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
COST icon
126
Costco
COST
$433B
$525K 0.39%
+1,730
New +$526K
2020 Q2
0 quarters
ERIE icon
127
Erie Indemnity
ERIE
$12.1B
$525K 0.39%
+2,735
New +$481K
2020 Q2
0 quarters
K icon
128
DELISTED
Kellanova
K
$525K 0.39%
+8,467
New +$512K
2020 Q2
0 quarters
UNP icon
129
Union Pacific
UNP
$168B
$525K 0.39%
+3,107
New +$498K
2020 Q2
0 quarters
CTAS icon
130
Cintas
CTAS
$82.5B
$524K 0.39%
+7,864
New +$455K
2020 Q2
0 quarters
PKG icon
131
Packaging Corp of America
PKG
$20.4B
$524K 0.39%
+5,251
New +$499K
2020 Q2
0 quarters
AVY icon
132
Avery Dennison
AVY
$13B
$523K 0.39%
+4,580
New +$503K
2020 Q2
0 quarters
GNRC icon
133
Generac Holdings
GNRC
$11.8B
$522K 0.39%
+4,278
New +$450K
2020 Q2
0 quarters
TSCO icon
134
Tractor Supply
TSCO
$17B
$522K 0.39%
+19,820
New +$434K
2020 Q2
0 quarters
APH icon
135
Amphenol
APH
$204B
$521K 0.39%
+43,488
New +$485K
2020 Q2
0 quarters
JNJ icon
136
Johnson & Johnson
JNJ
$611B
$519K 0.39%
+3,689
New +$538K
2020 Q2
0 quarters
EL icon
137
Estee Lauder
EL
$36.5B
$517K 0.39%
+2,739
New +$489K
2020 Q2
0 quarters
EXP icon
138
Eagle Materials
EXP
$4.99B
$516K 0.39%
7,342
+1,173
+19% +$73.8K
2019 Q2
4 quarters
WMT icon
139
Walmart Inc
WMT
$917B
$514K 0.39%
+12,864
New +$529K
2020 Q2
0 quarters
MORN icon
140
Morningstar
MORN
$7.61B
$504K 0.38%
+3,577
New +$505K
2020 Q2
0 quarters
LSTR icon
141
Landstar System
LSTR
$5.71B
$493K 0.37%
+4,393
New +$469K
2020 Q2
0 quarters
EQC icon
142
DELISTED
Equity Commonwealth
EQC
$478K 0.36%
+14,835
New +$490K
2020 Q2
0 quarters
MMSI icon
143
Merit Medical Systems
MMSI
$5.2B
$473K 0.35%
+10,360
New +$418K
2020 Q2
0 quarters
PINC icon
144
DELISTED
Premier
PINC
$455K 0.34%
+13,282
New +$436K
2020 Q2
0 quarters
ROL icon
145
Rollins
ROL
$15.6B
$451K 0.34%
+15,962
New +$427K
2020 Q2
0 quarters
MED icon
146
Medifast
MED
$131M
$439K 0.33%
3,166
-1,156
-27% -$106K
2019 Q4
2 quarters
GDOT icon
147
Green Dot
GDOT
$704M
$393K 0.29%
+8,006
New +$271K
2020 Q2
0 quarters
VWO icon
148
Vanguard FTSE Emerging Markets ETF
VWO
$124B
$389K 0.29%
9,818
-3,095
-24% -$115K
2019 Q4
2 quarters
CSOD
149
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$381K 0.29%
9,885
-3,302
-25% -$116K
2020 Q1
1 quarter
EEMV icon
150
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.51B
$362K 0.27%
6,965
-8,056
-54% -$408K
2019 Q4
2 quarters
4 5
6
7 8

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SCG
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PL
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DCI
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TVPI
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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.