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

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
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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
$32.7M 12.32%
371,962
– –
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$827B
$20.4M 7.68%
63,319
-15,620
-20% -$4.81M
AGG icon
3
iShares Core US Aggregate Bond ETF
AGG
$139B
$2.74M 1.03%
24,379
+1,963
+9% +$221K
LPT
4
DELISTED
Liberty Property Trust
LPT
$2.64M 0.99%
43,964
+35,574
+424% +$2.04M
VCIT icon
5
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.8B
$2.59M 0.98%
28,378
– –
INXN
6
DELISTED
Interxion Holding N.V.
INXN
$2.54M 0.96%
+30,322
New +$2.53M
AGN
7
DELISTED
Allergan plc
AGN
$2.52M 0.95%
13,176
-3,959
-23% -$714K
SYY icon
8
Sysco
SYY
$39.5B
$2.49M 0.94%
29,105
-6,670
-19% -$540K
IBKC
9
DELISTED
IBERIABANK Corp
IBKC
$2.48M 0.94%
+33,208
New +$2.47M
MDLZ icon
10
Mondelez International
MDLZ
$79.7B
$2.47M 0.93%
44,888
-3,775
-8% -$202K
CTXS
11
DELISTED
Citrix Systems Inc
CTXS
$2.47M 0.93%
22,266
-7,207
-24% -$776K
VTI icon
12
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
$2.33M 0.88%
14,272
– –
AMTD
13
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.28M 0.86%
+45,961
New +$1.99M
VTV icon
14
Vanguard Morningstar Value ETF
VTV
$193B
$2.28M 0.86%
19,013
– –
VO icon
15
Vanguard Morningstar Mid-Cap ETF
VO
$109B
$2.22M 0.84%
49,888
– –
WLH
16
DELISTED
WILLIAM LYON HOMES
WLH
$2.21M 0.83%
+110,650
New +$2.26M
TIVO
17
DELISTED
Tivo Inc
TIVO
$1.81M 0.68%
+213,346
New +$1.69M
EMB icon
18
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.68M 0.63%
14,650
– –
PG icon
19
Procter & Gamble
PG
$333B
$1.64M 0.62%
13,101
-1,359
-9% -$166K
HLT icon
20
Hilton Worldwide
HLT
$73.3B
$1.59M 0.6%
14,365
– –
HDS
21
DELISTED
HD Supply Holdings, Inc.
HDS
$1.57M 0.59%
38,960
-1,839
-5% -$73.1K
CBRE icon
22
CBRE Group
CBRE
$42.6B
$1.56M 0.59%
25,516
– –
DHR icon
23
Danaher
DHR
$152B
$1.56M 0.59%
11,495
– –
RTX icon
24
RTX Corp
RTX
$286B
$1.54M 0.58%
16,357
– –
MSGS icon
25
Madison Square Garden
MSGS
$9.48B
$1.53M 0.58%
7,293
– –
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.