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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
+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
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
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 | |
|---|---|---|---|---|---|---|
276
Freedom Holding
FRHC
$10.9B
| – | – |
-17,574
| Closed | -$902K |
|
277
Humana
HUM
$47.1B
| – | – |
-2,572
| Closed | -$1.05M |
|
|
278
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
| – | – |
-41,081
| Closed | -$3.59M |
|
279
Immatics
IMTX
$1.42B
| – | – |
-85,236
| Closed | -$920K |
|
|
KREF
280
KKR Real Estate Finance Trust
KREF
$489M
| – | – |
-48,187
| Closed | -$864K |
|
|
KW
281
DELISTED
Kennedy-Wilson Holdings
KW
| – | – |
-46,618
| Closed | -$834K |
|
282
Leidos
LDOS
$17.6B
| – | – |
-2,209
| Closed | -$232K |
|
283
Eli Lilly
LLY
$1.05T
| – | – |
-4,442
| Closed | -$750K |
|
284
Mid-America Apartment Communities
MAA
$14.9B
| – | – |
-3,028
| Closed | -$384K |
|
285
Medifast
MED
$136M
| – | – |
-3,399
| Closed | -$667K |
|
286
Meta Platforms (Facebook)
META
$1.45T
| – | – |
-3,774
| Closed | -$1.03M |
|
|
CALY
287
Callaway Golf Company
CALY
$2.76B
| – | – |
-23,114
| Closed | -$555K |
|
288
MGIC Investment
MTG
$6.38B
| – | – |
-109,286
| Closed | -$1.37M |
|
289
NiSource
NI
$19.6B
| – | – |
-14,499
| Closed | -$333K |
|
290
Orion
OEC
$354M
| – | – |
-73,800
| Closed | -$1.26M |
|
291
OGE Energy
OGE
$9.51B
| – | – |
-12,803
| Closed | -$408K |
|
292
PJT Partners
PJT
$4.57B
| – | – |
-12,654
| Closed | -$952K |
|
293
Insulet
PODD
$9.95B
| – | – |
-1,072
| Closed | -$274K |
|
294
QuidelOrtho
QDEL
$1.05B
| – | – |
-1,246
| Closed | -$224K |
|
295
Qorvo
QRVO
$8.49B
| – | – |
-1,839
| Closed | -$306K |
|
296
RB Global
RBA
$15.9B
| – | – |
-9,219
| Closed | -$641K |
|
297
RingCentral
RNG
$5.72B
| – | – |
-761
| Closed | -$288K |
|
298
Rollins
ROL
$17.3B
| – | – |
-15,610
| Closed | -$610K |
|
299
Spire
SR
$4.88B
| – | – |
-6,753
| Closed | -$432K |
|
300
Sempra
SRE
$55.4B
| – | – |
-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.