We are live on ! Find out more
AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M
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
2.6 quarters
Top 10 Avg Time Held
1.8 quarters
Top 20 Avg Time Held
3.3 quarters

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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
$32.7M 12.32%
371,962
– –
2019 Q1
3 quarters
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$814B
$20.4M 7.68%
63,319
-15,620
-20% -$4.81M
2019 Q2
2 quarters
AGG icon
3
iShares Core US Aggregate Bond ETF
AGG
$137B
$2.74M 1.03%
24,379
+1,963
+9% +$221K
2017 Q4
8 quarters
LPT
4
DELISTED
Liberty Property Trust
LPT
$2.64M 0.99%
43,964
+35,574
+424% +$2.04M
2019 Q1
3 quarters
VCIT icon
5
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.6B
$2.59M 0.98%
28,378
– –
2017 Q4
8 quarters
INXN
6
DELISTED
Interxion Holding N.V.
INXN
$2.54M 0.96%
+30,322
New +$2.53M
2019 Q4
0 quarters
AGN
7
DELISTED
Allergan plc
AGN
$2.52M 0.95%
13,176
-3,959
-23% -$714K
2019 Q2
2 quarters
SYY icon
8
Sysco
SYY
$39.3B
$2.49M 0.94%
29,105
-6,670
-19% -$540K
2018 Q1
7 quarters
IBKC
9
DELISTED
IBERIABANK Corp
IBKC
$2.48M 0.94%
+33,208
New +$2.47M
2019 Q4
0 quarters
MDLZ icon
10
Mondelez International
MDLZ
$79.7B
$2.47M 0.93%
44,888
-3,775
-8% -$202K
2018 Q1
7 quarters
CTXS
11
DELISTED
Citrix Systems Inc
CTXS
$2.47M 0.93%
22,266
-7,207
-24% -$776K
2018 Q1
7 quarters
VTI icon
12
Vanguard Morningstar Total Stock Market ETF
VTI
$695B
$2.33M 0.88%
14,272
– –
2017 Q4
8 quarters
AMTD icon
13
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.28M 0.86%
+45,961
New +$1.99M
2019 Q4
0 quarters
VTV icon
14
Vanguard Morningstar Value ETF
VTV
$188B
$2.28M 0.86%
19,013
– –
2017 Q4
8 quarters
VO icon
15
Vanguard Morningstar Mid-Cap ETF
VO
$105B
$2.22M 0.84%
49,888
– –
2017 Q4
8 quarters
WLH
16
DELISTED
WILLIAM LYON HOMES
WLH
$2.21M 0.83%
+110,650
New +$2.26M
2019 Q4
0 quarters
TIVO
17
DELISTED
Tivo Inc
TIVO
$1.81M 0.68%
+213,346
New +$1.69M
2019 Q4
0 quarters
EMB icon
18
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13B
$1.68M 0.63%
14,650
– –
2017 Q4
8 quarters
PG icon
19
Procter & Gamble
PG
$360B
$1.64M 0.62%
13,101
-1,359
-9% -$166K
2018 Q1
7 quarters
HLT icon
20
Hilton Worldwide
HLT
$73.4B
$1.59M 0.6%
14,365
– –
2019 Q1
3 quarters
HDS
21
DELISTED
HD Supply Holdings, Inc.
HDS
$1.57M 0.59%
38,960
-1,839
-5% -$73.1K
2018 Q1
7 quarters
CBRE icon
22
CBRE Group
CBRE
$36.7B
$1.56M 0.59%
25,516
– –
2018 Q1
7 quarters
DHR icon
23
Danaher
DHR
$158B
$1.56M 0.59%
11,495
– –
2019 Q1
3 quarters
RTX icon
24
RTX Corp
RTX
$251B
$1.54M 0.58%
16,357
– –
2018 Q2
6 quarters
MSGS icon
25
Madison Square Garden
MSGS
$9.64B
$1.53M 0.58%
7,293
– –
2019 Q1
3 quarters
1
2 3 4 5

Similar funds

TSV
Two Sigma Ventures New York $9.61M AUM 58.41% 1-Year Est. Return
CVGI
Craft Ventures GP I San Francisco, California $9.51M AUM 95.77% 1-Year Est. Return
SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
Portland Ltd Grand Cayman, Cayman Islands $10.9M AUM 72.34% 1-Year Est. Return
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
Lakestar Growth I St. Peter Port, Guernsey $11.5M AUM 71.31% 1-Year Est. Return
BPM
Bronson Point Management Fairfield, Connecticut $8.26M AUM 46.43% 1-Year Est. Return

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.