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
HLF icon
151
Herbalife
HLF
$1.48B
$354K 0.27%
+7,865
New +$305K
2020 Q2
0 quarters
ACM icon
152
Aecom
ACM
$7.45B
$349K 0.26%
9,291
-6,997
-43% -$251K
2019 Q3
3 quarters
BOX icon
153
Box
BOX
$5.2B
$348K 0.26%
16,752
-2,931
-15% -$51.5K
2020 Q1
1 quarter
TWOU icon
154
DELISTED
2U Inc
TWOU
$344K 0.26%
302
-14
-4% -$12.5K
2020 Q1
1 quarter
DOOR icon
155
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$342K 0.26%
4,403
-2,858
-39% -$173K
2020 Q1
1 quarter
MGLN
156
DELISTED
Magellan Health Services, Inc.
MGLN
$330K 0.25%
4,527
-3,995
-47% -$256K
2019 Q1
5 quarters
AMAT icon
157
Applied Materials
AMAT
$355B
$323K 0.24%
5,335
-2,679
-33% -$145K
2020 Q1
1 quarter
VSS icon
158
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.4B
$320K 0.24%
3,312
-6,660
-67% -$595K
2017 Q4
10 quarters
NLSN
159
DELISTED
Nielsen Holdings plc
NLSN
$316K 0.24%
+21,260
New +$298K
2020 Q2
0 quarters
C icon
160
Citigroup
C
$206B
$314K 0.24%
6,152
-1,869
-23% -$88.7K
2018 Q2
8 quarters
SYY icon
161
Sysco
SYY
$39.5B
$310K 0.23%
5,675
-4,495
-44% -$236K
2018 Q1
9 quarters
LKQ icon
162
LKQ Corp
LKQ
$5.53B
$306K 0.23%
11,686
-5,410
-32% -$133K
2019 Q4
2 quarters
DOCU icon
163
DocuSign
DOCU
$13.9B
$293K 0.22%
+1,702
New +$215K
2020 Q2
0 quarters
LRCX icon
164
Lam Research
LRCX
$358B
$286K 0.21%
+8,840
New +$241K
2020 Q2
0 quarters
LGF.A
165
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$286K 0.21%
38,565
– –
2018 Q1
9 quarters
NEWR
166
DELISTED
New Relic, Inc.
NEWR
$286K 0.21%
+4,153
New +$248K
2020 Q2
0 quarters
LORL
167
DELISTED
Loral Space and Communications, Inc.
LORL
$286K 0.21%
14,668
-10,148
-41% -$190K
2018 Q2
8 quarters
HI icon
168
DELISTED
Hillenbrand
HI
$281K 0.21%
+10,367
New +$235K
2020 Q2
0 quarters
LULU icon
169
lululemon athletica
LULU
$10.8B
$274K 0.21%
+878
New +$225K
2020 Q2
0 quarters
PAYC icon
170
Paycom
PAYC
$10.7B
$274K 0.21%
+885
New +$236K
2020 Q2
0 quarters
TWTR
171
DELISTED
Twitter, Inc.
TWTR
$274K 0.21%
+9,212
New +$278K
2020 Q2
0 quarters
MGP
172
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$272K 0.2%
9,989
-5,284
-35% -$136K
2019 Q4
2 quarters
TER icon
173
Teradyne
TER
$55.8B
$270K 0.2%
+3,189
New +$214K
2020 Q2
0 quarters
CSGP icon
174
CoStar Group
CSGP
$12B
$267K 0.2%
+3,750
New +$242K
2020 Q2
0 quarters
CPRT icon
175
Copart
CPRT
$24.1B
$266K 0.2%
+12,764
New +$256K
2020 Q2
0 quarters
5 6
7
8 9

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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
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DCI
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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.