ALPHASIMPLEX GROUP, LLC - Q1 2019 holdings

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$297 Billion is the total value of ALPHASIMPLEX GROUP, LLC's 210 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was 183.3% .

All

			Value		Shares		↓ Weighting
HYG	New	ISHARES TRiboxx hi yd etf	$49,663,785,000	–	574,347	+100.0%	16.74%	–
SYY	Buy	SYSCO CORP	$3,616,055,000	+210013.6%	54,165	+97.2%	1.22%	-21.7%
MDLZ	Buy	MONDELEZ INTL INCcl a	$3,416,375,000	+164306.9%	68,437	+31.9%	1.15%	-38.7%
PG	Buy	PROCTER AND GAMBLE CO	$2,724,549,000	+117692.9%	26,185	+4.1%	0.92%	-56.1%
VCIT		VANGUARD SCOTTSDALE FDSint-term corp	$2,465,197,000	+104757.4%	28,378	0.0%	0.83%	-60.9%
AGG		ISHARES TRcore us aggbd et	$2,444,913,000	+102326.2%	22,416	0.0%	0.82%	-61.8%
FE	Buy	FIRSTENERGY CORP	$2,438,970,000	+125749.8%	58,615	+13.6%	0.82%	-53.1%
CTXS		CITRIX SYS INC	$2,252,715,000	+97167.5%	22,604	0.0%	0.76%	-63.8%
SRE	Buy	SEMPRA ENERGY	$2,201,291,000	+137825.5%	17,490	+18.5%	0.74%	-48.6%
OTEX	Buy	OPEN TEXT CORP	$2,123,104,000	+138213.0%	55,246	+17.3%	0.72%	-48.5%
HDS	Buy	HD SUPPLY HLDGS INC	$2,095,669,000	+123392.6%	48,343	+6.9%	0.71%	-54.0%
ADP	Sell	AUTOMATIC DATA PROCESSING IN	$2,090,038,000	+109097.4%	13,084	-10.4%	0.70%	-59.3%
BAX	Sell	BAXTER INTL INC	$2,083,731,000	+104979.7%	25,627	-15.0%	0.70%	-60.8%
VO	Sell	VANGUARD INDEX FDSmid cap etf	$2,004,874,000	+100244.0%	12,472	-13.8%	0.68%	-62.6%
UTX	Sell	UNITED TECHNOLOGIES CORP	$1,979,879,000	+117960.8%	15,361	-2.5%	0.67%	-56.0%
ZBH	Sell	ZIMMER BIOMET HLDGS INC	$1,887,789,000	+122963.2%	14,783	-0.0%	0.64%	-54.1%
WEN	Buy	WENDYS CO	$1,881,259,000	+125736.7%	105,157	+9.8%	0.63%	-53.1%
DHR	New	DANAHER CORPORATION	$1,879,041,000	–	14,233	+100.0%	0.63%	–
VTI	Sell	VANGUARD INDEX FDStotal stk mkt	$1,857,498,000	+101625.0%	12,836	-10.3%	0.63%	-62.1%
VTV	Sell	VANGUARD INDEX FDSvalue etf	$1,840,904,000	+95086.3%	17,104	-13.4%	0.62%	-64.6%
ISBC	Sell	INVESTORS BANCORP INC NEW	$1,826,215,000	+101300.1%	154,111	-11.0%	0.62%	-62.2%
BK	Sell	BANK NEW YORK MELLON CORP	$1,812,959,000	+105673.6%	35,950	-1.2%	0.61%	-60.6%
SBUX	New	STARBUCKS CORP	$1,795,385,000	–	24,151	+100.0%	0.60%	–
NDAQ	New	NASDAQ INC	$1,754,787,000	–	20,057	+100.0%	0.59%	–
SON	New	SONOCO PRODS CO	$1,745,852,000	–	28,374	+100.0%	0.59%	–
VRSK	New	VERISK ANALYTICS INC	$1,736,182,000	–	13,054	+100.0%	0.58%	–
