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AG
AlphaSimPlex Group Portfolio holdings
AUM
$9.9M
Turnover
54.39%
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
(-75%)
Cap. Flow
-$171M
Cap. Flow % of AUM
Cap. Flow %
-258.45%
Top 10 Holdings %
Top 10 Hldgs %
31.71%
Holding
267
New
22
Increased
10
Reduced
70
Closed
159
Avg Time Held
1
year
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.6
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hexcel
HXL
|
+$2.6M |
| 2 |
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 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$27M |
| 2 |
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 | Miscellaneous | 31.89% |
| 2 | Technology | 12.45% |
| 3 | Financials | 12.3% |
| 4 | Industrials | 11.13% |
| 5 | Consumer Discretionary | 8.92% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
| $4.08M | 6.16% |
52,871
-319,091
| -86% | -$27M |
2019 Q1
4 quarters
|
|
|
2
Digital Realty Trust
DLR
$65B
| $2.5M | 3.78% |
+17,978
| New | +$2.29M |
2020 Q1
0 quarters
|
|
3
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67B
| $2.09M | 3.17% |
24,039
-4,339
| -15% | -$395K |
2017 Q4
9 quarters
|
|
4
iShares Core US Aggregate Bond ETF
AGG
$138B
| $2.04M | 3.08% |
17,674
-6,705
| -28% | -$764K |
2017 Q4
9 quarters
|
|
|
TIVO
5
DELISTED
Tivo Inc
TIVO
| $1.8M | 2.72% |
253,973
+40,627
| +19% | +$300K |
2019 Q4
1 quarter
|
|
6
Vanguard Morningstar Total Stock Market ETF
VTI
$695B
| $1.71M | 2.59% |
13,298
-974
| -7% | -$151K |
2017 Q4
9 quarters
|
|
|
AGN
7
DELISTED
Allergan plc
AGN
| $1.71M | 2.58% |
9,651
-3,525
| -27% | -$664K |
2019 Q2
3 quarters
|
|
8
Vanguard Morningstar Mid-Cap ETF
VO
$107B
| $1.7M | 2.58% |
51,768
+1,880
| +4% | +$77.8K |
2017 Q4
9 quarters
|
|
9
Vanguard Morningstar Value ETF
VTV
$191B
| $1.67M | 2.52% |
18,741
-272
| -1% | -$29.8K |
2017 Q4
9 quarters
|
|
10
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.66M | 2.52% |
48,032
+2,071
| +5% | +$90.2K |
2019 Q4
1 quarter
|
|
|
CSFL
11
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $1.62M | 2.45% |
+93,835
| New | +$2.03M |
2020 Q1
0 quarters
|
|
|
12
Hexcel
HXL
$6.91B
| $1.5M | 2.26% |
+40,237
| New | +$2.6M |
2020 Q1
0 quarters
|
|
|
OPB
13
DELISTED
Opus Bank Common Stock
OPB
| $1.47M | 2.22% |
+84,772
| New | +$1.98M |
2020 Q1
0 quarters
|
|
14
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.29B
| $1.28M | 1.93% |
46,020
-6,670
| -13% | -$190K |
2017 Q4
9 quarters
|
|
15
Vanguard Total International Bond ETF
BNDX
$83.5B
| $1.27M | 1.92% |
22,604
-3,165
| -12% | -$181K |
2017 Q4
9 quarters
|
|
|
IBKC
16
DELISTED
IBERIABANK Corp
IBKC
| $1.2M | 1.82% |
33,208
| – | – |
2019 Q4
1 quarter
|
|
17
Vanguard FTSE Pacific ETF
VPL
$8.54B
| $859K | 1.3% |
15,573
| – | – |
2017 Q4
9 quarters
|
|
|
DLPH
18
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $854K | 1.29% |
+106,078
| New | +$1.32M |
2020 Q1
0 quarters
|
|
19
Vanguard FTSE Developed Markets ETF
VEA
$229B
| $839K | 1.27% |
25,152
| – | – |
2017 Q4
9 quarters
|
|
20
Vanguard FTSE Europe ETF
VGK
$29.7B
| $824K | 1.25% |
19,039
| – | – |
2017 Q4
9 quarters
|
|
21
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.6B
| $797K | 1.21% |
8,247
-6,403
| -44% | -$706K |
2017 Q4
9 quarters
|
|
|
CTXS
22
DELISTED
Citrix Systems Inc
CTXS
| $788K | 1.19% |
5,565
-16,701
| -75% | -$1.99M |
2018 Q1
8 quarters
|
|
23
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.4B
| $780K | 1.18% |
9,972
| – | – |
2017 Q4
9 quarters
|
|
|
CERN
24
DELISTED
Cerner Corp
CERN
| $775K | 1.17% |
12,296
-8,192
| -40% | -$583K |
2019 Q2
3 quarters
|
|
25
Danaher
DHR
$158B
| $706K | 1.07% |
5,753
-5,742
| -50% | -$774K |
2019 Q1
4 quarters
|
|
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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 Miscellaneous at 32% of assets, up from 28% a quarter earlier, followed by Technology 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.