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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
EEMV icon
26
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.43B
$705K 1.07%
15,021
+3,852
+34% +$208K
MDLZ icon
27
Mondelez International
MDLZ
$76.9B
$704K 1.06%
14,063
-30,825
-69% -$1.67M
CARO
28
DELISTED
Carolina Financial Corp.
CARO
$686K 1.04%
26,511
+9,131
+53% +$319K
TYL icon
29
Tyler Technologies
TYL
$13.1B
$645K 0.98%
+2,174
New +$674K
NOW icon
30
ServiceNow
NOW
$108B
$612K 0.93%
10,675
+6,670
+167% +$417K
EBAY icon
31
eBay
EBAY
$50.4B
$606K 0.92%
20,170
-12,356
-38% -$430K
CMG icon
32
Chipotle Mexican Grill
CMG
$42.4B
$596K 0.9%
45,500
-20,950
-32% -$331K
CRM icon
33
Salesforce
CRM
$142B
$548K 0.83%
3,809
-2,432
-39% -$417K
ZEN
34
DELISTED
ZENDESK INC
ZEN
$540K 0.82%
8,435
+4,990
+145% +$389K
BAX icon
35
Baxter International
BAX
$11.5B
$535K 0.81%
6,587
-11,476
-64% -$990K
OTEX icon
36
Open Text
OTEX
$5.66B
$528K 0.8%
15,114
-18,922
-56% -$802K
ZBH icon
37
Zimmer Biomet
ZBH
$17.4B
$526K 0.8%
5,360
-3,789
-41% -$497K
CPB icon
38
Campbell Soup
CPB
$6.56B
$521K 0.79%
11,280
-11,717
-51% -$564K
GEN icon
39
Gen Digital
GEN
$16.2B
$516K 0.78%
27,590
-9,413
-25% -$204K
PG icon
40
Procter & Gamble
PG
$347B
$503K 0.76%
4,575
-8,526
-65% -$1.02M
HLT icon
41
Hilton Worldwide
HLT
$73.2B
$497K 0.75%
7,288
-7,077
-49% -$689K
ACM icon
42
Aecom
ACM
$8.77B
$486K 0.74%
16,288
-15,975
-50% -$683K
BNY
43
Bank of New York Mellon
BNY
$108B
$482K 0.73%
14,310
-15,650
-52% -$657K
SBUX icon
44
Starbucks
SBUX
$119B
$481K 0.73%
7,317
-8,827
-55% -$714K
CAG icon
45
Conagra Brands
CAG
$6.92B
$479K 0.72%
16,340
-11,010
-40% -$332K
AAP icon
46
Advance Auto Parts
AAP
$3.08B
$471K 0.71%
5,049
-2,588
-34% -$335K
MSGS icon
47
Madison Square Garden
MSGS
$9.58B
$471K 0.71%
3,122
-4,171
-57% -$809K
HAIN icon
48
Hain Celestial
HAIN
$49.3M
$466K 0.7%
17,929
-2,601
-13% -$64.9K
PTC icon
49
PTC
PTC
$14.5B
$464K 0.7%
+7,573
New +$561K
SYY icon
50
Sysco
SYY
$38.7B
$464K 0.7%
10,170
-18,935
-65% -$1.31M
1
2
3 4 5

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TSV
Two Sigma Ventures New York $9.61M AUM 58.41% 1-Year Est. Return
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
Lakestar Growth I St. Peter Port, Guernsey $11.5M AUM 71.31% 1-Year Est. Return
BPM
Bronson Point Management Fairfield, Connecticut $8.26M AUM 46.43% 1-Year Est. Return

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.