G	New	GENPACT LIMITED	$1,734,902,000	–	49,315	+100.0%	0.58%	–
BFAM	New	BRIGHT HORIZONS FAM SOL IN D	$1,726,154,000	–	13,580	+100.0%	0.58%	–
AON	New	AON PLC	$1,726,972,000	–	10,117	+100.0%	0.58%	–
PPG	New	PPG INDS INC	$1,727,362,000	–	15,304	+100.0%	0.58%	–
CB	New	CHUBB LIMITED	$1,725,225,000	–	12,316	+100.0%	0.58%	–
APD	New	AIR PRODS & CHEMS INC	$1,724,560,000	–	9,031	+100.0%	0.58%	–
FIS	New	FIDELITY NATL INFORMATION SV	$1,723,531,000	–	15,239	+100.0%	0.58%	–
BRO	New	BROWN & BROWN INC	$1,719,312,000	–	58,262	+100.0%	0.58%	–
JKHY	New	HENRY JACK & ASSOC INC	$1,719,405,000	–	12,393	+100.0%	0.58%	–
JNJ	New	JOHNSON & JOHNSON	$1,718,019,000	–	12,290	+100.0%	0.58%	–
TMK	New	TORCHMARK CORP	$1,716,934,000	–	20,951	+100.0%	0.58%	–
HON	New	HONEYWELL INTL INC	$1,715,859,000	–	10,797	+100.0%	0.58%	–
RSG	New	REPUBLIC SVCS INC	$1,714,184,000	–	21,326	+100.0%	0.58%	–
CMO	New	CAPSTEAD MTG CORP	$1,712,245,000	–	199,330	+100.0%	0.58%	–
ECL	New	ECOLAB INC	$1,713,144,000	–	9,704	+100.0%	0.58%	–
MCD	New	MCDONALDS CORP	$1,710,429,000	–	9,007	+100.0%	0.58%	–
TRV	New	TRAVELERS COMPANIES INC	$1,710,797,000	–	12,473	+100.0%	0.58%	–
BAM	New	BROOKFIELD ASSET MGMT INCcl a ltd vt sh	$1,709,723,000	–	36,650	+100.0%	0.58%	–
PFE	New	PFIZER INC	$1,707,549,000	–	40,206	+100.0%	0.58%	–
MKL	New	MARKEL CORP	$1,702,574,000	–	1,709	+100.0%	0.57%	–
L	New	LOEWS CORP	$1,703,959,000	–	35,551	+100.0%	0.57%	–
AFL	New	AFLAC INC	$1,701,000,000	–	34,020	+100.0%	0.57%	–
MRK	New	MERCK & CO INC	$1,700,577,000	–	20,447	+100.0%	0.57%	–
ACGL	New	ARCH CAP GROUP LTDord	$1,696,251,000	–	52,483	+100.0%	0.57%	–
ARCC	New	ARES CAP CORP	$1,696,483,000	–	98,978	+100.0%	0.57%	–
YUM	New	YUM BRANDS INC	$1,696,870,000	–	17,001	+100.0%	0.57%	–
DGX	New	QUEST DIAGNOSTICS INC	$1,695,442,000	–	18,855	+100.0%	0.57%	–
LOW		LOWES COS INC	$1,693,501,000	+118409.5%	15,470	0.0%	0.57%	-55.8%
WLTW	New	WILLIS TOWERS WATSON PUB LTD	$1,692,563,000	–	9,636	+100.0%	0.57%	–
DOX	New	AMDOCS LTD	$1,691,370,000	–	31,258	+100.0%	0.57%	–
ALL	New	ALLSTATE CORP	$1,682,808,000	–	17,868	+100.0%	0.57%	–
C	Sell	CITIGROUP INC	$1,679,380,000	+113295.0%	26,991	-5.1%	0.57%	-57.7%
GWR	Sell	GENESEE & WYO INCcl a	$1,678,926,000	+109777.4%	19,267	-6.7%	0.57%	-59.0%
USB	New	US BANCORP DEL	$1,679,470,000	–	34,851	+100.0%	0.57%	–
GPMT	New	GRANITE PT MTG TR INC	$1,680,808,000	–	90,512	+100.0%	0.57%	–
TMUS		T MOBILE US INC	$1,650,454,000	+108554.0%	23,885	0.0%	0.56%	-59.5%
