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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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$7.22M 3.29%
86,120
+27,379
+47% +$2.3M
MXIM
2
DELISTED
Maxim Integrated Products
MXIM
$2.99M 1.36%
+44,165
New +$2.99M
AMTD
3
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.83M 1.29%
72,248
+29,270
+68% +$1.1M
BMCH
4
DELISTED
BMC Stock Holdings, Inc
BMCH
$2.79M 1.27%
+65,104
New +$2.14M
CERN
5
DELISTED
Cerner Corp
CERN
$2.58M 1.18%
35,765
+14,980
+72% +$1.07M
T icon
6
AT&T
T
$152B
$2.39M 1.09%
111,053
+39,399
+55% +$880K
CHTR icon
7
Charter Communications
CHTR
$16.2B
$2.29M 1.04%
+3,664
New +$2.16M
NBL
8
DELISTED
Noble Energy, Inc.
NBL
$2.27M 1.03%
+265,014
New +$2.59M
OTEX icon
9
Open Text
OTEX
$5.65B
$2.26M 1.03%
53,419
+18,307
+52% +$801K
PG icon
10
Procter & Gamble
PG
$349B
$2.22M 1.01%
15,976
+2,539
+19% +$337K
VSLR
11
DELISTED
VIVINT SOLAR, INC.
VSLR
$2.19M 1%
+51,687
New +$1.33M
LVGO
12
DELISTED
Livongo Health, Inc. Common Stock
LVGO
$2.09M 0.95%
+14,947
New +$1.82M
CNX icon
13
CNX Resources
CNX
$4.71B
$2.09M 0.95%
+221,522
New +$2.26M
AGG icon
14
iShares Core US Aggregate Bond ETF
AGG
$139B
$2.05M 0.93%
17,360
+4,849
+39% +$575K
DHR icon
15
Danaher
DHR
$144B
$2.04M 0.93%
10,707
– –
ACN icon
16
Accenture
ACN
$87.9B
$2.03M 0.92%
8,971
+4,813
+116% +$1.1M
HLI icon
17
Houlihan Lokey
HLI
$9.67B
$1.9M 0.86%
32,094
+22,185
+224% +$1.27M
BAX icon
18
Baxter International
BAX
$11.7B
$1.87M 0.85%
23,223
+8,868
+62% +$746K
MDLZ icon
19
Mondelez International
MDLZ
$78.3B
$1.56M 0.71%
27,089
+8,701
+47% +$484K
BR icon
20
Broadridge
BR
$17.3B
$1.51M 0.69%
11,469
+7,277
+174% +$973K
MRSH
21
Marsh
MRSH
$87.8B
$1.46M 0.66%
12,700
+1,732
+16% +$198K
EXPD icon
22
Expeditors International
EXPD
$23.9B
$1.45M 0.66%
15,991
+8,794
+122% +$749K
VO icon
23
Vanguard Mid-Cap ETF
VO
$106B
$1.43M 0.65%
32,500
+8,736
+37% +$381K
VTI icon
24
Vanguard Total Stock Market ETF
VTI
$658B
$1.43M 0.65%
8,402
+1,141
+16% +$192K
VTV icon
25
Vanguard Value ETF
VTV
$186B
$1.4M 0.64%
13,423
+2,685
+25% +$281K
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
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.