$111 Million is the total value of ALPHASIMPLEX GROUP, LLC's 84 reported holdings in Q4 2018. The portfolio turnover from Q3 2018 to Q4 2018 was 19.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGG | Sell | ISHARES TRcore us aggbd et | $2,387,000 | -8.3% | 22,416 | -9.1% | 2.16% | +67.5% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $2,351,000 | -10.1% | 28,378 | -9.3% | 2.13% | +64.3% |
| CTXS | Buy | CITRIX SYS INC | $2,316,000 | -5.7% | 22,604 | +2.3% | 2.09% | +72.2% |
| PG | Sell | PROCTER AND GAMBLE CO | $2,313,000 | -12.9% | 25,165 | -21.2% | 2.09% | +59.0% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $2,167,000 | -1.4% | 28,762 | -2.0% | 1.96% | +80.1% |
| MDLZ | MONDELEZ INTL INCcl a | $2,078,000 | -6.8% | 51,901 | 0.0% | 1.88% | +70.2% | |
| VO | Buy | VANGUARD INDEX FDSmid cap etf | $1,998,000 | -4.4% | 14,463 | +13.6% | 1.81% | +74.8% |
| BAX | BAXTER INTL INC | $1,983,000 | -14.6% | 30,134 | 0.0% | 1.79% | +55.9% | |
| FE | New | FIRSTENERGY CORP | $1,938,000 | – | 51,619 | +100.0% | 1.75% | – |
| VTV | Buy | VANGUARD INDEX FDSvalue etf | $1,934,000 | -1.4% | 19,745 | +11.4% | 1.75% | +80.1% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $1,914,000 | -19.0% | 14,596 | -6.9% | 1.73% | +48.1% |
| CBRE | CBRE GROUP INCcl a | $1,837,000 | -9.2% | 45,891 | 0.0% | 1.66% | +65.8% | |
| VTI | VANGUARD INDEX FDStotal stk mkt | $1,826,000 | -14.7% | 14,308 | 0.0% | 1.65% | +55.8% | |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $1,801,000 | -17.2% | 173,168 | -2.3% | 1.63% | +51.4% |
| SYY | SYSCO CORP | $1,721,000 | -14.5% | 27,462 | 0.0% | 1.56% | +56.2% | |
| BK | BANK NEW YORK MELLON CORP | $1,714,000 | -7.7% | 36,405 | 0.0% | 1.55% | +68.7% | |
| HDS | Buy | HD SUPPLY HLDGS INC | $1,697,000 | -6.2% | 45,221 | +6.9% | 1.53% | +71.4% |
| HHC | Buy | HOWARD HUGHES CORP | $1,697,000 | -19.3% | 17,383 | +2.7% | 1.53% | +47.4% |
| UTX | UNITED TECHNOLOGIES CORP | $1,677,000 | -23.8% | 15,750 | 0.0% | 1.52% | +39.1% | |
| MSFT | Sell | MICROSOFT CORP | $1,659,000 | -14.2% | 16,329 | -3.4% | 1.50% | +56.7% |
| AWI | Buy | ARMSTRONG WORLD INDS INC NEW | $1,632,000 | -12.7% | 28,035 | +4.4% | 1.48% | +59.6% |
| SRE | New | SEMPRA ENERGY | $1,596,000 | – | 14,756 | +100.0% | 1.44% | – |
| OTEX | Buy | OPEN TEXT CORP | $1,535,000 | -11.0% | 47,095 | +3.9% | 1.39% | +62.5% |
| ZBH | ZIMMER BIOMET HLDGS INC | $1,534,000 | -21.1% | 14,787 | 0.0% | 1.39% | +44.2% | |
| GWR | New | GENESEE & WYO INCcl a | $1,528,000 | – | 20,646 | +100.0% | 1.38% | – |
| EMB | ISHARES TRjpmorgan usd emg | $1,522,000 | -3.6% | 14,650 | 0.0% | 1.38% | +76.0% | |
| TMUS | T MOBILE US INC | $1,519,000 | -9.4% | 23,885 | 0.0% | 1.37% | +65.5% | |
| GOOGL | ALPHABET INCcap stk cl a | $1,511,000 | -13.4% | 1,446 | 0.0% | 1.37% | +58.1% | |
| WEN | Buy | WENDYS CO | $1,495,000 | -6.1% | 95,779 | +3.1% | 1.35% | +71.6% |
