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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
LGF.A
151
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$638K 0.2%
52,060
– –
PMT
152
PennyMac Mortgage Investment
PMT
$814M
$625K 0.19%
28,612
-2,756
-9% -$58.5K
D icon
153
Dominion Energy
D
$58.5B
$617K 0.19%
7,980
-459
-5% -$35K
BBDC icon
154
Barings BDC
BBDC
$982M
$615K 0.19%
62,464
– –
UGI icon
155
UGI
UGI
$8.2B
$612K 0.19%
11,452
– –
ARR
156
Armour Residential REIT
ARR
$2.32B
$611K 0.19%
6,559
– –
ETR icon
157
Entergy
ETR
$49.7B
$610K 0.19%
11,854
+3,470
+41% +$169K
NEE icon
158
NextEra Energy
NEE
$174B
$609K 0.19%
11,888
+3,592
+43% +$177K
WEC icon
159
WEC Energy
WEC
$34.6B
$608K 0.19%
7,287
+2,237
+44% +$179K
MFA
160
MFA Financial
MFA
$896M
$605K 0.19%
+21,052
New +$614K
LPT
161
DELISTED
Liberty Property Trust
LPT
$603K 0.19%
12,054
+3,728
+45% +$183K
CPT icon
162
Camden Property Trust
CPT
$12.2B
$603K 0.19%
5,776
+1,762
+44% +$181K
XEL icon
163
Xcel Energy
XEL
$48.2B
$603K 0.19%
10,129
+3,090
+44% +$178K
PEP icon
164
PepsiCo
PEP
$191B
$602K 0.19%
4,594
+1,270
+38% +$163K
AGNC icon
165
AGNC Investment
AGNC
$13B
$601K 0.19%
35,702
– –
HE icon
166
Hawaiian Electric Industries
HE
$1.98B
$599K 0.19%
13,758
+3,912
+40% +$164K
SO icon
167
Southern Company
SO
$102B
$599K 0.19%
10,829
+3,111
+40% +$167K
PFLT icon
168
PennantPark Floating Rate Capital
PFLT
$738M
$599K 0.19%
51,778
+4,882
+10% +$60.2K
CIM
169
Chimera Investment
CIM
$964M
$597K 0.19%
10,546
-644
-6% -$36.5K
CMS icon
170
CMS Energy
CMS
$21.4B
$597K 0.19%
10,308
+3,113
+43% +$175K
MAA icon
171
Mid-America Apartment Communities
MAA
$14.9B
$595K 0.19%
5,055
+1,353
+37% +$152K
STWD icon
172
Starwood Property Trust
STWD
$5.9B
$595K 0.19%
26,199
+8,424
+47% +$191K
LNT icon
173
Alliant Energy
LNT
$17.7B
$594K 0.19%
12,112
+3,671
+43% +$175K
EQC
174
DELISTED
Equity Commonwealth
EQC
$593K 0.18%
18,220
+5,916
+48% +$192K
POR icon
175
Portland General Electric
POR
$5.86B
$592K 0.18%
10,935
+3,220
+42% +$170K
5 6
7
8 9

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CVGI
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SCG
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PL
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DCI
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TVPI
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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.