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
LMT icon
51
Lockheed Martin
LMT
$121B
$1.31M 0.55%
3,552
+1,365
+62% +$468K
2020 Q2
3 quarters
GEN icon
52
Gen Digital
GEN
$14.2B
$1.3M 0.54%
61,312
– –
2018 Q4
9 quarters
ATO icon
53
Atmos Energy
ATO
$27.7B
$1.28M 0.54%
12,982
– –
2020 Q2
3 quarters
AEP icon
54
American Electric Power
AEP
$68.7B
$1.27M 0.53%
14,960
– –
2020 Q2
3 quarters
PAYA
55
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$1.26M 0.53%
114,719
– –
2020 Q4
1 quarter
JNJ icon
56
Johnson & Johnson
JNJ
$612B
$1.23M 0.51%
7,460
+2,437
+49% +$394K
2020 Q2
3 quarters
RSG icon
57
Republic Services
RSG
$68.7B
$1.22M 0.51%
12,303
-1,041
-8% -$97.6K
2020 Q2
3 quarters
BAH icon
58
Booz Allen Hamilton
BAH
$8.64B
$1.18M 0.5%
14,698
-6,591
-31% -$553K
2020 Q2
3 quarters
CVLT icon
59
Commault Systems
CVLT
$6.4B
$1.18M 0.49%
18,321
-1,052
-5% -$66.9K
2020 Q2
3 quarters
NNI icon
60
Nelnet
NNI
$4.51B
$1.18M 0.49%
16,249
+2,386
+17% +$173K
2020 Q4
1 quarter
ACM icon
61
Aecom
ACM
$7.51B
$1.15M 0.48%
17,934
– –
2019 Q3
6 quarters
LNG icon
62
Cheniere Energy
LNG
$57.8B
$1.15M 0.48%
15,974
– –
2020 Q3
2 quarters
AY icon
63
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.14M 0.48%
31,185
-1,387
-4% -$54.6K
2020 Q2
3 quarters
SBUX icon
64
Starbucks
SBUX
$106B
$1.11M 0.46%
10,169
– –
2019 Q1
8 quarters
ATVI
65
DELISTED
Activision Blizzard
ATVI
$1.11M 0.46%
+11,896
New +$1.12M
2021 Q1
0 quarters
WABC icon
66
Westamerica Bancorp
WABC
$1.36B
$1.09M 0.45%
17,335
+2,879
+20% +$175K
2020 Q4
1 quarter
EHC icon
67
Encompass Health
EHC
$12.5B
$1.08M 0.45%
16,643
– –
2020 Q4
1 quarter
SEIC icon
68
SEI Investments
SEIC
$12.6B
$1.08M 0.45%
17,750
-4,524
-20% -$265K
2020 Q2
3 quarters
AZO icon
69
AutoZone
AZO
$47.1B
$1.08M 0.45%
769
-415
-35% -$514K
2020 Q4
1 quarter
ALLE icon
70
Allegion
ALLE
$13B
$1.08M 0.45%
8,565
-2,023
-19% -$234K
2020 Q2
3 quarters
BBY icon
71
Best Buy
BBY
$18.7B
$1.05M 0.44%
9,167
– –
2020 Q2
3 quarters
UNH icon
72
UnitedHealth
UNH
$355B
$1.04M 0.44%
2,802
-551
-16% -$191K
2020 Q3
2 quarters
DIS icon
73
Walt Disney
DIS
$188B
$1.04M 0.44%
5,647
– –
2020 Q3
2 quarters
GBDC icon
74
Golub Capital BDC
GBDC
$3.13B
$1.04M 0.44%
+71,261
New +$1.05M
2021 Q1
0 quarters
MORN icon
75
Morningstar
MORN
$7.65B
$1.04M 0.43%
4,623
+703
+18% +$165K
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.