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
AGR icon
201
DELISTED
Avangrid, Inc.
AGR
$446K 0.19%
8,953
+2,008
+29% +$94.1K
2020 Q2
3 quarters
CLX icon
202
Clorox
CLX
$10.3B
$437K 0.18%
2,265
+523
+30% +$101K
2020 Q3
2 quarters
PRG icon
203
PROG Holdings
PRG
$1.19B
$435K 0.18%
+10,048
New +$502K
2021 Q1
0 quarters
WM icon
204
Waste Management
WM
$86.2B
$431K 0.18%
3,342
+275
+9% +$32.1K
2020 Q2
3 quarters
STE icon
205
Steris
STE
$21.2B
$429K 0.18%
2,252
– –
2020 Q4
1 quarter
ES icon
206
Eversource Energy
ES
$25.1B
$426K 0.18%
4,924
+1,141
+30% +$96.8K
2020 Q2
3 quarters
HE icon
207
Hawaiian Electric Industries
HE
$1.46B
$426K 0.18%
9,585
-57
-0.6% -$2.09K
2020 Q3
2 quarters
ABT icon
208
Abbott
ABT
$178B
$423K 0.18%
+3,533
New +$419K
2021 Q1
0 quarters
LNT icon
209
Alliant Energy
LNT
$17.5B
$422K 0.18%
7,797
+284
+4% +$14.1K
2020 Q2
3 quarters
ICE icon
210
Intercontinental Exchange
ICE
$87.1B
$418K 0.17%
3,745
-935
-20% -$106K
2020 Q4
1 quarter
D icon
211
Dominion Energy
D
$55.2B
$416K 0.17%
5,481
+1,312
+31% +$95.3K
2020 Q2
3 quarters
HRL icon
212
Hormel Foods
HRL
$10.9B
$416K 0.17%
8,716
+1,841
+27% +$87.1K
2020 Q2
3 quarters
MRK icon
213
Merck
MRK
$364B
$414K 0.17%
5,634
– –
2020 Q4
1 quarter
ATR icon
214
AptarGroup
ATR
$7.65B
$404K 0.17%
2,851
– –
2020 Q4
1 quarter
LSI
215
DELISTED
Life Storage, Inc.
LSI
$402K 0.17%
4,674
– –
2020 Q2
3 quarters
CUBE icon
216
CubeSmart
CUBE
$8.49B
$401K 0.17%
10,601
– –
2020 Q2
3 quarters
EXR icon
217
Extra Space Storage
EXR
$28.3B
$401K 0.17%
3,027
– –
2020 Q2
3 quarters
AJG icon
218
Arthur J. Gallagher & Co
AJG
$60.8B
$390K 0.16%
3,129
– –
2020 Q4
1 quarter
FLO icon
219
Flowers Foods
FLO
$1.27B
$383K 0.16%
16,078
+1,586
+11% +$36.2K
2020 Q3
2 quarters
PSA icon
220
Public Storage
PSA
$54B
$374K 0.16%
1,514
– –
2020 Q2
3 quarters
BF.B icon
221
Brown-Forman Class B
BF.B
$13B
$373K 0.16%
5,413
– –
2020 Q4
1 quarter
CPB icon
222
Campbell Soup
CPB
$5.7B
$372K 0.16%
7,398
– –
2020 Q4
1 quarter
HSY icon
223
Hershey
HSY
$33B
$368K 0.15%
2,326
– –
2020 Q3
2 quarters
GIS icon
224
General Mills
GIS
$17.2B
$361K 0.15%
5,892
– –
2020 Q3
2 quarters
KMB icon
225
Kimberly-Clark
KMB
$33.1B
$360K 0.15%
2,592
– –
2020 Q3
2 quarters
7 8
9
10 11

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SCG
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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.