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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
Cap. Flow
+$12.6M
Cap. Flow %
3.92%
Top 10 Hldgs %
27.44%
Holding
237
New
27
Increased
57
Reduced
96
Closed
26

Top Buys

Rank Stock Value
1
SPY icon
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
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$7.07M
2
TRV icon
Travelers Companies
TRV
+$1.71M
3
MRK icon
Merck
MRK
+$1.7M
4
ACGL icon
Arch Capital
ACGL
+$1.7M
5
DGX icon
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
BWX icon
51
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
$1.52M 0.48%
52,690
– –
WTM icon
52
White Mountains Insurance
WTM
$5.11B
$1.48M 0.46%
1,453
-107
-7% -$103K
ISBC
53
DELISTED
Investors Bancorp, Inc.
ISBC
$1.48M 0.46%
132,543
-21,568
-14% -$244K
BNDX icon
54
Vanguard Total International Bond ETF
BNDX
$82.6B
$1.48M 0.46%
25,769
– –
HSY icon
55
Hershey
HSY
$36.3B
$1.47M 0.46%
+10,989
New +$1.4M
LOW icon
56
Lowe's Companies
LOW
$116B
$1.47M 0.46%
14,574
-896
-6% -$94.5K
LNG icon
57
Cheniere Energy
LNG
$57.9B
$1.47M 0.46%
21,472
-658
-3% -$43.6K
ATR icon
58
AptarGroup
ATR
$8.43B
$1.46M 0.46%
11,737
-2,155
-16% -$246K
ALL icon
59
Allstate
ALL
$65.7B
$1.46M 0.45%
14,326
-3,542
-20% -$346K
BRO icon
60
Brown & Brown
BRO
$24.4B
$1.45M 0.45%
43,394
-14,868
-26% -$471K
WCC
61
WESCO International
WCC
$16.8B
$1.45M 0.45%
28,656
– –
AON icon
62
Aon
AON
$75.5B
$1.45M 0.45%
7,516
-2,601
-26% -$471K
GOOGL icon
63
Alphabet (Google) Class A
GOOGL
$4.21T
$1.45M 0.45%
26,780
-740
-3% -$42.8K
MKL icon
64
Markel Group
MKL
$22.5B
$1.45M 0.45%
1,328
-381
-22% -$399K
GPMT
65
Granite Point Mortgage Trust
GPMT
$51.6M
$1.45M 0.45%
75,325
-15,187
-17% -$289K
SON icon
66
Sonoco
SON
$5.6B
$1.45M 0.45%
22,120
-6,254
-22% -$395K
VRSK icon
67
Verisk Analytics
VRSK
$24.9B
$1.44M 0.45%
9,858
-3,196
-24% -$451K
AFG icon
68
American Financial Group
AFG
$11.9B
$1.44M 0.45%
14,083
-1,147
-8% -$115K
MCD icon
69
McDonald's
MCD
$187B
$1.44M 0.45%
6,949
-2,058
-23% -$408K
APD icon
70
Air Products & Chemicals
APD
$68.3B
$1.44M 0.45%
6,371
-2,660
-29% -$551K
YUM icon
71
Yum! Brands
YUM
$41.7B
$1.44M 0.45%
13,015
-3,986
-23% -$414K
JNJ icon
72
Johnson & Johnson
JNJ
$641B
$1.44M 0.45%
10,324
-1,966
-16% -$272K
CGBD icon
73
Carlyle Secured Lending
CGBD
$812M
$1.44M 0.45%
94,336
+6,465
+7% +$96.6K
AFL icon
74
Aflac
AFL
$58.5B
$1.44M 0.45%
26,220
-7,800
-23% -$402K
L icon
75
Loews
L
$22.5B
$1.44M 0.45%
26,278
-9,273
-26% -$476K
1 2
3
4 5

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CVGI
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SCG
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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 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.