$321 Billion is the total value of ALPHASIMPLEX GROUP, LLC's 211 reported holdings in Q2 2019. The portfolio turnover from Q1 2019 to Q2 2019 was 26.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES TRiboxx hi yd etf | $42,930,360,000 | -13.6% | 492,433 | -14.3% | 13.39% | -20.0% |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $17,937,370,000 | – | 61,219 | +100.0% | 5.59% | – |
| CTXS | Buy | CITRIX SYS INC | $3,555,318,000 | +57.8% | 36,227 | +60.3% | 1.11% | +46.1% |
| LTXB | New | LEGACY TEX FINL GROUP INC | $3,422,530,000 | – | 84,071 | +100.0% | 1.07% | – |
| AGN | New | ALLERGAN PLC | $3,410,382,000 | – | 20,369 | +100.0% | 1.06% | – |
| CZR | New | CAESARS ENTMT CORP | $3,398,132,000 | – | 287,490 | +100.0% | 1.06% | – |
| TSS | New | TOTAL SYS SVCS INC | $3,395,563,000 | – | 26,472 | +100.0% | 1.06% | – |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $3,389,070,000 | -0.8% | 62,877 | -8.1% | 1.06% | -8.2% |
| SYY | Sell | SYSCO CORP | $3,291,026,000 | -9.0% | 46,536 | -14.1% | 1.03% | -15.8% |
| CHSP | New | CHESAPEAKE LODGING TRsh ben int | $3,266,822,000 | – | 114,948 | +100.0% | 1.02% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $2,802,418,000 | – | 16,880 | +100.0% | 0.87% | – |
| PG | Sell | PROCTER AND GAMBLE CO | $2,693,333,000 | -1.1% | 24,563 | -6.2% | 0.84% | -8.5% |
| VCIT | Buy | VANGUARD SCOTTSDALE FDSint-term corp | $2,554,373,000 | +3.6% | 28,429 | +0.2% | 0.80% | -4.1% |
| AGG | ISHARES TRcore us aggbd et | $2,496,022,000 | +2.1% | 22,416 | 0.0% | 0.78% | -5.6% | |
| HF | New | HFF INCcl a | $2,173,171,000 | – | 47,783 | +100.0% | 0.68% | – |
| VTI | Buy | VANGUARD INDEX FDStotal stk mkt | $2,142,084,000 | +15.3% | 14,272 | +11.2% | 0.67% | +6.7% |
| VTV | Buy | VANGUARD INDEX FDSvalue etf | $2,108,922,000 | +14.6% | 19,013 | +11.2% | 0.66% | +6.1% |
| VO | VANGUARD INDEX FDSmid cap etf | $2,084,820,000 | +4.0% | 12,472 | 0.0% | 0.65% | -3.8% | |
| SRE | Sell | SEMPRA ENERGY | $2,051,979,000 | -6.8% | 14,930 | -14.6% | 0.64% | -13.7% |
| OTEX | Sell | OPEN TEXT CORP | $1,983,080,000 | -6.6% | 48,133 | -12.9% | 0.62% | -13.6% |
| FE | Sell | FIRSTENERGY CORP | $1,954,448,000 | -19.9% | 45,654 | -22.1% | 0.61% | -25.9% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $1,911,049,000 | -8.6% | 11,559 | -11.7% | 0.60% | -15.3% |
| DHR | Sell | DANAHER CORPORATION | $1,911,555,000 | +1.7% | 13,375 | -6.0% | 0.60% | -5.8% |
| BAX | Sell | BAXTER INTL INC | $1,909,826,000 | -8.3% | 23,319 | -9.0% | 0.60% | -15.1% |
| WEN | Sell | WENDYS CO | $1,884,458,000 | +0.2% | 96,244 | -8.5% | 0.59% | -7.3% |
| SBUX | Sell | STARBUCKS CORP | $1,805,614,000 | +0.6% | 21,539 | -10.8% | 0.56% | -6.9% |
| BFAM | Sell | BRIGHT HORIZONS FAM SOL IN D | $1,771,516,000 | +2.6% | 11,742 | -13.5% | 0.55% | -5.2% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $1,744,159,000 | -11.9% | 13,396 | -12.8% | 0.54% | -18.4% |
