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
+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
Avg Time Held
0.5
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.5
years
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 | Held Since | |
|---|---|---|---|---|---|---|---|
26
Starbucks
SBUX
$106B
| $1.81M | 0.56% |
21,539
-2,612
| -11% | -$205K |
2019 Q1
1 quarter
|
|
27
Bright Horizons
BFAM
$3.33B
| $1.77M | 0.55% |
11,742
-1,838
| -14% | -$246K |
2019 Q1
1 quarter
|
|
28
RTX Corp
RTX
$251B
| $1.74M | 0.54% |
21,286
-3,123
| -13% | -$261K |
2018 Q2
4 quarters
|
|
29
Genpact
G
$5.91B
| $1.72M | 0.54% |
45,251
-4,064
| -8% | -$148K |
2019 Q1
1 quarter
|
|
30
PPG Industries
PPG
$23.3B
| $1.72M | 0.54% |
14,746
-558
| -4% | -$63.6K |
2019 Q1
1 quarter
|
|
31
Zimmer Biomet
ZBH
$17.5B
| $1.71M | 0.53% |
14,984
-242
| -2% | -$28.3K |
2018 Q1
5 quarters
|
|
32
Honeywell
HON
$65.8B
| $1.71M | 0.53% |
10,376
-1,080
| -9% | -$172K |
2019 Q1
1 quarter
|
|
33
Citigroup
C
$205B
| $1.69M | 0.53% |
24,081
-2,910
| -11% | -$195K |
2018 Q2
4 quarters
|
|
34
Hilton Worldwide
HLT
$73.8B
| $1.68M | 0.52% |
17,196
-2,052
| -11% | -$186K |
2019 Q1
1 quarter
|
|
35
Globe Life
GL
$12.9B
| $1.67M | 0.52% |
18,669
-2,282
| -11% | -$199K |
2019 Q1
1 quarter
|
|
36
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13B
| $1.66M | 0.52% |
14,690
+40
| +0.3% | +$4.41K |
2017 Q4
6 quarters
|
|
37
Amdocs
DOX
$6.19B
| $1.66M | 0.52% |
26,715
-4,543
| -15% | -$262K |
2019 Q1
1 quarter
|
|
38
Pfizer
PFE
$166B
| $1.66M | 0.52% |
40,354
-2,023
| -5% | -$80.3K |
2019 Q1
1 quarter
|
|
39
US Bancorp
USB
$87.7B
| $1.65M | 0.51% |
31,394
-3,457
| -10% | -$178K |
2019 Q1
1 quarter
|
|
40
T-Mobile US
TMUS
$169B
| $1.64M | 0.51% |
22,177
-1,708
| -7% | -$127K |
2018 Q3
3 quarters
|
|
|
HDS
41
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.64M | 0.51% |
40,799
-7,544
| -16% | -$324K |
2018 Q1
5 quarters
|
|
42
Ecolab
ECL
$80.7B
| $1.64M | 0.51% |
8,310
-1,394
| -14% | -$259K |
2019 Q1
1 quarter
|
|
43
Jack Henry & Associates
JKHY
$10.9B
| $1.62M | 0.51% |
12,116
-277
| -2% | -$38.3K |
2019 Q1
1 quarter
|
|
44
OneSpaWorld
OSW
$2.45B
| $1.62M | 0.51% |
+104,504
| New | +$1.44M |
2019 Q2
0 quarters
|
|
45
DELISTED
Berry Global Group, Inc.
BERY
| $1.61M | 0.5% |
+33,389
| New | +$1.61M |
2019 Q2
0 quarters
|
|
46
Berkshire Hathaway Class A
BRK.A
$1.13T
| $1.59M | 0.5% |
5
| – | – |
2019 Q1
1 quarter
|
|
47
Bank of New York Mellon
BNY
$93.4B
| $1.59M | 0.49% |
35,950
| – | – |
2018 Q1
5 quarters
|
|
48
Microsoft
MSFT
$3.96T
| $1.56M | 0.49% |
11,674
-2,203
| -16% | -$280K |
2018 Q1
5 quarters
|
|
49
Hercules Capital
HTGC
$3.06B
| $1.54M | 0.48% |
120,022
-9,423
| -7% | -$122K |
2019 Q1
1 quarter
|
|
50
CBRE Group
CBRE
$37.3B
| $1.54M | 0.48% |
29,955
-3,104
| -9% | -$154K |
2018 Q1
5 quarters
|
|
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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.