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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
MRSH
76
Marsh
MRSH
$87.3B
$1.15M 0.44%
11,505
-2,750
-19% -$275K
AY
77
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.15M 0.44%
+47,787
New +$1.13M
GPMT
78
Granite Point Mortgage Trust
GPMT
$65.6M
$1.15M 0.44%
61,383
-13,942
-19% -$262K
MMS icon
79
Maximus
MMS
$3.09B
$1.15M 0.44%
+14,878
New +$1.13M
ARCC icon
80
Ares Capital
ARCC
$13.6B
$1.15M 0.44%
61,581
-18,336
-23% -$340K
TSLX icon
81
Sixth Street Specialty
TSLX
$1.62B
$1.14M 0.44%
54,467
-16,810
-24% -$341K
WTM icon
82
White Mountains Insurance
WTM
$5.52B
$1.14M 0.43%
1,056
-397
-27% -$423K
AJG icon
83
Arthur J. Gallagher & Co
AJG
$65.1B
$1.14M 0.43%
12,712
-3,503
-22% -$315K
CCEP icon
84
Coca-Cola Europacific Partners
CCEP
$46.8B
$1.14M 0.43%
+20,534
New +$1.15M
OSW icon
85
OneSpaWorld
OSW
$2.64B
$1.14M 0.43%
73,196
-31,308
-30% -$491K
KREF
86
KKR Real Estate Finance Trust
KREF
$466M
$1.14M 0.43%
58,153
-11,465
-16% -$226K
AFL icon
87
Aflac
AFL
$63.2B
$1.13M 0.43%
21,683
-4,537
-17% -$240K
MFIC icon
88
MidCap Financial Investment
MFIC
$786M
$1.13M 0.43%
70,217
-16,269
-19% -$266K
MCD icon
89
McDonald's
MCD
$189B
$1.13M 0.43%
5,259
-1,690
-24% -$362K
SON icon
90
Sonoco
SON
$5.4B
$1.13M 0.43%
19,372
-2,748
-12% -$164K
JNJ icon
91
Johnson & Johnson
JNJ
$601B
$1.13M 0.43%
8,707
-1,617
-16% -$213K
BFAM icon
92
Bright Horizons
BFAM
$4.05B
$1.13M 0.43%
7,385
-4,357
-37% -$681K
BRO icon
93
Brown & Brown
BRO
$23.4B
$1.12M 0.43%
31,150
-12,244
-28% -$438K
CPB icon
94
Campbell Soup
CPB
$6.56B
$1.11M 0.42%
23,683
-3,147
-12% -$136K
YUM icon
95
Yum! Brands
YUM
$40.5B
$1.11M 0.42%
9,773
-3,242
-25% -$370K
ECL icon
96
Ecolab
ECL
$75.5B
$1.11M 0.42%
5,592
-2,718
-33% -$545K
ATR icon
97
AptarGroup
ATR
$8.3B
$1.1M 0.42%
9,332
-2,405
-20% -$291K
RSG icon
98
Republic Services
RSG
$67.8B
$1.1M 0.42%
12,770
-3,740
-23% -$329K
RWT
99
Redwood Trust
RWT
$626M
$1.09M 0.42%
+66,704
New +$1.12M
FIS icon
100
Fidelity National Information Services
FIS
$21.8B
$1.08M 0.41%
8,153
-3,454
-30% -$459K
2 3
4
5 6

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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 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.