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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
BN icon
51
Brookfield
BN
$104B
$1.22M 0.46%
64,132
-19,468
-23% -$353K
OXY icon
52
Occidental Petroleum
OXY
$54.9B
$1.21M 0.46%
+27,287
New +$1.29M
THG icon
53
Hanover Insurance
THG
$7.5B
$1.21M 0.46%
+8,939
New +$1.17M
ALX
54
Alexander's
ALX
$1.44B
$1.21M 0.46%
3,460
+531
+18% +$195K
HON icon
55
Honeywell
HON
$71.7B
$1.2M 0.46%
7,531
-2,845
-27% -$453K
USB icon
56
US Bancorp
USB
$98.4B
$1.2M 0.46%
21,651
-9,743
-31% -$527K
AFG icon
57
American Financial Group
AFG
$11.8B
$1.2M 0.46%
11,103
-2,980
-21% -$308K
JKHY icon
58
Jack Henry & Associates
JKHY
$10.9B
$1.19M 0.45%
8,142
-3,974
-33% -$563K
ALL icon
59
Allstate
ALL
$65.3B
$1.18M 0.45%
10,889
-3,437
-24% -$359K
MKL icon
60
Markel Group
MKL
$24.8B
$1.18M 0.45%
998
-330
-25% -$375K
CERN
61
DELISTED
Cerner Corp
CERN
$1.18M 0.45%
17,274
-2,187
-11% -$155K
RITM icon
62
Rithm Capital
RITM
$5.14B
$1.18M 0.45%
+75,091
New +$1.12M
SPH icon
63
Suburban Propane Partners
SPH
$1.2B
$1.18M 0.45%
49,813
+10,203
+26% +$241K
CB icon
64
Chubb
CB
$137B
$1.17M 0.45%
7,267
-2,376
-25% -$368K
EFC
65
Ellington Financial
EFC
$1.68B
$1.17M 0.45%
64,929
+13,917
+27% +$247K
L icon
66
Loews
L
$23.6B
$1.17M 0.45%
22,781
-3,497
-13% -$181K
SLM icon
67
SLM Corp
SLM
$4.78B
$1.17M 0.45%
132,827
-10,168
-7% -$91.5K
DOX icon
68
Amdocs
DOX
$5.65B
$1.17M 0.44%
17,630
-9,085
-34% -$584K
HTGC icon
69
Hercules Capital
HTGC
$3.01B
$1.16M 0.44%
87,065
-32,957
-27% -$430K
MAIN icon
70
Main Street Capital
MAIN
$5.08B
$1.16M 0.44%
26,859
-8,070
-23% -$344K
TRV icon
71
Travelers Companies
TRV
$78.4B
$1.16M 0.44%
+7,810
New +$1.16M
VRSK icon
72
Verisk Analytics
VRSK
$26.4B
$1.16M 0.44%
7,342
-2,516
-26% -$390K
NMFC icon
73
New Mountain Finance
NMFC
$661M
$1.16M 0.44%
84,748
-1,591
-2% -$21.7K
TRTX
74
TPG RE Finance Trust
TRTX
$670M
$1.16M 0.44%
58,205
-15,261
-21% -$301K
CFFN icon
75
Capitol Federal Financial
CFFN
$1.06B
$1.15M 0.44%
83,570
-7,978
-9% -$109K
1 2
3
4 5

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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
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.