$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 34.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PG | Sell | PROCTER AND GAMBLE CO | $2,657,000 | -7.3% | 31,923 | -13.0% | 1.32% | -8.2% |
| 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% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $2,141,000 | -4.4% | 14,308 | -10.3% | 1.06% | -5.4% |
| VO | Sell | VANGUARD INDEX FDSmid cap etf | $2,089,000 | -5.7% | 12,726 | -9.4% | 1.03% | -6.7% |
| CRM | Sell | SALESFORCE COM INC | $2,017,000 | +6.8% | 12,686 | -8.4% | 1.00% | +5.6% |
| 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% |
| WP | Sell | WORLDPAY INCcl a | $1,917,000 | +6.4% | 18,934 | -14.1% | 0.95% | +5.3% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $1,745,000 | +4.7% | 1,446 | -2.0% | 0.86% | +3.6% |
| 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% |
| 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% |
| ADS | Sell | ALLIANCE DATA SYSTEMS CORP | $1,529,000 | -7.1% | 6,475 | -8.2% | 0.76% | -8.0% |
| JACK | Sell | JACK IN THE BOX INC | $1,496,000 | -9.8% | 17,848 | -8.4% | 0.74% | -10.8% |
| AMCX | Sell | AMC NETWORKS INCcl a | $1,418,000 | +3.8% | 21,380 | -2.7% | 0.70% | +2.8% |
| ITRI | Sell | ITRON INC | $1,351,000 | -2.6% | 21,039 | -8.9% | 0.67% | -3.6% |
| IAC | Sell | IAC INTERACTIVECORP | $1,341,000 | +23.1% | 6,190 | -13.4% | 0.66% | +21.8% |
| UAL | Sell | UNITED CONTL HLDGS INC | $1,296,000 | +10.2% | 14,554 | -13.7% | 0.64% | +9.0% |
| FDC | Sell | FIRST DATA CORP NEW | $1,271,000 | -5.6% | 51,958 | -19.3% | 0.63% | -6.7% |
| 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% |
| L100PS | Sell | ARCONIC INC | $1,067,000 | +11.6% | 48,462 | -13.8% | 0.53% | +10.5% |
| 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% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $755,000 | -6.1% | 1,662 | -10.8% | 0.37% | -7.0% |
| 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.