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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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$32.4M 12.37%
371,962
-120,471
-24% -$10.5M
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$23.4M 8.93%
78,939
+17,720
+29% +$5.24M
AGN
3
DELISTED
Allergan plc
AGN
$2.88M 1.1%
17,135
-3,234
-16% -$527K
CTXS
4
DELISTED
Citrix Systems Inc
CTXS
$2.85M 1.09%
29,473
-6,754
-19% -$646K
SYY icon
5
Sysco
SYY
$39.1B
$2.84M 1.08%
35,775
-10,761
-23% -$790K
LTXB
6
DELISTED
LegacyTexas Financial Group Inc
LTXB
$2.81M 1.07%
64,631
-19,440
-23% -$808K
MDLZ icon
7
Mondelez International
MDLZ
$78.3B
$2.69M 1.03%
48,663
-14,214
-23% -$778K
VCIT icon
8
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$2.59M 0.99%
28,378
-51
-0.2% -$4.62K
GHDX
9
DELISTED
Genomic Health, Inc.
GHDX
$2.55M 0.97%
+37,537
New +$2.58M
AGG icon
10
iShares Core US Aggregate Bond ETF
AGG
$139B
$2.54M 0.97%
22,416
– –
MCRN
11
DELISTED
Milacron Holdings Corp.
MCRN
$2.29M 0.87%
+137,235
New +$2.21M
VTI icon
12
Vanguard Total Stock Market ETF
VTI
$658B
$2.15M 0.82%
14,272
– –
VTV icon
13
Vanguard Value ETF
VTV
$186B
$2.12M 0.81%
19,013
– –
VO icon
14
Vanguard Mid-Cap ETF
VO
$106B
$2.09M 0.8%
49,888
– –
FE icon
15
FirstEnergy
FE
$28.1B
$1.87M 0.71%
38,841
-6,813
-15% -$308K
PG icon
16
Procter & Gamble
PG
$349B
$1.8M 0.69%
14,460
-10,103
-41% -$1.19M
CRZO
17
DELISTED
Carrizo Oil & Gas Inc
CRZO
$1.77M 0.68%
+206,648
New +$1.89M
EMB icon
18
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
$1.66M 0.63%
14,650
-40
-0.3% -$4.55K
HDS
19
DELISTED
HD Supply Holdings, Inc.
HDS
$1.6M 0.61%
40,799
– –
OTEX icon
20
Open Text
OTEX
$5.65B
$1.59M 0.61%
39,095
-9,038
-19% -$368K
RTEC
21
DELISTED
Rudolph Technologies Inc
RTEC
$1.54M 0.59%
58,524
+7,456
+15% +$189K
ADP icon
22
Automatic Data Processing
ADP
$102B
$1.52M 0.58%
9,449
-2,110
-18% -$348K
BNDX icon
23
Vanguard Total International Bond ETF
BNDX
$82.2B
$1.52M 0.58%
25,769
– –
BWX icon
24
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$1.51M 0.58%
52,690
– –
DHR icon
25
Danaher
DHR
$144B
$1.47M 0.56%
11,495
-3,592
-24% -$450K
1
2 3 4 5

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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 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.