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
EXPD icon
26
Expeditors International
EXPD
$25.5B
$1.83M 0.77%
16,996
-11,630
-41% -$1.12M
2020 Q2
3 quarters
ROP icon
27
Roper Technologies
ROP
$36.9B
$1.76M 0.74%
4,375
+2,871
+191% +$1.15M
2020 Q4
1 quarter
AGNC icon
28
AGNC Investment
AGNC
$10.2B
$1.73M 0.72%
103,262
-11,881
-10% -$192K
2020 Q3
2 quarters
BR icon
29
Broadridge
BR
$19B
$1.72M 0.72%
11,258
– –
2020 Q2
3 quarters
UTZ icon
30
Utz Brands
UTZ
$1.27B
$1.71M 0.71%
68,810
– –
2020 Q4
1 quarter
GCMG icon
31
GCM Grosvenor
GCMG
$773M
$1.7M 0.71%
+142,831
New +$1.85M
2021 Q1
0 quarters
ARKO icon
32
ARKO Corp
ARKO
$453M
$1.66M 0.7%
+167,451
New +$1.56M
2021 Q1
0 quarters
TMUS icon
33
T-Mobile US
TMUS
$169B
$1.63M 0.68%
12,966
– –
2020 Q3
2 quarters
GRMN icon
34
Garmin
GRMN
$53.9B
$1.62M 0.68%
12,263
-682
-5% -$84.9K
2020 Q4
1 quarter
EVA icon
35
DELISTED
Enviva Inc.
EVA
$1.58M 0.66%
32,727
– –
2020 Q2
3 quarters
RDWR icon
36
Radware
RDWR
$1.21B
$1.56M 0.65%
59,933
– –
2020 Q2
3 quarters
ABBV icon
37
AbbVie
ABBV
$501B
$1.56M 0.65%
+14,399
New +$1.54M
2021 Q1
0 quarters
CMCSA icon
38
Comcast
CMCSA
$74.7B
$1.55M 0.65%
28,645
-10,584
-27% -$559K
2020 Q4
1 quarter
DGX icon
39
Quest Diagnostics
DGX
$25.8B
$1.54M 0.65%
12,028
-671
-5% -$82.7K
2020 Q2
3 quarters
VZ icon
40
Verizon
VZ
$185B
$1.53M 0.64%
26,329
-9,288
-26% -$524K
2020 Q2
3 quarters
CAG icon
41
Conagra Brands
CAG
$6.61B
$1.51M 0.63%
40,177
– –
2018 Q4
9 quarters
TTC icon
42
Toro Company
TTC
$9.3B
$1.51M 0.63%
14,627
-2,043
-12% -$204K
2020 Q2
3 quarters
WSO icon
43
Watsco Inc
WSO
$12.2B
$1.45M 0.61%
5,556
– –
2020 Q3
2 quarters
MCD icon
44
McDonald's
MCD
$169B
$1.44M 0.6%
6,421
– –
2020 Q2
3 quarters
DG icon
45
Dollar General
DG
$28.7B
$1.42M 0.59%
7,017
+987
+16% +$196K
2020 Q2
3 quarters
ODFL icon
46
Old Dominion Freight Line
ODFL
$38.2B
$1.41M 0.59%
11,702
– –
2020 Q2
3 quarters
STX icon
47
Seagate
STX
$162B
$1.35M 0.56%
17,602
+778
+5% +$54.1K
2020 Q2
3 quarters
EQC icon
48
DELISTED
Equity Commonwealth
EQC
$1.33M 0.56%
47,889
– –
2020 Q2
3 quarters
NDAQ icon
49
Nasdaq
NDAQ
$51.4B
$1.31M 0.55%
26,754
-3,477
-12% -$165K
2020 Q2
3 quarters
ED icon
50
Consolidated Edison
ED
$40.5B
$1.31M 0.55%
17,543
– –
2020 Q2
3 quarters
1
2
3 4 5

Similar funds

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.