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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
(+102%)
Cap. Flow
+$55.6M
Cap. Flow
% of AUM
41.72%
Top 10 Holdings %
Top 10 Hldgs %
13.57%
Holding
286
New
178
Increased
27
Reduced
46
Closed
33
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AT&T
T
|
+$1.63M |
| 2 |
Allstate
ALL
|
+$1.2M |
| 3 |
MRSH
Marsh
MRSH
|
+$1.11M |
| 4 |
Procter & Gamble
PG
|
+$1.03M |
| 5 |
OPTU
Optimum Communications Inc
OPTU
|
+$997K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
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 | |
|---|---|---|---|---|---|---|
126
Costco
COST
$415B
| $525K | 0.39% |
+1,730
| New | +$526K |
|
127
Erie Indemnity
ERIE
$13.6B
| $525K | 0.39% |
+2,735
| New | +$481K |
|
|
K
128
DELISTED
Kellanova
K
| $525K | 0.39% |
+8,467
| New | +$512K |
|
129
Union Pacific
UNP
$183B
| $525K | 0.39% |
+3,107
| New | +$498K |
|
130
Cintas
CTAS
$81.7B
| $524K | 0.39% |
+7,864
| New | +$455K |
|
131
Packaging Corp of America
PKG
$21.7B
| $524K | 0.39% |
+5,251
| New | +$499K |
|
132
Avery Dennison
AVY
$13.5B
| $523K | 0.39% |
+4,580
| New | +$503K |
|
133
Generac Holdings
GNRC
$11.6B
| $522K | 0.39% |
+4,278
| New | +$450K |
|
134
Tractor Supply
TSCO
$18.1B
| $522K | 0.39% |
+19,820
| New | +$434K |
|
135
Amphenol
APH
$199B
| $521K | 0.39% |
+21,744
| New | +$485K |
|
136
Johnson & Johnson
JNJ
$640B
| $519K | 0.39% |
+3,689
| New | +$538K |
|
137
Estee Lauder
EL
$38.4B
| $517K | 0.39% |
+2,739
| New | +$489K |
|
138
Eagle Materials
EXP
$6.06B
| $516K | 0.39% |
7,342
+1,173
| +19% | +$73.8K |
|
139
Walmart Inc
WMT
$817B
| $514K | 0.39% |
+12,864
| New | +$529K |
|
140
Morningstar
MORN
$8.21B
| $504K | 0.38% |
+3,577
| New | +$505K |
|
141
Landstar System
LSTR
$6.17B
| $493K | 0.37% |
+4,393
| New | +$469K |
|
|
EQC
142
DELISTED
Equity Commonwealth
EQC
| $478K | 0.36% |
+14,835
| New | +$490K |
|
143
Merit Medical Systems
MMSI
$5.35B
| $473K | 0.35% |
+10,360
| New | +$418K |
|
|
PINC
144
DELISTED
Premier
PINC
| $455K | 0.34% |
+13,282
| New | +$436K |
|
145
Rollins
ROL
$17.3B
| $451K | 0.34% |
+15,962
| New | +$427K |
|
146
Medifast
MED
$136M
| $439K | 0.33% |
3,166
-1,156
| -27% | -$106K |
|
147
Green Dot
GDOT
$762M
| $393K | 0.29% |
+8,006
| New | +$271K |
|
148
Vanguard FTSE Emerging Markets ETF
VWO
$127B
| $389K | 0.29% |
9,818
-3,095
| -24% | -$115K |
|
|
CSOD
149
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $381K | 0.29% |
9,885
-3,302
| -25% | -$116K |
|
150
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.65B
| $362K | 0.27% |
6,965
-8,056
| -54% | -$408K |
|
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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.