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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
PYPL icon
101
PayPal
PYPL
$50.2B
$1.08M 0.41%
10,415
-921
-8% -$101K
G icon
102
Genpact
G
$5.22B
$1.06M 0.4%
27,359
-17,892
-40% -$709K
CLBK icon
103
Columbia Financial
CLBK
$2.52B
$1.06M 0.4%
66,955
+22,823
+52% +$351K
CMG icon
104
Chipotle Mexican Grill
CMG
$42.4B
$1.05M 0.4%
62,450
-22,200
-26% -$354K
VEA icon
105
Vanguard FTSE Developed Markets ETF
VEA
$225B
$1.03M 0.39%
25,152
– –
VPL icon
106
Vanguard FTSE Pacific ETF
VPL
$8.01B
$1.03M 0.39%
15,573
– –
VGK icon
107
Vanguard FTSE Europe ETF
VGK
$29.7B
$1.02M 0.39%
19,039
– –
TCPC icon
108
BlackRock TCP Capital
TCPC
$268M
$1.02M 0.39%
75,111
+17,414
+30% +$240K
VSS icon
109
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$1.02M 0.39%
9,972
– –
APOG icon
110
Apogee Enterprises
APOG
$834M
$1.01M 0.39%
26,024
-5,618
-18% -$222K
UBNK
111
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.01M 0.38%
+74,030
New +$1,000K
UPBD icon
112
Upbound Group
UPBD
$1.28B
$1.01M 0.38%
39,090
+567
+1% +$14.9K
TFSL icon
113
TFS Financial
TFSL
$5.11B
$1.01M 0.38%
55,902
– –
GBDC icon
114
Golub Capital BDC
GBDC
$3.35B
$1M 0.38%
54,367
-5,315
-9% -$95.5K
MGM icon
115
MGM Resorts International
MGM
$11.9B
$1M 0.38%
36,140
-5,836
-14% -$168K
TRN icon
116
Trinity Industries
TRN
$2.9B
$998K 0.38%
50,700
+2,031
+4% +$38.4K
CALY
117
Callaway Golf Company
CALY
$3.43B
$993K 0.38%
+51,138
New +$929K
HWM icon
118
Howmet Aerospace
HWM
$108B
$981K 0.37%
49,189
-2,871
-6% -$56.6K
CAG icon
119
Conagra Brands
CAG
$6.95B
$970K 0.37%
31,616
-2,332
-7% -$67.1K
PPLI
120
People Inc
PPLI
$3.35B
$969K 0.37%
24,872
-2,450
-9% -$105K
ORIT
121
DELISTED
Oritani Financial Corp. New
ORIT
$952K 0.36%
53,780
– –
BRK.A icon
122
Berkshire Hathaway Class A
BRK.A
$1.06T
$935K 0.36%
3
-2
-40% -$619K
MGLN
123
DELISTED
Magellan Health Services, Inc.
MGLN
$930K 0.35%
14,983
+1,516
+11% +$101K
CRM icon
124
Salesforce
CRM
$142B
$926K 0.35%
+6,241
New +$948K
CVI icon
125
CVR Energy
CVI
$3.53B
$925K 0.35%
21,014
-2,071
-9% -$96.4K
3 4
5
6 7

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 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.