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 | |
|---|---|---|---|---|---|---|---|
276
SLM Corp
SLM
$4.14B
| – | – |
-58,246
| Closed | -$419K | – |
|
|
TWO
277
DELISTED
Two Harbors Investment
TWO
| – | – |
-6,166
| Closed | -$94K | – |
|
278
WESCO International
WCC
$17.2B
| – | – |
-12,777
| Closed | -$292K | – |
|
279
Zimmer Biomet
ZBH
$17.3B
| – | – |
-5,360
| Closed | -$526K | – |
|
|
VVNT
280
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
| – | – |
-10,031
| Closed | -$126K | – |
|
|
DLPH
281
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| – | – |
-106,078
| Closed | -$854K | – |
|
|
CSFL
282
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| – | – |
-93,835
| Closed | -$1.62M | – |
|
|
TIVO
283
DELISTED
Tivo Inc
TIVO
| – | – |
-253,973
| Closed | -$1.8M | – |
|
|
OPB
284
DELISTED
Opus Bank Common Stock
OPB
| – | – |
-84,772
| Closed | -$1.47M | – |
|
|
AGN
285
DELISTED
Allergan plc
AGN
| – | – |
-9,651
| Closed | -$1.71M | – |
|
|
CARO
286
DELISTED
Carolina Financial Corp.
CARO
| – | – |
-26,511
| Closed | -$686K | – |
|
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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.