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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
IDA icon
176
Idacorp
IDA
$8.08B
$461K 0.18%
4,092
-1,631
-28% -$174K
TRNO icon
177
Terreno Realty
TRNO
$7.91B
$461K 0.18%
+9,033
New +$452K
WEC icon
178
WEC Energy
WEC
$36.4B
$461K 0.18%
4,849
-2,438
-33% -$220K
CMS icon
179
CMS Energy
CMS
$22.4B
$460K 0.18%
7,195
-3,113
-30% -$189K
LNT icon
180
Alliant Energy
LNT
$18.9B
$460K 0.18%
8,522
-3,590
-30% -$184K
CPT icon
181
Camden Property Trust
CPT
$11.1B
$459K 0.18%
4,136
-1,640
-28% -$177K
ALE
182
DELISTED
Allete
ALE
$457K 0.17%
+5,230
New +$450K
MAA icon
183
Mid-America Apartment Communities
MAA
$15.4B
$456K 0.17%
3,506
-1,549
-31% -$193K
AMH icon
184
American Homes 4 Rent
AMH
$12B
$455K 0.17%
17,559
-6,628
-27% -$166K
ATO icon
185
Atmos Energy
ATO
$29.2B
$455K 0.17%
3,995
-1,587
-28% -$173K
GLPI icon
186
Gaming and Leisure Properties
GLPI
$12.6B
$454K 0.17%
+11,863
New +$455K
AIV
187
Aimco
AIV
$388M
$453K 0.17%
65,219
-22,160
-25% -$150K
EVRG icon
188
Evergy
EVRG
$19.6B
$453K 0.17%
6,808
-2,822
-29% -$178K
PNW icon
189
Pinnacle West Capital
PNW
$12.8B
$453K 0.17%
4,665
-1,291
-22% -$122K
HE icon
190
Hawaiian Electric Industries
HE
$2.33B
$452K 0.17%
9,917
-3,841
-28% -$171K
DTE icon
191
DTE Energy
DTE
$30.2B
$450K 0.17%
3,980
-1,374
-26% -$152K
UDR icon
192
UDR
UDR
$12.9B
$450K 0.17%
9,278
-3,082
-25% -$145K
DEI icon
193
Douglas Emmett
DEI
$2.06B
$448K 0.17%
10,468
-3,068
-23% -$127K
SUI icon
194
Sun Communities
SUI
$14.7B
$448K 0.17%
3,019
-1,555
-34% -$220K
MFA
195
MFA Financial
MFA
$947M
$447K 0.17%
15,172
-5,880
-28% -$171K
MITT
196
TPG Mortgage Investment Trust
MITT
$236M
$445K 0.17%
9,791
-2,451
-20% -$116K
AWK icon
197
American Water Works
AWK
$25.7B
$444K 0.17%
3,573
-1,392
-28% -$168K
POR icon
198
Portland General Electric
POR
$6.05B
$444K 0.17%
7,883
-3,052
-28% -$170K
IVR icon
199
Invesco Mortgage Capital
IVR
$810M
$440K 0.17%
2,872
-1,106
-28% -$176K
CARS icon
200
Cars.com
CARS
$664M
$438K 0.17%
48,724
– –
6 7
8
9 10

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SCG
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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.