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
NHI icon
176
National Health Investors
NHI
$3.21B
$591K 0.18%
7,580
-513
-6% -$39.9K
2019 Q1
1 quarter
CL icon
177
Colgate-Palmolive
CL
$74B
$590K 0.18%
8,231
+2,493
+43% +$177K
2019 Q1
1 quarter
ATO icon
178
Atmos Energy
ATO
$27.7B
$589K 0.18%
5,582
+1,680
+43% +$172K
2019 Q1
1 quarter
AEE icon
179
Ameren
AEE
$29B
$589K 0.18%
7,841
+2,435
+45% +$180K
2019 Q1
1 quarter
TWO
180
DELISTED
Two Harbors Investment
TWO
$589K 0.18%
11,618
– –
2019 Q1
1 quarter
AMH icon
181
American Homes 4 Rent
AMH
$11B
$588K 0.18%
24,187
+1,749
+8% +$41.9K
2019 Q1
1 quarter
SUI icon
182
Sun Communities
SUI
$13.9B
$586K 0.18%
4,574
+1,167
+34% +$145K
2019 Q1
1 quarter
ED icon
183
Consolidated Edison
ED
$40.5B
$586K 0.18%
6,684
+2,183
+49% +$188K
2019 Q1
1 quarter
OGE icon
184
OGE Energy
OGE
$9.81B
$585K 0.18%
13,754
+4,492
+48% +$190K
2019 Q1
1 quarter
HIW icon
185
Highwoods Properties
HIW
$3.14B
$585K 0.18%
14,172
– –
2019 Q1
1 quarter
MITT icon
186
TPG Mortgage Investment Trust
MITT
$169M
$584K 0.18%
12,242
– –
2019 Q1
1 quarter
AIV icon
187
Aimco
AIV
$241M
$583K 0.18%
87,379
+25,771
+42% +$172K
2019 Q1
1 quarter
DTE icon
188
DTE Energy
DTE
$26.7B
$583K 0.18%
5,354
+1,581
+42% +$170K
2019 Q1
1 quarter
CNP icon
189
CenterPoint Energy
CNP
$26.1B
$582K 0.18%
20,330
– –
2019 Q1
1 quarter
OGS icon
190
ONE Gas
OGS
$4.65B
$582K 0.18%
6,445
+1,979
+44% +$175K
2019 Q1
1 quarter
ELS icon
191
Equity Lifestyle Properties
ELS
$11.6B
$582K 0.18%
9,592
+2,564
+36% +$152K
2019 Q1
1 quarter
WPC icon
192
W.P. Carey
WPC
$14.5B
$581K 0.18%
7,304
+650
+10% +$51.5K
2019 Q1
1 quarter
NWE icon
193
NorthWestern Energy
NWE
$4.58B
$580K 0.18%
8,040
+2,400
+43% +$170K
2019 Q1
1 quarter
EVRG icon
194
Evergy
EVRG
$19.1B
$579K 0.18%
9,630
-1,457
-13% -$85.2K
2019 Q1
1 quarter
KO icon
195
Coca-Cola
KO
$395B
$577K 0.18%
11,337
-2,585
-19% -$127K
2019 Q1
1 quarter
LORL
196
DELISTED
Loral Space and Communications, Inc.
LORL
$577K 0.18%
16,725
-3,278
-16% -$119K
2018 Q2
4 quarters
BXMT icon
197
Blackstone Mortgage Trust
BXMT
$1.78B
$577K 0.18%
16,204
+4,630
+40% +$165K
2019 Q1
1 quarter
AWK icon
198
American Water Works
AWK
$26.2B
$576K 0.18%
4,965
+1,200
+32% +$132K
2019 Q1
1 quarter
IDA icon
199
Idacorp
IDA
$7.92B
$575K 0.18%
5,723
+1,718
+43% +$173K
2019 Q1
1 quarter
ES icon
200
Eversource Energy
ES
$25.1B
$574K 0.18%
7,583
+1,986
+35% +$145K
2019 Q1
1 quarter
6 7
8
9 10

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.