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
(+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
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 |
AT&T
T
|
+$1.63M |
| 2 |
Allstate
ALL
|
+$1.2M |
| 3 |
Marsh
MRSH
|
+$1.11M |
| 4 |
Procter & Gamble
PG
|
+$1.03M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
101
Tootsie Roll Industries
TR
$2.84B
| $551K | 0.41% |
+19,186
| New | +$569K |
2020 Q2
0 quarters
|
|
102
SEI Investments
SEIC
$12.6B
| $550K | 0.41% |
+10,005
| New | +$523K |
2020 Q2
0 quarters
|
|
103
Verisk Analytics
VRSK
$23.2B
| $550K | 0.41% |
+3,229
| New | +$510K |
2020 Q2
0 quarters
|
|
104
Emerson Electric
EMR
$89.4B
| $548K | 0.41% |
+8,840
| New | +$502K |
2020 Q2
0 quarters
|
|
105
FirstCash
FCFS
$9.29B
| $548K | 0.41% |
+8,116
| New | +$571K |
2020 Q2
0 quarters
|
|
106
Expeditors International
EXPD
$25.6B
| $547K | 0.41% |
+7,197
| New | +$526K |
2020 Q2
0 quarters
|
|
107
Exponent
EXPO
$3.36B
| $547K | 0.41% |
+6,762
| New | +$487K |
2020 Q2
0 quarters
|
|
108
Apple
AAPL
$5.01T
| $546K | 0.41% |
+5,984
| New | +$464K |
2020 Q2
0 quarters
|
|
109
DELISTED
Enviva Inc.
EVA
| $543K | 0.41% |
+15,075
| New | +$501K |
2020 Q2
0 quarters
|
|
110
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13B
| $542K | 0.41% |
4,958
-3,289
| -40% | -$340K |
2017 Q4
10 quarters
|
|
111
Lincoln Electric
LECO
$14.1B
| $540K | 0.4% |
+6,407
| New | +$507K |
2020 Q2
0 quarters
|
|
112
Murphy USA
MUSA
$9.74B
| $538K | 0.4% |
+4,780
| New | +$524K |
2020 Q2
0 quarters
|
|
113
Dollar General
DG
$28.1B
| $536K | 0.4% |
+2,815
| New | +$509K |
2020 Q2
0 quarters
|
|
114
Berkshire Hathaway Class A
BRK.A
$1.12T
| $535K | 0.4% |
+2
| New | +$548K |
2020 Q2
0 quarters
|
|
115
Centene
CNC
$34.2B
| $535K | 0.4% |
+8,426
| New | +$549K |
2020 Q2
0 quarters
|
|
116
Nasdaq
NDAQ
$51.7B
| $533K | 0.4% |
+13,383
| New | +$498K |
2020 Q2
0 quarters
|
|
117
Progressive
PGR
$121B
| $533K | 0.4% |
+6,655
| New | +$519K |
2020 Q2
0 quarters
|
|
118
Hormel Foods
HRL
$10.8B
| $532K | 0.4% |
+11,030
| New | +$527K |
2020 Q2
0 quarters
|
|
119
Suburban Propane Partners
SPH
$1.13B
| $532K | 0.4% |
+37,204
| New | +$533K |
2020 Q2
0 quarters
|
|
120
CSX Corp
CSX
$88.7B
| $531K | 0.4% |
+22,860
| New | +$506K |
2020 Q2
0 quarters
|
|
121
Steris
STE
$21.1B
| $531K | 0.4% |
+3,461
| New | +$527K |
2020 Q2
0 quarters
|
|
122
Best Buy
BBY
$18.5B
| $530K | 0.4% |
+6,070
| New | +$460K |
2020 Q2
0 quarters
|
|
123
Broadridge
BR
$18.9B
| $529K | 0.4% |
+4,192
| New | +$485K |
2020 Q2
0 quarters
|
|
124
Donaldson
DCI
$10.1B
| $529K | 0.4% |
+11,365
| New | +$502K |
2020 Q2
0 quarters
|
|
125
Merck
MRK
$364B
| $526K | 0.39% |
+7,125
| New | +$536K |
2020 Q2
0 quarters
|
|
Similar funds
TSV
CVGI
SCG
PL
DCI
TVPI
LGI
BPM
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.