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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
EGP icon
151
EastGroup Properties
EGP
$11.9B
– –
-3,314
Closed -$440K
ELS icon
152
Equity Lifestyle Properties
ELS
$12.7B
– –
-6,022
Closed -$424K
EQR icon
153
Equity Residential
EQR
$25.8B
– –
-5,352
Closed -$433K
ES icon
154
Eversource Energy
ES
$27.8B
– –
-5,610
Closed -$477K
ESS icon
155
Essex Property Trust
ESS
$18.9B
– –
-1,151
Closed -$346K
ETR icon
156
Entergy
ETR
$52.2B
– –
-7,522
Closed -$451K
EVRG icon
157
Evergy
EVRG
$19.6B
– –
-6,808
Closed -$443K
EXAS
158
DELISTED
Exact Sciences
EXAS
– –
-3,016
Closed -$279K
EXC icon
159
Exelon
EXC
$47B
– –
-14,886
Closed -$484K
FE icon
160
FirstEnergy
FE
$28.1B
– –
-9,179
Closed -$446K
FICO icon
161
Fair Isaac
FICO
$29.3B
– –
-598
Closed -$224K
FIVE icon
162
Five Below
FIVE
$11.3B
– –
-1,740
Closed -$222K
FR icon
163
First Industrial Realty Trust
FR
$9.04B
– –
-10,476
Closed -$435K
FRT icon
164
Federal Realty Investment Trust
FRT
$10.8B
– –
-3,300
Closed -$425K
GDDY icon
165
GoDaddy
GDDY
$12.6B
– –
-13,361
Closed -$907K
GHC icon
166
Graham Holdings Company
GHC
$5B
– –
-1,630
Closed -$1.04M
B
167
Barrick Mining
B
$58.5B
– –
-12,568
Closed -$234K
GOOD
168
Gladstone Commercial Corp
GOOD
$631M
– –
-19,456
Closed -$425K
GPMT
169
Granite Point Mortgage Trust
GPMT
$65.2M
– –
-55,490
Closed -$1.02M
HE icon
170
Hawaiian Electric Industries
HE
$2.28B
– –
-9,917
Closed -$465K
HES
171
DELISTED
Hess
HES
– –
-12,731
Closed -$851K
HONE
172
DELISTED
HarborOne Bancorp
HONE
– –
-96,054
Closed -$1.06M
PPLI
173
People Inc
PPLI
$3.33B
– –
-24,872
Closed -$1.11M
IDA icon
174
Idacorp
IDA
$8.15B
– –
-4,092
Closed -$437K
INVH icon
175
Invitation Homes
INVH
$17.9B
– –
-14,725
Closed -$441K
5 6
7
8 9

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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
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.