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
OGE icon
226
OGE Energy
OGE
$9.81B
$234K 0.18%
+7,717
New +$239K
2020 Q2
0 quarters
PSA icon
227
Public Storage
PSA
$54B
$234K 0.18%
+1,218
New +$235K
2020 Q2
0 quarters
AEP icon
228
American Electric Power
AEP
$68.9B
$233K 0.17%
+2,925
New +$239K
2020 Q2
0 quarters
DUK icon
229
Duke Energy
DUK
$93B
$233K 0.17%
+2,919
New +$247K
2020 Q2
0 quarters
EXR icon
230
Extra Space Storage
EXR
$28.3B
$233K 0.17%
+2,527
New +$235K
2020 Q2
0 quarters
VEEV icon
231
Veeva Systems
VEEV
$47.8B
$233K 0.17%
+996
New +$198K
2020 Q2
0 quarters
WRB icon
232
W.R. Berkley
WRB
$27.5B
$233K 0.17%
+9,160
New +$225K
2020 Q2
0 quarters
CUBE icon
233
CubeSmart
CUBE
$8.46B
$232K 0.17%
+8,605
New +$227K
2020 Q2
0 quarters
ESS icon
234
Essex Property Trust
ESS
$17.3B
$232K 0.17%
+1,011
New +$242K
2020 Q2
0 quarters
SRE icon
235
Sempra
SRE
$53.4B
$232K 0.17%
+3,954
New +$243K
2020 Q2
0 quarters
ARE icon
236
Alexandria Real Estate Equities
ARE
$7.14B
$231K 0.17%
+1,425
New +$218K
2020 Q2
0 quarters
BRO icon
237
Brown & Brown
BRO
$21.7B
$231K 0.17%
+5,658
New +$218K
2020 Q2
0 quarters
DEI icon
238
Douglas Emmett
DEI
$1.57B
$231K 0.17%
+7,541
New +$226K
2020 Q2
0 quarters
KRC icon
239
Kilroy Realty
KRC
$3.88B
$231K 0.17%
+3,929
New +$238K
2020 Q2
0 quarters
TRV icon
240
Travelers Companies
TRV
$78.6B
$231K 0.17%
+2,024
New +$213K
2020 Q2
0 quarters
CALY icon
241
Callaway Golf Company
CALY
$2.42B
$230K 0.17%
13,156
-12,722
-49% -$177K
2019 Q3
3 quarters
SGEN
242
DELISTED
Seagen Inc. Common Stock
SGEN
$230K 0.17%
+1,356
New +$202K
2020 Q2
0 quarters
ELS icon
243
Equity Lifestyle Properties
ELS
$11.6B
$229K 0.17%
+3,666
New +$225K
2020 Q2
0 quarters
AMH icon
244
American Homes 4 Rent
AMH
$11B
$228K 0.17%
+8,482
New +$211K
2020 Q2
0 quarters
CB icon
245
Chubb
CB
$135B
$228K 0.17%
+1,804
New +$209K
2020 Q2
0 quarters
SUI icon
246
Sun Communities
SUI
$13.9B
$224K 0.17%
+1,652
New +$219K
2020 Q2
0 quarters
CVI icon
247
CVR Energy
CVI
$6.24B
$222K 0.17%
11,027
-4,462
-29% -$90K
2018 Q1
9 quarters
OKTA icon
248
Okta
OKTA
$37.3B
$218K 0.16%
+1,087
New +$185K
2020 Q2
0 quarters
BLMN icon
249
Bloomin' Brands
BLMN
$800M
$200K 0.15%
18,759
-15,685
-46% -$162K
2019 Q4
2 quarters
USFD icon
250
US Foods
USFD
$21.1B
$198K 0.15%
10,016
-7,528
-43% -$144K
2018 Q4
6 quarters
8 9
10
11 12

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CVGI
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SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
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.