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
(-16%)
Cap. Flow
-$56.7M
Cap. Flow
% of AUM
-23.73%
Top 10 Holdings %
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 |
Coherent Inc
COHR
|
+$1.87M |
| 5 |
GCM Grosvenor
GCMG
|
+$1.85M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 | |
|---|---|---|---|---|---|---|---|
226
Alexandria Real Estate Equities
ARE
$7.14B
| $355K | 0.15% |
2,161
| – | – |
2020 Q2
3 quarters
|
|
227
NextEra Energy
NEE
$163B
| $355K | 0.15% |
4,692
| – | – |
2020 Q2
3 quarters
|
|
228
Public Service Enterprise Group
PEG
$35.2B
| $353K | 0.15% |
5,868
| – | – |
2020 Q2
3 quarters
|
|
229
Brown & Brown
BRO
$21.7B
| $348K | 0.15% |
7,606
| – | – |
2020 Q2
3 quarters
|
|
230
Southern Company
SO
$103B
| $347K | 0.15% |
5,589
| – | – |
2020 Q2
3 quarters
|
|
231
McCormick & Company Non-Voting
MKC
$12.1B
| $341K | 0.14% |
3,822
| – | – |
2020 Q3
2 quarters
|
|
232
Terreno Realty
TRNO
$7.06B
| $339K | 0.14% |
5,865
| – | – |
2020 Q3
2 quarters
|
|
233
Howard Hughes
HHH
$4.08B
| $312K | 0.13% |
3,437
-2,633
| -43% | -$232K |
2020 Q3
2 quarters
|
|
|
HZNP
234
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $304K | 0.13% |
3,301
| – | – |
2020 Q3
2 quarters
|
|
235
Generac Holdings
GNRC
$11.7B
| $287K | 0.12% |
875
-4,501
| -84% | -$1.33M |
2020 Q2
3 quarters
|
|
236
Block Inc
XYZ
$45.6B
| $267K | 0.11% |
+1,174
| New | +$275K |
2021 Q1
0 quarters
|
|
|
BTRS
237
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
| $267K | 0.11% |
+18,419
| New | +$308K |
2021 Q1
0 quarters
|
|
238
Datadog
DDOG
$96.7B
| $258K | 0.11% |
3,092
+802
| +35% | +$77.3K |
2020 Q3
2 quarters
|
|
239
Snap
SNAP
$10.3B
| $249K | 0.1% |
+4,769
| New | +$274K |
2021 Q1
0 quarters
|
|
240
Zscaler
ZS
$36B
| $249K | 0.1% |
+1,449
| New | +$288K |
2021 Q1
0 quarters
|
|
241
Amgen
AMGN
$230B
| $247K | 0.1% |
+992
| New | +$237K |
2021 Q1
0 quarters
|
|
242
DexCom
DXCM
$31.5B
| $239K | 0.1% |
2,660
| – | – |
2020 Q2
3 quarters
|
|
243
SolarEdge
SEDG
$1.88B
| $235K | 0.1% |
817
| – | – |
2020 Q3
2 quarters
|
|
244
Roku
ROKU
$22.7B
| $228K | 0.1% |
+699
| New | +$274K |
2021 Q1
0 quarters
|
|
245
Alnylam Pharmaceuticals
ALNY
$30B
| $213K | 0.09% |
1,508
-472
| -24% | -$71K |
2020 Q2
3 quarters
|
|
246
Regeneron Pharmaceuticals
REGN
$80.1B
| $211K | 0.09% |
447
| – | – |
2020 Q2
3 quarters
|
|
247
Twilio
TWLO
$41.6B
| $207K | 0.09% |
+606
| New | +$227K |
2021 Q1
0 quarters
|
|
248
DraftKings
DKNG
$9.38B
| $203K | 0.08% |
+3,314
| New | +$199K |
2021 Q1
0 quarters
|
|
249
DocuSign
DOCU
$14.1B
| $201K | 0.08% |
994
| – | – |
2020 Q2
3 quarters
|
|
250
Advance Auto Parts
AAP
$2.51B
| – | – |
-5,434
| Closed | -$856K | – |
|
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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.