| PPG | Sell | PPG INDS INC | $1,721,006,000 | -0.4% | 14,746 | -3.6% | 0.54% | -7.7% |
| G | Sell | GENPACT LIMITED | $1,723,611,000 | -0.7% | 45,251 | -8.2% | 0.54% | -8.2% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $1,712,882,000 | -9.3% | 14,548 | -1.6% | 0.53% | -16.0% |
| HON | Sell | HONEYWELL INTL INC | $1,707,316,000 | -0.5% | 9,779 | -9.4% | 0.53% | -8.0% |
| C | Sell | CITIGROUP INC | $1,686,392,000 | +0.4% | 24,081 | -10.8% | 0.53% | -7.1% |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $1,680,737,000 | +5.1% | 17,196 | -10.7% | 0.52% | -2.8% |
| TMK | Sell | TORCHMARK CORP | $1,670,129,000 | -2.7% | 18,669 | -10.9% | 0.52% | -10.0% |
| EMB | Buy | ISHARES TRjpmorgan usd emg | $1,664,268,000 | +3.2% | 14,690 | +0.3% | 0.52% | -4.4% |
| DOX | Sell | AMDOCS LTD | $1,658,734,000 | -1.9% | 26,715 | -14.5% | 0.52% | -9.3% |
| PFE | Sell | PFIZER INC | $1,658,593,000 | -2.9% | 38,287 | -4.8% | 0.52% | -10.1% |
| TMUS | Sell | T MOBILE US INC | $1,644,203,000 | -0.4% | 22,177 | -7.2% | 0.51% | -7.7% |
| USB | Sell | US BANCORP DEL | $1,645,046,000 | -2.0% | 31,394 | -9.9% | 0.51% | -9.4% |
| ECL | Sell | ECOLAB INC | $1,640,726,000 | -4.2% | 8,310 | -14.4% | 0.51% | -11.3% |
| HDS | Sell | HD SUPPLY HLDGS INC | $1,643,384,000 | -21.6% | 40,799 | -15.6% | 0.51% | -27.5% |
| JKHY | Sell | HENRY JACK & ASSOC INC | $1,622,575,000 | -5.6% | 12,116 | -2.2% | 0.51% | -12.6% |
| OSW | New | ONESPAWORLD HOLDINGS LIMITED | $1,619,812,000 | – | 104,504 | +100.0% | 0.50% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $1,612,409,000 | – | 30,660 | +100.0% | 0.50% | – |
| BRKA | BERKSHIRE HATHAWAY INC DELcl a | $1,591,750,000 | +5.7% | 5 | 0.0% | 0.50% | -2.2% | |
| BK | BANK NEW YORK MELLON CORP | $1,587,193,000 | -12.5% | 35,950 | 0.0% | 0.50% | -19.0% | |
| MSFT | Sell | MICROSOFT CORP | $1,563,849,000 | -4.4% | 11,674 | -15.9% | 0.49% | -11.4% |
| HTGC | Sell | HERCULES CAPITAL INC | $1,538,682,000 | -6.1% | 120,022 | -7.3% | 0.48% | -13.0% |
| CBRE | Sell | CBRE GROUP INCcl a | $1,536,692,000 | -6.0% | 29,955 | -9.4% | 0.48% | -13.1% |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,523,795,000 | +3.7% | 52,690 | 0.0% | 0.48% | -4.0% | |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $1,484,181,000 | +2.8% | 1,453 | -6.9% | 0.46% | -4.7% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $1,477,854,000 | -19.1% | 132,543 | -14.0% | 0.46% | -25.0% |
| BNDX | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,476,564,000 | +2.7% | 25,769 | 0.0% | 0.46% | -5.0% | |
| HSY | New | HERSHEY CO | $1,472,856,000 | – | 10,989 | +100.0% | 0.46% | – |
| LOW | Sell | LOWES COS INC | $1,470,662,000 | -13.2% | 14,574 | -5.8% | 0.46% | -19.6% |
