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
NLY icon
201
Annaly Capital Management
NLY
$13.7B
$571K 0.18%
15,631
– –
2019 Q1
1 quarter
AGR icon
202
DELISTED
Avangrid, Inc.
AGR
$569K 0.18%
11,260
-1,511
-12% -$76.8K
2019 Q1
1 quarter
AVB icon
203
DELISTED
AvalonBay Communities
AVB
$563K 0.18%
2,772
+755
+37% +$153K
2019 Q1
1 quarter
PNW icon
204
Pinnacle West Capital
PNW
$12.4B
$560K 0.17%
5,956
+1,792
+43% +$171K
2019 Q1
1 quarter
VMRK icon
205
Vivmark Residential
VMRK
$47B
$557K 0.17%
7,343
+1,949
+36% +$149K
2019 Q1
1 quarter
UDR icon
206
UDR
UDR
$10.9B
$555K 0.17%
12,360
+3,447
+39% +$155K
2019 Q1
1 quarter
PEG icon
207
Public Service Enterprise Group
PEG
$35.2B
$554K 0.17%
9,427
+2,685
+40% +$160K
2019 Q1
1 quarter
DUK icon
208
Duke Energy
DUK
$93.3B
$550K 0.17%
6,233
+1,808
+41% +$160K
2019 Q1
1 quarter
EXC icon
209
Exelon
EXC
$43.9B
$542K 0.17%
15,859
+4,679
+42% +$165K
2019 Q1
1 quarter
DEI icon
210
Douglas Emmett
DEI
$1.56B
$539K 0.17%
13,536
+3,551
+36% +$145K
2019 Q1
1 quarter
SLRC icon
211
SLR Investment Corp
SLRC
$616M
$514K 0.16%
25,014
-19,883
-44% -$419K
2019 Q1
1 quarter
ACGL icon
212
Arch Capital
ACGL
$33.3B
– –
-52,483
Closed -$1.7M –
ADSK icon
213
Autodesk
ADSK
$48.3B
– –
-7,438
Closed -$1.16M –
AEP icon
214
American Electric Power
AEP
$68.7B
– –
-4,708
Closed -$394K –
ALE icon
215
DELISTED
Allete
ALE
– –
-4,858
Closed -$399K –
BHE icon
216
Benchmark Electronics
BHE
$2.67B
– –
-46,517
Closed -$1.22M –
BND icon
217
Vanguard Total Bond Market
BND
$162B
– –
-3,754
Closed -$305K –
CRM icon
218
Salesforce
CRM
$194B
– –
-8,149
Closed -$1.29M –
DGX icon
219
Quest Diagnostics
DGX
$25.8B
– –
-18,855
Closed -$1.7M –
EEMV icon
220
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.51B
– –
-11,234
Closed -$666K –
ESI icon
221
Element Solutions
ESI
$8.74B
– –
-105,975
Closed -$1.07M –
ITRI icon
222
Itron
ITRI
$3.7B
– –
-24,729
Closed -$1.15M –
KNTK icon
223
Kinetik
KNTK
$4.39B
– –
-5,880
Closed -$347K –
MD icon
224
Pediatrix Medical
MD
$2.2B
– –
-48,693
Closed -$1.32M –
META icon
225
Meta Platforms (Facebook)
META
$1.88T
– –
-7,226
Closed -$1.2M –
6 7 8
9
10

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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.