$202 Million is the total value of ALPHASIMPLEX GROUP, LLC's 84 reported holdings in Q3 2018. The portfolio turnover from Q2 2018 to Q3 2018 was 26.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Buy | ISHARES TRiboxx hi yd etf | $54,905,000 | +1.7% | 635,177 | +0.1% | 27.18% | +0.6% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $17,448,000 | +7.2% | 60,015 | +0.0% | 8.64% | +6.1% |
| PG | Sell | PROCTER AND GAMBLE CO | $2,657,000 | -7.3% | 31,923 | -13.0% | 1.32% | -8.2% |
| VCIT | Buy | VANGUARD SCOTTSDALE FDSint-term corp | $2,615,000 | +124.8% | 31,304 | +124.9% | 1.29% | +122.3% |
| AGG | Buy | ISHARES TRcore us aggbd et | $2,602,000 | +112.9% | 24,662 | +114.5% | 1.29% | +110.8% |
| CTXS | Buy | CITRIX SYS INC | $2,457,000 | +14.3% | 22,102 | +7.8% | 1.22% | +13.1% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $2,362,000 | +34.1% | 15,679 | +19.4% | 1.17% | +32.7% |
| BAX | Buy | BAXTER INTL INC | $2,323,000 | +10.6% | 30,134 | +6.0% | 1.15% | +9.5% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $2,230,000 | +2.1% | 51,901 | -2.6% | 1.10% | +1.0% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $2,202,000 | +9.6% | 15,750 | -2.0% | 1.09% | +8.5% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $2,198,000 | +6.7% | 29,349 | +4.8% | 1.09% | +5.6% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $2,175,000 | +9.3% | 177,240 | +13.9% | 1.08% | +8.1% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $2,141,000 | -4.4% | 14,308 | -10.3% | 1.06% | -5.4% |
| HHC | Buy | HOWARD HUGHES CORP | $2,103,000 | -6.1% | 16,926 | +0.1% | 1.04% | -7.1% |
| VO | Sell | VANGUARD INDEX FDSmid cap etf | $2,089,000 | -5.7% | 12,726 | -9.4% | 1.03% | -6.7% |
| CBRE | Buy | CBRE GROUP INCcl a | $2,024,000 | -4.9% | 45,891 | +2.9% | 1.00% | -5.9% |
| CRM | Sell | SALESFORCE COM INC | $2,017,000 | +6.8% | 12,686 | -8.4% | 1.00% | +5.6% |
| DXC | Buy | DXC TECHNOLOGY CO | $2,015,000 | +25.0% | 21,550 | +7.7% | 1.00% | +23.7% |
| SYY | Sell | SYSCO CORP | $2,012,000 | -5.0% | 27,462 | -11.5% | 1.00% | -6.0% |
| C | Sell | CITIGROUP INC | $1,961,000 | +4.6% | 27,341 | -2.4% | 0.97% | +3.5% |
| VTV | Sell | VANGUARD INDEX FDSvalue etf | $1,961,000 | -5.9% | 17,720 | -11.7% | 0.97% | -6.8% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $1,944,000 | +10.1% | 14,787 | -6.6% | 0.96% | +8.9% |
| MSFT | Buy | MICROSOFT CORP | $1,934,000 | +16.4% | 16,906 | +0.3% | 0.96% | +15.2% |
| WP | Sell | WORLDPAY INCcl a | $1,917,000 | +6.4% | 18,934 | -14.1% | 0.95% | +5.3% |
| AWI | Buy | ARMSTRONG WORLD INDS INC NEW | $1,869,000 | +12.0% | 26,852 | +1.7% | 0.92% | +10.8% |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $1,862,000 | – | 8,171 | +100.0% | 0.92% | – |
| BK | Buy | BANK NEW YORK MELLON CORP | $1,856,000 | +2.1% | 36,405 | +8.0% | 0.92% | +1.1% |
| ZAYO | Buy | ZAYO GROUP HLDGS INC | $1,830,000 | -3.1% | 52,704 | +1.8% | 0.91% | -4.1% |
| HDS | Buy | HD SUPPLY HLDGS INC | $1,809,000 | +2.9% | 42,285 | +3.1% | 0.90% | +1.8% |
| LOW | Buy | LOWES COS INC | $1,776,000 | +31.9% | 15,470 | +9.8% | 0.88% | +30.6% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $1,745,000 | +4.7% | 1,446 | -2.0% | 0.86% | +3.6% |
