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
HWM icon
126
Howmet Aerospace
HWM
$86.8B
$1.03M 0.32%
52,060
-17,137
-25% -$289K
2018 Q1
5 quarters
VPL icon
127
Vanguard FTSE Pacific ETF
VPL
$8.61B
$1.03M 0.32%
15,573
+3,165
+26% +$207K
2017 Q4
6 quarters
UPBD icon
128
Upbound Group
UPBD
$900M
$1.03M 0.32%
38,523
-6,052
-14% -$144K
2019 Q1
1 quarter
TFSL icon
129
TFS Financial
TFSL
$4.54B
$1.01M 0.32%
+55,902
New +$954K
2019 Q2
0 quarters
TRN icon
130
Trinity Industries
TRN
$2.08B
$1.01M 0.31%
48,669
-12,125
-20% -$258K
2018 Q1
5 quarters
UNVR
131
DELISTED
Univar Solutions Inc.
UNVR
$1.01M 0.31%
+45,673
New +$998K
2019 Q2
0 quarters
MGLN
132
DELISTED
Magellan Health Services, Inc.
MGLN
$1,000K 0.31%
13,467
– –
2019 Q1
1 quarter
GEN icon
133
Gen Digital
GEN
$14.2B
$988K 0.31%
45,427
+173
+0.4% +$3.72K
2018 Q4
2 quarters
GE icon
134
GE Aerospace
GE
$319B
$985K 0.31%
18,829
-3,318
-15% -$163K
2018 Q1
5 quarters
ON icon
135
ON Semiconductor
ON
$28.6B
$982K 0.31%
48,567
-3,788
-7% -$78.3K
2018 Q2
4 quarters
RC icon
136
Ready Capital
RC
$177M
$965K 0.3%
64,759
+19,758
+44% +$293K
2019 Q1
1 quarter
SPH icon
137
Suburban Propane Partners
SPH
$1.14B
$962K 0.3%
+39,610
New +$921K
2019 Q2
0 quarters
CARS icon
138
Cars.com
CARS
$531M
$961K 0.3%
48,724
– –
2018 Q1
5 quarters
ORIT
139
DELISTED
Oritani Financial Corp. New
ORIT
$954K 0.3%
53,780
-16,963
-24% -$284K
2019 Q1
1 quarter
DVN icon
140
Devon Energy
DVN
$54.9B
$944K 0.29%
+33,110
New +$984K
2019 Q2
0 quarters
HAIN icon
141
Hain Celestial
HAIN
$52.5M
$939K 0.29%
42,892
– –
2019 Q1
1 quarter
EFC icon
142
Ellington Financial
EFC
$1.51B
$917K 0.29%
51,012
+21,891
+75% +$395K
2019 Q1
1 quarter
CAG icon
143
Conagra Brands
CAG
$6.61B
$900K 0.28%
33,948
-15,748
-32% -$457K
2018 Q4
2 quarters
BTU icon
144
Peabody Energy
BTU
$2.86B
$888K 0.28%
36,860
– –
2018 Q1
5 quarters
DD icon
145
DuPont de Nemours
DD
$17.4B
$843K 0.26%
8,941
-1,792
-17% -$214K
2018 Q1
5 quarters
TCPC icon
146
BlackRock TCP Capital
TCPC
$342M
$822K 0.26%
57,697
-28,322
-33% -$409K
2019 Q1
1 quarter
WMC
147
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$670K 0.21%
+6,717
New +$682K
2019 Q2
0 quarters
CLBK icon
148
Columbia Financial
CLBK
$2.92B
$666K 0.21%
+97,090
New +$678K
2019 Q2
0 quarters
ADAM icon
149
Adamas Trust
ADAM
$674M
$644K 0.2%
25,967
– –
2019 Q1
1 quarter
IVR icon
150
Invesco Mortgage Capital
IVR
$606M
$641K 0.2%
3,978
– –
2019 Q1
1 quarter
4 5
6
7 8

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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
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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.