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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
+12.27%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$297M
AUM Growth
+$186M
(+168%)
Cap. Flow
+$167M
Cap. Flow
% of AUM
56.3%
Top 10 Holdings %
Top 10 Hldgs %
24.72%
Holding
223
New
139
Increased
33
Reduced
29
Closed
13
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$48.8M |
| 2 |
Amdocs
DOX
|
+$1.76M |
| 3 |
US Bancorp
USB
|
+$1.75M |
| 4 |
Sysco
SYY
|
+$1.74M |
| 5 |
Markel Group
MKL
|
+$1.74M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Intercontinental Exchange
ICE
|
+$2.17M |
| 2 |
Howard Hughes
HHH
|
+$1.7M |
| 3 |
Armstrong World Industries
AWI
|
+$1.63M |
| 4 |
Bank of America
BAC
|
+$1.47M |
| 5 |
WP
Worldpay, Inc.
WP
|
+$1.45M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.66% |
| 2 | Technology | 9.5% |
| 3 | Real Estate | 7.26% |
| 4 | Industrials | 6.7% |
| 5 | Consumer Discretionary | 6.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
AGNC Investment
AGNC
$12.5B
| $643K | 0.22% |
+35,702
| New | +$638K |
|
|
ARR
152
Armour Residential REIT
ARR
$2.03B
| $641K | 0.22% |
+6,559
| New | +$671K |
|
153
National Health Investors
NHI
$3.84B
| $636K | 0.21% |
+8,093
| New | +$643K |
|
154
UGI
UGI
$7.87B
| $635K | 0.21% |
+11,452
| New | +$626K |
|
|
ADAM
155
Adamas Trust
ADAM
$793M
| $633K | 0.21% |
+25,967
| New | +$638K |
|
|
CIM
156
Chimera Investment
CIM
$1.06B
| $629K | 0.21% |
+11,190
| New | +$629K |
|
|
TWO
157
Two Harbors Investment
TWO
$1.27B
| $629K | 0.21% |
+11,618
| New | +$650K |
|
158
Invesco Mortgage Capital
IVR
$809M
| $629K | 0.21% |
+3,978
| New | +$631K |
|
159
Annaly Capital Management
NLY
$16.6B
| $625K | 0.21% |
+15,631
| New | +$638K |
|
160
CenterPoint Energy
CNP
$28.1B
| $624K | 0.21% |
+20,330
| New | +$615K |
|
|
MITT
161
TPG Mortgage Investment Trust
MITT
$239M
| $618K | 0.21% |
+12,242
| New | +$641K |
|
162
Barings BDC
BBDC
$878M
| $613K | 0.21% |
+62,464
| New | +$610K |
|
163
PennantPark Floating Rate Capital
PFLT
$700M
| $601K | 0.2% |
+46,896
| New | +$602K |
|
164
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $581K | 0.2% |
+13,667
| New | +$563K |
|
|
EFC
165
Ellington Financial
EFC
$1.68B
| $521K | 0.18% |
+29,121
| New | +$489K |
|
166
W.P. Carey
WPC
$16.7B
| $510K | 0.17% |
+6,654
| New | +$479K |
|
167
American Homes 4 Rent
AMH
$12.1B
| $510K | 0.17% |
+22,438
| New | +$491K |
|
|
AIV
168
Aimco
AIV
$384M
| $413K | 0.14% |
+61,608
| New | +$397K |
|
169
Camden Property Trust
CPT
$11.2B
| $407K | 0.14% |
+4,014
| New | +$386K |
|
170
PepsiCo
PEP
$185B
| $407K | 0.14% |
+3,324
| New | +$379K |
|
171
Equity Residential
EQR
$25.8B
| $406K | 0.14% |
+5,394
| New | +$389K |
|
172
UDR
UDR
$12.9B
| $405K | 0.14% |
+8,913
| New | +$387K |
|
173
AvalonBay Communities
AVB
$27.3B
| $405K | 0.14% |
+2,017
| New | +$385K |
|
174
Mid-America Apartment Communities
MAA
$15.6B
| $405K | 0.14% |
+3,702
| New | +$381K |
|
175
Sun Communities
SUI
$14.8B
| $404K | 0.14% |
+3,407
| New | +$379K |
|
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AlphaSimPlex Group's Q1 2019 Portfolio in Review
As of Q1 2019, AlphaSimPlex Group held 223 positions worth $297M, up 168% from $111M the previous quarter. Its ten largest holdings account for 25% of the portfolio.
AlphaSimPlex Group deployed $167M of net new capital in Q1 2019, opening 139 new positions and adding to 33 existing holdings. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 574,347 shares worth $49.7M.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 10% a quarter earlier, followed by Technology and Real Estate.
On the sell side, the largest reduction was Xilinx Inc, an estimated $694K trimmed.
- AlphaSimPlex Group's largest Q1 2019 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 574,347 shares worth $49.7M.
- AlphaSimPlex Group added most to Sysco in Q1 2019, an estimated $1.74M increase.
- AlphaSimPlex Group's biggest Q1 2019 reduction was Xilinx Inc, cutting an estimated $694K.
- AlphaSimPlex Group fully exited Intercontinental Exchange in Q1 2019, selling an estimated $2.17M.
- AlphaSimPlex Group's ten largest holdings make up 25% of its $297M portfolio in Q1 2019.
- AlphaSimPlex Group opened 139 new positions and closed 13 in Q1 2019.
- AlphaSimPlex Group's portfolio value rose 168% quarter-over-quarter to $297M.
Based on AlphaSimPlex Group's 13F filing for Q1 2019, filed 13 May 2019.