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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
USFD icon
76
US Foods
USFD
$20.9B
$311K 0.47%
17,544
-16,137
-48% -$540K
UBER icon
77
Uber
UBER
$147B
$301K 0.46%
+10,763
New +$354K
WCC
78
WESCO International
WCC
$15.5B
$292K 0.44%
12,777
-6,670
-34% -$284K
BOX icon
79
Box
BOX
$4.27B
$276K 0.42%
+19,683
New +$293K
MED icon
80
Medifast
MED
$115M
$270K 0.41%
4,322
-921
-18% -$83.8K
CALY
81
Callaway Golf Company
CALY
$3.4B
$264K 0.4%
25,878
-21,677
-46% -$374K
WEN icon
82
Wendy's
WEN
$1.5B
$263K 0.4%
17,683
-34,482
-66% -$678K
FANG icon
83
Diamondback Energy
FANG
$55B
$261K 0.39%
9,948
+243
+3% +$15.3K
CVI icon
84
CVR Energy
CVI
$3.48B
$256K 0.39%
15,489
-5,525
-26% -$166K
BLMN icon
85
Bloomin' Brands
BLMN
$714M
$246K 0.37%
34,444
-3,823
-10% -$66.5K
APOG icon
86
Apogee Enterprises
APOG
$823M
$245K 0.37%
11,758
-14,266
-55% -$417K
JACK icon
87
Jack in the Box
JACK
$280M
$240K 0.36%
6,858
-6,246
-48% -$425K
MGM icon
88
MGM Resorts International
MGM
$11.9B
$235K 0.36%
19,943
-16,197
-45% -$417K
LGF.A
89
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$234K 0.35%
38,565
-18,490
-32% -$165K
GLPI icon
90
Gaming and Leisure Properties
GLPI
$12.6B
$231K 0.35%
8,348
-2,490
-23% -$102K
TWOU
91
DELISTED
2U Inc
TWOU
$201K 0.3%
+316
New +$213K
NLY icon
92
Annaly Capital Management
NLY
$16.6B
$184K 0.28%
+9,080
New +$319K
SNAP icon
93
Snap
SNAP
$7.67B
$163K 0.25%
+13,746
New +$211K
ARI
94
Apollo Commercial Real Estate
ARI
$894M
$156K 0.24%
21,004
-28,563
-58% -$446K
APLE icon
95
Apple Hospitality REIT
APLE
$3.99B
$144K 0.22%
15,683
-49,911
-76% -$655K
VRT icon
96
Vertiv
VRT
$112B
$141K 0.21%
+16,281
New +$180K
BRMK
97
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$137K 0.21%
+18,262
New +$201K
NWBI icon
98
Northwest Bancshares
NWBI
$2.26B
$130K 0.2%
11,239
-50,604
-82% -$737K
CFFN icon
99
Capitol Federal Financial
CFFN
$1.06B
$127K 0.19%
10,897
-68,143
-86% -$873K
VVNT
100
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
$126K 0.19%
+10,031
New +$151K
2 3
4
5 6

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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.