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
ALE icon
201
DELISTED
Allete
ALE
$425K 0.16%
5,230
– –
2019 Q3
1 quarter
FRT icon
202
Federal Realty Investment Trust
FRT
$9.11B
$425K 0.16%
+3,300
New +$439K
2019 Q4
0 quarters
GOOD icon
203
Gladstone Commercial Corp
GOOD
$617M
$425K 0.16%
+19,456
New +$442K
2019 Q4
0 quarters
ELS icon
204
Equity Lifestyle Properties
ELS
$11.6B
$424K 0.16%
6,022
-474
-7% -$33K
2019 Q1
3 quarters
SUI icon
205
Sun Communities
SUI
$13.9B
$424K 0.16%
2,822
-197
-7% -$30.7K
2019 Q1
3 quarters
TRNO icon
206
Terreno Realty
TRNO
$7.12B
$423K 0.16%
7,816
-1,217
-13% -$66.5K
2019 Q3
1 quarter
PNW icon
207
Pinnacle West Capital
PNW
$12.4B
$420K 0.16%
4,665
– –
2019 Q1
3 quarters
STOR
208
DELISTED
STORE Capital Corporation
STOR
$415K 0.16%
11,140
-2,484
-18% -$96.2K
2019 Q3
1 quarter
KRC icon
209
Kilroy Realty
KRC
$3.88B
$414K 0.16%
+4,931
New +$402K
2019 Q4
0 quarters
AGR icon
210
DELISTED
Avangrid, Inc.
AGR
$411K 0.15%
+8,027
New +$400K
2019 Q4
0 quarters
MDU icon
211
MDU Resources
MDU
$3.91B
$408K 0.15%
+36,153
New +$395K
2019 Q4
0 quarters
PSA icon
212
Public Storage
PSA
$54B
$371K 0.14%
1,741
– –
2019 Q3
1 quarter
ESS icon
213
Essex Property Trust
ESS
$17.3B
$346K 0.13%
+1,151
New +$364K
2019 Q4
0 quarters
BTU icon
214
Peabody Energy
BTU
$2.88B
$297K 0.11%
32,601
-21,212
-39% -$244K
2018 Q1
7 quarters
KLAC icon
215
KLA
KLAC
$232B
$285K 0.11%
+16,010
New +$269K
2019 Q4
0 quarters
PAYC icon
216
Paycom
PAYC
$10.7B
$281K 0.11%
+1,063
New +$252K
2019 Q4
0 quarters
EXAS icon
217
DELISTED
Exact Sciences
EXAS
$279K 0.11%
+3,016
New +$265K
2019 Q4
0 quarters
OLED icon
218
Universal Display
OLED
$3.44B
$264K 0.1%
+1,279
New +$242K
2019 Q4
0 quarters
ZEN
219
DELISTED
ZENDESK INC
ZEN
$264K 0.1%
+3,445
New +$252K
2019 Q4
0 quarters
WDAY icon
220
Workday
WDAY
$45.1B
$260K 0.1%
+1,580
New +$262K
2019 Q4
0 quarters
RNG icon
221
RingCentral
RNG
$6.24B
$258K 0.1%
+1,530
New +$252K
2019 Q4
0 quarters
UI icon
222
Ubiquiti
UI
$36.1B
$257K 0.1%
+1,359
New +$219K
2019 Q4
0 quarters
MKTX icon
223
MarketAxess Holdings
MKTX
$5.79B
$256K 0.1%
+676
New +$248K
2019 Q4
0 quarters
ORLY icon
224
O'Reilly Automotive
ORLY
$70.1B
$256K 0.1%
+8,775
New +$251K
2019 Q4
0 quarters
OKTA icon
225
Okta
OKTA
$37.3B
$252K 0.09%
+2,181
New +$251K
2019 Q4
0 quarters
7 8
9
10 11

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SCG
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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.