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 | |
|---|---|---|---|---|---|---|---|
276
Freedom Holding
FRHC
$11.2B
| – | – |
-17,574
| Closed | -$902K | – |
|
277
Humana
HUM
$51.3B
| – | – |
-2,572
| Closed | -$1.05M | – |
|
|
278
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| – | – |
-41,081
| Closed | -$3.59M | – |
|
279
Immatics
IMTX
$1.07B
| – | – |
-85,236
| Closed | -$920K | – |
|
280
KKR Real Estate Finance Trust
KREF
$343M
| – | – |
-48,187
| Closed | -$864K | – |
|
281
DELISTED
Kennedy-Wilson Holdings
KW
| – | – |
-46,618
| Closed | -$834K | – |
|
282
Leidos
LDOS
$15.1B
| – | – |
-2,209
| Closed | -$232K | – |
|
283
Eli Lilly
LLY
$1.08T
| – | – |
-4,442
| Closed | -$750K | – |
|
284
Mid-America Apartment Communities
MAA
$13.4B
| – | – |
-3,028
| Closed | -$384K | – |
|
285
Medifast
MED
$132M
| – | – |
-3,399
| Closed | -$667K | – |
|
286
Meta Platforms (Facebook)
META
$1.88T
| – | – |
-3,774
| Closed | -$1.03M | – |
|
287
Callaway Golf Company
CALY
$2.42B
| – | – |
-23,114
| Closed | -$555K | – |
|
288
MGIC Investment
MTG
$5.6B
| – | – |
-109,286
| Closed | -$1.37M | – |
|
289
NiSource
NI
$19.8B
| – | – |
-14,499
| Closed | -$333K | – |
|
290
Orion
OEC
$321M
| – | – |
-73,800
| Closed | -$1.26M | – |
|
291
OGE Energy
OGE
$9.81B
| – | – |
-12,803
| Closed | -$408K | – |
|
292
PJT Partners
PJT
$3.38B
| – | – |
-12,654
| Closed | -$952K | – |
|
293
Insulet
PODD
$9.29B
| – | – |
-1,072
| Closed | -$274K | – |
|
294
QuidelOrtho
QDEL
$951M
| – | – |
-1,246
| Closed | -$224K | – |
|
295
DELISTED
Qorvo
QRVO
| – | – |
-1,839
| Closed | -$306K | – |
|
296
RB Global
RBA
$16.3B
| – | – |
-9,219
| Closed | -$641K | – |
|
297
RingCentral
RNG
$6.28B
| – | – |
-761
| Closed | -$288K | – |
|
298
Rollins
ROL
$15.7B
| – | – |
-15,610
| Closed | -$610K | – |
|
299
Spire
SR
$4.72B
| – | – |
-6,753
| Closed | -$432K | – |
|
300
Sempra
SRE
$53.6B
| – | – |
-7,000
| Closed | -$446K | – |
|
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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.