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
PEG icon
176
Public Service Enterprise Group
PEG
$35.1B
$447K 0.17%
7,566
– –
2019 Q1
3 quarters
WEC icon
177
WEC Energy
WEC
$34.8B
$447K 0.17%
4,849
– –
2019 Q1
3 quarters
DUK icon
178
Duke Energy
DUK
$93.1B
$446K 0.17%
4,886
– –
2019 Q1
3 quarters
FE icon
179
FirstEnergy
FE
$26.3B
$446K 0.17%
9,179
-29,662
-76% -$1.42M
2018 Q4
4 quarters
UGI icon
180
UGI
UGI
$7.93B
$446K 0.17%
9,874
– –
2019 Q1
3 quarters
EVRG icon
181
Evergy
EVRG
$19.1B
$443K 0.17%
6,808
– –
2019 Q1
3 quarters
AEE icon
182
Ameren
AEE
$29B
$442K 0.17%
5,755
– –
2019 Q1
3 quarters
NHI icon
183
National Health Investors
NHI
$3.23B
$442K 0.17%
5,428
-393
-7% -$32.2K
2019 Q1
3 quarters
D icon
184
Dominion Energy
D
$55.1B
$441K 0.17%
5,330
-365
-6% -$29.8K
2019 Q1
3 quarters
INVH icon
185
Invitation Homes
INVH
$15.6B
$441K 0.17%
14,725
-3,025
-17% -$90.7K
2019 Q3
1 quarter
AVB icon
186
DELISTED
AvalonBay Communities
AVB
$440K 0.17%
2,097
-197
-9% -$42.2K
2019 Q1
3 quarters
DTE icon
187
DTE Energy
DTE
$26.7B
$440K 0.17%
3,980
– –
2019 Q1
3 quarters
EGP icon
188
EastGroup Properties
EGP
$10.5B
$440K 0.17%
+3,314
New +$435K
2019 Q4
0 quarters
POR icon
189
Portland General Electric
POR
$5.21B
$440K 0.17%
7,883
– –
2019 Q1
3 quarters
AWK icon
190
American Water Works
AWK
$26.3B
$439K 0.17%
3,573
– –
2019 Q1
3 quarters
CPT icon
191
Camden Property Trust
CPT
$11.3B
$439K 0.17%
4,136
– –
2019 Q1
3 quarters
NWE icon
192
NorthWestern Energy
NWE
$4.59B
$438K 0.17%
6,116
-435
-7% -$31.4K
2019 Q1
3 quarters
IDA icon
193
Idacorp
IDA
$7.94B
$437K 0.16%
4,092
– –
2019 Q1
3 quarters
WPC icon
194
W.P. Carey
WPC
$14.5B
$436K 0.16%
5,565
– –
2019 Q1
3 quarters
FR icon
195
First Industrial Realty Trust
FR
$7.85B
$435K 0.16%
+10,476
New +$432K
2019 Q4
0 quarters
LSI
196
DELISTED
Life Storage, Inc.
LSI
$434K 0.16%
6,012
-893
-13% -$63.8K
2019 Q3
1 quarter
VMRK icon
197
Vivmark Residential
VMRK
$47B
$433K 0.16%
5,352
– –
2019 Q1
3 quarters
UDR icon
198
UDR
UDR
$10.9B
$433K 0.16%
9,278
– –
2019 Q1
3 quarters
MAA icon
199
Mid-America Apartment Communities
MAA
$13.4B
$429K 0.16%
3,252
-254
-7% -$34K
2019 Q1
3 quarters
AMH icon
200
American Homes 4 Rent
AMH
$11B
$427K 0.16%
16,294
-1,265
-7% -$33K
2019 Q1
3 quarters
6 7
8
9 10

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CVGI
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SCG
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PL
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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.