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
+4.57%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$265M
AUM Growth
+$3.26M
(+1.2%)
Cap. Flow
-$6.16M
Cap. Flow
% of AUM
-2.32%
Top 10 Holdings %
Top 10 Hldgs %
27.71%
Holding
280
New
75
Increased
14
Reduced
90
Closed
35
Avg Time Held
0.7
years
Top 10 Avg Time Held
0.5
years
Top 20 Avg Time Held
0.8
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
INXN
Interxion Holding N.V.
INXN
|
+$2.53M |
| 2 |
IBKC
IBERIABANK Corp
IBKC
|
+$2.47M |
| 3 |
WLH
WILLIAM LYON HOMES
WLH
|
+$2.26M |
| 4 |
LPT
Liberty Property Trust
LPT
|
+$2.04M |
| 5 |
TD Ameritrade Holding Corp
AMTD
|
+$1.99M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.81M |
| 2 |
LTXB
LegacyTexas Financial Group Inc
LTXB
|
+$2.81M |
| 3 |
GHDX
Genomic Health, Inc.
GHDX
|
+$2.55M |
| 4 |
MCRN
Milacron Holdings Corp.
MCRN
|
+$2.29M |
| 5 |
CRZO
Carrizo Oil & Gas Inc
CRZO
|
+$1.77M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 28.46% |
| 2 | Financials | 13.45% |
| 3 | Real Estate | 13.24% |
| 4 | Consumer Discretionary | 8.37% |
| 5 | Utilities | 6.54% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
AutoZone
AZO
$47B
| $251K | 0.09% |
+211
| New | +$244K |
2019 Q4
0 quarters
|
|
227
Block Inc
XYZ
$45.1B
| $248K | 0.09% |
+3,968
| New | +$254K |
2019 Q4
0 quarters
|
|
228
Keysight
KEYS
$60.8B
| $247K | 0.09% |
+2,410
| New | +$247K |
2019 Q4
0 quarters
|
|
229
Ionis Pharmaceuticals
IONS
$7.13B
| $244K | 0.09% |
+4,037
| New | +$241K |
2019 Q4
0 quarters
|
|
230
Atlassian
TEAM
$51.7B
| $243K | 0.09% |
+2,016
| New | +$246K |
2019 Q4
0 quarters
|
|
231
Veeva Systems
VEEV
$47.8B
| $242K | 0.09% |
+1,717
| New | +$252K |
2019 Q4
0 quarters
|
|
|
VMW
232
DELISTED
VMware, Inc
VMW
| $235K | 0.09% |
+1,551
| New | +$243K |
2019 Q4
0 quarters
|
|
233
Barrick Mining
B
$63.4B
| $234K | 0.09% |
+12,568
| New | +$216K |
2019 Q4
0 quarters
|
|
|
TWTR
234
DELISTED
Twitter, Inc.
TWTR
| $228K | 0.09% |
+7,119
| New | +$234K |
2019 Q4
0 quarters
|
|
235
ServiceNow
NOW
$145B
| $226K | 0.09% |
+4,005
| New | +$211K |
2019 Q4
0 quarters
|
|
236
Fair Isaac
FICO
$15.4B
| $224K | 0.08% |
+598
| New | +$201K |
2019 Q4
0 quarters
|
|
237
Zebra Technologies
ZBRA
$17.9B
| $224K | 0.08% |
+876
| New | +$205K |
2019 Q4
0 quarters
|
|
238
lululemon athletica
LULU
$10.8B
| $223K | 0.08% |
+964
| New | +$205K |
2019 Q4
0 quarters
|
|
239
Five Below
FIVE
$11.9B
| $222K | 0.08% |
+1,740
| New | +$218K |
2019 Q4
0 quarters
|
|
240
Agnico Eagle Mines
AEM
$88.7B
| $219K | 0.08% |
+3,552
| New | +$206K |
2019 Q4
0 quarters
|
|
241
DexCom
DXCM
$31.6B
| $219K | 0.08% |
+3,996
| New | +$190K |
2019 Q4
0 quarters
|
|
242
Molina Healthcare
MOH
$11B
| $218K | 0.08% |
+1,605
| New | +$202K |
2019 Q4
0 quarters
|
|
|
XLNX
243
DELISTED
Xilinx Inc
XLNX
| $217K | 0.08% |
+2,223
| New | +$209K |
2019 Q4
0 quarters
|
|
244
Mercado Libre
MELI
$92.4B
| $216K | 0.08% |
+378
| New | +$209K |
2019 Q4
0 quarters
|
|
245
Blackstone
BX
$79.5B
| $214K | 0.08% |
+3,830
| New | +$199K |
2019 Q4
0 quarters
|
|
246
Automatic Data Processing
ADP
$111B
| – | – |
-9,449
| Closed | -$1.52M | – |
|
247
Alexander's
ALX
$1.21B
| – | – |
-3,460
| Closed | -$1.21M | – |
|
248
Ares Capital
ARCC
$13.3B
| – | – |
-61,581
| Closed | -$1.15M | – |
|
249
Barings BDC
BBDC
$889M
| – | – |
-37,162
| Closed | -$377K | – |
|
250
Bright Horizons
BFAM
$3.32B
| – | – |
-7,385
| Closed | -$1.13M | – |
|
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AlphaSimPlex Group's Q4 2019 Portfolio in Review
As of Q4 2019, AlphaSimPlex Group held 280 positions worth $265M, up 1.2% from $262M the previous quarter. Its ten largest holdings account for 28% of the portfolio.
AlphaSimPlex Group's Q4 2019 filing shows 75 new, 14 increased, 90 reduced and 35 closed positions. Its largest new stake was Interxion Holding N.V.: 30,322 shares worth $2.54M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $4.81M.
By sector, the portfolio is most concentrated in Miscellaneous at 28% of assets, down from 29% a quarter earlier, followed by Financials and Real Estate.
- AlphaSimPlex Group's largest Q4 2019 buy was Interxion Holding N.V.: 30,322 shares worth $2.54M.
- AlphaSimPlex Group added most to Liberty Property Trust in Q4 2019, an estimated $2.04M increase.
- AlphaSimPlex Group's biggest Q4 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $4.81M.
- AlphaSimPlex Group fully exited LegacyTexas Financial Group Inc in Q4 2019, selling an estimated $2.81M.
- AlphaSimPlex Group's ten largest holdings make up 28% of its $265M portfolio in Q4 2019.
- AlphaSimPlex Group opened 75 new positions and closed 35 in Q4 2019.
- AlphaSimPlex Group's portfolio value rose 1.2% quarter-over-quarter to $265M.
Based on AlphaSimPlex Group's 13F filing for Q4 2019, filed 11 Feb 2020.