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
HAIN icon
76
Hain Celestial
HAIN
$52.5M
$1.04M 0.43%
23,786
– –
2019 Q1
8 quarters
CTVA icon
77
Corteva
CTVA
$8.94B
$1.03M 0.43%
22,138
-1,808
-8% -$80K
2020 Q4
1 quarter
BRMK
78
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$1.03M 0.43%
98,415
+20,907
+27% +$219K
2020 Q1
4 quarters
NEU icon
79
NewMarket
NEU
$8.19B
$1.03M 0.43%
2,705
-994
-27% -$397K
2020 Q2
3 quarters
URI icon
80
United Rentals
URI
$64.4B
$1.03M 0.43%
3,122
-1,784
-36% -$505K
2020 Q3
2 quarters
HD icon
81
Home Depot
HD
$295B
$1.03M 0.43%
3,364
+1,053
+46% +$290K
2020 Q4
1 quarter
DD icon
82
DuPont de Nemours
DD
$17.4B
$1.02M 0.43%
+10,535
New +$1.01M
2021 Q1
0 quarters
NUAN
83
DELISTED
Nuance Communications, Inc.
NUAN
$1.01M 0.42%
23,246
– –
2020 Q4
1 quarter
PGR icon
84
Progressive
PGR
$124B
$1.01M 0.42%
10,593
– –
2020 Q2
3 quarters
FCFS icon
85
FirstCash
FCFS
$9.39B
$997K 0.42%
15,178
-273
-2% -$17.3K
2020 Q2
3 quarters
HLT icon
86
Hilton Worldwide
HLT
$73.8B
$997K 0.42%
8,247
-888
-10% -$103K
2019 Q1
8 quarters
JCI icon
87
Johnson Controls International
JCI
$92.3B
$997K 0.42%
16,712
– –
2020 Q4
1 quarter
WMT icon
88
Walmart Inc
WMT
$922B
$991K 0.41%
21,891
-6,153
-22% -$285K
2020 Q2
3 quarters
PAYX icon
89
Paychex
PAYX
$38.6B
$988K 0.41%
10,082
-2,096
-17% -$193K
2020 Q2
3 quarters
PTC icon
90
PTC
PTC
$21B
$988K 0.41%
7,174
-2,145
-23% -$286K
2020 Q1
4 quarters
ADV icon
91
Advantage Solutions
ADV
$382M
$983K 0.41%
+3,328
New +$887K
2021 Q1
0 quarters
RS icon
92
Reliance Steel & Aluminium
RS
$20.8B
$977K 0.41%
6,417
– –
2020 Q4
1 quarter
CDW icon
93
CDW
CDW
$18.8B
$974K 0.41%
5,874
-2,744
-32% -$410K
2020 Q2
3 quarters
IBP icon
94
Installed Building Products
IBP
$4.79B
$973K 0.41%
8,774
– –
2020 Q4
1 quarter
UNP icon
95
Union Pacific
UNP
$170B
$973K 0.41%
4,416
-487
-10% -$102K
2020 Q2
3 quarters
APH icon
96
Amphenol
APH
$204B
$971K 0.41%
58,880
-8,064
-12% -$131K
2020 Q2
3 quarters
AWK icon
97
American Water Works
AWK
$26.2B
$969K 0.41%
6,465
– –
2020 Q2
3 quarters
EL icon
98
Estee Lauder
EL
$36.8B
$967K 0.4%
3,324
-4,009
-55% -$1.1M
2020 Q2
3 quarters
LECO icon
99
Lincoln Electric
LECO
$14.1B
$963K 0.4%
7,834
-1,645
-17% -$197K
2020 Q2
3 quarters
KBR icon
100
KBR
KBR
$4.44B
$960K 0.4%
25,006
– –
2020 Q3
2 quarters
2 3
4
5 6

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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
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BPM
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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.