HTGC	New	HERCULES CAPITAL INC	$1,638,774,000	–	129,445	+100.0%	0.55%	–
MSFT	Sell	MICROSOFT CORP	$1,636,653,000	+98553.0%	13,877	-15.0%	0.55%	-63.3%
CBRE	Sell	CBRE GROUP INCcl a	$1,634,768,000	+88891.2%	33,059	-28.0%	0.55%	-66.8%
GOOGL	Sell	ALPHABET INCcap stk cl a	$1,619,401,000	+107074.1%	1,376	-4.8%	0.55%	-60.0%
EMB		ISHARES TRjpmorgan usd emg	$1,612,379,000	+105838.2%	14,650	0.0%	0.54%	-60.5%
HLT	New	HILTON WORLDWIDE HLDGS INC	$1,599,701,000	–	19,248	+100.0%	0.54%	–
NMFC	New	NEW MTN FIN CORP	$1,579,670,000	–	116,409	+100.0%	0.53%	–
JACK	Buy	JACK IN THE BOX INC	$1,546,706,000	+111494.9%	19,081	+6.9%	0.52%	-58.4%
WCC	Buy	WESCO INTL INC	$1,519,055,000	+115593.5%	28,656	+4.8%	0.51%	-56.9%
LNG	Sell	CHENIERE ENERGY INC	$1,512,807,000	+105469.2%	22,130	-8.6%	0.51%	-60.6%
BRKA	New	BERKSHIRE HATHAWAY INC DELcl a	$1,506,075,000	–	5	+100.0%	0.51%	–
ATR	New	APTARGROUP INC	$1,477,970,000	–	13,892	+100.0%	0.50%	–
MMC	New	MARSH & MCLENNAN COS INC	$1,471,131,000	–	15,667	+100.0%	0.50%	–
BWX		SPDR SERIES TRUSTblomberg intl tr	$1,469,524,000	+100898.2%	52,690	0.0%	0.50%	-62.4%
AFG	New	AMERICAN FINL GROUP INC OHIO	$1,465,278,000	–	15,230	+100.0%	0.49%	–
MSGS	New	MADISON SQUARE GARDEN CO NEWcl a	$1,453,632,000	–	4,959	+100.0%	0.49%	–
DWDP		DOWDUPONT INC	$1,448,966,000	+99553.8%	27,180	0.0%	0.49%	-62.9%
WTM	New	WHITE MTNS INS GROUP LTD	$1,443,749,000	–	1,560	+100.0%	0.49%	–
PYPL	Sell	PAYPAL HLDGS INC	$1,439,326,000	+100271.4%	13,861	-18.7%	0.48%	-62.6%
BNDX		VANGUARD CHARLOTTE FDSintl bd idx etf	$1,437,137,000	+102699.5%	25,769	0.0%	0.48%	-61.7%
AINV	New	APOLLO INVT CORP	$1,434,197,000	–	94,729	+100.0%	0.48%	–
AJG	New	GALLAGHER ARTHUR J & CO	$1,428,137,000	–	18,286	+100.0%	0.48%	–
ADS	Buy	ALLIANCE DATA SYSTEMS CORP	$1,424,862,000	+124125.1%	8,143	+6.6%	0.48%	-53.7%
MAIN	New	MAIN STREET CAPITAL CORP	$1,425,169,000	–	38,311	+100.0%	0.48%	–
SLM	New	SLM CORP	$1,417,080,000	–	142,995	+100.0%	0.48%	–
CPB	Buy	CAMPBELL SOUP CO	$1,415,538,000	+126062.0%	37,124	+9.1%	0.48%	-53.0%
AAP	Buy	ADVANCE AUTO PARTS INC	$1,404,315,000	+129210.8%	8,235	+19.4%	0.47%	-51.8%
CFFN	New	CAPITOL FED FINL INC	$1,401,296,000	–	104,966	+100.0%	0.47%	–
DLTR	New	DOLLAR TREE INC	$1,385,688,000	–	13,192	+100.0%	0.47%	–
USFD	Buy	US FOODS HLDG CORP	$1,381,703,000	+113061.6%	39,579	+2.6%	0.47%	-57.8%
CAG	Sell	CONAGRA BRANDS INC	$1,378,567,000	+119050.1%	49,696	-8.3%	0.46%	-55.5%