| OTEX | Buy | OPEN TEXT CORP | $1,725,000 | +8.8% | 45,342 | +0.7% | 0.85% | +7.7% |
| BAC | Buy | BANK AMER CORP | $1,716,000 | +5.8% | 58,232 | +1.2% | 0.85% | +4.7% |
| LNG | Buy | CHENIERE ENERGY INC | $1,683,000 | +19.5% | 24,213 | +12.1% | 0.83% | +18.3% |
| TMUS | New | T MOBILE US INC | $1,676,000 | – | 23,885 | +100.0% | 0.83% | – |
| MS | Buy | MORGAN STANLEY | $1,669,000 | +11.3% | 35,846 | +13.3% | 0.83% | +10.1% |
| DWDP | Buy | DOWDUPONT INC | $1,622,000 | +4.5% | 25,221 | +7.1% | 0.80% | +3.5% |
| TRN | Sell | TRINITY INDS INC | $1,621,000 | +5.4% | 44,231 | -1.5% | 0.80% | +4.3% |
| XLNX | Sell | XILINX INC | $1,606,000 | +22.5% | 20,029 | -0.3% | 0.80% | +21.2% |
| BNDX | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,595,000 | -0.3% | 29,245 | 0.0% | 0.79% | -1.4% | |
| WEN | Sell | WENDYS CO | $1,592,000 | -4.7% | 92,891 | -4.5% | 0.79% | -5.7% |
| EMB | Sell | ISHARES TRjpmorgan usd emg | $1,579,000 | -12.1% | 14,650 | -13.0% | 0.78% | -13.0% |
| NOW | Buy | SERVICENOW INC | $1,530,000 | +15.6% | 7,819 | +2.0% | 0.76% | +14.4% |
| ADS | Sell | ALLIANCE DATA SYSTEMS CORP | $1,529,000 | -7.1% | 6,475 | -8.2% | 0.76% | -8.0% |
| AABA | New | ALTABA INC | $1,516,000 | – | 22,261 | +100.0% | 0.75% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,498,000 | – | 17,054 | +100.0% | 0.74% | – |
| JACK | Sell | JACK IN THE BOX INC | $1,496,000 | -9.8% | 17,848 | -8.4% | 0.74% | -10.8% |
| AIR | Buy | AAR CORP | $1,447,000 | +6.8% | 30,225 | +3.7% | 0.72% | +5.6% |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,443,000 | -1.3% | 52,690 | 0.0% | 0.71% | -2.3% | |
| AMCX | Sell | AMC NETWORKS INCcl a | $1,418,000 | +3.8% | 21,380 | -2.7% | 0.70% | +2.8% |
| UNVR | New | UNIVAR INC | $1,408,000 | – | 45,914 | +100.0% | 0.70% | – |
| ADSK | Buy | AUTODESK INC | $1,399,000 | +24.9% | 8,961 | +4.8% | 0.69% | +23.6% |
| WCC | New | WESCO INTL INC | $1,387,000 | – | 22,574 | +100.0% | 0.69% | – |
| ITRI | Sell | ITRON INC | $1,351,000 | -2.6% | 21,039 | -8.9% | 0.67% | -3.6% |
| HES | Buy | HESS CORP | $1,342,000 | +14.5% | 18,753 | +7.0% | 0.66% | +13.3% |
| IAC | Sell | IAC INTERACTIVECORP | $1,341,000 | +23.1% | 6,190 | -13.4% | 0.66% | +21.8% |
| MD | Buy | MEDNAX INC | $1,314,000 | +25.5% | 28,153 | +16.3% | 0.65% | +24.0% |
| UAL | Sell | UNITED CONTL HLDGS INC | $1,296,000 | +10.2% | 14,554 | -13.7% | 0.64% | +9.0% |
| MGM | New | MGM RESORTS INTERNATIONAL | $1,287,000 | – | 46,115 | +100.0% | 0.64% | – |
| PAH | Buy | PLATFORM SPECIALTY PRODS COR | $1,274,000 | +12.1% | 102,178 | +4.3% | 0.63% | +11.1% |
| TIF | Buy | TIFFANY & CO NEW | $1,270,000 | +7.4% | 9,850 | +9.5% | 0.63% | +6.2% |
| FDC | Sell | FIRST DATA CORP NEW | $1,271,000 | -5.6% | 51,958 | -19.3% | 0.63% | -6.7% |
| BTU | Buy | PEABODY ENERGY CORP NEW | $1,266,000 | -3.2% | 35,513 | +23.5% | 0.63% | -4.1% |
| CARS | Buy | CARS COM INC | $1,261,000 | +0.8% | 45,676 | +3.7% | 0.62% | -0.3% |
| TEX | Buy | TEREX CORP NEW | $1,254,000 | -3.0% | 31,414 | +2.5% | 0.62% | -4.0% |
