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AG
AlphaSimPlex Group Portfolio holdings
AUM
$9.88M
1-Year Est. Return
8.01%
This Fund
S&P 500
This Quarter
Est. Return
+4.73%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$321M
AUM Growth
+$23.9M
(+8.1%)
Cap. Flow
+$12.6M
Cap. Flow
% of AUM
3.92%
Top 10 Holdings %
Top 10 Hldgs %
27.44%
Holding
237
New
27
Increased
57
Reduced
96
Closed
26
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$17.6M |
| 2 |
CHSP
Chesapeake Lodging Trust
CHSP
|
+$3.34M |
| 3 |
LTXB
LegacyTexas Financial Group Inc
LTXB
|
+$3.3M |
| 4 |
TSS
Total System Services, Inc.
TSS
|
+$2.91M |
| 5 |
AGN
Allergan plc
AGN
|
+$2.82M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$7.07M |
| 2 |
Travelers Companies
TRV
|
+$1.71M |
| 3 |
Merck
MRK
|
+$1.7M |
| 4 |
Arch Capital
ACGL
|
+$1.7M |
| 5 |
Quest Diagnostics
DGX
|
+$1.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 25.29% |
| 2 | Financials | 16.5% |
| 3 | Real Estate | 10.04% |
| 4 | Technology | 8.37% |
| 5 | Consumer Discretionary | 7.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
226
Merck
MRK
$369B
| – | – |
-21,428
| Closed | -$1.7M |
|
227
ServiceNow
NOW
$143B
| – | – |
-24,660
| Closed | -$1.22M |
|
228
Rayonier Advanced Materials
RYAM
$570M
| – | – |
-67,720
| Closed | -$918K |
|
|
229
Travelers Companies
TRV
$77B
| – | – |
-12,473
| Closed | -$1.71M |
|
230
Vanguard FTSE Emerging Markets ETF
VWO
$127B
| – | – |
-13,667
| Closed | -$581K |
|
231
Essential Utilities
WTRG
$11.5B
| – | – |
-10,784
| Closed | -$393K |
|
232
Willis Towers Watson
WTW
$31.5B
| – | – |
-9,636
| Closed | -$1.69M |
|
|
ASAP
233
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
| – | – |
-3,258
| Closed | -$801K |
|
|
ZEN
234
DELISTED
ZENDESK INC
ZEN
| – | – |
-11,763
| Closed | -$1,000K |
|
|
XLNX
235
DELISTED
Xilinx Inc
XLNX
| – | – |
-9,606
| Closed | -$1.22M |
|
|
TIVO
236
DELISTED
Tivo Inc
TIVO
| – | – |
-98,740
| Closed | -$920K |
|
|
ZAYO
237
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| – | – |
-38,480
| Closed | -$1.09M |
|
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AlphaSimPlex Group's Q2 2019 Portfolio in Review
As of Q2 2019, AlphaSimPlex Group held 237 positions worth $321M, up 8.1% from $297M the previous quarter. Its ten largest holdings account for 27% of the portfolio.
AlphaSimPlex Group deployed $12.6M of net new capital in Q2 2019, opening 27 new positions and adding to 57 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 61,219 shares worth $17.9M.
By sector, the portfolio is most concentrated in Miscellaneous at 25% of assets, up from 23% a quarter earlier, followed by Financials and Real Estate.
On the sell side, the largest reduction was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $7.07M trimmed.
- AlphaSimPlex Group's largest Q2 2019 buy was State Street SPDR S&P 500 ETF Trust: 61,219 shares worth $17.9M.
- AlphaSimPlex Group added most to Citrix Systems Inc in Q2 2019, an estimated $1.34M increase.
- AlphaSimPlex Group's biggest Q2 2019 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $7.07M.
- AlphaSimPlex Group fully exited Travelers Companies in Q2 2019, selling an estimated $1.71M.
- AlphaSimPlex Group's ten largest holdings make up 27% of its $321M portfolio in Q2 2019.
- AlphaSimPlex Group opened 27 new positions and closed 26 in Q2 2019.
- AlphaSimPlex Group's portfolio value rose 8.1% quarter-over-quarter to $321M.
Based on AlphaSimPlex Group's 13F filing for Q2 2019, filed 14 Aug 2019.