| LNG | Sell | CHENIERE ENERGY INC | $1,469,758,000 | -2.8% | 21,472 | -3.0% | 0.46% | -10.2% |
| ATR | Sell | APTARGROUP INC | $1,459,379,000 | -1.3% | 11,737 | -15.5% | 0.46% | -8.6% |
| ALL | Sell | ALLSTATE CORP | $1,456,811,000 | -13.4% | 14,326 | -19.8% | 0.45% | -19.9% |
| WCC | WESCO INTL INC | $1,451,426,000 | -4.5% | 28,656 | 0.0% | 0.45% | -11.5% | |
| BRO | Sell | BROWN & BROWN INC | $1,453,699,000 | -15.4% | 43,394 | -25.5% | 0.45% | -21.8% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $1,449,869,000 | -10.5% | 1,339 | -2.7% | 0.45% | -17.2% |
| AON | Sell | AON PLC | $1,450,438,000 | -16.0% | 7,516 | -25.7% | 0.45% | -22.3% |
| MKL | Sell | MARKEL CORP | $1,446,989,000 | -15.0% | 1,328 | -22.3% | 0.45% | -21.4% |
| SON | Sell | SONOCO PRODS CO | $1,445,321,000 | -17.2% | 22,120 | -22.0% | 0.45% | -23.3% |
| GPMT | Sell | GRANITE PT MTG TR INC | $1,445,487,000 | -14.0% | 75,325 | -16.8% | 0.45% | -20.3% |
| APD | Sell | AIR PRODS & CHEMS INC | $1,442,203,000 | -16.4% | 6,371 | -29.5% | 0.45% | -22.5% |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO | $1,443,085,000 | -1.5% | 14,083 | -7.5% | 0.45% | -8.9% |
| VRSK | Sell | VERISK ANALYTICS INC | $1,443,803,000 | -16.8% | 9,858 | -24.5% | 0.45% | -23.1% |
| MCD | Sell | MCDONALDS CORP | $1,443,029,000 | -15.6% | 6,949 | -22.8% | 0.45% | -21.9% |
| YUM | Sell | YUM BRANDS INC | $1,440,370,000 | -15.1% | 13,015 | -23.4% | 0.45% | -21.5% |
| L | Sell | LOEWS CORP | $1,436,618,000 | -15.7% | 26,278 | -26.1% | 0.45% | -22.0% |
| MAIN | Sell | MAIN STREET CAPITAL CORP | $1,436,280,000 | +0.8% | 34,929 | -8.8% | 0.45% | -6.7% |
| AFL | Sell | AFLAC INC | $1,437,118,000 | -15.5% | 26,220 | -22.9% | 0.45% | -21.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $1,437,927,000 | -16.3% | 10,324 | -16.0% | 0.45% | -22.6% |
| CGBD | Buy | TCG BDC INC | $1,437,681,000 | +13.0% | 94,336 | +7.4% | 0.45% | +4.4% |
| BIP | New | BROOKFIELD INFRAST PARTNERSlp int unit | $1,432,822,000 | – | 33,368 | +100.0% | 0.45% | – |
| ARCC | Sell | ARES CAP CORP | $1,433,711,000 | -15.5% | 79,917 | -19.3% | 0.45% | -21.9% |
| RSG | Sell | REPUBLIC SVCS INC | $1,430,426,000 | -16.6% | 16,510 | -22.6% | 0.45% | -22.8% |
| CERN | New | CERNER CORP | $1,426,491,000 | – | 19,461 | +100.0% | 0.44% | – |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $1,425,182,000 | -16.6% | 29,828 | -18.6% | 0.44% | -22.9% |
| NDAQ | Sell | NASDAQ INC | $1,422,835,000 | -18.9% | 14,795 | -26.2% | 0.44% | -24.9% |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $1,423,947,000 | -17.4% | 11,607 | -23.8% | 0.44% | -23.6% |
| CB | Sell | CHUBB LIMITED | $1,420,317,000 | -17.7% | 9,643 | -21.7% | 0.44% | -23.8% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $1,421,936,000 | -3.3% | 14,255 | -9.0% | 0.44% | -10.7% |
