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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
ON icon
126
ON Semiconductor
ON
$33.7B
$899K 0.34%
46,779
-1,788
-4% -$34.4K
TEX icon
127
Terex
TEX
$7.19B
$897K 0.34%
34,548
– –
EXP icon
128
Eagle Materials
EXP
$6.23B
$895K 0.34%
9,948
-1,763
-15% -$151K
HES
129
DELISTED
Hess
HES
$884K 0.34%
14,619
-2,974
-17% -$185K
GEN icon
130
Gen Digital
GEN
$16.1B
$874K 0.33%
37,003
-8,424
-19% -$197K
FANG icon
131
Diamondback Energy
FANG
$55B
$873K 0.33%
9,705
-448
-4% -$44.5K
RC
132
Ready Capital
RC
$278M
$863K 0.33%
54,195
-10,564
-16% -$160K
HAIN icon
133
Hain Celestial
HAIN
$47.8M
$833K 0.32%
38,787
-4,105
-10% -$86K
BFH icon
134
Bread Financial
BFH
$4.02B
$831K 0.32%
8,126
-2,077
-20% -$234K
DVN icon
135
Devon Energy
DVN
$50.5B
$797K 0.3%
33,110
– –
BTU icon
136
Peabody Energy
BTU
$2.79B
$792K 0.3%
53,813
+16,953
+46% +$330K
GE icon
137
GE Aerospace
GE
$354B
$744K 0.28%
16,704
-2,125
-11% -$99.9K
LGF.A
138
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$592K 0.23%
63,965
+11,905
+23% +$136K
INVH icon
139
Invitation Homes
INVH
$17.9B
$526K 0.2%
+17,750
New +$500K
SLRC icon
140
SLR Investment Corp
SLRC
$705M
$517K 0.2%
25,014
– –
EXC icon
141
Exelon
EXC
$47B
$513K 0.2%
14,886
-973
-6% -$32.7K
AGNC icon
142
AGNC Investment
AGNC
$12.5B
$512K 0.2%
31,832
-3,870
-11% -$63.5K
STOR
143
DELISTED
STORE Capital Corporation
STOR
$510K 0.19%
+13,624
New +$488K
NLY icon
144
Annaly Capital Management
NLY
$16.6B
$508K 0.19%
14,422
-1,209
-8% -$43.6K
CNP icon
145
CenterPoint Energy
CNP
$28.1B
$504K 0.19%
16,706
-3,624
-18% -$104K
SO icon
146
Southern Company
SO
$106B
$504K 0.19%
8,159
-2,670
-25% -$155K
PEP icon
147
PepsiCo
PEP
$185B
$503K 0.19%
3,668
-926
-20% -$123K
UGI icon
148
UGI
UGI
$7.87B
$496K 0.19%
9,874
-1,578
-14% -$78.9K
LORL
149
DELISTED
Loral Space and Communications, Inc.
LORL
$495K 0.19%
11,955
-4,770
-29% -$179K
AVB icon
150
AvalonBay Communities
AVB
$27.3B
$494K 0.19%
2,294
-478
-17% -$99.9K
4 5
6
7 8

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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
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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.