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
BWX icon
26
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.28B
$1.52M 0.57%
52,690
– –
2017 Q4
8 quarters
BAX icon
27
Baxter International
BAX
$12.8B
$1.51M 0.57%
18,063
+1,672
+10% +$138K
2018 Q1
7 quarters
BNY icon
28
Bank of New York Mellon
BNY
$92.1B
$1.51M 0.57%
29,960
-798
-3% -$38.1K
2018 Q1
7 quarters
CERN
29
DELISTED
Cerner Corp
CERN
$1.5M 0.57%
20,488
+3,214
+19% +$222K
2019 Q2
2 quarters
OTEX icon
30
Open Text
OTEX
$6.02B
$1.5M 0.57%
34,036
-5,059
-13% -$213K
2018 Q1
7 quarters
BNDX icon
31
Vanguard Total International Bond ETF
BNDX
$83.4B
$1.46M 0.55%
25,769
– –
2017 Q4
8 quarters
TMUS icon
32
T-Mobile US
TMUS
$168B
$1.45M 0.55%
18,491
– –
2018 Q3
5 quarters
SBUX icon
33
Starbucks
SBUX
$106B
$1.42M 0.53%
16,144
-466
-3% -$39.7K
2019 Q1
3 quarters
USFD icon
34
US Foods
USFD
$21.1B
$1.41M 0.53%
33,681
+3,192
+10% +$128K
2018 Q4
4 quarters
C icon
35
Citigroup
C
$206B
$1.39M 0.52%
17,440
-2,764
-14% -$204K
2018 Q2
6 quarters
ACM icon
36
Aecom
ACM
$7.45B
$1.39M 0.52%
32,263
-5,039
-14% -$209K
2019 Q3
1 quarter
ZBH icon
37
Zimmer Biomet
ZBH
$17.4B
$1.33M 0.5%
9,149
– –
2018 Q1
7 quarters
ISBC
38
DELISTED
Investors Bancorp, Inc.
ISBC
$1.28M 0.48%
107,629
– –
2018 Q1
7 quarters
JNJ icon
39
Johnson & Johnson
JNJ
$611B
$1.27M 0.48%
8,707
– –
2019 Q1
3 quarters
LOW icon
40
Lowe's Companies
LOW
$105B
$1.25M 0.47%
10,480
-1,141
-10% -$130K
2018 Q1
7 quarters
AAP icon
41
Advance Auto Parts
AAP
$2.48B
$1.22M 0.46%
7,637
-598
-7% -$95.8K
2018 Q1
7 quarters
LNG icon
42
Cheniere Energy
LNG
$58.3B
$1.22M 0.46%
19,973
– –
2018 Q1
7 quarters
USB icon
43
US Bancorp
USB
$87.2B
$1.22M 0.46%
20,493
-1,158
-5% -$67K
2019 Q1
3 quarters
RITM icon
44
Rithm Capital
RITM
$4.67B
$1.21M 0.46%
75,091
– –
2019 Q3
1 quarter
MGM icon
45
MGM Resorts International
MGM
$7.27B
$1.2M 0.45%
36,140
– –
2018 Q3
5 quarters
EBAY icon
46
eBay
EBAY
$51.7B
$1.18M 0.44%
32,526
– –
2019 Q2
2 quarters
WEN icon
47
Wendy's
WEN
$1.2B
$1.16M 0.44%
52,165
-16,505
-24% -$350K
2018 Q1
7 quarters
WCC icon
48
WESCO International
WCC
$17B
$1.16M 0.44%
19,447
-6,581
-25% -$343K
2018 Q3
5 quarters
CPB icon
49
Campbell Soup
CPB
$5.71B
$1.14M 0.43%
22,997
-686
-3% -$32.5K
2018 Q4
4 quarters
OSW icon
50
OneSpaWorld
OSW
$2.4B
$1.12M 0.42%
66,557
-6,639
-9% -$105K
2019 Q2
2 quarters
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 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.