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 | |
|---|---|---|---|---|---|---|---|
101
Fortune Brands Innovations
FBIN
$4.54B
| $1.33M | 0.41% |
+27,221
| New | +$1.21M |
2019 Q2
0 quarters
|
|
102
Madison Square Garden
MSGS
$9.75B
| $1.3M | 0.41% |
6,514
-439
| -6% | -$93.5K |
2019 Q1
1 quarter
|
|
103
PayPal
PYPL
$47.6B
| $1.3M | 0.4% |
11,336
-2,525
| -18% | -$280K |
2018 Q3
3 quarters
|
|
104
Advance Auto Parts
AAP
$2.48B
| $1.27M | 0.4% |
8,235
| – | – |
2018 Q1
5 quarters
|
|
105
Capitol Federal Financial
CFFN
$1.01B
| $1.26M | 0.39% |
91,548
-13,418
| -13% | -$182K |
2019 Q1
1 quarter
|
|
106
Chipotle Mexican Grill
CMG
$38.2B
| $1.24M | 0.39% |
84,650
-4,050
| -5% | -$57.1K |
2018 Q1
5 quarters
|
|
107
New Mountain Finance
NMFC
$629M
| $1.21M | 0.38% |
86,339
-30,070
| -26% | -$420K |
2019 Q1
1 quarter
|
|
108
MGM Resorts International
MGM
$7.25B
| $1.2M | 0.37% |
41,976
| – | – |
2018 Q3
3 quarters
|
|
109
CVR Energy
CVI
$6.24B
| $1.15M | 0.36% |
23,085
-3,264
| -12% | -$146K |
2018 Q1
5 quarters
|
|
110
Bread Financial
BFH
$3.76B
| $1.14M | 0.36% |
10,203
| – | – |
2018 Q1
5 quarters
|
|
111
DXC Technology
DXC
$2.01B
| $1.13M | 0.35% |
20,438
-554
| -3% | -$32.1K |
2018 Q1
5 quarters
|
|
112
DELISTED
Hess
HES
| $1.12M | 0.35% |
17,593
-3,212
| -15% | -$199K |
2018 Q1
5 quarters
|
|
113
Adobe
ADBE
$92.7B
| $1.11M | 0.35% |
+3,756
| New | +$1.04M |
2019 Q2
0 quarters
|
|
114
Diamondback Energy
FANG
$55.6B
| $1.11M | 0.35% |
10,153
| – | – |
2019 Q1
1 quarter
|
|
115
Eagle Materials
EXP
$4.94B
| $1.09M | 0.34% |
+11,711
| New | +$1.03M |
2019 Q2
0 quarters
|
|
116
Terex
TEX
$5.89B
| $1.08M | 0.34% |
34,548
| – | – |
2018 Q1
5 quarters
|
|
117
Alexander's
ALX
$1.2B
| $1.08M | 0.34% |
2,929
-170
| -5% | -$64.6K |
2019 Q1
1 quarter
|
|
118
Campbell Soup
CPB
$5.71B
| $1.08M | 0.34% |
26,830
-10,294
| -28% | -$404K |
2018 Q4
2 quarters
|
|
119
People Inc
PPLI
$3B
| $1.06M | 0.33% |
27,322
| – | – |
2018 Q1
5 quarters
|
|
|
TIF
120
DELISTED
Tiffany & Co.
TIF
| $1.05M | 0.33% |
11,242
-986
| -8% | -$98K |
2018 Q1
5 quarters
|
|
121
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
| $1.05M | 0.33% |
9,972
+2,125
| +27% | +$222K |
2017 Q4
6 quarters
|
|
122
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $1.05M | 0.33% |
25,152
+5,194
| +26% | +$214K |
2017 Q4
6 quarters
|
|
123
Vanguard FTSE Europe ETF
VGK
$29.3B
| $1.05M | 0.33% |
19,039
+3,808
| +25% | +$207K |
2017 Q4
6 quarters
|
|
124
Centene
CNC
$34.3B
| $1.04M | 0.33% |
+19,896
| New | +$1.07M |
2019 Q2
0 quarters
|
|
125
Golub Capital BDC
GBDC
$3.15B
| $1.04M | 0.32% |
59,682
-5,193
| -8% | -$91.1K |
2019 Q1
1 quarter
|
|
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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.