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AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M Turnover 54.39%
1-Year Est. Return 8.01%
This Fund
S&P 500
This Quarter Est. Return
+6.26%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$239M
AUM Growth
-$47.1M
Cap. Flow
-$56.7M
Cap. Flow %
-23.73%
Top 10 Hldgs %
10.77%
Holding
330
New
33
Increased
35
Reduced
78
Closed
81
Avg Time Held
0.6 years
Top 10 Avg Time Held
0.2 years
Top 20 Avg Time Held
0.3 years

Top Buys

Rank Stock Value
1
PRAH
PRA Health Sciences, Inc.
PRAH
+$2.4M
2
PBCT
People's United Financial Inc
PBCT
+$2.3M
3
ATH
Athene Holding Ltd. Class A Common Shares
ATH
+$2.14M
4
COHR icon
Coherent Inc
COHR
+$1.87M
5
GCMG icon
GCM Grosvenor
GCMG
+$1.85M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$3.59M
2
BMCH
BMC Stock Holdings, Inc
BMCH
+$2.8M
3
CXO
CONCHO RESOURCES INC.
CXO
+$2.51M
4
PE
PARSLEY ENERGY INC
PE
+$2.18M
5
QEP
QEP RESOURCES, INC.
QEP
+$1.67M

Sector Composition

Rank Sector Weight
1 Technology 19.32%
2 Financials 15.67%
3 Industrials 15.62%
4 Healthcare 11.92%
5 Consumer Staples 10.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
ABG icon
251
Asbury Automotive
ABG
$2.91B
– –
-7,906
Closed -$1.15M –
AGG icon
252
iShares Core US Aggregate Bond ETF
AGG
$137B
– –
-13,272
Closed -$1.57M –
AMSF icon
253
AMERISAFE
AMSF
$457M
– –
-19,355
Closed -$1.11M –
BAP icon
254
Credicorp
BAP
$30.5B
– –
-5,520
Closed -$905K –
BAX icon
255
Baxter International
BAX
$12.8B
– –
-9,553
Closed -$767K –
BDX icon
256
Becton Dickinson
BDX
$51.5B
– –
-3,336
Closed -$814K –
BKE icon
257
Buckle
BKE
$2.3B
– –
-34,663
Closed -$1.01M –
BNDX icon
258
Vanguard Total International Bond ETF
BNDX
$83.4B
– –
-13,202
Closed -$773K –
BWX icon
259
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.28B
– –
-11,425
Closed -$357K –
BX icon
260
Blackstone
BX
$79.7B
– –
-5,116
Closed -$332K –
CHE icon
261
Chemed
CHE
$6.71B
– –
-1,190
Closed -$634K –
COST icon
262
Costco
COST
$435B
– –
-1,695
Closed -$639K –
CPT icon
263
Camden Property Trust
CPT
$11.3B
– –
-3,790
Closed -$379K –
CRWD icon
264
CrowdStrike
CRWD
$255B
– –
-5,912
Closed -$313K –
CSX icon
265
CSX Corp
CSX
$89.4B
– –
-29,061
Closed -$879K –
CVI icon
266
CVR Energy
CVI
$6.23B
– –
-34,441
Closed -$513K –
EBAY icon
267
eBay
EBAY
$52B
– –
-23,505
Closed -$1.18M –
EEMV icon
268
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.51B
– –
-6,965
Closed -$425K –
EMB icon
269
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13B
– –
-4,958
Closed -$575K –
EMR icon
270
Emerson Electric
EMR
$89.9B
– –
-14,084
Closed -$1.13M –
ERIE icon
271
Erie Indemnity
ERIE
$12B
– –
-3,833
Closed -$941K –
ETR icon
272
Entergy
ETR
$49.9B
– –
-6,504
Closed -$325K –
EXP icon
273
Eagle Materials
EXP
$5.01B
– –
-7,548
Closed -$765K –
EXPO icon
274
Exponent
EXPO
$3.38B
– –
-12,968
Closed -$1.17M –
FIS icon
275
Fidelity National Information Services
FIS
$18.3B
– –
-7,479
Closed -$1.06M –
9 10
11
12 13

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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 2021 Portfolio in Review

As of Q1 2021, AlphaSimPlex Group held 330 positions worth $239M, down 16% from $286M the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AlphaSimPlex Group withdrew a net $56.7M in Q1 2021, closing 81 positions and reducing 78 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $3.59M position sold in full.

By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 16% a quarter earlier, followed by Financials and Industrials.

Against the trend, AlphaSimPlex Group opened a new position in PRA Health Sciences, Inc. worth $2.71M.

  • AlphaSimPlex Group's largest Q1 2021 buy was PRA Health Sciences, Inc.: 17,666 shares worth $2.71M.
  • AlphaSimPlex Group added most to Roper Technologies in Q1 2021, an estimated $1.15M increase.
  • AlphaSimPlex Group's biggest Q1 2021 reduction was Generac Holdings, cutting an estimated $1.33M.
  • AlphaSimPlex Group fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q1 2021, selling an estimated $3.59M.
  • AlphaSimPlex Group's ten largest holdings make up 11% of its $239M portfolio in Q1 2021.
  • AlphaSimPlex Group opened 33 new positions and closed 81 in Q1 2021.
  • AlphaSimPlex Group's portfolio value fell 16% quarter-over-quarter to $239M.

Based on AlphaSimPlex Group's 13F filing for Q1 2021, filed 12 May 2021.