$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 0.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGG | ISHARES TRcore us aggbd et | $2,496,022,000 | +2.1% | 22,416 | 0.0% | 0.78% | -5.6% | |
| VO | VANGUARD INDEX FDSmid cap etf | $2,084,820,000 | +4.0% | 12,472 | 0.0% | 0.65% | -3.8% | |
| 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% | |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,523,795,000 | +3.7% | 52,690 | 0.0% | 0.48% | -4.0% | |
| BNDX | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,476,564,000 | +2.7% | 25,769 | 0.0% | 0.46% | -5.0% | |
| WCC | WESCO INTL INC | $1,451,426,000 | -4.5% | 28,656 | 0.0% | 0.45% | -11.5% | |
| SLM | SLM CORP | $1,389,911,000 | -1.9% | 142,995 | 0.0% | 0.43% | -9.4% | |
| APOG | APOGEE ENTERPRISES INC | $1,374,528,000 | +15.9% | 31,642 | 0.0% | 0.43% | +7.2% | |
| AAP | ADVANCE AUTO PARTS INC | $1,269,343,000 | -9.6% | 8,235 | 0.0% | 0.40% | -16.3% | |
| MGM | MGM RESORTS INTERNATIONAL | $1,199,254,000 | +11.3% | 41,976 | 0.0% | 0.37% | +3.0% | |
| ADS | ALLIANCE DATA SYSTEMS CORP | $1,141,079,000 | -19.9% | 8,143 | 0.0% | 0.36% | -25.8% | |
| FANG | DIAMONDBACK ENERGY INC | $1,106,372,000 | +7.3% | 10,153 | 0.0% | 0.34% | -0.6% | |
| TEX | TEREX CORP NEW | $1,084,807,000 | -2.3% | 34,548 | 0.0% | 0.34% | -9.6% | |
| IAC | IAC INTERACTIVECORP | $1,062,199,000 | +3.5% | 4,883 | 0.0% | 0.33% | -4.3% | |
| MGLN | MAGELLAN HEALTH INC | $999,655,000 | +12.6% | 13,467 | 0.0% | 0.31% | +4.3% | |
| CARS | CARS COM INC | $960,837,000 | -13.5% | 48,724 | 0.0% | 0.30% | -19.8% | |
| HAIN | HAIN CELESTIAL GROUP INC | $939,335,000 | -5.3% | 42,892 | 0.0% | 0.29% | -12.3% | |
| BTU | PEABODY ENERGY CORP NEW | $888,326,000 | -14.9% | 36,860 | 0.0% | 0.28% | -21.3% | |
| 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% | |
| 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% | |
| AGNC | AGNC INVT CORP | $600,508,000 | -6.6% | 35,702 | 0.0% | 0.19% | -13.8% | |
| TWO | TWO HBRS INVT CORP | $588,813,000 | -6.4% | 46,473 | 0.0% | 0.18% | -13.2% | |
| HIW | HIGHWOODS PPTYS INC | $585,304,000 | -11.7% | 14,172 | 0.0% | 0.18% | -17.9% | |
| MITT | AG MTG INVT TR INC | $583,928,000 | -5.6% | 36,725 | 0.0% | 0.18% | -12.5% | |
| CNP | CENTERPOINT ENERGY INC | $582,048,000 | -6.7% | 20,330 | 0.0% | 0.18% | -13.3% | |
| NLY | ANNALY CAP MGMT INC | $570,835,000 | -8.6% | 62,523 | 0.0% | 0.18% | -15.2% |
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.