$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 22.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES TRiboxx hi yd etf | $42,930,360,000 | -13.6% | 492,433 | -14.3% | 13.39% | -20.0% |
| 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% |
| PG | Sell | PROCTER AND GAMBLE CO | $2,693,333,000 | -1.1% | 24,563 | -6.2% | 0.84% | -8.5% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| USFD | Sell | US FOODS HLDG CORP | $1,378,798,000 | -0.2% | 38,557 | -2.6% | 0.43% | -7.7% |
| 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% |
| 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% |
| 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% |
| CVI | Sell | CVR ENERGY INC | $1,154,019,000 | +6.3% | 23,085 | -12.4% | 0.36% | -1.6% |
| 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% |
| ALX | Sell | ALEXANDERS INC | $1,084,609,000 | -7.0% | 2,929 | -5.5% | 0.34% | -14.0% |
| CPB | Sell | CAMPBELL SOUP CO | $1,075,078,000 | -24.1% | 26,830 | -27.7% | 0.34% | -29.8% |
| TIF | Sell | TIFFANY & CO NEW | $1,052,701,000 | -18.4% | 11,242 | -8.1% | 0.33% | -24.6% |
| GBDC | Sell | GOLUB CAP BDC INC | $1,040,481,000 | -8.4% | 58,454 | -8.0% | 0.32% | -15.4% |
| 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% |
| TRN | Sell | TRINITY INDS INC | $1,009,882,000 | -23.6% | 48,669 | -19.9% | 0.32% | -29.2% |
| 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% |
| ORIT | Sell | ORITANI FINL CORP DEL | $954,057,000 | -18.9% | 53,780 | -24.0% | 0.30% | -24.7% |
| CAG | Sell | CONAGRA BRANDS INC | $900,301,000 | -34.7% | 33,948 | -31.7% | 0.28% | -39.6% |
| TCPC | Sell | BLACKROCK TCP CAP CORP | $822,182,000 | -32.6% | 57,697 | -32.9% | 0.26% | -37.7% |
| 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% |
| CIM | Sell | CHIMERA INVT CORP | $597,028,000 | -5.1% | 31,639 | -5.8% | 0.19% | -12.3% |
| NHI | Sell | NATIONAL HEALTH INVS INC | $591,467,000 | -7.0% | 7,580 | -6.3% | 0.18% | -14.0% |
| EVRG | Sell | EVERGY INC | $579,245,000 | -10.0% | 9,630 | -13.1% | 0.18% | -16.6% |
| KO | Sell | COCA COLA CO | $577,280,000 | -11.5% | 11,337 | -18.6% | 0.18% | -18.2% |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $577,180,000 | -20.0% | 16,725 | -16.4% | 0.18% | -25.9% |
| AGR | Sell | AVANGRID INC | $568,630,000 | -11.6% | 11,260 | -11.8% | 0.18% | -18.4% |
| 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.