$200 Million is the total value of ALPHASIMPLEX GROUP, LLC's 90 reported holdings in Q2 2018. The portfolio turnover from Q1 2018 to Q2 2018 was 29.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TRiboxx hi yd etf | $53,996,000 | -0.7% | 634,655 | 0.0% | 27.00% | -15.2% | |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $16,281,000 | +3.1% | 60,014 | +0.0% | 8.14% | -12.0% |
| PG | Buy | PROCTER AND GAMBLE CO | $2,865,000 | +26.0% | 36,703 | +27.9% | 1.43% | +7.6% |
| FCEA | Buy | FOREST CITY RLTY TR INC | $2,453,000 | +108.1% | 107,548 | +84.8% | 1.23% | +77.8% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $2,341,000 | +16.8% | 10,696 | +21.6% | 1.17% | -0.2% |
| VTI | VANGUARD INDEX FDStotal stk mkt | $2,240,000 | +3.5% | 15,951 | 0.0% | 1.12% | -11.7% | |
| HHC | Buy | HOWARD HUGHES CORP | $2,240,000 | +23.0% | 16,903 | +29.1% | 1.12% | +5.1% |
| VO | Sell | VANGUARD INDEX FDSmid cap etf | $2,215,000 | +2.1% | 14,049 | -0.1% | 1.11% | -12.8% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $2,185,000 | +24.9% | 53,284 | +27.0% | 1.09% | +6.6% |
| CTXS | Buy | CITRIX SYS INC | $2,149,000 | +41.8% | 20,500 | +25.6% | 1.08% | +21.2% |
| CBRE | Buy | CBRE GROUP INCcl a | $2,129,000 | +38.1% | 44,586 | +36.6% | 1.06% | +17.9% |
| SYY | Buy | SYSCO CORP | $2,119,000 | +29.2% | 31,030 | +13.5% | 1.06% | +10.4% |
| BAX | Buy | BAXTER INTL INC | $2,100,000 | +21.0% | 28,436 | +6.5% | 1.05% | +3.3% |
| VTV | VANGUARD INDEX FDSvalue etf | $2,083,000 | +0.6% | 20,066 | 0.0% | 1.04% | -14.0% | |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $2,060,000 | – | 28,005 | +100.0% | 1.03% | – |
| CDK | Buy | CDK GLOBAL INC | $2,052,000 | +31.3% | 31,548 | +27.8% | 1.03% | +12.1% |
| UTX | New | UNITED TECHNOLOGIES CORP | $2,009,000 | – | 16,070 | +100.0% | 1.00% | – |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $1,990,000 | +47.3% | 155,579 | +57.1% | 1.00% | +25.8% |
| CRM | Buy | SALESFORCE COM INC | $1,889,000 | +23.3% | 13,851 | +5.2% | 0.94% | +5.4% |
| ZAYO | Buy | ZAYO GROUP HLDGS INC | $1,889,000 | +34.4% | 51,774 | +25.8% | 0.94% | +14.8% |
| C | New | CITIGROUP INC | $1,875,000 | – | 28,025 | +100.0% | 0.94% | – |
| BK | Buy | BANK NEW YORK MELLON CORP | $1,818,000 | +13.4% | 33,704 | +8.3% | 0.91% | -3.2% |
| WP | New | WORLDPAY INCcl a | $1,802,000 | – | 22,035 | +100.0% | 0.90% | – |
| EMB | Buy | ISHARES TRjpmorgan usd emg | $1,797,000 | +8.5% | 16,834 | +14.7% | 0.90% | -7.3% |
| ZBH | Buy | ZIMMER BIOMET HLDGS INC | $1,765,000 | +27.3% | 15,838 | +24.6% | 0.88% | +8.7% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $1,762,000 | +32.0% | 13,136 | +11.6% | 0.88% | +12.7% |
| HDS | Buy | HD SUPPLY HLDGS INC | $1,758,000 | +73.0% | 40,998 | +53.1% | 0.88% | +47.7% |
| BMS | Buy | BEMIS INC | $1,745,000 | +53.7% | 41,344 | +58.6% | 0.87% | +31.3% |
| BLK | Buy | BLACKROCK INC | $1,676,000 | +8.8% | 3,359 | +18.1% | 0.84% | -7.1% |
| WEN | Buy | WENDYS CO | $1,671,000 | +37.2% | 97,260 | +40.1% | 0.84% | +17.3% |
| AWI | Buy | ARMSTRONG WORLD INDS INC NEW | $1,669,000 | +38.6% | 26,416 | +23.5% | 0.84% | +18.4% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $1,667,000 | +16.3% | 1,476 | +6.8% | 0.83% | -0.6% |