| NFLX | Buy | NETFLIX INC | $1,221,000 | +9.4% | 3,263 | +14.5% | 0.60% | +8.2% |
| LGFA | Buy | LIONS GATE ENTMNT CORPcl a vtg | $1,178,000 | +0.4% | 48,290 | +2.2% | 0.58% | -0.7% |
| GE | Buy | GENERAL ELECTRIC CO | $1,168,000 | -7.5% | 103,440 | +11.5% | 0.58% | -8.5% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $1,161,000 | +29.6% | 6,896 | +4.4% | 0.58% | +28.3% |
| CVI | Buy | CVR ENERGY INC | $1,151,000 | +27.9% | 28,607 | +17.6% | 0.57% | +26.7% |
| FB | Sell | FACEBOOK INCcl a | $1,145,000 | -20.0% | 6,960 | -5.5% | 0.57% | -20.8% |
| VPL | Sell | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $1,135,000 | +1.2% | 15,966 | -0.4% | 0.56% | +0.2% |
| ON | Buy | ON SEMICONDUCTOR CORP | $1,130,000 | +14.1% | 61,301 | +37.6% | 0.56% | +12.9% |
| COMM | Buy | COMMSCOPE HLDG CO INC | $1,121,000 | +14.0% | 36,429 | +8.2% | 0.56% | +12.8% |
| VEA | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,108,000 | +0.8% | 25,614 | 0.0% | 0.55% | -0.4% | |
| VGK | VANGUARD INTL EQUITY INDEX Fftse europe etf | $1,101,000 | +0.2% | 19,578 | 0.0% | 0.54% | -0.9% | |
| L100PS | Sell | ARCONIC INC | $1,067,000 | +11.6% | 48,462 | -13.8% | 0.53% | +10.5% |
| ASTE | New | ASTEC INDS INC | $923,000 | – | 18,300 | +100.0% | 0.46% | – |
| IMAX | New | IMAX CORP | $922,000 | – | 35,736 | +100.0% | 0.46% | – |
| RYAM | Sell | RAYONIER ADVANCED MATLS INC | $883,000 | -3.7% | 47,936 | -10.7% | 0.44% | -4.8% |
| VSS | Sell | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $881,000 | -3.2% | 7,854 | -0.4% | 0.44% | -4.2% |
| NWL | Buy | NEWELL BRANDS INC | $765,000 | -16.2% | 37,677 | +6.5% | 0.38% | -17.1% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $755,000 | -6.1% | 1,662 | -10.8% | 0.37% | -7.0% |
| LORL | Buy | LORAL SPACE & COMMUNICATNS I | $509,000 | +136.7% | 11,217 | +96.1% | 0.25% | +133.3% |
| TWI | Exit | TITAN INTL INC ILL | $0 | – | -27,293 | -100.0% | -0.15% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -13,494 | -100.0% | -0.28% | – |
| EEMV | Exit | ISHARES INCmin vol emrg mkt | $0 | – | -13,661 | -100.0% | -0.40% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -52,072 | -100.0% | -0.45% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -25,325 | -100.0% | -0.52% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -58,180 | -100.0% | -0.58% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -18,134 | -100.0% | -0.66% | – |
| DVMT | Exit | DELL TECHNOLOGIES INC | $0 | – | -16,378 | -100.0% | -0.69% | – |
| MAC | Exit | MACERICH CO | $0 | – | -24,621 | -100.0% | -0.70% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -25,760 | -100.0% | -0.80% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -3,359 | -100.0% | -0.84% | – |
| BMS | Exit | BEMIS INC | $0 | – | -41,344 | -100.0% | -0.87% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -31,548 | -100.0% | -1.03% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -10,696 | -100.0% | -1.17% | – |
| FCEA | Exit | FOREST CITY RLTY TR INC | $0 | – | -107,548 | -100.0% | -1.23% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-11-14
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.