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
DOX icon
76
Amdocs
DOX
$6.17B
$634K 0.48%
+10,412
New +$643K
2020 Q2
0 quarters
LMT icon
77
Lockheed Martin
LMT
$120B
$634K 0.48%
+1,738
New +$656K
2020 Q2
0 quarters
ICE icon
78
Intercontinental Exchange
ICE
$87.4B
$632K 0.47%
+6,896
New +$631K
2020 Q2
0 quarters
RDWR icon
79
Radware
RDWR
$1.2B
$631K 0.47%
+26,733
New +$614K
2020 Q2
0 quarters
MMS icon
80
Maximus
MMS
$3B
$629K 0.47%
+8,930
New +$600K
2020 Q2
0 quarters
YUM icon
81
Yum! Brands
YUM
$39.9B
$628K 0.47%
+7,227
New +$617K
2020 Q2
0 quarters
FTNT icon
82
Fortinet
FTNT
$136B
$626K 0.47%
22,795
+1,550
+7% +$38.9K
2019 Q4
2 quarters
CCEP icon
83
Coca-Cola Europacific Partners
CCEP
$46.6B
$625K 0.47%
+16,562
New +$650K
2020 Q2
0 quarters
TWNK
84
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$625K 0.47%
+51,150
New +$605K
2020 Q2
0 quarters
RTX icon
85
RTX Corp
RTX
$251B
$620K 0.46%
10,060
+3,421
+52% +$213K
2018 Q2
8 quarters
GDDY icon
86
GoDaddy
GDDY
$13B
$616K 0.46%
+8,396
New +$603K
2020 Q2
0 quarters
CBRE icon
87
CBRE Group
CBRE
$36.6B
$611K 0.46%
13,510
+3,612
+36% +$156K
2018 Q1
9 quarters
CHRW icon
88
C.H. Robinson
CHRW
$16.2B
$578K 0.43%
+7,314
New +$552K
2020 Q2
0 quarters
ADBE icon
89
Adobe
ADBE
$92.3B
$573K 0.43%
1,317
+21
+2% +$7.78K
2020 Q1
1 quarter
UPBD icon
90
Upbound Group
UPBD
$890M
$572K 0.43%
20,558
-5,397
-21% -$120K
2019 Q1
5 quarters
CDW icon
91
CDW
CDW
$19B
$567K 0.43%
+4,878
New +$528K
2020 Q2
0 quarters
GWW icon
92
W.W. Grainger
GWW
$62.2B
$567K 0.43%
+1,805
New +$522K
2020 Q2
0 quarters
VFC icon
93
VF Corp
VFC
$6.36B
$564K 0.42%
+9,262
New +$539K
2020 Q2
0 quarters
CTXS
94
DELISTED
Citrix Systems Inc
CTXS
$564K 0.42%
3,810
-1,755
-32% -$252K
2018 Q1
9 quarters
GE icon
95
GE Aerospace
GE
$319B
$560K 0.42%
16,439
+6,803
+71% +$229K
2018 Q1
9 quarters
ATR icon
96
AptarGroup
ATR
$7.61B
$559K 0.42%
+4,989
New +$531K
2020 Q2
0 quarters
PAYX icon
97
Paychex
PAYX
$38.3B
$558K 0.42%
+7,372
New +$511K
2020 Q2
0 quarters
ALLE icon
98
Allegion
ALLE
$12.9B
$557K 0.42%
+5,453
New +$538K
2020 Q2
0 quarters
BRMK
99
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$554K 0.42%
58,520
+40,258
+220% +$340K
2020 Q1
1 quarter
HLI icon
100
Houlihan Lokey
HLI
$8.69B
$551K 0.41%
+9,909
New +$577K
2020 Q2
0 quarters
2 3
4
5 6

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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
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BPM
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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.