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 | |
|---|---|---|---|---|---|---|---|
251
Olin
OLN
$1.7B
| $174K | 0.13% |
+15,105
| New | +$192K |
2020 Q2
0 quarters
|
|
252
Vertiv
VRT
$85B
| $168K | 0.13% |
12,402
-3,879
| -24% | -$45.2K |
2020 Q1
1 quarter
|
|
253
Accel Entertainment
ACEL
$900M
| $138K | 0.1% |
14,353
| – | – |
2020 Q1
1 quarter
|
|
254
Apple Hospitality REIT
APLE
$3.88B
| – | – |
-15,683
| Closed | -$144K | – |
|
255
Apogee Enterprises
APOG
$847M
| – | – |
-11,758
| Closed | -$245K | – |
|
256
Apollo Commercial Real Estate
ARI
$815M
| – | – |
-21,004
| Closed | -$156K | – |
|
257
Armour Residential REIT
ARR
$1.93B
| – | – |
-2,780
| Closed | -$122K | – |
|
258
Capitol Federal Financial
CFFN
$1.01B
| – | – |
-10,897
| Closed | -$127K | – |
|
259
Chimera Investment
CIM
$716M
| – | – |
-3,857
| Closed | -$105K | – |
|
260
Campbell Soup
CPB
$5.7B
| – | – |
-11,280
| Closed | -$521K | – |
|
|
261
Digital Realty Trust
DLR
$64.2B
| – | – |
-17,978
| Closed | -$2.5M | – |
|
262
Diamondback Energy
FANG
$55.5B
| – | – |
-9,948
| Closed | -$261K | – |
|
263
Gaming and Leisure Properties
GLPI
$11.1B
| – | – |
-8,348
| Closed | -$231K | – |
|
264
Howmet Aerospace
HWM
$86.1B
| – | – |
-30,137
| Closed | -$371K | – |
|
|
265
Hexcel
HXL
$6.64B
| – | – |
-40,237
| Closed | -$1.5M | – |
|
266
ITT
ITT
$17.7B
| – | – |
-9,810
| Closed | -$445K | – |
|
267
Invesco Mortgage Capital
IVR
$608M
| – | – |
-1,477
| Closed | -$50K | – |
|
268
Jack in the Box
JACK
$227M
| – | – |
-6,858
| Closed | -$240K | – |
|
269
Cheniere Energy
LNG
$58.2B
| – | – |
-13,123
| Closed | -$440K | – |
|
270
MGM Resorts International
MGM
$7.26B
| – | – |
-19,943
| Closed | -$235K | – |
|
271
Marathon Petroleum
MPC
$135B
| – | – |
-14,976
| Closed | -$354K | – |
|
272
Annaly Capital Management
NLY
$13.7B
| – | – |
-9,080
| Closed | -$184K | – |
|
273
Adamas Trust
ADAM
$679M
| – | – |
-14,683
| Closed | -$91K | – |
|
274
PennyMac Mortgage Investment
PMT
$599M
| – | – |
-10,845
| Closed | -$115K | – |
|
275
Rithm Capital
RITM
$4.66B
| – | – |
-20,500
| Closed | -$103K | – |
|
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.