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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
(-18%)
Cap. Flow
-$61.6M
Cap. Flow
% of AUM
-23.51%
Top 10 Holdings %
Top 10 Hldgs %
29.59%
Holding
237
New
26
Increased
13
Reduced
148
Closed
32
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
Aecom
ACM
|
+$1.34M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 | |
|---|---|---|---|---|---|---|
|
ARR
201
Armour Residential REIT
ARR
$2.04B
| $434K | 0.17% |
5,184
-1,375
| -21% | -$120K |
|
202
Equity Lifestyle Properties
ELS
$12.6B
| $434K | 0.17% |
6,496
-3,096
| -32% | -$202K |
|
|
LPT
203
DELISTED
Liberty Property Trust
LPT
| $431K | 0.16% |
8,390
-3,664
| -30% | -$189K |
|
204
Public Storage
PSA
$54.4B
| $427K | 0.16% |
+1,741
| New | +$437K |
|
205
Barings BDC
BBDC
$884M
| $377K | 0.14% |
37,162
-25,302
| -41% | -$251K |
|
206
Adobe
ADBE
$90.3B
| – | – |
-3,756
| Closed | -$1.11M |
|
207
Aon
AON
$76.8B
| – | – |
-7,516
| Closed | -$1.45M |
|
208
Air Products & Chemicals
APD
$66B
| – | – |
-6,371
| Closed | -$1.44M |
|
209
Colgate-Palmolive
CL
$72.4B
| – | – |
-8,231
| Closed | -$590K |
|
210
Centene
CNC
$33.4B
| – | – |
-19,896
| Closed | -$1.04M |
|
211
DuPont de Nemours
DD
$18.7B
| – | – |
-8,941
| Closed | -$843K |
|
212
Dollar Tree
DLTR
$24.2B
| – | – |
-12,566
| Closed | -$1.35M |
|
213
DXC Technology
DXC
$1.51B
| – | – |
-20,438
| Closed | -$1.13M |
|
214
Fortune Brands Innovations
FBIN
$5.91B
| – | – |
-27,221
| Closed | -$1.33M |
|
215
Alphabet (Google) Class A
GOOGL
$4.24T
| – | – |
-26,780
| Closed | -$1.45M |
|
216
Hershey
HSY
$34.6B
| – | – |
-10,989
| Closed | -$1.47M |
|
217
Coca-Cola
KO
$353B
| – | – |
-11,337
| Closed | -$577K |
|
218
Microsoft
MSFT
$2.95T
| – | – |
-11,674
| Closed | -$1.56M |
|
219
Nasdaq
NDAQ
$51B
| – | – |
-44,385
| Closed | -$1.42M |
|
|
ADAM
220
Adamas Trust
ADAM
$795M
| – | – |
-25,967
| Closed | -$644K |
|
221
Pfizer
PFE
$142B
| – | – |
-40,354
| Closed | -$1.66M |
|
222
PennantPark Floating Rate Capital
PFLT
$709M
| – | – |
-51,778
| Closed | -$599K |
|
|
PMT
223
PennyMac Mortgage Investment
PMT
$855M
| – | – |
-28,612
| Closed | -$625K |
|
224
Sempra
SRE
$59.2B
| – | – |
-29,860
| Closed | -$2.05M |
|
225
Verra Mobility
VRRM
$626M
| – | – |
-105,115
| Closed | -$1.38M |
|
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SCG
PL
DCI
TVPI
LGI
BPM
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.