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
LGF.A
151
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$638K 0.2%
52,060
– –
2018 Q1
5 quarters
PMT icon
152
PennyMac Mortgage Investment
PMT
$599M
$625K 0.19%
28,612
-2,756
-9% -$58.5K
2019 Q1
1 quarter
D icon
153
Dominion Energy
D
$55.2B
$617K 0.19%
7,980
-459
-5% -$35K
2019 Q1
1 quarter
BBDC icon
154
Barings BDC
BBDC
$886M
$615K 0.19%
62,464
– –
2019 Q1
1 quarter
UGI icon
155
UGI
UGI
$7.98B
$612K 0.19%
11,452
– –
2019 Q1
1 quarter
ARR icon
156
Armour Residential REIT
ARR
$1.93B
$611K 0.19%
6,559
– –
2019 Q1
1 quarter
ETR icon
157
Entergy
ETR
$49.9B
$610K 0.19%
11,854
+3,470
+41% +$169K
2019 Q1
1 quarter
NEE icon
158
NextEra Energy
NEE
$163B
$609K 0.19%
11,888
+3,592
+43% +$177K
2019 Q1
1 quarter
WEC icon
159
WEC Energy
WEC
$34.8B
$608K 0.19%
7,287
+2,237
+44% +$179K
2019 Q1
1 quarter
MFA icon
160
MFA Financial
MFA
$662M
$605K 0.19%
+21,052
New +$614K
2019 Q2
0 quarters
LPT
161
DELISTED
Liberty Property Trust
LPT
$603K 0.19%
12,054
+3,728
+45% +$183K
2019 Q1
1 quarter
CPT icon
162
Camden Property Trust
CPT
$11.3B
$603K 0.19%
5,776
+1,762
+44% +$181K
2019 Q1
1 quarter
XEL icon
163
Xcel Energy
XEL
$47.1B
$603K 0.19%
10,129
+3,090
+44% +$178K
2019 Q1
1 quarter
PEP icon
164
PepsiCo
PEP
$176B
$602K 0.19%
4,594
+1,270
+38% +$163K
2019 Q1
1 quarter
AGNC icon
165
AGNC Investment
AGNC
$10.2B
$601K 0.19%
35,702
– –
2019 Q1
1 quarter
HE icon
166
Hawaiian Electric Industries
HE
$1.46B
$599K 0.19%
13,758
+3,912
+40% +$164K
2019 Q1
1 quarter
SO icon
167
Southern Company
SO
$103B
$599K 0.19%
10,829
+3,111
+40% +$167K
2019 Q1
1 quarter
PFLT icon
168
PennantPark Floating Rate Capital
PFLT
$652M
$599K 0.19%
51,778
+4,882
+10% +$60.2K
2019 Q1
1 quarter
CIM icon
169
Chimera Investment
CIM
$710M
$597K 0.19%
10,546
-644
-6% -$36.5K
2019 Q1
1 quarter
CMS icon
170
CMS Energy
CMS
$21B
$597K 0.19%
10,308
+3,113
+43% +$175K
2019 Q1
1 quarter
MAA icon
171
Mid-America Apartment Communities
MAA
$13.4B
$595K 0.19%
5,055
+1,353
+37% +$152K
2019 Q1
1 quarter
STWD icon
172
Starwood Property Trust
STWD
$4.58B
$595K 0.19%
26,199
+8,424
+47% +$191K
2019 Q1
1 quarter
LNT icon
173
Alliant Energy
LNT
$17.5B
$594K 0.19%
12,112
+3,671
+43% +$175K
2019 Q1
1 quarter
EQC icon
174
DELISTED
Equity Commonwealth
EQC
$593K 0.18%
18,220
+5,916
+48% +$192K
2019 Q1
1 quarter
POR icon
175
Portland General Electric
POR
$5.23B
$592K 0.18%
10,935
+3,220
+42% +$170K
2019 Q1
1 quarter
5 6
7
8 9

Similar funds

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
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.