$171 Million is the total value of ALPHASIMPLEX GROUP, LLC's 85 reported holdings in Q1 2018. The portfolio turnover from Q4 2017 to Q1 2018 was 431.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES TRiboxx hi yd etf | $54,352,000 | -15.7% | 634,655 | -14.1% | 31.82% | -53.7% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $15,792,000 | +65.7% | 60,012 | +68.0% | 9.25% | -8.9% |
| PG | New | PROCTER AND GAMBLE CO | $2,274,000 | – | 28,687 | +100.0% | 1.33% | – |
| VO | Buy | VANGUARD INDEX FDSmid cap etf | $2,170,000 | +11.8% | 14,070 | +12.2% | 1.27% | -38.5% |
| VTI | Buy | VANGUARD INDEX FDStotal stk mkt | $2,165,000 | +10.5% | 15,951 | +11.8% | 1.27% | -39.2% |
| VTV | Buy | VANGUARD INDEX FDSvalue etf | $2,070,000 | +8.0% | 20,066 | +11.3% | 1.21% | -40.6% |
| STZ | New | CONSTELLATION BRANDS INCcl a | $2,004,000 | – | 8,794 | +100.0% | 1.17% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $1,888,000 | – | 23,457 | +100.0% | 1.10% | – |
| HHC | New | HOWARD HUGHES CORP | $1,821,000 | – | 13,091 | +100.0% | 1.07% | – |
| AIG | New | AMERICAN INTL GROUP INC | $1,783,000 | – | 32,767 | +100.0% | 1.04% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $1,750,000 | – | 41,947 | +100.0% | 1.02% | – |
| BAX | New | BAXTER INTL INC | $1,736,000 | – | 26,688 | +100.0% | 1.02% | – |
| EMB | Buy | ISHARES TRjpmorgan usd emg | $1,656,000 | +11.3% | 14,681 | +14.5% | 0.97% | -38.8% |
| SYY | New | SYSCO CORP | $1,640,000 | – | 27,345 | +100.0% | 0.96% | – |
| BK | New | BANK NEW YORK MELLON CORP | $1,603,000 | – | 31,116 | +100.0% | 0.94% | – |
| BNDX | Buy | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,601,000 | +16.4% | 29,245 | +15.5% | 0.94% | -36.0% |
| CDK | New | CDK GLOBAL INC | $1,563,000 | – | 24,681 | +100.0% | 0.92% | – |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,555,000 | +3.8% | 52,690 | 0.0% | 0.91% | -42.9% | |
| CBRE | New | CBRE GROUP INCcl a | $1,542,000 | – | 32,647 | +100.0% | 0.90% | – |
| BLK | New | BLACKROCK INC | $1,540,000 | – | 2,843 | +100.0% | 0.90% | – |
| CRM | New | SALESFORCE COM INC | $1,532,000 | – | 13,172 | +100.0% | 0.90% | – |
| CTXS | New | CITRIX SYS INC | $1,515,000 | – | 16,325 | +100.0% | 0.89% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $1,433,000 | – | 1,382 | +100.0% | 0.84% | – |
| DXC | New | DXC TECHNOLOGY CO | $1,412,000 | – | 14,043 | +100.0% | 0.83% | – |
| ZAYO | New | ZAYO GROUP HLDGS INC | $1,406,000 | – | 41,147 | +100.0% | 0.82% | – |
| MSFT | New | MICROSOFT CORP | $1,403,000 | – | 15,368 | +100.0% | 0.82% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $1,386,000 | – | 12,712 | +100.0% | 0.81% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $1,351,000 | – | 99,046 | +100.0% | 0.79% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $1,335,000 | – | 11,768 | +100.0% | 0.78% | – |
| BAC | New | BANK AMER CORP | $1,322,000 | – | 44,085 | +100.0% | 0.77% | – |
| MS | New | MORGAN STANLEY | $1,315,000 | – | 24,379 | +100.0% | 0.77% | – |
| FB | New | FACEBOOK INCcl a | $1,298,000 | – | 8,124 | +100.0% | 0.76% | – |
| TIF | New | TIFFANY & CO NEW | $1,291,000 | – | 13,218 | +100.0% | 0.76% | – |
| DWDP | New | DOWDUPONT INC | $1,273,000 | – | 19,979 | +100.0% | 0.74% | – |
| NKE | New | NIKE INCcl b | $1,272,000 | – | 19,149 | +100.0% | 0.74% | – |
| FTNT | New | FORTINET INC | $1,260,000 | – | 23,521 | +100.0% | 0.74% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,251,000 | – | 36,624 | +100.0% | 0.73% | – |
| WEN | New | WENDYS CO | $1,218,000 | – | 69,419 | +100.0% | 0.71% | – |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $1,204,000 | – | 21,389 | +100.0% | 0.70% | – |
| LOW | New | LOWES COS INC | $1,202,000 | – | 13,703 | +100.0% | 0.70% | – |
| TRN | New | TRINITY INDS INC | $1,197,000 | – | 36,670 | +100.0% | 0.70% | – |
| FDC | New | FIRST DATA CORP NEW | $1,197,000 | – | 74,831 | +100.0% | 0.70% | – |
| FCEA | New | FOREST CITY RLTY TR INC | $1,179,000 | – | 58,203 | +100.0% | 0.69% | – |
| LNG | New | CHENIERE ENERGY INC | $1,155,000 | – | 21,617 | +100.0% | 0.68% | – |
| BMS | New | BEMIS INC | $1,135,000 | – | 26,075 | +100.0% | 0.66% | – |
| XLNX | New | XILINX INC | $1,122,000 | – | 15,533 | +100.0% | 0.66% | – |
| DVMT | New | DELL TECHNOLOGIES INC | $1,107,000 | – | 15,116 | +100.0% | 0.65% | – |
