AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M Turnover 54.39%
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
0.7 years
Top 10 Avg Time Held
0.5 years
Top 20 Avg Time Held
0.8 years

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
ES icon
151
Eversource Energy
ES
$25.1B
$477K 0.18%
5,610
– –
2019 Q1
3 quarters
OGS icon
152
ONE Gas
OGS
$4.65B
$476K 0.18%
5,084
+220
+5% +$20.1K
2019 Q1
3 quarters
KNOP icon
153
KNOT Offshore Partners
KNOP
$338M
$470K 0.18%
+23,750
New +$458K
2019 Q4
0 quarters
DEA icon
154
Easterly Government Properties
DEA
$1.04B
$468K 0.18%
7,887
-1,161
-13% -$65.5K
2019 Q3
1 quarter
GLPI icon
155
Gaming and Leisure Properties
GLPI
$11.1B
$467K 0.18%
10,838
-1,025
-9% -$42.1K
2019 Q3
1 quarter
IVR icon
156
Invesco Mortgage Capital
IVR
$604M
$467K 0.18%
2,804
-68
-2% -$10.9K
2019 Q1
3 quarters
LNT icon
157
Alliant Energy
LNT
$17.5B
$466K 0.18%
8,522
– –
2019 Q1
3 quarters
HE icon
158
Hawaiian Electric Industries
HE
$1.45B
$465K 0.18%
9,917
– –
2019 Q1
3 quarters
SO icon
159
Southern Company
SO
$103B
$461K 0.17%
7,234
-925
-11% -$57.3K
2019 Q1
3 quarters
DEI icon
160
Douglas Emmett
DEI
$1.55B
$460K 0.17%
10,468
– –
2019 Q1
3 quarters
PEP icon
161
PepsiCo
PEP
$176B
$459K 0.17%
3,362
-306
-8% -$41.6K
2019 Q1
3 quarters
REG icon
162
Regency Centers
REG
$13.1B
$459K 0.17%
+7,274
New +$478K
2019 Q4
0 quarters
AEP icon
163
American Electric Power
AEP
$68.7B
$458K 0.17%
4,842
-381
-7% -$35.2K
2019 Q3
1 quarter
BXMT icon
164
Blackstone Mortgage Trust
BXMT
$1.77B
$457K 0.17%
12,266
-995
-8% -$36.2K
2019 Q1
3 quarters
OGE icon
165
OGE Energy
OGE
$9.79B
$456K 0.17%
10,264
– –
2019 Q1
3 quarters
ED icon
166
Consolidated Edison
ED
$40.4B
$455K 0.17%
5,026
– –
2019 Q1
3 quarters
NEE icon
167
NextEra Energy
NEE
$163B
$454K 0.17%
7,504
-588
-7% -$34.3K
2019 Q1
3 quarters
XEL icon
168
Xcel Energy
XEL
$46.9B
$453K 0.17%
7,128
– –
2019 Q1
3 quarters
LORL
169
DELISTED
Loral Space and Communications, Inc.
LORL
$453K 0.17%
14,028
+2,073
+17% +$76K
2018 Q2
6 quarters
CMS icon
170
CMS Energy
CMS
$20.9B
$452K 0.17%
7,195
– –
2019 Q1
3 quarters
ETR icon
171
Entergy
ETR
$49.9B
$451K 0.17%
7,522
-548
-7% -$32.3K
2019 Q1
3 quarters
EQC icon
172
DELISTED
Equity Commonwealth
EQC
$450K 0.17%
13,719
– –
2019 Q1
3 quarters
ACC
173
DELISTED
American Campus Communities, Inc.
ACC
$450K 0.17%
+9,559
New +$457K
2019 Q4
0 quarters
AIV icon
174
Aimco
AIV
$243M
$449K 0.17%
65,219
– –
2019 Q1
3 quarters
ATO icon
175
Atmos Energy
ATO
$27.7B
$447K 0.17%
3,995
– –
2019 Q1
3 quarters
5 6
7
8 9

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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.