TSLX	New	TPG SPECIALTY LENDING INC	$1,370,220,000	–	68,511	+100.0%	0.46%	–
DXC	Sell	DXC TECHNOLOGY CO	$1,349,996,000	+117700.7%	20,992	-2.6%	0.46%	-56.1%
MD	Buy	MEDNAX INC	$1,322,989,000	+102377.8%	48,693	+24.5%	0.45%	-61.8%
TRN	Buy	TRINITY INDS INC	$1,321,054,000	+111193.5%	60,794	+5.4%	0.44%	-58.5%
KREF	New	KKR REAL ESTATE FIN TR INC	$1,292,671,000	–	64,569	+100.0%	0.44%	–
CRM	Sell	SALESFORCE COM INC	$1,290,557,000	+89584.3%	8,149	-22.4%	0.44%	-66.6%
TIF	Buy	TIFFANY & CO NEW	$1,290,665,000	+147404.6%	12,228	+12.5%	0.44%	-45.0%
CGBD	New	TCG BDC INC	$1,272,372,000	–	87,871	+100.0%	0.43%	–
CMG	Buy	CHIPOTLE MEXICAN GRILL INC	$1,260,090,000	+175400.0%	1,774	+6.7%	0.42%	-34.5%
HES	Buy	HESS CORP	$1,253,085,000	+149611.5%	20,805	+0.7%	0.42%	-44.3%
TCPC	New	BLACKROCK TCP CAP CORP	$1,219,749,000	–	86,019	+100.0%	0.41%	–
BHE	New	BENCHMARK ELECTRS INC	$1,221,071,000	–	46,517	+100.0%	0.41%	–
NOW	Sell	SERVICENOW INC	$1,215,689,000	+94579.8%	4,932	-31.6%	0.41%	-64.7%
XLNX	Sell	XILINX INC	$1,217,945,000	+90520.9%	9,606	-39.1%	0.41%	-66.3%
FB	Buy	FACEBOOK INCcl a	$1,204,502,000	+131972.6%	7,226	+3.8%	0.41%	-50.8%
APOG	New	APOGEE ENTERPRISES INC	$1,186,259,000	–	31,642	+100.0%	0.40%	–
ORIT	New	ORITANI FINL CORP DEL	$1,176,456,000	–	70,743	+100.0%	0.40%	–
ALX	New	ALEXANDERS INC	$1,165,751,000	–	3,099	+100.0%	0.39%	–
ADSK	Sell	AUTODESK INC	$1,158,989,000	+100506.7%	7,438	-17.0%	0.39%	-62.5%
ITRI	Sell	ITRON INC	$1,153,608,000	+96194.5%	24,729	-2.4%	0.39%	-64.1%
GBDC	New	GOLUB CAP BDC INC	$1,136,113,000	–	63,541	+100.0%	0.38%	–
TEX	Buy	TEREX CORP NEW	$1,110,027,000	+128078.6%	34,548	+10.0%	0.37%	-52.2%
CARS	Buy	CARS COM INC	$1,110,907,000	+113027.0%	48,724	+6.7%	0.37%	-57.9%
GE		GENERAL ELECTRIC CO	$1,102,746,000	+131807.4%	110,385	0.0%	0.37%	-50.8%
ZAYO	Sell	ZAYO GROUP HLDGS INC	$1,093,602,000	+94420.5%	38,480	-24.1%	0.37%	-64.7%
CVI	Sell	CVR ENERGY INC	$1,085,579,000	+109999.3%	26,349	-7.9%	0.37%	-59.0%
ON	Sell	ON SEMICONDUCTOR CORP	$1,076,942,000	+102173.7%	52,355	-17.9%	0.36%	-61.9%
MGM	Sell	MGM RESORTS INTERNATIONAL	$1,077,104,000	+96155.9%	41,976	-9.0%	0.36%	-64.1%
ESI	New	ELEMENT SOLUTIONS INC	$1,070,348,000	–	105,975	+100.0%	0.36%	–
VRRM	New	VERRA MOBILITY CORP	$1,064,027,000	–	89,414	+100.0%	0.36%	–
BTU	Buy	PEABODY ENERGY CORP NEW	$1,044,244,000	+96410.5%	36,860	+3.8%	0.35%	-64.0%