| AJG | Sell | GALLAGHER ARTHUR J & CO | $1,420,272,000 | -0.6% | 16,215 | -11.3% | 0.44% | -7.9% |
| TRTX | New | TPG RE FIN TR INC | $1,417,159,000 | – | 73,466 | +100.0% | 0.44% | – |
| EBAY | New | EBAY INC | $1,417,932,000 | – | 35,897 | +100.0% | 0.44% | – |
| RTEC | New | RUDOLPH TECHNOLOGIES INC | $1,411,009,000 | – | 51,068 | +100.0% | 0.44% | – |
| TSLX | Buy | TPG SPECIALTY LENDING INC | $1,397,029,000 | +2.0% | 71,277 | +4.0% | 0.44% | -5.6% |
| CMO | Sell | CAPSTEAD MTG CORP | $1,395,160,000 | -18.5% | 167,085 | -16.2% | 0.44% | -24.6% |
| JACK | Sell | JACK IN THE BOX INC | $1,388,025,000 | -10.3% | 17,054 | -10.6% | 0.43% | -16.9% |
| SLM | SLM CORP | $1,389,911,000 | -1.9% | 142,995 | 0.0% | 0.43% | -9.4% | |
| KREF | Buy | KKR REAL ESTATE FIN TR INC | $1,386,791,000 | +7.3% | 69,618 | +7.8% | 0.43% | -0.9% |
| USFD | Sell | US FOODS HLDG CORP | $1,378,798,000 | -0.2% | 38,557 | -2.6% | 0.43% | -7.7% |
| APOG | APOGEE ENTERPRISES INC | $1,374,528,000 | +15.9% | 31,642 | 0.0% | 0.43% | +7.2% | |
| VRRM | Buy | VERRA MOBILITY CORP | $1,375,955,000 | +29.3% | 105,115 | +17.6% | 0.43% | +19.5% |
| AINV | Sell | APOLLO INVT CORP | $1,366,479,000 | -4.7% | 86,486 | -8.7% | 0.43% | -11.8% |
| GWR | Sell | GENESEE & WYO INCcl a | $1,357,100,000 | -19.2% | 13,571 | -29.6% | 0.42% | -25.3% |
| DLTR | Sell | DOLLAR TREE INC | $1,349,463,000 | -2.6% | 12,566 | -4.7% | 0.42% | -9.9% |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $1,329,187,000 | – | 23,266 | +100.0% | 0.41% | – |
| MSGS | Sell | MADISON SQUARE GARDEN CO NEWcl a | $1,300,601,000 | -10.5% | 4,646 | -6.3% | 0.41% | -17.1% |
| PYPL | Sell | PAYPAL HLDGS INC | $1,297,519,000 | -9.9% | 11,336 | -18.2% | 0.40% | -16.5% |
| AAP | ADVANCE AUTO PARTS INC | $1,269,343,000 | -9.6% | 8,235 | 0.0% | 0.40% | -16.3% | |
| CFFN | Sell | CAPITOL FED FINL INC | $1,260,616,000 | -10.0% | 91,548 | -12.8% | 0.39% | -16.7% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $1,240,766,000 | -1.5% | 1,693 | -4.6% | 0.39% | -8.9% |
| NMFC | Sell | NEW MTN FIN CORP | $1,206,156,000 | -23.6% | 86,339 | -25.8% | 0.38% | -29.3% |
| MGM | MGM RESORTS INTERNATIONAL | $1,199,254,000 | +11.3% | 41,976 | 0.0% | 0.37% | +3.0% | |
| CVI | Sell | CVR ENERGY INC | $1,154,019,000 | +6.3% | 23,085 | -12.4% | 0.36% | -1.6% |
| ADS | ALLIANCE DATA SYSTEMS CORP | $1,141,079,000 | -19.9% | 8,143 | 0.0% | 0.36% | -25.8% | |
| DXC | Sell | DXC TECHNOLOGY CO | $1,127,156,000 | -16.5% | 20,438 | -2.6% | 0.35% | -22.9% |
| HES | Sell | HESS CORP | $1,118,387,000 | -10.7% | 17,593 | -15.4% | 0.35% | -17.3% |
| ADBE | New | ADOBE INC | $1,106,705,000 | – | 3,756 | +100.0% | 0.34% | – |
| FANG | DIAMONDBACK ENERGY INC | $1,106,372,000 | +7.3% | 10,153 | 0.0% | 0.34% | -0.6% | |
| EXP | New | EAGLE MATERIALS INC | $1,085,610,000 | – | 11,711 | +100.0% | 0.34% | – |