| MSFT | Buy | MICROSOFT CORP | $1,661,000 | +18.4% | 16,848 | +9.6% | 0.83% | +1.1% |
| JACK | New | JACK IN THE BOX INC | $1,659,000 | – | 19,493 | +100.0% | 0.83% | – |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $1,645,000 | +61.0% | 7,054 | +46.9% | 0.82% | +37.6% |
| BAC | Buy | BANK AMER CORP | $1,622,000 | +22.7% | 57,526 | +30.5% | 0.81% | +4.8% |
| DXC | Buy | DXC TECHNOLOGY CO | $1,612,000 | +14.2% | 20,002 | +42.4% | 0.81% | -2.5% |
| FTNT | Buy | FORTINET INC | $1,608,000 | +27.6% | 25,760 | +9.5% | 0.80% | +8.9% |
| BNDX | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,600,000 | -0.1% | 29,245 | 0.0% | 0.80% | -14.6% | |
| OTEX | Buy | OPEN TEXT CORP | $1,585,000 | +73.4% | 45,028 | +71.5% | 0.79% | +48.2% |
| DWDP | Buy | DOWDUPONT INC | $1,552,000 | +21.9% | 23,544 | +17.8% | 0.78% | +4.2% |
| TRN | Buy | TRINITY INDS INC | $1,538,000 | +28.5% | 44,900 | +22.4% | 0.77% | +9.7% |
| MS | Buy | MORGAN STANLEY | $1,500,000 | +14.1% | 31,638 | +29.8% | 0.75% | -2.6% |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,462,000 | -6.0% | 52,690 | 0.0% | 0.73% | -19.8% | |
| FB | Sell | FACEBOOK INCcl a | $1,432,000 | +10.3% | 7,368 | -9.3% | 0.72% | -5.8% |
| LNG | Sell | CHENIERE ENERGY INC | $1,408,000 | +21.9% | 21,605 | -0.1% | 0.70% | +4.1% |
| MAC | New | MACERICH CO | $1,399,000 | – | 24,621 | +100.0% | 0.70% | – |
| ITRI | Buy | ITRON INC | $1,387,000 | +73.2% | 23,095 | +106.4% | 0.69% | +48.0% |
| DVMT | Buy | DELL TECHNOLOGIES INC | $1,385,000 | +25.1% | 16,378 | +8.3% | 0.69% | +6.9% |
| AMCX | Buy | AMC NETWORKS INCcl a | $1,366,000 | +36.6% | 21,962 | +13.6% | 0.68% | +16.6% |
| AIR | Buy | AAR CORP | $1,355,000 | +139.8% | 29,140 | +127.5% | 0.68% | +104.8% |
| FDC | Sell | FIRST DATA CORP NEW | $1,347,000 | +12.5% | 64,351 | -14.0% | 0.67% | -3.9% |
| LOW | Buy | LOWES COS INC | $1,346,000 | +12.0% | 14,089 | +2.8% | 0.67% | -4.4% |
| NOW | New | SERVICENOW INC | $1,323,000 | – | 7,669 | +100.0% | 0.66% | – |
| EGN | Buy | ENERGEN CORP | $1,321,000 | +40.2% | 18,134 | +21.0% | 0.66% | +19.7% |
| XLNX | Buy | XILINX INC | $1,311,000 | +16.8% | 20,089 | +29.3% | 0.66% | -0.2% |
| BTU | Buy | PEABODY ENERGY CORP NEW | $1,308,000 | +41.3% | 28,759 | +13.3% | 0.65% | +20.7% |
| TEX | Buy | TEREX CORP NEW | $1,293,000 | +34.3% | 30,651 | +19.1% | 0.65% | +14.7% |
| GE | Buy | GENERAL ELECTRIC CO | $1,263,000 | +14.5% | 92,774 | +13.4% | 0.63% | -2.2% |
| CARS | Buy | CARS COM INC | $1,251,000 | +37.8% | 44,057 | +37.5% | 0.63% | +17.7% |
| AGG | Buy | ISHARES TRcore us aggbd et | $1,222,000 | +34.1% | 11,497 | +35.3% | 0.61% | +14.6% |
| TIF | Sell | TIFFANY & CO NEW | $1,183,000 | -8.4% | 8,992 | -32.0% | 0.59% | -21.7% |
| UAL | Buy | UNITED CONTL HLDGS INC | $1,176,000 | +26.9% | 16,861 | +26.4% | 0.59% | +8.3% |
| LGFA | Buy | LIONS GATE ENTMNT CORPcl a vtg | $1,173,000 | +32.8% | 47,241 | +38.1% | 0.59% | +13.5% |
| HES | Buy | HESS CORP | $1,172,000 | +35.2% | 17,522 | +2.3% | 0.59% | +15.4% |
| BLMN | New | BLOOMIN BRANDS INC | $1,169,000 | – | 58,180 | +100.0% | 0.58% | – |
