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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
ITT icon
51
ITT
ITT
$17.1B
$445K 0.67%
9,810
-4,753
-33% -$295K
LNG icon
52
Cheniere Energy
LNG
$55.5B
$440K 0.67%
13,123
-6,850
-34% -$351K
VWO icon
53
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$433K 0.65%
12,913
– –
HDS
54
DELISTED
HD Supply Holdings, Inc.
HDS
$433K 0.65%
15,231
-23,729
-61% -$886K
FTNT icon
55
Fortinet
FTNT
$117B
$430K 0.65%
21,245
-22,145
-51% -$475K
SLM icon
56
SLM Corp
SLM
$4.78B
$419K 0.63%
58,246
-65,865
-53% -$636K
CSOD
57
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$419K 0.63%
+13,187
New +$643K
LOW icon
58
Lowe's Companies
LOW
$115B
$416K 0.63%
4,829
-5,651
-54% -$617K
HPQ icon
59
HP
HPQ
$22.2B
$413K 0.62%
+23,818
New +$482K
ADBE icon
60
Adobe
ADBE
$93.3B
$412K 0.62%
+1,296
New +$443K
MGLN
61
DELISTED
Magellan Health Services, Inc.
MGLN
$410K 0.62%
8,522
-5,611
-40% -$361K
TRN icon
62
Trinity Industries
TRN
$2.9B
$409K 0.62%
25,467
-15,471
-38% -$310K
LORL
63
DELISTED
Loral Space and Communications, Inc.
LORL
$403K 0.61%
24,816
+10,788
+77% +$314K
RTX icon
64
RTX Corp
RTX
$262B
$394K 0.6%
6,639
-9,718
-59% -$822K
GE icon
65
GE Aerospace
GE
$354B
$381K 0.58%
9,636
-5,322
-36% -$284K
CBRE icon
66
CBRE Group
CBRE
$40.6B
$373K 0.56%
9,898
-15,618
-61% -$863K
HWM icon
67
Howmet Aerospace
HWM
$109B
$371K 0.56%
30,137
-15,030
-33% -$313K
AMAT icon
68
Applied Materials
AMAT
$417B
$367K 0.56%
+8,014
New +$460K
UPBD icon
69
Upbound Group
UPBD
$1.26B
$367K 0.56%
25,955
-7,532
-22% -$181K
MGP
70
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$362K 0.55%
15,273
-18,910
-55% -$537K
EXP icon
71
Eagle Materials
EXP
$6.24B
$360K 0.54%
6,169
-3,387
-35% -$270K
MPC icon
72
Marathon Petroleum
MPC
$92.1B
$354K 0.54%
14,976
+891
+6% +$41.1K
LKQ icon
73
LKQ Corp
LKQ
$6.38B
$351K 0.53%
17,096
-12,609
-42% -$374K
DOOR
74
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$345K 0.52%
+7,261
New +$514K
C icon
75
Citigroup
C
$216B
$338K 0.51%
8,021
-9,419
-54% -$632K
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
Craft Ventures GP I San Francisco, California $9.51M AUM 95.77% 1-Year Est. Return
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.