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AG

AlphaSimPlex Group Portfolio holdings

AUM $9.9M Turnover 54.39%
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
Avg Time Held
0.7 years
Top 10 Avg Time Held
0.4 years
Top 20 Avg Time Held
0.7 years

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 icon
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 Miscellaneous 29.04%
2 Financials 17.09%
3 Real Estate 10.27%
4 Utilities 7.28%
5 Consumer Discretionary 6.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$32.4M 12.37%
371,962
-120,471
-24% -$10.5M
2019 Q1
2 quarters
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$819B
$23.4M 8.93%
78,939
+17,720
+29% +$5.24M
2019 Q2
1 quarter
AGN
3
DELISTED
Allergan plc
AGN
$2.88M 1.1%
17,135
-3,234
-16% -$527K
2019 Q2
1 quarter
CTXS
4
DELISTED
Citrix Systems Inc
CTXS
$2.84M 1.09%
29,473
-6,754
-19% -$646K
2018 Q1
6 quarters
SYY icon
5
Sysco
SYY
$40.1B
$2.84M 1.08%
35,775
-10,761
-23% -$790K
2018 Q1
6 quarters
LTXB
6
DELISTED
LegacyTexas Financial Group Inc
LTXB
$2.81M 1.07%
64,631
-19,440
-23% -$808K
2019 Q2
1 quarter
MDLZ icon
7
Mondelez International
MDLZ
$81.1B
$2.69M 1.03%
48,663
-14,214
-23% -$778K
2018 Q1
6 quarters
VCIT icon
8
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.9B
$2.59M 0.99%
28,378
-51
-0.2% -$4.62K
2017 Q4
7 quarters
GHDX
9
DELISTED
Genomic Health, Inc.
GHDX
$2.55M 0.97%
+37,537
New +$2.58M
2019 Q3
0 quarters
AGG icon
10
iShares Core US Aggregate Bond ETF
AGG
$138B
$2.54M 0.97%
22,416
– –
2017 Q4
7 quarters
MCRN
11
DELISTED
Milacron Holdings Corp.
MCRN
$2.29M 0.87%
+137,235
New +$2.21M
2019 Q3
0 quarters
VTI icon
12
Vanguard Morningstar Total Stock Market ETF
VTI
$693B
$2.16M 0.82%
14,272
– –
2017 Q4
7 quarters
VTV icon
13
Vanguard Morningstar Value ETF
VTV
$190B
$2.12M 0.81%
19,013
– –
2017 Q4
7 quarters
VO icon
14
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$2.09M 0.8%
49,888
– –
2017 Q4
7 quarters
FE icon
15
FirstEnergy
FE
$26.3B
$1.87M 0.71%
38,841
-6,813
-15% -$308K
2018 Q4
3 quarters
PG icon
16
Procter & Gamble
PG
$367B
$1.8M 0.69%
14,460
-10,103
-41% -$1.19M
2018 Q1
6 quarters
CRZO
17
DELISTED
Carrizo Oil & Gas Inc
CRZO
$1.77M 0.68%
+206,648
New +$1.89M
2019 Q3
0 quarters
EMB icon
18
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.6B
$1.66M 0.63%
14,650
-40
-0.3% -$4.55K
2017 Q4
7 quarters
HDS
19
DELISTED
HD Supply Holdings, Inc.
HDS
$1.6M 0.61%
40,799
– –
2018 Q1
6 quarters
OTEX icon
20
Open Text
OTEX
$6.24B
$1.6M 0.61%
39,095
-9,038
-19% -$368K
2018 Q1
6 quarters
RTEC
21
DELISTED
Rudolph Technologies Inc
RTEC
$1.54M 0.59%
58,524
+7,456
+15% +$189K
2019 Q2
1 quarter
ADP icon
22
Automatic Data Processing
ADP
$114B
$1.52M 0.58%
9,449
-2,110
-18% -$348K
2018 Q1
6 quarters
BNDX icon
23
Vanguard Total International Bond ETF
BNDX
$83.3B
$1.52M 0.58%
25,769
– –
2017 Q4
7 quarters
BWX icon
24
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.28B
$1.51M 0.58%
52,690
– –
2017 Q4
7 quarters
DHR icon
25
Danaher
DHR
$158B
$1.47M 0.56%
11,495
-3,592
-24% -$450K
2019 Q1
2 quarters
1
2 3 4 5

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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
Data Collective II Palo Alto, California $8.44M AUM 11.7% 1-Year Est. Return
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 Miscellaneous at 29% of assets, up from 25% a quarter earlier, followed by Financials and Real Estate.

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.