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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
Cap. Flow
-$171M
Cap. Flow %
-258.45%
Top 10 Hldgs %
31.71%
Holding
267
New
22
Increased
10
Reduced
70
Closed
159

Top Buys

Rank Stock Value
1
HXL icon
Hexcel
HXL
+$2.6M
2
DLR icon
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
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$27M
2
SPY icon
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
EQC
251
DELISTED
Equity Commonwealth
EQC
– –
-13,719
Closed -$450K
AGR
252
DELISTED
Avangrid, Inc.
AGR
– –
-8,027
Closed -$411K
AY
253
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
– –
-40,304
Closed -$1.06M
VMW
254
DELISTED
VMware, Inc
VMW
– –
-1,551
Closed -$235K
MMP
255
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-17,282
Closed -$1.09M
WWE
256
DELISTED
World Wrestling Entertainment
WWE
– –
-11,230
Closed -$728K
LSI
257
DELISTED
Life Storage, Inc.
LSI
– –
-6,012
Closed -$434K
STOR
258
DELISTED
STORE Capital Corporation
STOR
– –
-11,140
Closed -$415K
TWTR
259
DELISTED
Twitter, Inc.
TWTR
– –
-7,119
Closed -$228K
ACC
260
DELISTED
American Campus Communities, Inc.
ACC
– –
-9,559
Closed -$450K
WMC
261
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-9,184
Closed -$949K
ISBC
262
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-107,629
Closed -$1.28M
XLNX
263
DELISTED
Xilinx Inc
XLNX
– –
-2,223
Closed -$217K
INXN
264
DELISTED
Interxion Holding N.V.
INXN
– –
-30,322
Closed -$2.54M
LPT
265
DELISTED
Liberty Property Trust
LPT
– –
-43,964
Closed -$2.64M
CMO
266
DELISTED
Capstead Mortgage Corp.
CMO
– –
-126,137
Closed -$999K
WLH
267
DELISTED
WILLIAM LYON HOMES
WLH
– –
-110,650
Closed -$2.21M
7 8 9 10
11

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TSV
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CVGI
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SCG
Siris Capital Group New York $9.42M AUM 42.79% 1-Year Est. Return
PL
Portland Ltd Grand Cayman, Cayman Islands $10.9M AUM 72.34% 1-Year Est. Return
DCI
Data Collective II Palo Alto, California $8.44M AUM 11.7% 1-Year Est. Return
TVPI
True Venture Partners IV Palo Alto, California $8.41M AUM 78.89% 1-Year Est. Return
LGI
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BPM
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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.