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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
BIP icon
126
Brookfield Infrastructure Partners
BIP
$18B
– –
-33,346
Closed -$992K
BN icon
127
Brookfield
BN
$104B
– –
-51,411
Closed -$1.06M
BRK.A icon
128
Berkshire Hathaway Class A
BRK.A
$1.06T
– –
-3
Closed -$1.02M
BRO icon
129
Brown & Brown
BRO
$23.4B
– –
-25,822
Closed -$1.02M
BTU icon
130
Peabody Energy
BTU
$2.79B
– –
-32,601
Closed -$297K
BX icon
131
Blackstone
BX
$151B
– –
-3,830
Closed -$214K
BXMT icon
132
Blackstone Mortgage Trust
BXMT
$2.82B
– –
-12,266
Closed -$457K
CARE icon
133
Carter Bankshares
CARE
$734M
– –
-43,434
Closed -$1.03M
CB icon
134
Chubb
CB
$137B
– –
-6,737
Closed -$1.05M
CCEP icon
135
Coca-Cola Europacific Partners
CCEP
$47B
– –
-20,534
Closed -$1.04M
CLBK icon
136
Columbia Financial
CLBK
$2.55B
– –
-63,565
Closed -$1.08M
CMS icon
137
CMS Energy
CMS
$22.5B
– –
-7,195
Closed -$452K
CNP icon
138
CenterPoint Energy
CNP
$28.1B
– –
-18,459
Closed -$503K
CPT icon
139
Camden Property Trust
CPT
$11.2B
– –
-4,136
Closed -$439K
D icon
140
Dominion Energy
D
$61.9B
– –
-5,330
Closed -$441K
DEA
141
Easterly Government Properties
DEA
$1.17B
– –
-7,887
Closed -$468K
DEI icon
142
Douglas Emmett
DEI
$2.03B
– –
-10,468
Closed -$460K
DOX icon
143
Amdocs
DOX
$5.65B
– –
-14,706
Closed -$1.06M
DTE icon
144
DTE Energy
DTE
$30.4B
– –
-3,980
Closed -$440K
DUK icon
145
Duke Energy
DUK
$98.1B
– –
-4,886
Closed -$446K
DVN icon
146
Devon Energy
DVN
$50.5B
– –
-31,058
Closed -$807K
DXCM icon
147
DexCom
DXCM
$29.2B
– –
-3,996
Closed -$219K
ECL icon
148
Ecolab
ECL
$75.6B
– –
-5,592
Closed -$1.08M
ED icon
149
Consolidated Edison
ED
$40.9B
– –
-5,026
Closed -$455K
EFC
150
Ellington Financial
EFC
$1.68B
– –
-56,825
Closed -$1.04M
4 5
6
7 8

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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.