| ALX | Sell | ALEXANDERS INC | $1,084,609,000 | -7.0% | 2,929 | -5.5% | 0.34% | -14.0% |
| TEX | TEREX CORP NEW | $1,084,807,000 | -2.3% | 34,548 | 0.0% | 0.34% | -9.6% | |
| CPB | Sell | CAMPBELL SOUP CO | $1,075,078,000 | -24.1% | 26,830 | -27.7% | 0.34% | -29.8% |
| IAC | IAC INTERACTIVECORP | $1,062,199,000 | +3.5% | 4,883 | 0.0% | 0.33% | -4.3% | |
| TIF | Sell | TIFFANY & CO NEW | $1,052,701,000 | -18.4% | 11,242 | -8.1% | 0.33% | -24.6% |
| VSS | Buy | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $1,049,653,000 | +28.5% | 9,972 | +27.1% | 0.33% | +18.9% |
| VEA | Buy | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,049,090,000 | +28.6% | 25,152 | +26.0% | 0.33% | +18.9% |
| VGK | Buy | VANGUARD INTL EQUITY INDEX Fftse europe etf | $1,045,241,000 | +28.0% | 19,039 | +25.0% | 0.33% | +18.5% |
| CNC | New | CENTENE CORP DEL | $1,043,346,000 | – | 19,896 | +100.0% | 0.32% | – |
| GBDC | Sell | GOLUB CAP BDC INC | $1,040,481,000 | -8.4% | 58,454 | -8.0% | 0.32% | -15.4% |
| VPL | Buy | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $1,029,064,000 | +25.9% | 15,573 | +25.5% | 0.32% | +16.7% |
| L100PS | Sell | ARCONIC INC | $1,030,812,000 | +1.7% | 39,923 | -24.8% | 0.32% | -6.1% |
| RCII | Sell | RENT A CTR INC NEW | $1,025,867,000 | +10.3% | 38,523 | -13.6% | 0.32% | +2.2% |
| TFSL | New | TFS FINL CORP | $1,010,149,000 | – | 55,902 | +100.0% | 0.32% | – |
| TRN | Sell | TRINITY INDS INC | $1,009,882,000 | -23.6% | 48,669 | -19.9% | 0.32% | -29.2% |
| UNVR | New | UNIVAR INC | $1,006,633,000 | – | 45,673 | +100.0% | 0.31% | – |
| MGLN | MAGELLAN HEALTH INC | $999,655,000 | +12.6% | 13,467 | 0.0% | 0.31% | +4.3% | |
| SYMC | Buy | SYMANTEC CORP | $988,492,000 | -5.0% | 45,427 | +0.4% | 0.31% | -12.3% |
| GE | Sell | GENERAL ELECTRIC CO | $985,383,000 | -10.6% | 93,846 | -15.0% | 0.31% | -17.5% |
| ON | Sell | ON SEMICONDUCTOR CORP | $981,539,000 | -8.9% | 48,567 | -7.2% | 0.31% | -15.7% |
| RC | Buy | READY CAP CORP | $964,909,000 | +46.2% | 64,759 | +43.9% | 0.30% | +35.6% |
| CARS | CARS COM INC | $960,837,000 | -13.5% | 48,724 | 0.0% | 0.30% | -19.8% | |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $962,127,000 | – | 39,610 | +100.0% | 0.30% | – |
| ORIT | Sell | ORITANI FINL CORP DEL | $954,057,000 | -18.9% | 53,780 | -24.0% | 0.30% | -24.7% |
| DVN | New | DEVON ENERGY CORP NEW | $944,297,000 | – | 33,110 | +100.0% | 0.29% | – |
| HAIN | HAIN CELESTIAL GROUP INC | $939,335,000 | -5.3% | 42,892 | 0.0% | 0.29% | -12.3% | |
| EFC | Buy | ELLINGTON FINANCIAL INC | $916,686,000 | +75.9% | 51,012 | +75.2% | 0.29% | +62.5% |
| CAG | Sell | CONAGRA BRANDS INC | $900,301,000 | -34.7% | 33,948 | -31.7% | 0.28% | -39.6% |
| BTU | PEABODY ENERGY CORP NEW | $888,326,000 | -14.9% | 36,860 | 0.0% | 0.28% | -21.3% | |
