We are live on ! Find out more
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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
$42.9M 13.39%
492,433
-81,914
-14% -$7.07M
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$827B
$17.9M 5.59%
+61,219
New +$17.6M
CTXS
3
DELISTED
Citrix Systems Inc
CTXS
$3.56M 1.11%
36,227
+13,623
+60% +$1.34M
LTXB
4
DELISTED
LegacyTexas Financial Group Inc
LTXB
$3.42M 1.07%
+84,071
New +$3.3M
AGN
5
DELISTED
Allergan plc
AGN
$3.41M 1.06%
+20,369
New +$2.82M
CZR
6
DELISTED
Caesars Entertainment Corporation
CZR
$3.4M 1.06%
+287,490
New +$2.72M
TSS
7
DELISTED
Total System Services, Inc.
TSS
$3.4M 1.06%
+26,472
New +$2.91M
MDLZ icon
8
Mondelez International
MDLZ
$79.7B
$3.39M 1.06%
62,877
-5,560
-8% -$289K
SYY icon
9
Sysco
SYY
$39.5B
$3.29M 1.03%
46,536
-7,629
-14% -$543K
CHSP
10
DELISTED
Chesapeake Lodging Trust
CHSP
$3.27M 1.02%
+114,948
New +$3.34M
DATA
11
DELISTED
Tableau Software, Inc.
DATA
$2.8M 0.87%
+16,880
New +$2.22M
PG icon
12
Procter & Gamble
PG
$333B
$2.69M 0.84%
24,563
-1,622
-6% -$173K
VCIT icon
13
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.8B
$2.55M 0.8%
28,429
+51
+0.2% +$4.46K
AGG icon
14
iShares Core US Aggregate Bond ETF
AGG
$139B
$2.5M 0.78%
22,416
– –
HF
15
DELISTED
HFF Inc.
HF
$2.17M 0.68%
+47,783
New +$2.19M
VTI icon
16
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
$2.14M 0.67%
14,272
+1,436
+11% +$211K
VTV icon
17
Vanguard Morningstar Value ETF
VTV
$193B
$2.11M 0.66%
19,013
+1,909
+11% +$208K
VO icon
18
Vanguard Morningstar Mid-Cap ETF
VO
$109B
$2.08M 0.65%
49,888
– –
SRE icon
19
Sempra
SRE
$55.4B
$2.05M 0.64%
29,860
-5,120
-15% -$336K
OTEX icon
20
Open Text
OTEX
$6.1B
$1.98M 0.62%
48,133
-7,113
-13% -$283K
FE icon
21
FirstEnergy
FE
$26.8B
$1.95M 0.61%
45,654
-12,961
-22% -$545K
DHR icon
22
Danaher
DHR
$152B
$1.91M 0.6%
15,087
-968
-6% -$115K
ADP icon
23
Automatic Data Processing
ADP
$113B
$1.91M 0.6%
11,559
-1,525
-12% -$248K
BAX icon
24
Baxter International
BAX
$13.4B
$1.91M 0.6%
23,319
-2,308
-9% -$179K
WEN icon
25
Wendy's
WEN
$1.49B
$1.88M 0.59%
96,244
-8,913
-8% -$168K
1
2 3 4 5

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.