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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
SBUX icon
26
Starbucks
SBUX
$119B
$1.47M 0.56%
16,610
-4,929
-23% -$457K
TMUS icon
27
T-Mobile US
TMUS
$210B
$1.46M 0.56%
18,491
-3,686
-17% -$289K
PPG icon
28
PPG Industries
PPG
$25.8B
$1.44M 0.55%
12,119
-2,627
-18% -$302K
BAX icon
29
Baxter International
BAX
$11.5B
$1.43M 0.55%
16,391
-6,928
-30% -$591K
RTX icon
30
RTX Corp
RTX
$263B
$1.41M 0.54%
16,357
-4,929
-23% -$409K
ACM icon
31
Aecom
ACM
$8.78B
$1.4M 0.53%
+37,302
New +$1.34M
C icon
32
Citigroup
C
$217B
$1.4M 0.53%
20,204
-3,877
-16% -$264K
BNY
33
Bank of New York Mellon
BNY
$108B
$1.39M 0.53%
30,758
-5,192
-14% -$231K
WEN icon
34
Wendy's
WEN
$1.5B
$1.37M 0.52%
68,670
-27,574
-29% -$550K
MSGS icon
35
Madison Square Garden
MSGS
$9.58B
$1.37M 0.52%
7,293
+779
+12% +$153K
AAP icon
36
Advance Auto Parts
AAP
$3.13B
$1.36M 0.52%
8,235
– –
CBRE icon
37
CBRE Group
CBRE
$40.6B
$1.35M 0.52%
25,516
-4,439
-15% -$233K
GL icon
38
Globe Life
GL
$14.3B
$1.35M 0.52%
14,109
-4,560
-24% -$414K
HLT icon
39
Hilton Worldwide
HLT
$73.5B
$1.34M 0.51%
14,365
-2,831
-16% -$269K
BIP icon
40
Brookfield Infrastructure Partners
BIP
$17.9B
$1.29M 0.49%
43,621
-12,437
-22% -$337K
LOW icon
41
Lowe's Companies
LOW
$115B
$1.28M 0.49%
11,621
-2,953
-20% -$312K
EBAY icon
42
eBay
EBAY
$50.4B
$1.27M 0.48%
32,526
-3,371
-9% -$135K
JACK icon
43
Jack in the Box
JACK
$283M
$1.26M 0.48%
13,812
-3,242
-19% -$270K
LNG icon
44
Cheniere Energy
LNG
$55.7B
$1.26M 0.48%
19,973
-1,499
-7% -$96K
USFD icon
45
US Foods
USFD
$21.1B
$1.25M 0.48%
30,489
-8,068
-21% -$311K
CGBD icon
46
Carlyle Secured Lending
CGBD
$719M
$1.25M 0.48%
86,537
-7,799
-8% -$115K
WCC
47
WESCO International
WCC
$15.7B
$1.24M 0.47%
26,028
-2,628
-9% -$124K
APLE icon
48
Apple Hospitality REIT
APLE
$4.01B
$1.23M 0.47%
+73,929
New +$1.17M
ISBC
49
DELISTED
Investors Bancorp, Inc.
ISBC
$1.22M 0.47%
107,629
-24,914
-19% -$278K
ZBH icon
50
Zimmer Biomet
ZBH
$17.4B
$1.22M 0.46%
9,149
-5,835
-39% -$754K
1
2
3 4 5

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TSV
Two Sigma Ventures New York $9.61M AUM 58.41% 1-Year Est. Return
CVGI
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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
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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.