SYMC	Buy	SYMANTEC CORP	$1,040,389,000	+139362.3%	45,254	+14.6%	0.35%	-48.0%
FANG	New	DIAMONDBACK ENERGY INC	$1,030,834,000	–	10,153	+100.0%	0.35%	–
IAC	Sell	IAC INTERACTIVECORP	$1,025,967,000	+90453.1%	4,883	-21.1%	0.35%	-66.2%
L100PS	Buy	ARCONIC INC	$1,014,072,000	+124021.4%	53,065	+9.5%	0.34%	-53.7%
ZEN	New	ZENDESK INC	$999,855,000	–	11,763	+100.0%	0.34%	–
HAIN	New	HAIN CELESTIAL GROUP INC	$991,663,000	–	42,892	+100.0%	0.33%	–
SLRC	New	SOLAR CAP LTD	$935,653,000	–	44,897	+100.0%	0.32%	–
RCII	New	RENT A CTR INC NEW	$930,280,000	–	44,575	+100.0%	0.31%	–
TIVO	New	TIVO CORP	$920,257,000	–	98,740	+100.0%	0.31%	–
RYAM	Buy	RAYONIER ADVANCED MATLS INC	$918,283,000	+179603.1%	67,720	+41.3%	0.31%	-33.1%
MGLN	New	MAGELLAN HEALTH INC	$887,745,000	–	13,467	+100.0%	0.30%	–
VSS	Buy	VANGUARD INTL EQUITY INDEX Fftse smcap etf	$817,108,000	+270465.6%	7,847	+145.7%	0.28%	+0.7%
VPL	Buy	VANGUARD INTL EQUITY INDEX Fftse pacific etf	$817,191,000	+273208.0%	12,408	+151.4%	0.28%	+1.9%
VGK	Buy	VANGUARD INTL EQUITY INDEX Fftse europe etf	$816,534,000	+269383.2%	15,231	+144.4%	0.28%	+0.4%
VEA	Buy	VANGUARD TAX MANAGED INTL FDftse dev mkt etf	$815,683,000	+270891.0%	19,958	+145.7%	0.28%	+1.1%
LGFA	Buy	LIONS GATE ENTMNT CORPcl a vtg	$814,218,000	+104690.0%	52,060	+7.8%	0.27%	-61.0%
WTRH	New	WAITR HLDGS INC	$800,706,000	–	65,151	+100.0%	0.27%	–
LORL	Buy	LORAL SPACE & COMMUNICATNS I	$721,108,000	+172413.9%	20,003	+78.3%	0.24%	-35.7%
EEMV	New	ISHARES INCmin vol emrg mkt	$665,839,000	–	11,234	+100.0%	0.22%	–
HIW	New	HIGHWOODS PPTYS INC	$662,966,000	–	14,172	+100.0%	0.22%	–
RC	New	READY CAP CORP	$660,165,000	–	45,001	+100.0%	0.22%	–
KO	New	COCA COLA CO	$652,385,000	–	13,922	+100.0%	0.22%	–
PMT	New	PENNYMAC MTG INVT TR	$649,631,000	–	31,368	+100.0%	0.22%	–
D	New	DOMINION ENERGY INC	$646,934,000	–	8,439	+100.0%	0.22%	–
EVRG	New	EVERGY INC	$643,600,000	–	11,087	+100.0%	0.22%	–
AGR	New	AVANGRID INC	$643,020,000	–	12,771	+100.0%	0.22%	–
AGNC	New	AGNC INVT CORP	$642,636,000	–	35,702	+100.0%	0.22%	–
ARR	New	ARMOUR RESIDENTIAL REIT INC	$640,525,000	–	32,797	+100.0%	0.22%	–
NHI	New	NATIONAL HEALTH INVS INC	$635,705,000	–	8,093	+100.0%	0.21%	–
UGI	New	UGI CORP NEW	$634,670,000	–	11,452	+100.0%	0.21%	–
NYMT	New	NEW YORK MTG TR INC	$632,550,000	–	103,867	+100.0%	0.21%	–
CIM	New	CHIMERA INVT CORP	$629,102,000	–	33,570	+100.0%	0.21%	–