| VCIT | Buy | VANGUARD SCOTTSDALE FDSint-term corp | $1,163,000 | +27.9% | 13,920 | +29.9% | 0.58% | +9.4% |
| PAH | Buy | PLATFORM SPECIALTY PRODS COR | $1,136,000 | +24.0% | 97,931 | +3.0% | 0.57% | +6.0% |
| VPL | Buy | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $1,122,000 | +21.3% | 16,026 | +26.4% | 0.56% | +3.5% |
| ADSK | New | AUTODESK INC | $1,120,000 | – | 8,547 | +100.0% | 0.56% | – |
| NFLX | New | NETFLIX INC | $1,116,000 | – | 2,851 | +100.0% | 0.56% | – |
| VEA | Buy | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,099,000 | +21.6% | 25,614 | +25.4% | 0.55% | +4.0% |
| VGK | Buy | VANGUARD INTL EQUITY INDEX Fftse europe etf | $1,099,000 | +20.8% | 19,578 | +25.1% | 0.55% | +3.2% |
| IAC | Buy | IAC INTERACTIVECORP | $1,089,000 | +11.7% | 7,144 | +14.6% | 0.54% | -4.6% |
| MD | Buy | MEDNAX INC | $1,047,000 | +21.5% | 24,197 | +56.1% | 0.52% | +3.8% |
| NAV | Buy | NAVISTAR INTL CORP NEW | $1,031,000 | +33.0% | 25,325 | +14.3% | 0.52% | +13.7% |
| ON | New | ON SEMICONDUCTOR CORP | $990,000 | – | 44,534 | +100.0% | 0.50% | – |
| COMM | Buy | COMMSCOPE HLDG CO INC | $983,000 | -7.3% | 33,667 | +26.9% | 0.49% | -20.8% |
| L100PS | Buy | ARCONIC INC | $956,000 | +2.0% | 56,229 | +38.3% | 0.48% | -12.9% |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $917,000 | – | 53,680 | +100.0% | 0.46% | – |
| NWL | New | NEWELL BRANDS INC | $913,000 | – | 35,384 | +100.0% | 0.46% | – |
| VSS | Buy | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $910,000 | -2.9% | 7,889 | +0.4% | 0.46% | -17.1% |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $899,000 | +17.1% | 52,072 | +19.1% | 0.45% | 0.0% |
| CVI | Sell | CVR ENERGY INC | $900,000 | +20.0% | 24,335 | -1.9% | 0.45% | +2.5% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $896,000 | +31.4% | 6,603 | +14.8% | 0.45% | +12.3% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $804,000 | +4.6% | 1,864 | -21.7% | 0.40% | -10.7% |
| EEMV | ISHARES INCmin vol emrg mkt | $790,000 | -7.3% | 13,661 | 0.0% | 0.40% | -20.8% | |
| VWO | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $569,000 | -10.3% | 13,494 | 0.0% | 0.28% | -23.2% | |
| TWI | New | TITAN INTL INC ILL | $293,000 | – | 27,293 | +100.0% | 0.15% | – |
| LORL | New | LORAL SPACE & COMMUNICATNS I | $215,000 | – | 5,721 | +100.0% | 0.11% | – |
| MDCO | Exit | MEDICINES CO | $0 | – | -20,276 | -100.0% | -0.39% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -22,626 | -100.0% | -0.40% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -9,576 | -100.0% | -0.50% | – |
| EQT | Exit | EQT CORP | $0 | – | -19,187 | -100.0% | -0.53% | – |
| BCO | Exit | BRINKS CO | $0 | – | -13,667 | -100.0% | -0.57% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -29,886 | -100.0% | -0.64% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -36,624 | -100.0% | -0.73% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -19,149 | -100.0% | -0.74% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -32,767 | -100.0% | -1.04% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -23,457 | -100.0% | -1.10% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-08-14
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.