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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
IONS icon
176
Ionis Pharmaceuticals
IONS
$8.75B
– –
-4,037
Closed -$244K
JKHY icon
177
Jack Henry & Associates
JKHY
$10.9B
– –
-7,070
Closed -$1.03M
JNJ icon
178
Johnson & Johnson
JNJ
$599B
– –
-8,707
Closed -$1.27M
KEYS icon
179
Keysight
KEYS
$53.7B
– –
-2,410
Closed -$247K
KLAC icon
180
KLA
KLAC
$271B
– –
-16,010
Closed -$285K
KNOP icon
181
KNOT Offshore Partners
KNOP
$362M
– –
-23,750
Closed -$470K
KRC icon
182
Kilroy Realty
KRC
$4.61B
– –
-4,931
Closed -$414K
KREF
183
KKR Real Estate Finance Trust
KREF
$467M
– –
-49,912
Closed -$1.02M
L icon
184
Loews
L
$23.6B
– –
-20,507
Closed -$1.08M
LNT icon
185
Alliant Energy
LNT
$19.1B
– –
-8,522
Closed -$466K
LULU icon
186
lululemon athletica
LULU
$13.2B
– –
-964
Closed -$223K
MAA icon
187
Mid-America Apartment Communities
MAA
$15.6B
– –
-3,252
Closed -$429K
MCD icon
188
McDonald's
MCD
$190B
– –
-5,259
Closed -$1.04M
MDU icon
189
MDU Resources
MDU
$4.36B
– –
-36,153
Closed -$408K
MELI icon
190
Mercado Libre
MELI
$92.9B
– –
-378
Closed -$216K
MITT
191
TPG Mortgage Investment Trust
MITT
$239M
– –
-17,040
Closed -$788K
MKL icon
192
Markel Group
MKL
$24.8B
– –
-878
Closed -$1M
MKTX icon
193
MarketAxess Holdings
MKTX
$4.08B
– –
-676
Closed -$256K
MRSH
194
Marsh
MRSH
$87.7B
– –
-9,388
Closed -$1.05M
MOH icon
195
Molina Healthcare
MOH
$12B
– –
-1,605
Closed -$218K
NEE icon
196
NextEra Energy
NEE
$184B
– –
-7,504
Closed -$454K
NHI icon
197
National Health Investors
NHI
$3.84B
– –
-5,428
Closed -$442K
NWE icon
198
NorthWestern Energy
NWE
$4.42B
– –
-6,116
Closed -$438K
OGE icon
199
OGE Energy
OGE
$10B
– –
-10,264
Closed -$456K
OGS icon
200
ONE Gas
OGS
$4.99B
– –
-5,084
Closed -$476K
6 7
8
9 10

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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.