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
EXP icon
126
Eagle Materials
EXP
$4.99B
$866K 0.33%
9,556
-392
-4% -$35.9K
2019 Q2
2 quarters
HES icon
127
DELISTED
Hess
HES
$851K 0.32%
12,731
-1,888
-13% -$124K
2018 Q1
7 quarters
CVI icon
128
CVR Energy
CVI
$6.24B
$850K 0.32%
21,014
– –
2018 Q1
7 quarters
MPC icon
129
Marathon Petroleum
MPC
$135B
$849K 0.32%
+14,085
New +$881K
2019 Q4
0 quarters
APOG icon
130
Apogee Enterprises
APOG
$847M
$846K 0.32%
26,024
– –
2019 Q1
3 quarters
BLMN icon
131
Bloomin' Brands
BLMN
$798M
$845K 0.32%
+38,267
New +$812K
2019 Q4
0 quarters
GE icon
132
GE Aerospace
GE
$317B
$832K 0.31%
14,958
-1,746
-10% -$90.2K
2018 Q1
7 quarters
DVN icon
133
Devon Energy
DVN
$55B
$807K 0.3%
31,058
-2,052
-6% -$46.2K
2019 Q2
2 quarters
TEX icon
134
Terex
TEX
$5.91B
$801K 0.3%
26,912
-7,636
-22% -$215K
2018 Q1
7 quarters
ON icon
135
ON Semiconductor
ON
$28.1B
$794K 0.3%
32,552
-14,227
-30% -$301K
2018 Q2
6 quarters
MITT icon
136
TPG Mortgage Investment Trust
MITT
$170M
$788K 0.3%
17,040
+7,249
+74% +$334K
2019 Q1
3 quarters
BFH icon
137
Bread Financial
BFH
$3.77B
$768K 0.29%
8,582
+456
+6% +$40.3K
2018 Q1
7 quarters
CARO
138
DELISTED
Carolina Financial Corp.
CARO
$751K 0.28%
+17,380
New +$685K
2019 Q4
0 quarters
RC icon
139
Ready Capital
RC
$175M
$731K 0.28%
47,375
-6,820
-13% -$107K
2019 Q1
3 quarters
OXY icon
140
Occidental Petroleum
OXY
$61.6B
$728K 0.27%
17,670
-9,617
-35% -$385K
2019 Q3
1 quarter
WWE
141
DELISTED
World Wrestling Entertainment
WWE
$728K 0.27%
+11,230
New +$710K
2019 Q4
0 quarters
EEMV icon
142
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.51B
$655K 0.25%
+11,169
New +$648K
2019 Q4
0 quarters
LGF.A
143
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$608K 0.23%
57,055
-6,910
-11% -$63.7K
2018 Q1
7 quarters
MED icon
144
Medifast
MED
$131M
$575K 0.22%
+5,243
New +$507K
2019 Q4
0 quarters
VWO icon
145
Vanguard FTSE Emerging Markets ETF
VWO
$124B
$574K 0.22%
+12,913
New +$547K
2019 Q4
0 quarters
WSBF icon
146
Waterstone Financial
WSBF
$356M
$557K 0.21%
+29,266
New +$539K
2019 Q4
0 quarters
WLKP icon
147
Westlake Chemical Partners
WLKP
$738M
$549K 0.21%
+20,765
New +$477K
2019 Q4
0 quarters
HAIN icon
148
Hain Celestial
HAIN
$52.6M
$533K 0.2%
20,530
-18,257
-47% -$436K
2019 Q1
3 quarters
CNP icon
149
CenterPoint Energy
CNP
$26.3B
$503K 0.19%
18,459
+1,753
+10% +$47.7K
2019 Q1
3 quarters
EXC icon
150
Exelon
EXC
$43.9B
$484K 0.18%
14,886
– –
2019 Q1
3 quarters
4 5
6
7 8

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TSV
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CVGI
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SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
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.