| DD | New | DUPONT DE NEMOURS INC | $842,511,000 | – | 11,223 | +100.0% | 0.26% | – |
| TCPC | Sell | BLACKROCK TCP CAP CORP | $822,182,000 | -32.6% | 57,697 | -32.9% | 0.26% | -37.7% |
| WMC | New | WESTERN ASSET MTG CAP CORP | $670,357,000 | – | 67,170 | +100.0% | 0.21% | – |
| CLBK | New | COLUMBIA FINL INC | $666,393,000 | – | 44,132 | +100.0% | 0.21% | – |
| NYMT | NEW YORK MTG TR INC | $643,975,000 | +1.8% | 103,867 | 0.0% | 0.20% | -5.6% | |
| IVR | INVESCO MORTGAGE CAPITAL INC | $641,254,000 | +2.0% | 39,780 | 0.0% | 0.20% | -5.7% | |
| LGFA | LIONS GATE ENTMNT CORPcl a vtg | $637,735,000 | -21.7% | 52,060 | 0.0% | 0.20% | -27.4% | |
| PMT | Sell | PENNYMAC MTG INVT TR | $624,600,000 | -3.9% | 28,612 | -8.8% | 0.20% | -11.0% |
| D | Sell | DOMINION ENERGY INC | $617,014,000 | -4.6% | 7,980 | -5.4% | 0.19% | -11.9% |
| BBDC | BARINGS BDC INC | $614,646,000 | +0.3% | 62,464 | 0.0% | 0.19% | -6.8% | |
| UGI | UGI CORP NEW | $611,651,000 | -3.6% | 11,452 | 0.0% | 0.19% | -10.7% | |
| ARR | ARMOUR RESIDENTIAL REIT INC | $611,336,000 | -4.6% | 32,797 | 0.0% | 0.19% | -11.6% | |
| ETR | Buy | ENTERGY CORP NEW | $610,066,000 | +52.2% | 5,927 | +41.4% | 0.19% | +40.7% |
| NEE | Buy | NEXTERA ENERGY INC | $608,844,000 | +51.9% | 2,972 | +43.3% | 0.19% | +40.7% |
| MFA | New | MFA FINL INC | $604,599,000 | – | 84,206 | +100.0% | 0.19% | – |
| WEC | Buy | WEC ENERGY GROUP INC | $607,517,000 | +52.1% | 7,287 | +44.3% | 0.19% | +40.0% |
| CPT | Buy | CAMDEN PPTY TRsh ben int | $602,957,000 | +48.0% | 5,776 | +43.9% | 0.19% | +37.2% |
| XEL | Buy | XCEL ENERGY INC | $602,574,000 | +52.3% | 10,129 | +43.9% | 0.19% | +41.4% |
| LPT | Buy | LIBERTY PPTY TRsh ben int | $603,182,000 | +49.6% | 12,054 | +44.8% | 0.19% | +38.2% |
| PEP | Buy | PEPSICO INC | $602,411,000 | +47.9% | 4,594 | +38.2% | 0.19% | +37.2% |
| AGNC | AGNC INVT CORP | $600,508,000 | -6.6% | 35,702 | 0.0% | 0.19% | -13.8% | |
| SO | Buy | SOUTHERN CO | $598,627,000 | +50.1% | 10,829 | +40.3% | 0.19% | +39.6% |
| HE | Buy | HAWAIIAN ELEC INDUSTRIES | $599,161,000 | +49.3% | 13,758 | +39.7% | 0.19% | +38.5% |
| PFLT | Buy | PENNANTPARK FLOATING RATE CA | $598,554,000 | -0.4% | 51,778 | +10.4% | 0.19% | -7.4% |
| STWD | Buy | STARWOOD PPTY TR INC | $595,241,000 | +49.8% | 26,199 | +47.4% | 0.19% | +38.8% |
| CIM | Sell | CHIMERA INVT CORP | $597,028,000 | -5.1% | 31,639 | -5.8% | 0.19% | -12.3% |
| MAA | Buy | MID AMER APT CMNTYS INC | $595,277,000 | +47.1% | 5,055 | +36.5% | 0.19% | +36.8% |
| CMS | Buy | CMS ENERGY CORP | $596,936,000 | +49.4% | 10,308 | +43.3% | 0.19% | +37.8% |
| POR | Buy | PORTLAND GEN ELEC CO | $592,349,000 | +48.1% | 10,935 | +41.7% | 0.18% | +37.0% |
| LNT | Buy | ALLIANT ENERGY CORP | $594,457,000 | +49.4% | 12,112 | +43.5% | 0.18% | +38.1% |
| EQC | Buy | EQUITY COMWLTH | $592,514,000 | +47.3% | 18,220 | +48.1% | 0.18% | +36.0% |
