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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
NWE icon
151
NorthWestern Energy
NWE
$4.42B
$492K 0.19%
6,551
-1,489
-19% -$107K
AEP icon
152
American Electric Power
AEP
$71B
$489K 0.19%
+5,223
New +$474K
WPC icon
153
W.P. Carey
WPC
$16.8B
$488K 0.19%
5,565
-1,739
-24% -$148K
LSI
154
DELISTED
Life Storage, Inc.
LSI
$485K 0.19%
+6,905
New +$469K
DEA
155
Easterly Government Properties
DEA
$1.17B
$482K 0.18%
+9,048
New +$449K
PDM
156
Piedmont Realty Trust
PDM
$1.22B
$481K 0.18%
+23,060
New +$465K
STWD icon
157
Starwood Property Trust
STWD
$6.15B
$481K 0.18%
19,863
-6,336
-24% -$149K
NHI icon
158
National Health Investors
NHI
$3.93B
$480K 0.18%
5,821
-1,759
-23% -$143K
ES icon
159
Eversource Energy
ES
$27.5B
$479K 0.18%
5,610
-1,973
-26% -$157K
HIW icon
160
Highwoods Properties
HIW
$3.65B
$476K 0.18%
10,591
-3,581
-25% -$157K
BXMT icon
161
Blackstone Mortgage Trust
BXMT
$2.83B
$475K 0.18%
13,261
-2,943
-18% -$105K
ED icon
162
Consolidated Edison
ED
$40.5B
$475K 0.18%
5,026
-1,658
-25% -$147K
ETR icon
163
Entergy
ETR
$52.4B
$474K 0.18%
8,070
-3,784
-32% -$207K
NEE icon
164
NextEra Energy
NEE
$183B
$471K 0.18%
8,092
-3,796
-32% -$205K
PEG icon
165
Public Service Enterprise Group
PEG
$38.6B
$470K 0.18%
7,566
-1,861
-20% -$111K
EQC
166
DELISTED
Equity Commonwealth
EQC
$470K 0.18%
13,719
-4,501
-25% -$151K
DUK icon
167
Duke Energy
DUK
$98.2B
$468K 0.18%
4,886
-1,347
-22% -$123K
CIM
168
Chimera Investment
CIM
$1.07B
$467K 0.18%
7,956
-2,590
-25% -$151K
OGS icon
169
ONE Gas
OGS
$4.93B
$467K 0.18%
4,864
-1,581
-25% -$144K
OGE icon
170
OGE Energy
OGE
$9.97B
$466K 0.18%
10,264
-3,490
-25% -$151K
TWO
171
Two Harbors Investment
TWO
$1.27B
$465K 0.18%
8,858
-2,760
-24% -$146K
XEL icon
172
Xcel Energy
XEL
$49.1B
$463K 0.18%
7,128
-3,001
-30% -$187K
D icon
173
Dominion Energy
D
$61.4B
$462K 0.18%
5,695
-2,285
-29% -$177K
EQR icon
174
Equity Residential
EQR
$25.6B
$462K 0.18%
5,352
-1,991
-27% -$163K
AEE icon
175
Ameren
AEE
$30.4B
$461K 0.18%
5,755
-2,086
-27% -$160K
5 6
7
8 9

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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.