IVR	New	INVESCO MORTGAGE CAPITAL INC	$628,524,000	–	39,780	+100.0%	0.21%	–
TWO	New	TWO HBRS INVT CORP	$628,780,000	–	46,473	+100.0%	0.21%	–
CNP	New	CENTERPOINT ENERGY INC	$624,131,000	–	20,330	+100.0%	0.21%	–
NLY	New	ANNALY CAP MGMT INC	$624,605,000	–	62,523	+100.0%	0.21%	–
MITT	New	AG MTG INVT TR INC	$618,449,000	–	36,725	+100.0%	0.21%	–
BBDC	New	BARINGS BDC INC	$612,772,000	–	62,464	+100.0%	0.21%	–
PFLT	New	PENNANTPARK FLOATING RATE CA	$600,738,000	–	46,896	+100.0%	0.20%	–
VWO	New	VANGUARD INTL EQUITY INDEX Fftse emr mkt etf	$580,848,000	–	13,667	+100.0%	0.20%	–
EFC	New	ELLINGTON FINANCIAL INC	$521,266,000	–	29,121	+100.0%	0.18%	–
WPC	New	W P CAREY INC	$510,477,000	–	6,517	+100.0%	0.17%	–
AMH	New	AMERICAN HOMES 4 RENTcl a	$509,791,000	–	22,438	+100.0%	0.17%	–
AIV	New	APARTMENT INVT & MGMT COcl a	$412,730,000	–	8,207	+100.0%	0.14%	–
CPT	New	CAMDEN PPTY TRsh ben int	$407,421,000	–	4,014	+100.0%	0.14%	–
PEP	New	PEPSICO INC	$407,356,000	–	3,324	+100.0%	0.14%	–
UDR	New	UDR INC	$405,185,000	–	8,913	+100.0%	0.14%	–
EQR	New	EQUITY RESIDENTIALsh ben int	$406,276,000	–	5,394	+100.0%	0.14%	–
SUI	New	SUN CMNTYS INC	$403,798,000	–	3,407	+100.0%	0.14%	–
LPT	New	LIBERTY PPTY TRsh ben int	$403,145,000	–	8,326	+100.0%	0.14%	–
DEI	New	DOUGLAS EMMETT INC	$403,594,000	–	9,985	+100.0%	0.14%	–
MAA	New	MID AMER APT CMNTYS INC	$404,740,000	–	3,702	+100.0%	0.14%	–
AVB	New	AVALONBAY CMNTYS INC	$404,872,000	–	2,017	+100.0%	0.14%	–
EQC	New	EQUITY COMWLTH	$402,218,000	–	12,304	+100.0%	0.14%	–
DTE	New	DTE ENERGY CO	$400,540,000	–	3,211	+100.0%	0.14%	–
WEC	New	WEC ENERGY GROUP INC	$399,354,000	–	5,050	+100.0%	0.14%	–
ETR	New	ENTERGY CORP NEW	$400,881,000	–	4,192	+100.0%	0.14%	–
ELS	New	EQUITY LIFESTYLE PPTYS INC	$401,650,000	–	3,514	+100.0%	0.14%	–
PEG	New	PUBLIC SVC ENTERPRISE GRP IN	$400,542,000	–	6,742	+100.0%	0.14%	–
CMS	New	CMS ENERGY CORP	$399,610,000	–	7,195	+100.0%	0.14%	–
BXMT	New	BLACKSTONE MTG TR INC	$399,997,000	–	11,574	+100.0%	0.14%	–
ALE	New	ALLETE INC	$399,473,000	–	4,858	+100.0%	0.14%	–
POR	New	PORTLAND GEN ELEC CO	$399,946,000	–	7,715	+100.0%	0.14%	–
EXC	New	EXELON CORP	$399,737,000	–	7,974	+100.0%	0.14%	–
HE	New	HAWAIIAN ELEC INDUSTRIES	$401,421,000	–	9,846	+100.0%	0.14%	–
OGE	New	OGE ENERGY CORP	$399,377,000	–	9,262	+100.0%	0.14%	–
NEE	New	NEXTERA ENERGY INC	$400,946,000	–	2,074	+100.0%	0.14%	–
ATO	New	ATMOS ENERGY CORP	$401,633,000	–	3,902	+100.0%	0.14%	–