| C | Buy | CITIGROUP INC | $1,481,000 | -24.5% | 28,446 | +4.0% | 1.34% | +37.9% |
| BAC | Buy | BANK AMER CORP | $1,474,000 | -14.1% | 59,813 | +2.7% | 1.33% | +57.0% |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,455,000 | +0.8% | 52,690 | 0.0% | 1.32% | +84.3% | |
| DWDP | Buy | DOWDUPONT INC | $1,454,000 | -10.4% | 27,180 | +7.8% | 1.32% | +63.8% |
| WP | WORLDPAY INCcl a | $1,447,000 | -24.5% | 18,934 | 0.0% | 1.31% | +37.8% | |
| CRM | Sell | SALESFORCE COM INC | $1,439,000 | -28.7% | 10,507 | -17.2% | 1.30% | +30.4% |
| PYPL | PAYPAL HLDGS INC | $1,434,000 | -4.3% | 17,054 | 0.0% | 1.30% | +75.0% | |
| LNG | CHENIERE ENERGY INC | $1,433,000 | -14.9% | 24,213 | 0.0% | 1.30% | +55.6% | |
| LOW | LOWES COS INC | $1,429,000 | -19.5% | 15,470 | 0.0% | 1.29% | +47.0% | |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,398,000 | -12.4% | 25,769 | -11.9% | 1.26% | +60.2% |
| JACK | JACK IN THE BOX INC | $1,386,000 | -7.4% | 17,848 | 0.0% | 1.25% | +69.3% | |
| XLNX | Sell | XILINX INC | $1,344,000 | -16.3% | 15,782 | -21.2% | 1.22% | +52.8% |
| WCC | Buy | WESCO INTL INC | $1,313,000 | -5.3% | 27,350 | +21.2% | 1.19% | +73.0% |
| MD | Buy | MEDNAX INC | $1,291,000 | -1.8% | 39,123 | +39.0% | 1.17% | +79.5% |
| AABA | ALTABA INC | $1,290,000 | -14.9% | 22,261 | 0.0% | 1.17% | +55.5% | |
| NOW | Sell | SERVICENOW INC | $1,284,000 | -16.1% | 7,211 | -7.8% | 1.16% | +53.4% |
| USFD | New | US FOODS HLDG CORP | $1,221,000 | – | 38,590 | +100.0% | 1.10% | – |
| UAL | UNITED CONTL HLDGS INC | $1,219,000 | -5.9% | 14,554 | 0.0% | 1.10% | +71.9% | |
| ITRI | Buy | ITRON INC | $1,198,000 | -11.3% | 25,329 | +20.4% | 1.08% | +61.9% |
| TRN | Buy | TRINITY INDS INC | $1,187,000 | -26.8% | 57,658 | +30.4% | 1.07% | +33.8% |
| AMCX | AMC NETWORKS INCcl a | $1,173,000 | -17.3% | 21,380 | 0.0% | 1.06% | +51.1% | |
| ZAYO | Sell | ZAYO GROUP HLDGS INC | $1,157,000 | -36.8% | 50,671 | -3.9% | 1.05% | +15.5% |
| CAG | New | CONAGRA BRANDS INC | $1,157,000 | – | 54,182 | +100.0% | 1.05% | – |
| ADSK | AUTODESK INC | $1,152,000 | -17.7% | 8,961 | 0.0% | 1.04% | +50.6% | |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $1,147,000 | -25.0% | 7,641 | +18.0% | 1.04% | +37.0% |
| DXC | DXC TECHNOLOGY CO | $1,146,000 | -43.1% | 21,550 | 0.0% | 1.04% | +3.9% | |
| IAC | IAC INTERACTIVECORP | $1,133,000 | -15.5% | 6,190 | 0.0% | 1.02% | +54.2% | |
| CPB | New | CAMPBELL SOUP CO | $1,122,000 | – | 34,013 | +100.0% | 1.02% | – |
| MGM | MGM RESORTS INTERNATIONAL | $1,119,000 | -13.1% | 46,115 | 0.0% | 1.01% | +58.9% | |
| AAP | ADVANCE AUTO PARTS INC | $1,086,000 | -6.5% | 6,896 | 0.0% | 0.98% | +70.8% | |
| BTU | PEABODY ENERGY CORP NEW | $1,082,000 | -14.5% | 35,513 | 0.0% | 0.98% | +56.0% | |
| PAH | PLATFORM SPECIALTY PRODS COR | $1,055,000 | -17.2% | 102,178 | 0.0% | 0.95% | +51.2% | |
