AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M Turnover 54.39%
1-Year Est. Return 8.01%
This Fund
S&P 500
This Quarter Est. Return
+18.55%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$133M
AUM Growth
+$67.2M
Cap. Flow
+$55.6M
Cap. Flow %
41.72%
Top 10 Hldgs %
13.57%
Holding
286
New
178
Increased
27
Reduced
46
Closed
33
Avg Time Held
0.4 years
Top 10 Avg Time Held
0.2 years
Top 20 Avg Time Held
0.5 years

Top Buys

Rank Stock Value
1
T icon
AT&T
T
+$1.63M
2
ALL icon
Allstate
ALL
+$1.2M
3
MRSH icon
Marsh
MRSH
+$1.11M
4
PG icon
Procter & Gamble
PG
+$1.03M
5
OPTU icon
Optimum Communications Inc
OPTU
+$997K

Top Sells

Rank Stock Value
1
DLR icon
Digital Realty Trust
DLR
+$2.5M
2
TIVO
Tivo Inc
TIVO
+$1.8M
3
AGN
Allergan plc
AGN
+$1.71M
4
CSFL
CenterState Bank Corporation Common Stock
CSFL
+$1.62M
5
HXL icon
Hexcel
HXL
+$1.5M

Sector Composition

Rank Sector Weight
1 Technology 17.64%
2 Industrials 12.87%
3 Financials 12.77%
4 Miscellaneous 11.68%
5 Consumer Discretionary 10.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
ODFL icon
26
Old Dominion Freight Line
ODFL
$37.9B
$829K 0.62%
+9,778
New +$742K
2020 Q2
0 quarters
STX icon
27
Seagate
STX
$163B
$804K 0.6%
+16,604
New +$833K
2020 Q2
0 quarters
KO icon
28
Coca-Cola
KO
$395B
$779K 0.58%
+17,442
New +$803K
2020 Q2
0 quarters
VGK icon
29
Vanguard FTSE Europe ETF
VGK
$29.3B
$766K 0.57%
15,218
-3,821
-20% -$180K
2017 Q4
10 quarters
BNY icon
30
Bank of New York Mellon
BNY
$92.1B
$764K 0.57%
19,766
+5,456
+38% +$200K
2018 Q1
9 quarters
VPL icon
31
Vanguard FTSE Pacific ETF
VPL
$8.63B
$764K 0.57%
11,999
-3,574
-23% -$216K
2017 Q4
10 quarters
VEA icon
32
Vanguard FTSE Developed Markets ETF
VEA
$227B
$763K 0.57%
19,676
-5,476
-22% -$200K
2017 Q4
10 quarters
SBUX icon
33
Starbucks
SBUX
$106B
$756K 0.57%
10,272
+2,955
+40% +$222K
2019 Q1
5 quarters
VCIT icon
34
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.8B
$755K 0.57%
7,940
-16,099
-67% -$1.48M
2017 Q4
10 quarters
HAIN icon
35
Hain Celestial
HAIN
$52.2M
$743K 0.56%
23,574
+5,645
+31% +$163K
2019 Q1
5 quarters
BWX icon
36
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.28B
$740K 0.55%
25,588
-20,432
-44% -$576K
2017 Q4
10 quarters
BNDX icon
37
Vanguard Total International Bond ETF
BNDX
$83.4B
$728K 0.55%
12,606
-9,998
-44% -$571K
2017 Q4
10 quarters
HLT icon
38
Hilton Worldwide
HLT
$73.8B
$727K 0.55%
9,892
+2,604
+36% +$193K
2019 Q1
5 quarters
CVLT icon
39
Commault Systems
CVLT
$6.44B
$717K 0.54%
+18,534
New +$735K
2020 Q2
0 quarters
CAG icon
40
Conagra Brands
CAG
$6.58B
$711K 0.53%
20,204
+3,864
+24% +$129K
2018 Q4
6 quarters
PTC icon
41
PTC
PTC
$21B
$708K 0.53%
9,105
+1,532
+20% +$109K
2020 Q1
1 quarter
ZEN
42
DELISTED
ZENDESK INC
ZEN
$695K 0.52%
7,854
-581
-7% -$44.7K
2019 Q4
2 quarters
AAP icon
43
Advance Auto Parts
AAP
$2.48B
$692K 0.52%
4,855
-194
-4% -$24.7K
2018 Q1
9 quarters
DGX icon
44
Quest Diagnostics
DGX
$25.9B
$682K 0.51%
+5,983
New +$635K
2020 Q2
0 quarters
NFG icon
45
National Fuel Gas
NFG
$7.56B
$682K 0.51%
+16,272
New +$664K
2020 Q2
0 quarters
NOW icon
46
ServiceNow
NOW
$146B
$676K 0.51%
8,340
-2,335
-22% -$165K
2019 Q4
2 quarters
KRNY icon
47
Kearny Financial
KRNY
$564M
$672K 0.5%
+82,096
New +$687K
2020 Q2
0 quarters
ECL icon
48
Ecolab
ECL
$80.5B
$670K 0.5%
+3,367
New +$652K
2020 Q2
0 quarters
CLBK icon
49
Columbia Financial
CLBK
$2.92B
$667K 0.5%
+105,217
New +$668K
2020 Q2
0 quarters
NWBI icon
50
Northwest Bancshares
NWBI
$2.15B
$665K 0.5%
65,028
+53,789
+479% +$554K
2019 Q4
2 quarters
1
2
3 4 5

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 Q2 2020 Portfolio in Review

As of Q2 2020, AlphaSimPlex Group held 286 positions worth $133M, up 102% from $66.1M the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AlphaSimPlex Group deployed $55.6M of net new capital in Q2 2020, opening 178 new positions and adding to 27 existing holdings. Its largest new stake was AT&T: 71,654 shares worth $1.64M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 12% a quarter earlier, followed by Industrials and Financials.

On the sell side, the largest reduction was Vanguard Intermediate-Term Corporate Bond ETF, an estimated $1.48M trimmed.

  • AlphaSimPlex Group's largest Q2 2020 buy was AT&T: 71,654 shares worth $1.64M.
  • AlphaSimPlex Group added most to Procter & Gamble in Q2 2020, an estimated $1.03M increase.
  • AlphaSimPlex Group's biggest Q2 2020 reduction was Vanguard Intermediate-Term Corporate Bond ETF, cutting an estimated $1.48M.
  • AlphaSimPlex Group fully exited Digital Realty Trust in Q2 2020, selling an estimated $2.5M.
  • AlphaSimPlex Group's ten largest holdings make up 14% of its $133M portfolio in Q2 2020.
  • AlphaSimPlex Group opened 178 new positions and closed 33 in Q2 2020.
  • AlphaSimPlex Group's portfolio value rose 102% quarter-over-quarter to $133M.

Based on AlphaSimPlex Group's 13F filing for Q2 2020, filed 14 Aug 2020.