PNW	New	PINNACLE WEST CAP CORP	$397,995,000	–	4,164	+100.0%	0.13%	–
IDA	New	IDACORP INC	$398,658,000	–	4,005	+100.0%	0.13%	–
NWE	New	NORTHWESTERN CORP	$397,112,000	–	5,640	+100.0%	0.13%	–
OGS	New	ONE GAS INC	$397,608,000	–	4,466	+100.0%	0.13%	–
ES	New	EVERSOURCE ENERGY	$397,107,000	–	5,597	+100.0%	0.13%	–
DUK	New	DUKE ENERGY CORP NEW	$398,250,000	–	4,425	+100.0%	0.13%	–
SO	New	SOUTHERN CO	$398,866,000	–	7,718	+100.0%	0.13%	–
STWD	New	STARWOOD PPTY TR INC	$397,271,000	–	17,775	+100.0%	0.13%	–
AEE	New	AMEREN CORP	$397,611,000	–	5,406	+100.0%	0.13%	–
LNT	New	ALLIANT ENERGY CORP	$397,824,000	–	8,441	+100.0%	0.13%	–
CL	New	COLGATE PALMOLIVE CO	$393,283,000	–	5,738	+100.0%	0.13%	–
AEP	New	AMERICAN ELEC PWR CO INC	$394,295,000	–	4,708	+100.0%	0.13%	–
XEL	New	XCEL ENERGY INC	$395,662,000	–	7,039	+100.0%	0.13%	–
WTR	New	AQUA AMERICA INC	$392,969,000	–	10,784	+100.0%	0.13%	–
AWK	New	AMERICAN WTR WKS CO INC NEW	$392,539,000	–	3,765	+100.0%	0.13%	–
ED	New	CONSOLIDATED EDISON INC	$381,730,000	–	4,501	+100.0%	0.13%	–
	New	ALTUS MIDSTREAM COcl a	$346,938,000	–	58,803	+100.0%	0.12%	–
BND	New	VANGUARD BD INDEX FD INCtotal bnd mrkt	$304,821,000	–	3,754	+100.0%	0.10%	–
COMM	Exit	COMMSCOPE HLDG CO INC	$0	–	-45,088	-100.0%	-0.67%	–
NFLX	Exit	NETFLIX INC	$0	–	-3,263	-100.0%	-0.79%	–
FDC	Exit	FIRST DATA CORP NEW	$0	–	-51,958	-100.0%	-0.80%	–
MHK	Exit	MOHAWK INDS INC	$0	–	-8,180	-100.0%	-0.86%	–
UNVR	Exit	UNIVAR INC	$0	–	-57,390	-100.0%	-0.92%	–
PAH	Exit	PLATFORM SPECIALTY PRODS COR	$0	–	-102,178	-100.0%	-0.95%	–
AMCX	Exit	AMC NETWORKS INCcl a	$0	–	-21,380	-100.0%	-1.06%	–
UAL	Exit	UNITED CONTL HLDGS INC	$0	–	-14,554	-100.0%	-1.10%	–
AABA	Exit	ALTABA INC	$0	–	-22,261	-100.0%	-1.17%	–
WP	Exit	WORLDPAY INCcl a	$0	–	-18,934	-100.0%	-1.31%	–
BAC	Exit	BANK AMER CORP	$0	–	-59,813	-100.0%	-1.33%	–
AWI	Exit	ARMSTRONG WORLD INDS INC NEW	$0	–	-28,035	-100.0%	-1.48%	–
HHC	Exit	HOWARD HUGHES CORP	$0	–	-17,383	-100.0%	-1.53%	–
ICE	Exit	INTERCONTINENTAL EXCHANGE IN	$0	–	-28,762	-100.0%	-1.96%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2019-05-13

Signatures

The EDGAR filing(s) were signed by:

Arnout M. Eikeboom — Chief Compliance Officer

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

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (296767004000.0 != 296767005000.0)

Export ALPHASIMPLEX GROUP, LLC's holdings