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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
+1.73%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$262M
AUM Growth
-$58.5M
Cap. Flow
-$61.6M
Cap. Flow %
-23.51%
Top 10 Hldgs %
29.59%
Holding
237
New
26
Increased
13
Reduced
148
Closed
32

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$5.24M
2
GHDX
Genomic Health, Inc.
GHDX
+$2.58M
3
MCRN
Milacron Holdings Corp.
MCRN
+$2.21M
4
CRZO
Carrizo Oil & Gas Inc
CRZO
+$1.89M
5
ACM icon
Aecom
ACM
+$1.34M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$10.5M
2
CZR
Caesars Entertainment Corporation
CZR
+$3.4M
3
TSS
Total System Services, Inc.
TSS
+$3.4M
4
CHSP
Chesapeake Lodging Trust
CHSP
+$3.27M
5
DATA
Tableau Software, Inc.
DATA
+$2.8M

Sector Composition

Rank Sector Weight
1 Financials 16.7%
2 Real Estate 10.11%
3 Utilities 7.28%
4 Consumer Discretionary 6.87%
5 Industrials 6.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BERY
226
DELISTED
Berry Global Group, Inc.
BERY
– –
-33,389
Closed -$1.61M
AGR
227
DELISTED
Avangrid, Inc.
AGR
– –
-11,260
Closed -$569K
UNVR
228
DELISTED
Univar Solutions Inc.
UNVR
– –
-45,673
Closed -$1.01M
WMC
229
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-6,717
Closed -$670K
TIF
230
DELISTED
Tiffany & Co.
TIF
– –
-11,242
Closed -$1.05M
GWR
231
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-13,571
Closed -$1.36M
CHSP
232
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-114,948
Closed -$3.27M
DATA
233
DELISTED
Tableau Software, Inc.
DATA
– –
-16,880
Closed -$2.8M
HF
234
DELISTED
HFF Inc.
HF
– –
-47,783
Closed -$2.17M
CMO
235
DELISTED
Capstead Mortgage Corp.
CMO
– –
-167,085
Closed -$1.4M
TSS
236
DELISTED
Total System Services, Inc.
TSS
– –
-26,472
Closed -$3.4M
CZR
237
DELISTED
Caesars Entertainment Corporation
CZR
– –
-287,490
Closed -$3.4M
6 7 8 9
10

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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 Q3 2019 Portfolio in Review

As of Q3 2019, AlphaSimPlex Group held 237 positions worth $262M, down 18% from $321M the previous quarter. Its ten largest holdings account for 30% of the portfolio.

AlphaSimPlex Group withdrew a net $61.6M in Q3 2019, closing 32 positions and reducing 148 holdings. Its most notable exit was Caesars Entertainment Corporation, an estimated $3.4M position sold in full.

By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 17% a quarter earlier, followed by Real Estate and Utilities.

Against the trend, AlphaSimPlex Group opened a new position in Genomic Health, Inc. worth $2.55M.

  • AlphaSimPlex Group's largest Q3 2019 buy was Genomic Health, Inc.: 37,537 shares worth $2.55M.
  • AlphaSimPlex Group added most to State Street SPDR S&P 500 ETF Trust in Q3 2019, an estimated $5.24M increase.
  • AlphaSimPlex Group's biggest Q3 2019 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $10.5M.
  • AlphaSimPlex Group fully exited Caesars Entertainment Corporation in Q3 2019, selling an estimated $3.4M.
  • AlphaSimPlex Group's ten largest holdings make up 30% of its $262M portfolio in Q3 2019.
  • AlphaSimPlex Group opened 26 new positions and closed 32 in Q3 2019.
  • AlphaSimPlex Group's portfolio value fell 18% quarter-over-quarter to $262M.

Based on AlphaSimPlex Group's 13F filing for Q3 2019, filed 12 Nov 2019.