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
Cap. Flow
-$6.16M
Cap. Flow %
-2.32%
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
AMTD icon
TD Ameritrade Holding Corp
AMTD
+$1.99M

Top Sells

Rank Stock Value
1
SPY icon
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
CARS icon
251
Cars.com
CARS
$521M
– –
-48,724
Closed -$438K –
CGBD icon
252
Carlyle Secured Lending
CGBD
$718M
– –
-86,537
Closed -$1.25M –
CIM icon
253
Chimera Investment
CIM
$716M
– –
-7,956
Closed -$467K –
FIS icon
254
Fidelity National Information Services
FIS
$18B
– –
-8,153
Closed -$1.08M –
G icon
255
Genpact
G
$5.86B
– –
-27,359
Closed -$1.06M –
GBDC icon
256
Golub Capital BDC
GBDC
$3.15B
– –
-54,367
Closed -$1M –
GL icon
257
Globe Life
GL
$12.8B
– –
-14,109
Closed -$1.35M –
HIW icon
258
Highwoods Properties
HIW
$3.14B
– –
-10,591
Closed -$476K –
HON icon
259
Honeywell
HON
$65.9B
– –
-7,531
Closed -$1.2M –
HTGC icon
260
Hercules Capital
HTGC
$3.06B
– –
-87,065
Closed -$1.16M –
MAIN icon
261
Main Street Capital
MAIN
$5.02B
– –
-26,859
Closed -$1.16M –
MFA icon
262
MFA Financial
MFA
$663M
– –
-15,172
Closed -$447K –
MFIC icon
263
MidCap Financial Investment
MFIC
$689M
– –
-70,217
Closed -$1.13M –
MMS icon
264
Maximus
MMS
$3.01B
– –
-14,878
Closed -$1.15M –
NLY icon
265
Annaly Capital Management
NLY
$13.7B
– –
-14,422
Closed -$508K –
NMFC icon
266
New Mountain Finance
NMFC
$629M
– –
-84,748
Closed -$1.16M –
PDM icon
267
Piedmont Realty Trust
PDM
$1.11B
– –
-23,060
Closed -$481K –
PPG icon
268
PPG Industries
PPG
$23.2B
– –
-12,119
Closed -$1.44M –
PYPL icon
269
PayPal
PYPL
$47.6B
– –
-10,415
Closed -$1.08M –
SLRC icon
270
SLR Investment Corp
SLRC
$619M
– –
-25,014
Closed -$517K –
STWD icon
271
Starwood Property Trust
STWD
$4.57B
– –
-19,863
Closed -$481K –
TCPC icon
272
BlackRock TCP Capital
TCPC
$343M
– –
-75,111
Closed -$1.02M –
TSLX icon
273
Sixth Street Specialty
TSLX
$1.65B
– –
-54,467
Closed -$1.14M –
CRZO
274
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-206,648
Closed -$1.77M –
ORIT
275
DELISTED
Oritani Financial Corp. New
ORIT
– –
-53,780
Closed -$952K –
8 9 10
11
12

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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
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TVPI
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LGI
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BPM
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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.