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
HONE icon
76
DELISTED
HarborOne Bancorp
HONE
$1.06M 0.4%
+96,054
New +$1.01M
2019 Q4
0 quarters
VRSK icon
77
Verisk Analytics
VRSK
$23.2B
$1.05M 0.4%
7,053
-289
-4% -$42.8K
2019 Q1
3 quarters
CB icon
78
Chubb
CB
$134B
$1.05M 0.4%
6,737
-530
-7% -$81.1K
2019 Q1
3 quarters
MRSH icon
79
Marsh
MRSH
$85.2B
$1.05M 0.39%
9,388
-2,117
-18% -$221K
2019 Q1
3 quarters
RSG icon
80
Republic Services
RSG
$68.6B
$1.05M 0.39%
11,665
-1,105
-9% -$96.7K
2019 Q1
3 quarters
ATR icon
81
AptarGroup
ATR
$7.61B
$1.04M 0.39%
9,040
-292
-3% -$33.2K
2019 Q1
3 quarters
CCEP icon
82
Coca-Cola Europacific Partners
CCEP
$46.6B
$1.04M 0.39%
20,534
– –
2019 Q3
1 quarter
AJG icon
83
Arthur J. Gallagher & Co
AJG
$60.3B
$1.04M 0.39%
10,942
-1,770
-14% -$162K
2019 Q1
3 quarters
EFC icon
84
Ellington Financial
EFC
$1.51B
$1.04M 0.39%
56,825
-8,104
-12% -$148K
2019 Q1
3 quarters
GHC icon
85
Graham Holdings Company
GHC
$4.98B
$1.04M 0.39%
+1,630
New +$1.04M
2019 Q4
0 quarters
SON icon
86
Sonoco
SON
$4.8B
$1.04M 0.39%
16,879
-2,493
-13% -$147K
2019 Q1
3 quarters
WMT icon
87
Walmart Inc
WMT
$913B
$1.04M 0.39%
+26,313
New +$1.04M
2019 Q4
0 quarters
MCD icon
88
McDonald's
MCD
$167B
$1.04M 0.39%
5,259
– –
2019 Q1
3 quarters
AFG icon
89
American Financial Group
AFG
$12B
$1.04M 0.39%
9,464
-1,639
-15% -$175K
2019 Q1
3 quarters
AFL icon
90
Aflac
AFL
$58.9B
$1.03M 0.39%
19,558
-2,125
-10% -$113K
2019 Q1
3 quarters
RWT icon
91
Redwood Trust
RWT
$367M
$1.03M 0.39%
62,330
-4,374
-7% -$71.9K
2019 Q3
1 quarter
CARE icon
92
Carter Bankshares
CARE
$698M
$1.03M 0.39%
+43,434
New +$899K
2019 Q4
0 quarters
JKHY icon
93
Jack Henry & Associates
JKHY
$10.7B
$1.03M 0.39%
7,070
-1,072
-13% -$157K
2019 Q1
3 quarters
PMT icon
94
PennyMac Mortgage Investment
PMT
$596M
$1.03M 0.39%
+46,153
New +$1.04M
2019 Q4
0 quarters
NWBI icon
95
Northwest Bancshares
NWBI
$2.15B
$1.03M 0.39%
+61,843
New +$1.03M
2019 Q4
0 quarters
TRTX icon
96
TPG RE Finance Trust
TRTX
$435M
$1.03M 0.39%
50,737
-7,468
-13% -$150K
2019 Q2
2 quarters
JACK icon
97
Jack in the Box
JACK
$228M
$1.02M 0.39%
13,104
-708
-5% -$58.6K
2018 Q2
6 quarters
AGNC icon
98
AGNC Investment
AGNC
$10.1B
$1.02M 0.39%
57,802
+25,970
+82% +$442K
2019 Q1
3 quarters
TWO
99
DELISTED
Two Harbors Investment
TWO
$1.02M 0.38%
17,466
+8,608
+97% +$488K
2019 Q1
3 quarters
GPMT
100
Granite Point Mortgage Trust
GPMT
$26.4M
$1.02M 0.38%
5,549
-589
-10% -$108K
2019 Q1
3 quarters
2 3
4
5 6

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.