| TWO | TWO HBRS INVT CORP | $588,813,000 | -6.4% | 46,473 | 0.0% | 0.18% | -13.2% | |
| CL | Buy | COLGATE PALMOLIVE CO | $589,916,000 | +50.0% | 8,231 | +43.4% | 0.18% | +38.3% |
| NHI | Sell | NATIONAL HEALTH INVS INC | $591,467,000 | -7.0% | 7,580 | -6.3% | 0.18% | -14.0% |
| ATO | Buy | ATMOS ENERGY CORP | $589,236,000 | +46.7% | 5,582 | +43.1% | 0.18% | +36.3% |
| AEE | Buy | AMEREN CORP | $588,938,000 | +48.1% | 7,841 | +45.0% | 0.18% | +37.3% |
| OGE | Buy | OGE ENERGY CORP | $585,370,000 | +46.6% | 13,754 | +48.5% | 0.18% | +35.6% |
| SUI | Buy | SUN CMNTYS INC | $586,341,000 | +45.2% | 4,574 | +34.3% | 0.18% | +34.6% |
| AMH | Buy | AMERICAN HOMES 4 RENTcl a | $587,986,000 | +15.3% | 24,187 | +7.8% | 0.18% | +6.4% |
| ED | Buy | CONSOLIDATED EDISON INC | $586,053,000 | +53.5% | 6,684 | +48.5% | 0.18% | +41.9% |
| HIW | HIGHWOODS PPTYS INC | $585,304,000 | -11.7% | 14,172 | 0.0% | 0.18% | -17.9% | |
| DTE | Buy | DTE ENERGY CO | $582,749,000 | +45.5% | 4,557 | +41.9% | 0.18% | +34.8% |
| MITT | AG MTG INVT TR INC | $583,928,000 | -5.6% | 36,725 | 0.0% | 0.18% | -12.5% | |
| AIV | Buy | APARTMENT INVT & MGMT COcl a | $583,397,000 | +41.4% | 11,640 | +41.8% | 0.18% | +30.9% |
| CNP | CENTERPOINT ENERGY INC | $582,048,000 | -6.7% | 20,330 | 0.0% | 0.18% | -13.3% | |
| NWE | Buy | NORTHWESTERN CORP | $580,086,000 | +46.1% | 8,040 | +42.6% | 0.18% | +35.1% |
| OGS | Buy | ONE GAS INC | $581,984,000 | +46.4% | 6,445 | +44.3% | 0.18% | +35.1% |
| EVRG | Sell | EVERGY INC | $579,245,000 | -10.0% | 9,630 | -13.1% | 0.18% | -16.6% |
| ELS | Buy | EQUITY LIFESTYLE PPTYS INC | $581,947,000 | +44.9% | 4,796 | +36.5% | 0.18% | +34.1% |
| WPC | Buy | W P CAREY INC | $580,762,000 | +13.8% | 7,154 | +9.8% | 0.18% | +5.2% |
| KO | Sell | COCA COLA CO | $577,280,000 | -11.5% | 11,337 | -18.6% | 0.18% | -18.2% |
| BXMT | Buy | BLACKSTONE MTG TR INC | $576,538,000 | +44.1% | 16,204 | +40.0% | 0.18% | +33.3% |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $577,180,000 | -20.0% | 16,725 | -16.4% | 0.18% | -25.9% |
| AWK | Buy | AMERICAN WTR WKS CO INC NEW | $575,940,000 | +46.7% | 4,965 | +31.9% | 0.18% | +36.4% |
| ES | Buy | EVERSOURCE ENERGY | $574,488,000 | +44.7% | 7,583 | +35.5% | 0.18% | +33.6% |
| IDA | Buy | IDACORP INC | $574,761,000 | +44.2% | 5,723 | +42.9% | 0.18% | +33.6% |
| NLY | ANNALY CAP MGMT INC | $570,835,000 | -8.6% | 62,523 | 0.0% | 0.18% | -15.2% | |
| AGR | Sell | AVANGRID INC | $568,630,000 | -11.6% | 11,260 | -11.8% | 0.18% | -18.4% |
| AVB | Buy | AVALONBAY CMNTYS INC | $563,215,000 | +39.1% | 2,772 | +37.4% | 0.18% | +29.4% |
| PNW | Buy | PINNACLE WEST CAP CORP | $560,400,000 | +40.8% | 5,956 | +43.0% | 0.18% | +30.6% |
