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
DM icon
176
DELISTED
Desktop Metal, Inc.
DM
$601K 0.25%
+4,033
New +$888K
2021 Q1
0 quarters
VYX icon
177
NCR Voyix
VYX
$950M
$599K 0.25%
+25,728
New +$566K
2021 Q1
0 quarters
JKHY icon
178
Jack Henry & Associates
JKHY
$10.9B
$585K 0.24%
3,856
– –
2020 Q2
3 quarters
UNIT icon
179
Uniti Group
UNIT
$1.37B
$585K 0.24%
53,001
– –
2020 Q4
1 quarter
LOTZ
180
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$578K 0.24%
+81,010
New +$786K
2021 Q1
0 quarters
MD icon
181
Pediatrix Medical
MD
$2.2B
$568K 0.24%
22,282
-4,443
-17% -$114K
2020 Q3
2 quarters
RMO
182
DELISTED
Romeo Power, Inc.
RMO
$556K 0.23%
+66,759
New +$1.05M
2021 Q1
0 quarters
KO icon
183
Coca-Cola
KO
$395B
$551K 0.23%
10,458
-20,245
-66% -$1.02M
2020 Q2
3 quarters
SYF icon
184
Synchrony
SYF
$23.3B
$526K 0.22%
12,927
– –
2020 Q3
2 quarters
BLMN icon
185
Bloomin' Brands
BLMN
$801M
$514K 0.21%
19,015
-7,021
-27% -$170K
2020 Q4
1 quarter
BKI
186
DELISTED
Black Knight, Inc. Common Stock
BKI
$513K 0.21%
6,928
– –
2020 Q2
3 quarters
IDA icon
187
Idacorp
IDA
$7.92B
$490K 0.2%
4,903
+1,135
+30% +$104K
2020 Q2
3 quarters
DTE icon
188
DTE Energy
DTE
$26.7B
$482K 0.2%
4,257
– –
2020 Q2
3 quarters
REZI icon
189
Resideo Technologies
REZI
$2.46B
$481K 0.2%
17,039
-8,806
-34% -$233K
2020 Q3
2 quarters
DUK icon
190
Duke Energy
DUK
$93.3B
$473K 0.2%
4,897
-6,024
-55% -$550K
2020 Q2
3 quarters
SJM icon
191
J.M. Smucker
SJM
$13B
$472K 0.2%
+3,728
New +$440K
2021 Q1
0 quarters
AEE icon
192
Ameren
AEE
$29B
$471K 0.2%
5,794
+1,457
+34% +$109K
2020 Q2
3 quarters
CL icon
193
Colgate-Palmolive
CL
$74B
$469K 0.2%
5,954
-5,877
-50% -$461K
2020 Q3
2 quarters
CMS icon
194
CMS Energy
CMS
$21B
$468K 0.2%
7,646
-9,486
-55% -$545K
2020 Q2
3 quarters
K icon
195
DELISTED
Kellanova
K
$466K 0.19%
7,843
+2,317
+42% +$130K
2020 Q2
3 quarters
WEC icon
196
WEC Energy
WEC
$34.8B
$463K 0.19%
4,945
+1,327
+37% +$116K
2020 Q2
3 quarters
COR icon
197
DELISTED
Coresite Realty Corporation
COR
$460K 0.19%
3,838
– –
2020 Q4
1 quarter
XEL icon
198
Xcel Energy
XEL
$47.1B
$454K 0.19%
6,833
+2,053
+43% +$130K
2020 Q3
2 quarters
PNW icon
199
Pinnacle West Capital
PNW
$12.4B
$450K 0.19%
5,537
+1,550
+39% +$120K
2020 Q2
3 quarters
DEA icon
200
Easterly Government Properties
DEA
$1.05B
$449K 0.19%
8,666
– –
2020 Q4
1 quarter
6 7
8
9 10

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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
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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.