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
VGK icon
51
Vanguard FTSE Europe ETF
VGK
$29.3B
$1.12M 0.42%
19,039
– –
2017 Q4
8 quarters
CMG icon
52
Chipotle Mexican Grill
CMG
$38.2B
$1.11M 0.42%
66,450
+4,000
+6% +$64.2K
2018 Q1
7 quarters
VEA icon
53
Vanguard FTSE Developed Markets ETF
VEA
$227B
$1.11M 0.42%
25,152
– –
2017 Q4
8 quarters
VSS icon
54
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.4B
$1.11M 0.42%
9,972
– –
2017 Q4
8 quarters
PPLI icon
55
People Inc
PPLI
$3.02B
$1.11M 0.42%
24,872
– –
2018 Q1
7 quarters
SLM icon
56
SLM Corp
SLM
$4.14B
$1.11M 0.42%
124,111
-8,716
-7% -$75.7K
2019 Q1
3 quarters
MGLN
57
DELISTED
Magellan Health Services, Inc.
MGLN
$1.11M 0.42%
14,133
-850
-6% -$59.8K
2019 Q1
3 quarters
MMP
58
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.09M 0.41%
+17,282
New +$1.08M
2019 Q4
0 quarters
CFFN icon
59
Capitol Federal Financial
CFFN
$1.01B
$1.08M 0.41%
79,040
-4,530
-5% -$63.8K
2019 Q1
3 quarters
VPL icon
60
Vanguard FTSE Pacific ETF
VPL
$8.62B
$1.08M 0.41%
15,573
– –
2017 Q4
8 quarters
ECL icon
61
Ecolab
ECL
$80.3B
$1.08M 0.41%
5,592
– –
2019 Q1
3 quarters
CLBK icon
62
Columbia Financial
CLBK
$2.91B
$1.08M 0.41%
139,843
-7,458
-5% -$56K
2019 Q2
2 quarters
ITT icon
63
ITT
ITT
$17.8B
$1.08M 0.41%
+14,563
New +$968K
2019 Q4
0 quarters
L icon
64
Loews
L
$22.2B
$1.08M 0.41%
20,507
-2,274
-10% -$115K
2019 Q1
3 quarters
TRV icon
65
Travelers Companies
TRV
$78.3B
$1.07M 0.4%
7,810
– –
2019 Q3
1 quarter
APLE icon
66
Apple Hospitality REIT
APLE
$3.88B
$1.07M 0.4%
65,594
-8,335
-11% -$135K
2019 Q3
1 quarter
HWM icon
67
Howmet Aerospace
HWM
$86.7B
$1.07M 0.4%
45,167
-4,022
-8% -$89.9K
2018 Q1
7 quarters
WTM icon
68
White Mountains Insurance
WTM
$5B
$1.07M 0.4%
956
-100
-9% -$109K
2019 Q1
3 quarters
AY icon
69
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.06M 0.4%
40,304
-7,483
-16% -$187K
2019 Q3
1 quarter
ALL icon
70
Allstate
ALL
$59.1B
$1.06M 0.4%
9,444
-1,445
-13% -$158K
2019 Q1
3 quarters
DOX icon
71
Amdocs
DOX
$6.17B
$1.06M 0.4%
14,706
-2,924
-17% -$199K
2019 Q1
3 quarters
ARR icon
72
Armour Residential REIT
ARR
$1.92B
$1.06M 0.4%
11,861
+6,677
+129% +$571K
2019 Q1
3 quarters
BN icon
73
Brookfield
BN
$80B
$1.06M 0.4%
51,411
-12,721
-20% -$254K
2019 Q1
3 quarters
LKQ icon
74
LKQ Corp
LKQ
$5.54B
$1.06M 0.4%
+29,705
New +$1.01M
2019 Q4
0 quarters
MGP
75
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$1.06M 0.4%
+34,183
New +$1.05M
2019 Q4
0 quarters
1 2
3
4 5

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TSV
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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.