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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
-14.66%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$111M
AUM Growth
-$91.5M
Cap. Flow
-$70.5M
Cap. Flow %
-63.79%
Top 10 Hldgs %
19.41%
Holding
92
New
8
Increased
21
Reduced
17
Closed
8

Top Buys

Rank Stock Value
1
FE icon
FirstEnergy
FE
+$1.96M
2
CAG icon
Conagra Brands
CAG
+$1.75M
3
SRE icon
Sempra
SRE
+$1.68M
4
GWR
Genesee & Wyoming Inc.
GWR
+$1.65M
5
CPB icon
Campbell Soup
CPB
+$1.29M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$54.9M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$17.4M
3
CPAY icon
Corpay
CPAY
+$1.86M
4
MS icon
Morgan Stanley
MS
+$1.67M
5
AIR icon
AAR Corp
AIR
+$1.45M

Sector Composition

Rank Sector Weight
1 Technology 16.18%
2 Industrials 12.34%
3 Financials 10.14%
4 Consumer Staples 8.69%
5 Communication Services 8.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGG icon
1
iShares Core US Aggregate Bond ETF
AGG
$139B
$2.39M 2.16%
22,416
-2,246
-9% -$236K
VCIT icon
2
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$2.35M 2.13%
28,378
-2,926
-9% -$241K
CTXS
3
DELISTED
Citrix Systems Inc
CTXS
$2.32M 2.09%
22,604
+502
+2% +$53K
PG icon
4
Procter & Gamble
PG
$349B
$2.31M 2.09%
25,165
-6,758
-21% -$604K
ICE icon
5
Intercontinental Exchange
ICE
$79B
$2.17M 1.96%
28,762
-587
-2% -$45K
MDLZ icon
6
Mondelez International
MDLZ
$78.3B
$2.08M 1.88%
51,901
– –
VO icon
7
Vanguard Mid-Cap ETF
VO
$106B
$2M 1.81%
57,852
+6,948
+14% +$261K
BAX icon
8
Baxter International
BAX
$11.7B
$1.98M 1.79%
30,134
– –
FE icon
9
FirstEnergy
FE
$28.1B
$1.94M 1.75%
+51,619
New +$1.96M
VTV icon
10
Vanguard Value ETF
VTV
$186B
$1.93M 1.75%
19,745
+2,025
+11% +$213K
ADP icon
11
Automatic Data Processing
ADP
$102B
$1.91M 1.73%
14,596
-1,083
-7% -$153K
CBRE icon
12
CBRE Group
CBRE
$41.3B
$1.84M 1.66%
45,891
– –
VTI icon
13
Vanguard Total Stock Market ETF
VTI
$658B
$1.83M 1.65%
14,308
– –
ISBC
14
DELISTED
Investors Bancorp, Inc.
ISBC
$1.8M 1.63%
173,168
-4,072
-2% -$47K
SYY icon
15
Sysco
SYY
$39.1B
$1.72M 1.56%
27,462
– –
BNY
16
Bank of New York Mellon
BNY
$108B
$1.71M 1.55%
36,405
– –
HHH icon
17
Howard Hughes
HHH
$4.19B
$1.7M 1.53%
18,235
+480
+3% +$49.9K
HDS
18
DELISTED
HD Supply Holdings, Inc.
HDS
$1.7M 1.53%
45,221
+2,936
+7% +$113K
RTX icon
19
RTX Corp
RTX
$261B
$1.68M 1.52%
25,027
– –
MSFT icon
20
Microsoft
MSFT
$2.93T
$1.66M 1.5%
16,329
-577
-3% -$61.8K
AWI icon
21
Armstrong World Industries
AWI
$6.66B
$1.63M 1.48%
28,035
+1,183
+4% +$75.6K
SRE icon
22
Sempra
SRE
$60.3B
$1.6M 1.44%
+29,512
New +$1.68M
OTEX icon
23
Open Text
OTEX
$5.65B
$1.53M 1.39%
47,095
+1,753
+4% +$59.2K
ZBH icon
24
Zimmer Biomet
ZBH
$17.6B
$1.53M 1.39%
15,231
– –
GWR
25
DELISTED
Genesee & Wyoming Inc.
GWR
$1.53M 1.38%
+20,646
New +$1.65M
1
2 3 4

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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
True Venture Partners IV Palo Alto, California $8.41M AUM 78.89% 1-Year Est. Return
LGI
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BPM
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AlphaSimPlex Group's Q4 2018 Portfolio in Review

As of Q4 2018, AlphaSimPlex Group held 92 positions worth $111M, down 45% from $202M the previous quarter. Its ten largest holdings account for 19% of the portfolio.

AlphaSimPlex Group withdrew a net $70.5M in Q4 2018, closing 8 positions and reducing 17 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $54.9M position sold in full.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 11% a quarter earlier, followed by Industrials and Financials.

Against the trend, AlphaSimPlex Group opened a new position in FirstEnergy worth $1.94M.

  • AlphaSimPlex Group's largest Q4 2018 buy was FirstEnergy: 51,619 shares worth $1.94M.
  • AlphaSimPlex Group added most to Pediatrix Medical in Q4 2018, an estimated $441K increase.
  • AlphaSimPlex Group's biggest Q4 2018 reduction was Vanguard FTSE Pacific ETF, cutting an estimated $715K.
  • AlphaSimPlex Group fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q4 2018, selling an estimated $54.9M.
  • AlphaSimPlex Group's ten largest holdings make up 19% of its $111M portfolio in Q4 2018.
  • AlphaSimPlex Group opened 8 new positions and closed 8 in Q4 2018.
  • AlphaSimPlex Group's portfolio value fell 45% quarter-over-quarter to $111M.

Based on AlphaSimPlex Group's 13F filing for Q4 2018, filed 14 Feb 2019.