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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
HWM icon
126
Howmet Aerospace
HWM
$107B
$1.03M 0.32%
52,060
-17,137
-25% -$289K
VPL icon
127
Vanguard FTSE Pacific ETF
VPL
$8.59B
$1.03M 0.32%
15,573
+3,165
+26% +$207K
UPBD icon
128
Upbound Group
UPBD
$1.12B
$1.03M 0.32%
38,523
-6,052
-14% -$144K
TFSL icon
129
TFS Financial
TFSL
$5.02B
$1.01M 0.32%
+55,902
New +$954K
TRN icon
130
Trinity Industries
TRN
$2.35B
$1.01M 0.31%
48,669
-12,125
-20% -$258K
UNVR
131
DELISTED
Univar Solutions Inc.
UNVR
$1.01M 0.31%
+45,673
New +$998K
MGLN
132
DELISTED
Magellan Health Services, Inc.
MGLN
$1,000K 0.31%
13,467
– –
GEN icon
133
Gen Digital
GEN
$18.3B
$988K 0.31%
45,427
+173
+0.4% +$3.72K
GE icon
134
GE Aerospace
GE
$356B
$985K 0.31%
18,829
-3,318
-15% -$163K
ON icon
135
ON Semiconductor
ON
$29.1B
$982K 0.31%
48,567
-3,788
-7% -$78.3K
RC
136
Ready Capital
RC
$306M
$965K 0.3%
64,759
+19,758
+44% +$293K
SPH icon
137
Suburban Propane Partners
SPH
$1.17B
$962K 0.3%
+39,610
New +$921K
CARS icon
138
Cars.com
CARS
$630M
$961K 0.3%
48,724
– –
ORIT
139
DELISTED
Oritani Financial Corp. New
ORIT
$954K 0.3%
53,780
-16,963
-24% -$284K
DVN icon
140
Devon Energy
DVN
$51.8B
$944K 0.29%
+33,110
New +$984K
HAIN icon
141
Hain Celestial
HAIN
$64.1M
$939K 0.29%
42,892
– –
EFC
142
Ellington Financial
EFC
$1.75B
$917K 0.29%
51,012
+21,891
+75% +$395K
CAG icon
143
Conagra Brands
CAG
$7.69B
$900K 0.28%
33,948
-15,748
-32% -$457K
BTU icon
144
Peabody Energy
BTU
$3.59B
$888K 0.28%
36,860
– –
DD icon
145
DuPont de Nemours
DD
$18.7B
$843K 0.26%
8,941
-1,792
-17% -$214K
TCPC icon
146
BlackRock TCP Capital
TCPC
$347M
$822K 0.26%
57,697
-28,322
-33% -$409K
WMC
147
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$670K 0.21%
+6,717
New +$682K
CLBK icon
148
Columbia Financial
CLBK
$1.22B
$666K 0.21%
+44,132
New +$678K
ADAM
149
Adamas Trust
ADAM
$884M
$644K 0.2%
25,967
– –
IVR icon
150
Invesco Mortgage Capital
IVR
$799M
$641K 0.2%
3,978
– –
4 5
6
7 8

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CVGI
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SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
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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.