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AG

AlphaSimPlex Group Portfolio holdings

AUM $9.9M Turnover 54.39%
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
Avg Time Held
0.5 years
Top 10 Avg Time Held
0.3 years
Top 20 Avg Time Held
0.3 years

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 icon
Bank of New York Mellon
BNY
+$764K
5
ZEN
ZENDESK INC
ZEN
+$695K

Sector Composition

Rank Sector Weight
1 Technology 16.23%
2 Industrials 13.95%
3 Financials 11.35%
4 Miscellaneous 9.42%
5 Consumer Discretionary 9.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$7.22M 3.29%
86,120
+27,379
+47% +$2.3M
2019 Q1
6 quarters
MXIM
2
DELISTED
Maxim Integrated Products
MXIM
$2.99M 1.36%
+44,165
New +$2.99M
2020 Q3
0 quarters
AMTD icon
3
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.83M 1.29%
72,248
+29,270
+68% +$1.1M
2019 Q4
3 quarters
BMCH
4
DELISTED
BMC Stock Holdings, Inc
BMCH
$2.79M 1.27%
+65,104
New +$2.14M
2020 Q3
0 quarters
CERN
5
DELISTED
Cerner Corp
CERN
$2.58M 1.18%
35,765
+14,980
+72% +$1.07M
2019 Q2
5 quarters
T icon
6
AT&T
T
$159B
$2.39M 1.09%
111,053
+39,399
+55% +$880K
2020 Q2
1 quarter
CHTR icon
7
Charter Communications
CHTR
$12.4B
$2.29M 1.04%
+3,664
New +$2.16M
2020 Q3
0 quarters
NBL
8
DELISTED
Noble Energy, Inc.
NBL
$2.27M 1.03%
+265,014
New +$2.59M
2020 Q3
0 quarters
OTEX icon
9
Open Text
OTEX
$6.23B
$2.26M 1.03%
53,419
+18,307
+52% +$801K
2018 Q1
10 quarters
PG icon
10
Procter & Gamble
PG
$366B
$2.22M 1.01%
15,976
+2,539
+19% +$337K
2018 Q1
10 quarters
VSLR
11
DELISTED
VIVINT SOLAR, INC.
VSLR
$2.19M 1%
+51,687
New +$1.33M
2020 Q3
0 quarters
LVGO
12
DELISTED
Livongo Health, Inc. Common Stock
LVGO
$2.09M 0.95%
+14,947
New +$1.82M
2020 Q3
0 quarters
CNX icon
13
CNX Resources
CNX
$5.31B
$2.09M 0.95%
+221,522
New +$2.26M
2020 Q3
0 quarters
AGG icon
14
iShares Core US Aggregate Bond ETF
AGG
$138B
$2.05M 0.93%
17,360
+4,849
+39% +$575K
2017 Q4
11 quarters
DHR icon
15
Danaher
DHR
$158B
$2.04M 0.93%
10,707
– –
2019 Q1
6 quarters
ACN icon
16
Accenture
ACN
$145B
$2.03M 0.92%
8,971
+4,813
+116% +$1.1M
2020 Q2
1 quarter
HLI icon
17
Houlihan Lokey
HLI
$8.88B
$1.9M 0.86%
32,094
+22,185
+224% +$1.27M
2020 Q2
1 quarter
BAX icon
18
Baxter International
BAX
$12.9B
$1.87M 0.85%
23,223
+8,868
+62% +$746K
2018 Q1
10 quarters
MDLZ icon
19
Mondelez International
MDLZ
$80.8B
$1.56M 0.71%
27,089
+8,701
+47% +$484K
2018 Q1
10 quarters
BR icon
20
Broadridge
BR
$19.8B
$1.51M 0.69%
11,469
+7,277
+174% +$973K
2020 Q2
1 quarter
MRSH icon
21
Marsh
MRSH
$90B
$1.46M 0.66%
12,700
+1,732
+16% +$198K
2020 Q2
1 quarter
EXPD icon
22
Expeditors International
EXPD
$25.6B
$1.45M 0.66%
15,991
+8,794
+122% +$749K
2020 Q2
1 quarter
VO icon
23
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$1.43M 0.65%
32,500
+8,736
+37% +$381K
2017 Q4
11 quarters
VTI icon
24
Vanguard Morningstar Total Stock Market ETF
VTI
$692B
$1.43M 0.65%
8,402
+1,141
+16% +$192K
2017 Q4
11 quarters
VTV icon
25
Vanguard Morningstar Value ETF
VTV
$189B
$1.4M 0.64%
13,423
+2,685
+25% +$281K
2017 Q4
11 quarters
1
2 3 4 5

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TSV
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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 16% of assets, down from 18% 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.