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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
NLY icon
201
Annaly Capital Management
NLY
$17.4B
$571K 0.18%
15,631
– –
AGR
202
DELISTED
Avangrid, Inc.
AGR
$569K 0.18%
11,260
-1,511
-12% -$76.8K
AVB
203
DELISTED
AvalonBay Communities
AVB
$563K 0.18%
2,772
+755
+37% +$153K
PNW icon
204
Pinnacle West Capital
PNW
$11.9B
$560K 0.17%
5,956
+1,792
+43% +$171K
VMRK
205
Vivmark Residential
VMRK
$26.1B
$557K 0.17%
7,343
+1,949
+36% +$149K
UDR icon
206
UDR
UDR
$11.9B
$555K 0.17%
12,360
+3,447
+39% +$155K
PEG icon
207
Public Service Enterprise Group
PEG
$36.5B
$554K 0.17%
9,427
+2,685
+40% +$160K
DUK icon
208
Duke Energy
DUK
$94.2B
$550K 0.17%
6,233
+1,808
+41% +$160K
EXC icon
209
Exelon
EXC
$45.3B
$542K 0.17%
15,859
+4,679
+42% +$165K
DEI icon
210
Douglas Emmett
DEI
$1.99B
$539K 0.17%
13,536
+3,551
+36% +$145K
SLRC icon
211
SLR Investment Corp
SLRC
$681M
$514K 0.16%
25,014
-19,883
-44% -$419K
ACGL icon
212
Arch Capital
ACGL
$33.7B
– –
-52,483
Closed -$1.7M
ADSK icon
213
Autodesk
ADSK
$57.1B
– –
-7,438
Closed -$1.16M
AEP icon
214
American Electric Power
AEP
$66.8B
– –
-4,708
Closed -$394K
ALE
215
DELISTED
Allete
ALE
– –
-4,858
Closed -$399K
BHE icon
216
Benchmark Electronics
BHE
$2.65B
– –
-46,517
Closed -$1.22M
BND icon
217
Vanguard Total Bond Market
BND
$162B
– –
-3,754
Closed -$305K
CRM icon
218
Salesforce
CRM
$207B
– –
-8,149
Closed -$1.29M
DGX icon
219
Quest Diagnostics
DGX
$27B
– –
-18,855
Closed -$1.7M
EEMV icon
220
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.65B
– –
-11,234
Closed -$666K
ESI icon
221
Element Solutions
ESI
$8.9B
– –
-105,975
Closed -$1.07M
ITRI icon
222
Itron
ITRI
$4.35B
– –
-24,729
Closed -$1.15M
KNTK icon
223
Kinetik
KNTK
$4.37B
– –
-5,880
Closed -$347K
MD icon
224
Pediatrix Medical
MD
$2.18B
– –
-48,693
Closed -$1.32M
META icon
225
Meta Platforms (Facebook)
META
$1.45T
– –
-7,226
Closed -$1.2M
6 7 8
9
10

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CVGI
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SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
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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.