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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
+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
1.6 quarters
Top 10 Avg Time Held
0.9 quarters
Top 20 Avg Time Held
2.1 quarters

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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
$4.79M 3.59%
58,741
+5,870
+11% +$473K
2019 Q1
5 quarters
DHR icon
2
Danaher
DHR
$158B
$1.68M 1.26%
10,707
+4,954
+86% +$711K
2019 Q1
5 quarters
T icon
3
AT&T
T
$157B
$1.64M 1.23%
+71,654
New +$1.63M
2020 Q2
0 quarters
PG icon
4
Procter & Gamble
PG
$360B
$1.61M 1.21%
13,437
+8,862
+194% +$1.03M
2018 Q1
9 quarters
AMTD icon
5
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.56M 1.17%
42,978
-5,054
-11% -$190K
2019 Q4
2 quarters
OTEX icon
6
Open Text
OTEX
$6B
$1.49M 1.12%
35,112
+19,998
+132% +$793K
2018 Q1
9 quarters
AGG icon
7
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.48M 1.11%
12,511
-5,163
-29% -$604K
2017 Q4
10 quarters
CERN
8
DELISTED
Cerner Corp
CERN
$1.43M 1.07%
20,785
+8,489
+69% +$583K
2019 Q2
4 quarters
BAX icon
9
Baxter International
BAX
$12.8B
$1.24M 0.93%
14,355
+7,768
+118% +$677K
2018 Q1
9 quarters
ALL icon
10
Allstate
ALL
$58.9B
$1.19M 0.89%
+12,264
New +$1.2M
2020 Q2
0 quarters
MRSH icon
11
Marsh
MRSH
$85.1B
$1.18M 0.88%
+10,968
New +$1.11M
2020 Q2
0 quarters
VTI icon
12
Vanguard Morningstar Total Stock Market ETF
VTI
$695B
$1.14M 0.85%
7,261
-6,037
-45% -$890K
2017 Q4
10 quarters
VTV icon
13
Vanguard Morningstar Value ETF
VTV
$188B
$1.07M 0.8%
10,738
-8,003
-43% -$785K
2017 Q4
10 quarters
EBAY icon
14
eBay
EBAY
$52.1B
$1.06M 0.79%
20,158
-12
-0.1% -$507
2019 Q2
4 quarters
AMZN icon
15
Amazon
AMZN
$2.75T
$1.04M 0.78%
+7,560
New +$913K
2020 Q2
0 quarters
BAH icon
16
Booz Allen Hamilton
BAH
$8.58B
$987K 0.74%
+12,683
New +$959K
2020 Q2
0 quarters
VO icon
17
Vanguard Morningstar Mid-Cap ETF
VO
$105B
$974K 0.73%
23,764
-28,004
-54% -$1.07M
2017 Q4
10 quarters
IBKC
18
DELISTED
IBERIABANK Corp
IBKC
$956K 0.72%
20,987
-12,221
-37% -$505K
2019 Q4
2 quarters
CMG icon
19
Chipotle Mexican Grill
CMG
$38.1B
$950K 0.71%
45,150
-350
-0.8% -$6.48K
2018 Q1
9 quarters
MDLZ icon
20
Mondelez International
MDLZ
$79.7B
$940K 0.7%
18,388
+4,325
+31% +$222K
2018 Q1
9 quarters
A icon
21
Agilent Technologies
A
$48.6B
$917K 0.69%
+10,378
New +$850K
2020 Q2
0 quarters
OPTU icon
22
Optimum Communications Inc
OPTU
$337M
$917K 0.69%
+40,672
New +$997K
2020 Q2
0 quarters
ACN icon
23
Accenture
ACN
$132B
$893K 0.67%
+4,158
New +$786K
2020 Q2
0 quarters
GEN icon
24
Gen Digital
GEN
$14.1B
$867K 0.65%
43,714
+16,124
+58% +$328K
2018 Q4
6 quarters
TYL icon
25
Tyler Technologies
TYL
$14.3B
$848K 0.64%
2,444
+270
+12% +$90.6K
2020 Q1
1 quarter
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.