| ON | Buy | ON SEMICONDUCTOR CORP | $1,053,000 | -6.8% | 63,786 | +4.1% | 0.95% | +70.3% |
| UNVR | Buy | UNIVAR INC | $1,018,000 | -27.7% | 57,390 | +25.0% | 0.92% | +32.1% |
| CVI | CVR ENERGY INC | $986,000 | -14.3% | 28,607 | 0.0% | 0.89% | +56.5% | |
| CARS | CARS COM INC | $982,000 | -22.1% | 45,676 | 0.0% | 0.89% | +42.3% | |
| MHK | New | MOHAWK INDS INC | $957,000 | – | 8,180 | +100.0% | 0.86% | – |
| FB | FACEBOOK INCcl a | $912,000 | -20.3% | 6,960 | 0.0% | 0.82% | +45.5% | |
| FDC | FIRST DATA CORP NEW | $879,000 | -30.8% | 51,958 | 0.0% | 0.80% | +26.4% | |
| TIF | Buy | TIFFANY & CO NEW | $875,000 | -31.1% | 10,874 | +10.4% | 0.79% | +25.8% |
| NFLX | NETFLIX INC | $873,000 | -28.5% | 3,263 | 0.0% | 0.79% | +30.6% | |
| TEX | TEREX CORP NEW | $866,000 | -30.9% | 31,414 | 0.0% | 0.78% | +26.1% | |
| HES | Buy | HESS CORP | $837,000 | -37.6% | 20,670 | +10.2% | 0.76% | +14.0% |
| GE | Buy | GENERAL ELECTRIC CO | $836,000 | -28.4% | 110,385 | +6.7% | 0.76% | +30.8% |
| L100PS | ARCONIC INC | $817,000 | -23.4% | 48,462 | 0.0% | 0.74% | +40.0% | |
| LGFA | LIONS GATE ENTMNT CORPcl a vtg | $777,000 | -34.0% | 48,290 | 0.0% | 0.70% | +20.6% | |
| SYMC | New | SYMANTEC CORP | $746,000 | – | 39,504 | +100.0% | 0.68% | – |
| COMM | Buy | COMMSCOPE HLDG CO INC | $739,000 | -34.1% | 45,088 | +23.8% | 0.67% | +20.4% |
| CMG | CHIPOTLE MEXICAN GRILL INC | $718,000 | -4.9% | 1,662 | 0.0% | 0.65% | +73.5% | |
| RYAM | RAYONIER ADVANCED MATLS INC | $511,000 | -42.1% | 47,936 | 0.0% | 0.46% | +5.7% | |
| LORL | LORAL SPACE & COMMUNICATNS I | $418,000 | -17.9% | 11,217 | 0.0% | 0.38% | +50.0% | |
| VGK | Sell | VANGUARD INTL EQUITY INDEX Fftse europe etf | $303,000 | -72.5% | 6,232 | -68.2% | 0.27% | -49.7% |
| VSS | Sell | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $302,000 | -65.7% | 3,194 | -59.3% | 0.27% | -37.4% |
| VEA | Sell | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $301,000 | -72.8% | 8,124 | -68.3% | 0.27% | -50.4% |
| VPL | Sell | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $299,000 | -73.7% | 4,935 | -69.1% | 0.27% | -52.0% |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -37,677 | -100.0% | -0.38% | – |
| IMAX | Exit | IMAX CORP | $0 | – | -35,736 | -100.0% | -0.46% | – |
| ASTE | Exit | ASTEC INDS INC | $0 | – | -18,300 | -100.0% | -0.46% | – |
| AIR | Exit | AAR CORP | $0 | – | -30,225 | -100.0% | -0.72% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -35,846 | -100.0% | -0.83% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -8,171 | -100.0% | -0.92% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -60,015 | -100.0% | -8.64% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -635,177 | -100.0% | -27.18% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-02-14
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.