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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
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
$4.08M 6.16%
52,871
-319,091
-86% -$27M
DLR icon
2
Digital Realty Trust
DLR
$64.3B
$2.5M 3.78%
+17,978
New +$2.29M
VCIT icon
3
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.7B
$2.09M 3.17%
24,039
-4,339
-15% -$395K
AGG icon
4
iShares Core US Aggregate Bond ETF
AGG
$139B
$2.04M 3.08%
17,674
-6,705
-28% -$764K
TIVO
5
DELISTED
Tivo Inc
TIVO
$1.8M 2.72%
253,973
+40,627
+19% +$300K
VTI icon
6
Vanguard Total Stock Market ETF
VTI
$658B
$1.71M 2.59%
13,298
-974
-7% -$151K
AGN
7
DELISTED
Allergan plc
AGN
$1.71M 2.58%
9,651
-3,525
-27% -$664K
VO icon
8
Vanguard Mid-Cap ETF
VO
$106B
$1.7M 2.58%
51,768
+1,880
+4% +$77.8K
VTV icon
9
Vanguard Value ETF
VTV
$186B
$1.67M 2.52%
18,741
-272
-1% -$29.8K
AMTD
10
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.67M 2.52%
48,032
+2,071
+5% +$90.2K
CSFL
11
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$1.62M 2.45%
+93,835
New +$2.03M
HXL icon
12
Hexcel
HXL
$7.83B
$1.5M 2.26%
+40,237
New +$2.6M
OPB
13
DELISTED
Opus Bank Common Stock
OPB
$1.47M 2.22%
+84,772
New +$1.98M
BWX icon
14
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$1.28M 1.93%
46,020
-6,670
-13% -$190K
BNDX icon
15
Vanguard Total International Bond ETF
BNDX
$82.2B
$1.27M 1.92%
22,604
-3,165
-12% -$181K
IBKC
16
DELISTED
IBERIABANK Corp
IBKC
$1.2M 1.82%
33,208
– –
VPL icon
17
Vanguard FTSE Pacific ETF
VPL
$8B
$859K 1.3%
15,573
– –
DLPH
18
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$854K 1.29%
+106,078
New +$1.32M
VEA icon
19
Vanguard FTSE Developed Markets ETF
VEA
$226B
$839K 1.27%
25,152
– –
VGK icon
20
Vanguard FTSE Europe ETF
VGK
$30B
$824K 1.25%
19,039
– –
EMB icon
21
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
$797K 1.21%
8,247
-6,403
-44% -$706K
CTXS
22
DELISTED
Citrix Systems Inc
CTXS
$788K 1.19%
5,565
-16,701
-75% -$1.99M
VSS icon
23
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
$780K 1.18%
9,972
– –
CERN
24
DELISTED
Cerner Corp
CERN
$775K 1.17%
12,296
-8,192
-40% -$583K
DHR icon
25
Danaher
DHR
$144B
$706K 1.07%
5,753
-5,742
-50% -$774K
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
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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.