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
Cap. Flow
+$12.6M
Cap. Flow %
3.92%
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
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 Held Since
MAIN icon
76
Main Street Capital
MAIN
$5.02B
$1.44M 0.45%
34,929
-3,382
-9% -$135K
2019 Q1
1 quarter
ARCC icon
77
Ares Capital
ARCC
$13.3B
$1.43M 0.45%
79,917
-19,061
-19% -$337K
2019 Q1
1 quarter
BIP icon
78
Brookfield Infrastructure Partners
BIP
$16.7B
$1.43M 0.45%
+56,058
New +$1.4M
2019 Q2
0 quarters
RSG icon
79
Republic Services
RSG
$68.6B
$1.43M 0.45%
16,510
-4,816
-23% -$401K
2019 Q1
1 quarter
CERN
80
DELISTED
Cerner Corp
CERN
$1.43M 0.44%
+19,461
New +$1.31M
2019 Q2
0 quarters
BN icon
81
Brookfield
BN
$79.6B
$1.43M 0.44%
83,600
-19,120
-19% -$323K
2019 Q1
1 quarter
FIS icon
82
Fidelity National Information Services
FIS
$18B
$1.42M 0.44%
11,607
-3,632
-24% -$427K
2019 Q1
1 quarter
NDAQ icon
83
Nasdaq
NDAQ
$51.4B
$1.42M 0.44%
44,385
-15,786
-26% -$484K
2019 Q1
1 quarter
MRSH icon
84
Marsh
MRSH
$85.3B
$1.42M 0.44%
14,255
-1,412
-9% -$135K
2019 Q1
1 quarter
CB icon
85
Chubb
CB
$135B
$1.42M 0.44%
9,643
-2,673
-22% -$386K
2019 Q1
1 quarter
AJG icon
86
Arthur J. Gallagher & Co
AJG
$60.6B
$1.42M 0.44%
16,215
-2,071
-11% -$173K
2019 Q1
1 quarter
EBAY icon
87
eBay
EBAY
$51.7B
$1.42M 0.44%
+35,897
New +$1.35M
2019 Q2
0 quarters
TRTX icon
88
TPG RE Finance Trust
TRTX
$435M
$1.42M 0.44%
+73,466
New +$1.44M
2019 Q2
0 quarters
RTEC
89
DELISTED
Rudolph Technologies Inc
RTEC
$1.41M 0.44%
+51,068
New +$1.24M
2019 Q2
0 quarters
TSLX icon
90
Sixth Street Specialty
TSLX
$1.65B
$1.4M 0.44%
71,277
+2,766
+4% +$55.2K
2019 Q1
1 quarter
CMO
91
DELISTED
Capstead Mortgage Corp.
CMO
$1.4M 0.44%
167,085
-32,245
-16% -$271K
2019 Q1
1 quarter
SLM icon
92
SLM Corp
SLM
$4.12B
$1.39M 0.43%
142,995
– –
2019 Q1
1 quarter
JACK icon
93
Jack in the Box
JACK
$226M
$1.39M 0.43%
17,054
-2,027
-11% -$164K
2018 Q2
4 quarters
KREF icon
94
KKR Real Estate Finance Trust
KREF
$337M
$1.39M 0.43%
69,618
+5,049
+8% +$102K
2019 Q1
1 quarter
USFD icon
95
US Foods
USFD
$21.1B
$1.38M 0.43%
38,557
-1,022
-3% -$37.1K
2018 Q4
2 quarters
VRRM icon
96
Verra Mobility
VRRM
$433M
$1.38M 0.43%
105,115
+15,701
+18% +$209K
2019 Q1
1 quarter
APOG icon
97
Apogee Enterprises
APOG
$849M
$1.37M 0.43%
31,642
– –
2019 Q1
1 quarter
MFIC icon
98
MidCap Financial Investment
MFIC
$689M
$1.37M 0.43%
86,486
-8,243
-9% -$130K
2019 Q1
1 quarter
GWR
99
DELISTED
Genesee & Wyoming Inc.
GWR
$1.36M 0.42%
13,571
-5,696
-30% -$520K
2018 Q4
2 quarters
DLTR icon
100
Dollar Tree
DLTR
$22.4B
$1.35M 0.42%
12,566
-626
-5% -$65.9K
2019 Q1
1 quarter
2 3
4
5 6

Similar funds

TSV
Two Sigma Ventures New York $9.61M AUM 58.41% 1-Year Est. Return
CVGI
Craft Ventures GP I San Francisco, California $9.51M AUM 95.77% 1-Year Est. Return
SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
Portland Ltd Grand Cayman, Cayman Islands $10.9M AUM 72.34% 1-Year Est. Return
DCI
Data Collective II Palo Alto, California $8.44M AUM 11.7% 1-Year Est. Return
TVPI
True Venture Partners IV Palo Alto, California $8.41M AUM 78.89% 1-Year Est. Return
LGI
Lakestar Growth I St. Peter Port, Guernsey $11.5M AUM 71.31% 1-Year Est. Return
BPM
Bronson Point Management Fairfield, Connecticut $8.26M AUM 46.43% 1-Year Est. Return

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.