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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
+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

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
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
HONE
76
DELISTED
HarborOne Bancorp
HONE
$1.06M 0.4%
+96,054
New +$1.01M
VRSK icon
77
Verisk Analytics
VRSK
$24.9B
$1.05M 0.4%
7,053
-289
-4% -$42.8K
CB icon
78
Chubb
CB
$131B
$1.05M 0.4%
6,737
-530
-7% -$81.1K
MRSH
79
Marsh
MRSH
$90.7B
$1.05M 0.39%
9,388
-2,117
-18% -$221K
RSG icon
80
Republic Services
RSG
$67.1B
$1.05M 0.39%
11,665
-1,105
-9% -$96.7K
ATR icon
81
AptarGroup
ATR
$8.45B
$1.04M 0.39%
9,040
-292
-3% -$33.2K
CCEP icon
82
Coca-Cola Europacific Partners
CCEP
$47.4B
$1.04M 0.39%
20,534
– –
AJG icon
83
Arthur J. Gallagher & Co
AJG
$66.7B
$1.04M 0.39%
10,942
-1,770
-14% -$162K
EFC
84
Ellington Financial
EFC
$1.75B
$1.04M 0.39%
56,825
-8,104
-12% -$148K
GHC icon
85
Graham Holdings Company
GHC
$4.84B
$1.04M 0.39%
+1,630
New +$1.04M
SON icon
86
Sonoco
SON
$5.61B
$1.04M 0.39%
16,879
-2,493
-13% -$147K
WMT icon
87
Walmart Inc
WMT
$817B
$1.04M 0.39%
+26,313
New +$1.04M
MCD icon
88
McDonald's
MCD
$184B
$1.04M 0.39%
5,259
– –
AFG icon
89
American Financial Group
AFG
$11.8B
$1.04M 0.39%
9,464
-1,639
-15% -$175K
AFL icon
90
Aflac
AFL
$58.4B
$1.03M 0.39%
19,558
-2,125
-10% -$113K
RWT
91
Redwood Trust
RWT
$582M
$1.03M 0.39%
62,330
-4,374
-7% -$71.9K
CARE icon
92
Carter Bankshares
CARE
$742M
$1.03M 0.39%
+43,434
New +$899K
JKHY icon
93
Jack Henry & Associates
JKHY
$12.1B
$1.03M 0.39%
7,070
-1,072
-13% -$157K
PMT
94
PennyMac Mortgage Investment
PMT
$814M
$1.03M 0.39%
+46,153
New +$1.04M
NWBI icon
95
Northwest Bancshares
NWBI
$2.25B
$1.03M 0.39%
+61,843
New +$1.03M
TRTX
96
TPG RE Finance Trust
TRTX
$594M
$1.03M 0.39%
50,737
-7,468
-13% -$150K
JACK icon
97
Jack in the Box
JACK
$305M
$1.02M 0.39%
13,104
-708
-5% -$58.6K
AGNC icon
98
AGNC Investment
AGNC
$13B
$1.02M 0.39%
57,802
+25,970
+82% +$442K
TWO
99
DELISTED
Two Harbors Investment
TWO
$1.02M 0.38%
17,466
+8,608
+97% +$488K
GPMT
100
Granite Point Mortgage Trust
GPMT
$52.1M
$1.02M 0.38%
55,490
-5,893
-10% -$108K
2 3
4
5 6

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CVGI
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SCG
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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.