| GE | New | GENERAL ELECTRIC CO | $1,103,000 | – | 81,831 | +100.0% | 0.65% | – |
| FOX | New | TWENTY FIRST CENTY FOX INCcl b | $1,087,000 | – | 29,886 | +100.0% | 0.64% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $1,060,000 | – | 26,527 | +100.0% | 0.62% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $1,022,000 | – | 4,802 | +100.0% | 0.60% | – |
| HDS | New | HD SUPPLY HLDGS INC | $1,016,000 | – | 26,784 | +100.0% | 0.60% | – |
| AMCX | New | AMC NETWORKS INCcl a | $1,000,000 | – | 19,335 | +100.0% | 0.59% | – |
| BCO | New | BRINKS CO | $975,000 | – | 13,667 | +100.0% | 0.57% | – |
| IAC | New | IAC INTERACTIVECORP | $975,000 | – | 6,236 | +100.0% | 0.57% | – |
| TEX | New | TEREX CORP NEW | $963,000 | – | 25,744 | +100.0% | 0.56% | – |
| EGN | New | ENERGEN CORP | $942,000 | – | 14,981 | +100.0% | 0.55% | – |
| VSS | Sell | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $937,000 | -0.4% | 7,854 | -0.5% | 0.55% | -45.2% |
| L100PS | New | ARCONIC INC | $937,000 | – | 40,667 | +100.0% | 0.55% | – |
| UAL | New | UNITED CONTL HLDGS INC | $927,000 | – | 13,337 | +100.0% | 0.54% | – |
| VPL | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $925,000 | +0.1% | 12,676 | 0.0% | 0.54% | -44.9% | |
| BTU | New | PEABODY ENERGY CORP NEW | $926,000 | – | 25,379 | +100.0% | 0.54% | – |
| PAH | New | PLATFORM SPECIALTY PRODS COR | $916,000 | – | 95,068 | +100.0% | 0.54% | – |
| OTEX | New | OPEN TEXT CORP | $914,000 | – | 26,262 | +100.0% | 0.54% | – |
| EQT | New | EQT CORP | $912,000 | – | 19,187 | +100.0% | 0.53% | – |
| VGK | VANGUARD INTL EQUITY INDEX Fftse europe etf | $910,000 | -1.6% | 15,645 | 0.0% | 0.53% | -45.9% | |
| AGG | Sell | ISHARES TRcore us aggbd et | $911,000 | -61.6% | 8,495 | -60.9% | 0.53% | -78.9% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $909,000 | -61.7% | 10,716 | -60.6% | 0.53% | -79.0% |
| CARS | New | CARS COM INC | $908,000 | – | 32,037 | +100.0% | 0.53% | – |
| VEA | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $904,000 | -1.3% | 20,419 | 0.0% | 0.53% | -45.8% | |
| LGFA | New | LIONS GATE ENTMNT CORPcl a vtg | $883,000 | – | 34,197 | +100.0% | 0.52% | – |
| HES | New | HESS CORP | $867,000 | – | 17,123 | +100.0% | 0.51% | – |
| MD | New | MEDNAX INC | $862,000 | – | 15,496 | +100.0% | 0.50% | – |
| DECK | New | DECKERS OUTDOOR CORP | $862,000 | – | 9,576 | +100.0% | 0.50% | – |
| EEMV | Buy | ISHARES INCmin vol emrg mkt | $852,000 | +38.5% | 13,661 | +35.1% | 0.50% | -23.8% |
| ITRI | New | ITRON INC | $801,000 | – | 11,189 | +100.0% | 0.47% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $775,000 | – | 22,162 | +100.0% | 0.45% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $769,000 | – | 2,381 | +100.0% | 0.45% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $768,000 | – | 43,728 | +100.0% | 0.45% | – |
| CVI | New | CVR ENERGY INC | $750,000 | – | 24,807 | +100.0% | 0.44% | – |
| NRG | New | NRG ENERGY INC | $691,000 | – | 22,626 | +100.0% | 0.40% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $682,000 | – | 5,752 | +100.0% | 0.40% | – |
| MDCO | New | MEDICINES CO | $668,000 | – | 20,276 | +100.0% | 0.39% | – |
| VWO | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $634,000 | +2.3% | 13,494 | 0.0% | 0.37% | -43.8% | |
| AIR | New | AAR CORP | $565,000 | – | 12,807 | +100.0% | 0.33% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-05-15
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| PROCTER & GAMBLE CO | 18 | Q2 2022 | 2.1% |
| OPEN TEXT CORP | 17 | Q1 2022 | 1.4% |
| MONDELEZ INTL INC | 16 | Q4 2021 | 1.9% |
| CBRE GROUP INC | 16 | Q4 2021 | 1.7% |
| CHENIERE ENERGY INC | 16 | Q1 2022 | 1.3% |
| LOWES COS INC | 16 | Q4 2021 | 1.3% |
| CONAGRA BRANDS INC | 15 | Q2 2022 | 1.8% |
| CITIGROUP INC | 15 | Q4 2021 | 1.3% |
| TRINITY INDS INC | 15 | Q3 2021 | 1.1% |
| LIONS GATE ENTMNT CORP | 15 | Q3 2021 | 0.7% |
View ALPHASIMPLEX GROUP, LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2022-11-08 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-10 |
| 13F-HR | 2022-02-10 |
| 13F-HR | 2021-11-15 |
| 13F-HR | 2021-08-12 |
| 13F-HR | 2021-05-12 |
| 13F-HR | 2021-02-12 |
| 13F-HR | 2020-11-13 |
| 13F-HR | 2020-08-14 |
View ALPHASIMPLEX GROUP, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.