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
T icon
301
AT&T
T
$158B
– –
-32,932
Closed -$715K –
TDOC icon
302
Teladoc Health
TDOC
$1.06B
– –
-1,161
Closed -$232K –
TER icon
303
Teradyne
TER
$56.2B
– –
-2,286
Closed -$274K –
TSLA icon
304
Tesla
TSLA
$1.45T
– –
-1,140
Closed -$268K –
TT icon
305
Trane Technologies
TT
$104B
– –
-4,536
Closed -$658K –
TTD icon
306
Trade Desk
TTD
$5.76B
– –
-2,510
Closed -$201K –
V icon
307
Visa
V
$735B
– –
-5,659
Closed -$1.24M –
VCIT icon
308
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.8B
– –
-7,960
Closed -$773K –
VEA icon
309
Vanguard FTSE Developed Markets ETF
VEA
$227B
– –
-14,957
Closed -$706K –
VGK icon
310
Vanguard FTSE Europe ETF
VGK
$29.3B
– –
-12,387
Closed -$746K –
VO icon
311
Vanguard Morningstar Mid-Cap ETF
VO
$106B
– –
-21,812
Closed -$1.13M –
VPL icon
312
Vanguard FTSE Pacific ETF
VPL
$8.61B
– –
-9,489
Closed -$755K –
VSS icon
313
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.4B
– –
-3,312
Closed -$404K –
VTI icon
314
Vanguard Morningstar Total Stock Market ETF
VTI
$694B
– –
-5,812
Closed -$1.13M –
VTV icon
315
Vanguard Morningstar Value ETF
VTV
$189B
– –
-9,362
Closed -$1.11M –
VWO icon
316
Vanguard FTSE Emerging Markets ETF
VWO
$124B
– –
-9,818
Closed -$492K –
WD icon
317
Walker & Dunlop
WD
$1.1B
– –
-14,483
Closed -$1.33M –
WDFC icon
318
WD-40
WDFC
$2.74B
– –
-5,918
Closed -$1.57M –
FSR
319
DELISTED
Fisker Inc.
FSR
– –
-78,559
Closed -$1.15M –
SGEN
320
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-1,280
Closed -$224K –
HEP
321
DELISTED
Holly Energy Partners, L.P.
HEP
– –
-84,867
Closed -$1.21M –
MMP
322
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-25,109
Closed -$1.07M –
COUP
323
DELISTED
Coupa Software Incorporated
COUP
– –
-753
Closed -$255K –
MGLN
324
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-8,063
Closed -$668K –
PRSP
325
DELISTED
Perspecta Inc. Common Stock
PRSP
– –
-34,234
Closed -$824K –
10 11 12
13
14

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TSV
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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.