| EQR | Buy | EQUITY RESIDENTIALsh ben int | $557,481,000 | +37.2% | 7,343 | +36.1% | 0.17% | +27.0% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GRP IN | $554,496,000 | +38.4% | 9,427 | +39.8% | 0.17% | +28.1% |
| UDR | Buy | UDR INC | $554,840,000 | +36.9% | 12,360 | +38.7% | 0.17% | +26.3% |
| DUK | Buy | DUKE ENERGY CORP NEW | $550,000,000 | +38.1% | 6,233 | +40.9% | 0.17% | +28.4% |
| EXC | Buy | EXELON CORP | $542,297,000 | +35.7% | 11,312 | +41.9% | 0.17% | +25.2% |
| DEI | Buy | DOUGLAS EMMETT INC | $539,274,000 | +33.6% | 13,536 | +35.6% | 0.17% | +23.5% |
| SLRC | Sell | SOLAR CAP LTD | $513,537,000 | -45.1% | 25,014 | -44.3% | 0.16% | -49.2% |
| BND | Exit | VANGUARD BD INDEX FD INCtotal bnd mrkt | $0 | – | -3,754 | -100.0% | -0.10% | – |
| Exit | ALTUS MIDSTREAM COcl a | $0 | – | -58,803 | -100.0% | -0.12% | – | |
| WTR | Exit | AQUA AMERICA INC | $0 | – | -10,784 | -100.0% | -0.13% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -4,708 | -100.0% | -0.13% | – |
| ALE | Exit | ALLETE INC | $0 | – | -4,858 | -100.0% | -0.14% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -13,667 | -100.0% | -0.20% | – |
| EEMV | Exit | ISHARES INCmin vol emrg mkt | $0 | – | -11,234 | -100.0% | -0.22% | – |
| WTRH | Exit | WAITR HLDGS INC | $0 | – | -65,151 | -100.0% | -0.27% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -67,720 | -100.0% | -0.31% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -98,740 | -100.0% | -0.31% | – |
| ZEN | Exit | ZENDESK INC | $0 | – | -11,763 | -100.0% | -0.34% | – |
| ESI | Exit | ELEMENT SOLUTIONS INC | $0 | – | -105,975 | -100.0% | -0.36% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -38,480 | -100.0% | -0.37% | – |
| ITRI | Exit | ITRON INC | $0 | – | -24,729 | -100.0% | -0.39% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -7,438 | -100.0% | -0.39% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -7,226 | -100.0% | -0.41% | – |
| XLNX | Exit | XILINX INC | $0 | – | -9,606 | -100.0% | -0.41% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -4,932 | -100.0% | -0.41% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -46,517 | -100.0% | -0.41% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -8,149 | -100.0% | -0.44% | – |
| MD | Exit | MEDNAX INC | $0 | – | -48,693 | -100.0% | -0.45% | – |
| DWDP | Exit | DOWDUPONT INC | $0 | – | -27,180 | -100.0% | -0.49% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD | $0 | – | -9,636 | -100.0% | -0.57% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -18,855 | -100.0% | -0.57% | – |
| ACGL | Exit | ARCH CAP GROUP LTDord | $0 | – | -52,483 | -100.0% | -0.57% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -20,447 | -100.0% | -0.57% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -12,473 | -100.0% | -0.58% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-08-14
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.