+1,299
+45% +$116K
DDOG icon
195
Datadog
DDOG
$90.7B
$389K 0.18%
+3,810
New +$332K
PEG icon
196
Public Service Enterprise Group
PEG
$38.6B
$389K 0.18%
7,091
+2,255
+47% +$119K
CMS icon
197
CMS Energy
CMS
$22.4B
$388K 0.18%
6,324
+2,238
+55% +$137K
SO icon
198
Southern Company
SO
$106B
$388K 0.18%
7,156
+2,630
+58% +$141K
EEMV icon
199
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.5B
$384K 0.17%
6,965
– –
PSA icon
200
Public Storage
PSA
$54.4B
$384K 0.17%
1,723
+505
+41% +$103K
6 7
8
9 10

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.