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AG

AlphaSimPlex Group Portfolio holdings

AUM $9.88M
1-Year Est. Return 8.01%
This Fund
S&P 500
This Quarter Est. Return
+0.04%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$93.9M
AUM Growth
–
Cap. Flow
+$93.8M
Cap. Flow %
99.87%
Top 10 Hldgs %
94.74%
Holding
16
New
16
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$64.9M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$9.29M
3
VCIT icon
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
+$2.38M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$2.37M
5
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$1.91M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
1
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
$64.5M 68.69%
+739,125
New +$64.9M
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$827B
$9.53M 10.15%
+35,715
New +$9.29M
VCIT icon
3
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.8B
$2.38M 2.53%
+27,173
New +$2.38M
AGG icon
4
iShares Core US Aggregate Bond ETF
AGG
$139B
$2.37M 2.53%
+21,705
New +$2.37M
VTI icon
5
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
$1.96M 2.09%
+14,273
New +$1.91M
VO icon
6
Vanguard Morningstar Mid-Cap ETF
VO
$109B
$1.94M 2.07%
+50,164
New +$1.89M
VTV icon
7
Vanguard Morningstar Value ETF
VTV
$193B
$1.92M 2.04%
+18,025
New +$1.86M
BWX icon
8
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
$1.5M 1.6%
+52,690
New +$1.48M
EMB icon
9
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.49M 1.58%
+12,818
New +$1.48M
BNDX icon
10
Vanguard Total International Bond ETF
BNDX
$82.7B
$1.38M 1.47%
+25,312
New +$1.39M
VSS icon
11
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$12.2B
$941K 1%
+7,891
New +$919K
VGK icon
12
Vanguard FTSE Europe ETF
VGK
$31B
$925K 0.99%
+15,645
New +$913K
VPL icon
13
Vanguard FTSE Pacific ETF
VPL
$8.59B
$924K 0.98%
+12,676
New +$905K
VEA icon
14
Vanguard FTSE Developed Markets ETF
VEA
$239B
$916K 0.98%
+20,419
New +$902K
VWO icon
15
Vanguard FTSE Emerging Markets ETF
VWO
$127B
$620K 0.66%
+13,494
New +$603K
EEMV icon
16
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.65B
$615K 0.66%
+10,114
New +$601K

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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
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 Q4 2017 Portfolio in Review

Q4 2017 is the first quarter with a 13F filing on record for AlphaSimPlex Group, which disclosed 16 positions worth $93.9M. Its ten largest holdings account for 95% of the portfolio.

Its largest position is iShares iBoxx $ High Yield Corporate Bond ETF: 739,125 shares worth $64.5M.

  • AlphaSimPlex Group's largest Q4 2017 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 739,125 shares worth $64.5M.
  • AlphaSimPlex Group's ten largest holdings make up 95% of its $93.9M portfolio in Q4 2017.
  • AlphaSimPlex Group disclosed 16 positions in Q4 2017, its first 13F filing on record.

Based on AlphaSimPlex Group's 13F filing for Q4 2017, filed 13 Feb 2018.