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
RBA icon
51
RB Global
RBA
$16B
$664K 0.5%
+16,265
New +$665K
2020 Q2
0 quarters
LOW icon
52
Lowe's Companies
LOW
$105B
$663K 0.5%
4,909
+80
+2% +$9.14K
2018 Q1
9 quarters
MCD icon
53
McDonald's
MCD
$167B
$663K 0.5%
+3,592
New +$659K
2020 Q2
0 quarters
AXS icon
54
AXIS Capital
AXS
$7.13B
$660K 0.49%
+16,267
New +$627K
2020 Q2
0 quarters
TRN icon
55
Trinity Industries
TRN
$2.06B
$658K 0.49%
30,922
+5,455
+21% +$105K
2018 Q1
9 quarters
INFO icon
56
DELISTED
IHS Markit Ltd. Common Shares
INFO
$658K 0.49%
+8,719
New +$594K
2020 Q2
0 quarters
HPQ icon
57
HP
HPQ
$27.2B
$656K 0.49%
37,649
+13,831
+58% +$220K
2020 Q1
1 quarter
ALX icon
58
Alexander's
ALX
$1.2B
$653K 0.49%
+2,712
New +$727K
2020 Q2
0 quarters
TTC icon
59
Toro Company
TTC
$9.28B
$650K 0.49%
+9,802
New +$644K
2020 Q2
0 quarters
CRM icon
60
Salesforce
CRM
$193B
$646K 0.48%
3,447
-362
-10% -$61K
2019 Q3
3 quarters
MDT icon
61
Medtronic
MDT
$119B
$645K 0.48%
+7,034
New +$674K
2020 Q2
0 quarters
NEU icon
62
NewMarket
NEU
$8.17B
$645K 0.48%
+1,611
New +$665K
2020 Q2
0 quarters
SLGN icon
63
Silgan Holdings
SLGN
$3.77B
$643K 0.48%
+19,853
New +$646K
2020 Q2
0 quarters
AON icon
64
Aon
AON
$58.5B
$642K 0.48%
+3,335
New +$621K
2020 Q2
0 quarters
JKHY icon
65
Jack Henry & Associates
JKHY
$10.7B
$641K 0.48%
+3,481
New +$607K
2020 Q2
0 quarters
CHKP icon
66
Check Point Software Technologies
CHKP
$13.6B
$640K 0.48%
+5,956
New +$631K
2020 Q2
0 quarters
PEP icon
67
PepsiCo
PEP
$176B
$639K 0.48%
+4,834
New +$637K
2020 Q2
0 quarters
VZ icon
68
Verizon
VZ
$182B
$639K 0.48%
+11,599
New +$652K
2020 Q2
0 quarters
BKI
69
DELISTED
Black Knight, Inc. Common Stock
BKI
$639K 0.48%
+8,802
New +$624K
2020 Q2
0 quarters
MKTX icon
70
MarketAxess Holdings
MKTX
$5.79B
$638K 0.48%
+1,273
New +$593K
2020 Q2
0 quarters
HDS
71
DELISTED
HD Supply Holdings, Inc.
HDS
$638K 0.48%
18,407
+3,176
+21% +$98.5K
2018 Q1
9 quarters
WTM icon
72
White Mountains Insurance
WTM
$5B
$637K 0.48%
+717
New +$646K
2020 Q2
0 quarters
ADM icon
73
Archer Daniels Midland
ADM
$40.2B
$635K 0.48%
+15,909
New +$596K
2020 Q2
0 quarters
ORCL icon
74
Oracle
ORCL
$401B
$635K 0.48%
+11,491
New +$609K
2020 Q2
0 quarters
PFE icon
75
Pfizer
PFE
$167B
$635K 0.48%
+20,482
New +$696K
2020 Q2
0 quarters
1 2
3
4 5

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CVGI
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SCG
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PL
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DCI
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TVPI
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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.