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
BRK.A icon
101
Berkshire Hathaway Class A
BRK.A
$1.12T
$1.02M 0.38%
3
– –
2019 Q1
3 quarters
BRO icon
102
Brown & Brown
BRO
$21.6B
$1.02M 0.38%
25,822
-5,328
-17% -$200K
2019 Q1
3 quarters
KREF icon
103
KKR Real Estate Finance Trust
KREF
$339M
$1.02M 0.38%
49,912
-8,241
-14% -$165K
2019 Q1
3 quarters
THG icon
104
Hanover Insurance
THG
$7.77B
$1.02M 0.38%
7,434
-1,505
-17% -$202K
2019 Q3
1 quarter
CRM icon
105
Salesforce
CRM
$193B
$1.01M 0.38%
6,241
– –
2019 Q3
1 quarter
CALY icon
106
Callaway Golf Company
CALY
$2.42B
$1.01M 0.38%
47,555
-3,583
-7% -$73.4K
2019 Q3
1 quarter
MKL icon
107
Markel Group
MKL
$22.1B
$1M 0.38%
878
-120
-12% -$137K
2019 Q1
3 quarters
RPAY icon
108
Repay Holdings
RPAY
$328M
$1M 0.38%
+68,431
New +$956K
2019 Q4
0 quarters
TFSL icon
109
TFS Financial
TFSL
$4.51B
$1M 0.38%
50,969
-4,933
-9% -$95.2K
2019 Q2
2 quarters
CMO
110
DELISTED
Capstead Mortgage Corp.
CMO
$999K 0.38%
+126,137
New +$974K
2019 Q4
0 quarters
WRB icon
111
W.R. Berkley
WRB
$27.3B
$994K 0.37%
+32,364
New +$999K
2019 Q4
0 quarters
BIP icon
112
Brookfield Infrastructure Partners
BIP
$16.6B
$992K 0.37%
33,346
-10,275
-24% -$308K
2019 Q2
2 quarters
YUM icon
113
Yum! Brands
YUM
$39.9B
$984K 0.37%
9,773
– –
2019 Q1
3 quarters
UPBD icon
114
Upbound Group
UPBD
$890M
$966K 0.36%
33,487
-5,603
-14% -$146K
2019 Q1
3 quarters
WMC
115
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$949K 0.36%
+9,184
New +$931K
2019 Q4
0 quarters
GEN icon
116
Gen Digital
GEN
$14.1B
$944K 0.36%
37,003
– –
2018 Q4
4 quarters
CAG icon
117
Conagra Brands
CAG
$6.57B
$936K 0.35%
27,350
-4,266
-13% -$124K
2018 Q4
4 quarters
ADAM icon
118
Adamas Trust
ADAM
$679M
$936K 0.35%
+37,560
New +$931K
2019 Q4
0 quarters
FTNT icon
119
Fortinet
FTNT
$136B
$926K 0.35%
+43,390
New +$817K
2019 Q4
0 quarters
SPH icon
120
Suburban Propane Partners
SPH
$1.13B
$925K 0.35%
42,315
-7,498
-15% -$172K
2019 Q2
2 quarters
ARI icon
121
Apollo Commercial Real Estate
ARI
$815M
$907K 0.34%
+49,567
New +$915K
2019 Q4
0 quarters
GDDY icon
122
GoDaddy
GDDY
$13B
$907K 0.34%
+13,361
New +$883K
2019 Q4
0 quarters
TRN icon
123
Trinity Industries
TRN
$2.06B
$907K 0.34%
40,938
-9,762
-19% -$199K
2018 Q1
7 quarters
WM icon
124
Waste Management
WM
$85.9B
$902K 0.34%
+7,912
New +$893K
2019 Q4
0 quarters
FANG icon
125
Diamondback Energy
FANG
$55.4B
$901K 0.34%
9,705
– –
2019 Q1
3 quarters
3 4
5
6 7

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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.