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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
-22.15%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$66.1M
AUM Growth
-$199M
(-75%)
Cap. Flow
-$171M
Cap. Flow
% of AUM
-258.45%
Top 10 Holdings %
Top 10 Hldgs %
31.71%
Holding
267
New
22
Increased
10
Reduced
70
Closed
159
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hexcel
HXL
|
+$2.6M |
| 2 |
Digital Realty Trust
DLR
|
+$2.29M |
| 3 |
CSFL
CenterState Bank Corporation Common Stock
CSFL
|
+$2.03M |
| 4 |
OPB
Opus Bank Common Stock
OPB
|
+$1.98M |
| 5 |
DLPH
Delphi Technologies PLC Ordinary Shares
DLPH
|
+$1.32M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$27M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$20.4M |
| 3 |
LPT
Liberty Property Trust
LPT
|
+$2.64M |
| 4 |
INXN
Interxion Holding N.V.
INXN
|
+$2.54M |
| 5 |
WLH
WILLIAM LYON HOMES
WLH
|
+$2.21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 11.81% |
| 2 | Industrials | 11.13% |
| 3 | Financials | 9.86% |
| 4 | Consumer Discretionary | 8.92% |
| 5 | Real Estate | 7.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
TFS Financial
TFSL
$5.11B
| – | – |
-50,969
| Closed | -$1M |
|
227
Hanover Insurance
THG
$7.5B
| – | – |
-7,434
| Closed | -$1.02M |
|
228
T-Mobile US
TMUS
$212B
| – | – |
-18,491
| Closed | -$1.45M |
|
229
Terreno Realty
TRNO
$7.83B
| – | – |
-7,816
| Closed | -$423K |
|
|
TRTX
230
TPG RE Finance Trust
TRTX
$670M
| – | – |
-50,737
| Closed | -$1.03M |
|
231
Travelers Companies
TRV
$78.4B
| – | – |
-7,810
| Closed | -$1.07M |
|
232
UDR
UDR
$12.9B
| – | – |
-9,278
| Closed | -$433K |
|
233
UGI
UGI
$7.87B
| – | – |
-9,874
| Closed | -$446K |
|
234
Ubiquiti
UI
$32.2B
| – | – |
-1,359
| Closed | -$257K |
|
235
US Bancorp
USB
$98.4B
| – | – |
-20,493
| Closed | -$1.22M |
|
236
Veeva Systems
VEEV
$32.1B
| – | – |
-1,717
| Closed | -$242K |
|
237
Verisk Analytics
VRSK
$26.4B
| – | – |
-7,053
| Closed | -$1.05M |
|
238
Workday
WDAY
$36.4B
| – | – |
-1,580
| Closed | -$260K |
|
239
WEC Energy
WEC
$36.7B
| – | – |
-4,849
| Closed | -$447K |
|
240
Westlake Chemical Partners
WLKP
$775M
| – | – |
-20,765
| Closed | -$549K |
|
241
Waste Management
WM
$96B
| – | – |
-7,912
| Closed | -$902K |
|
242
Walmart Inc
WMT
$893B
| – | – |
-26,313
| Closed | -$1.04M |
|
243
W.P. Carey
WPC
$16.7B
| – | – |
-5,565
| Closed | -$436K |
|
244
W.R. Berkley
WRB
$27.1B
| – | – |
-32,364
| Closed | -$994K |
|
245
Waterstone Financial
WSBF
$351M
| – | – |
-29,266
| Closed | -$557K |
|
246
White Mountains Insurance
WTM
$5.48B
| – | – |
-956
| Closed | -$1.07M |
|
247
Xcel Energy
XEL
$49.1B
| – | – |
-7,128
| Closed | -$453K |
|
248
Yum! Brands
YUM
$40.6B
| – | – |
-9,773
| Closed | -$984K |
|
249
Zebra Technologies
ZBRA
$12.6B
| – | – |
-876
| Closed | -$224K |
|
|
XYZ
250
Block Inc
XYZ
$47.2B
| – | – |
-3,968
| Closed | -$248K |
|
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AlphaSimPlex Group's Q1 2020 Portfolio in Review
As of Q1 2020, AlphaSimPlex Group held 267 positions worth $66.1M, down 75% from $265M the previous quarter. Its ten largest holdings account for 32% of the portfolio.
AlphaSimPlex Group withdrew a net $171M in Q1 2020, closing 159 positions and reducing 70 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $20.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 12% of assets, up from 6.3% a quarter earlier, followed by Industrials and Financials.
Against the trend, AlphaSimPlex Group opened a new position in Hexcel worth $1.5M.
- AlphaSimPlex Group's largest Q1 2020 buy was Hexcel: 40,237 shares worth $1.5M.
- AlphaSimPlex Group added most to ServiceNow in Q1 2020, an estimated $417K increase.
- AlphaSimPlex Group's biggest Q1 2020 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $27M.
- AlphaSimPlex Group fully exited State Street SPDR S&P 500 ETF Trust in Q1 2020, selling an estimated $20.4M.
- AlphaSimPlex Group's ten largest holdings make up 32% of its $66.1M portfolio in Q1 2020.
- AlphaSimPlex Group opened 22 new positions and closed 159 in Q1 2020.
- AlphaSimPlex Group's portfolio value fell 75% quarter-over-quarter to $66.1M.
Based on AlphaSimPlex Group's 13F filing for Q1 2020, filed 13 May 2020.