$262 Million is the total value of ALPHASIMPLEX GROUP, LLC's 205 reported holdings in Q3 2019. The portfolio turnover from Q2 2019 to Q3 2019 was 28.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES TRiboxx hi yd etf | $32,424,000 | -99.9% | 371,962 | -24.5% | 12.37% | -7.6% |
| SPY | Buy | SPDR S&P 500 ETF TRtr unit | $23,427,000 | -99.9% | 78,939 | +28.9% | 8.94% | +59.8% |
| AGN | Sell | ALLERGAN PLC | $2,884,000 | -99.9% | 17,135 | -15.9% | 1.10% | +3.5% |
| CTXS | Sell | CITRIX SYS INC | $2,845,000 | -99.9% | 29,473 | -18.6% | 1.08% | -2.2% |
| SYY | Sell | SYSCO CORP | $2,841,000 | -99.9% | 35,775 | -23.1% | 1.08% | +5.7% |
| LTXB | Sell | LEGACY TEX FINL GROUP INC | $2,813,000 | -99.9% | 64,631 | -23.1% | 1.07% | +0.6% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $2,692,000 | -99.9% | 48,663 | -22.6% | 1.03% | -2.8% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $2,589,000 | -99.9% | 28,378 | -0.2% | 0.99% | +23.8% |
| GHDX | New | GENOMIC HEALTH INC | $2,546,000 | – | 37,537 | +100.0% | 0.97% | – |
| AGG | ISHARES TRcore us aggbd et | $2,537,000 | -99.9% | 22,416 | 0.0% | 0.97% | +24.4% | |
| MCRN | New | MILACRON HLDGS CORP | $2,288,000 | – | 137,235 | +100.0% | 0.87% | – |
| VTI | VANGUARD INDEX FDStotal stk mkt | $2,155,000 | -99.9% | 14,272 | 0.0% | 0.82% | +23.1% | |
| VTV | VANGUARD INDEX FDSvalue etf | $2,122,000 | -99.9% | 19,013 | 0.0% | 0.81% | +22.9% | |
| VO | VANGUARD INDEX FDSmid cap etf | $2,090,000 | -99.9% | 12,472 | 0.0% | 0.80% | +22.6% | |
| FE | Sell | FIRSTENERGY CORP | $1,873,000 | -99.9% | 38,841 | -14.9% | 0.71% | +17.2% |
| PG | Sell | PROCTER & GAMBLE CO | $1,799,000 | -99.9% | 14,460 | -41.1% | 0.69% | -18.3% |
| CRZO | New | CARRIZO OIL & GAS INC | $1,774,000 | – | 206,648 | +100.0% | 0.68% | – |
| EMB | Sell | ISHARES TRjpmorgan usd emg | $1,661,000 | -99.9% | 14,650 | -0.3% | 0.63% | +22.0% |
| HDS | HD SUPPLY HLDGS INC | $1,598,000 | -99.9% | 40,799 | 0.0% | 0.61% | +18.9% | |
| OTEX | Sell | OPEN TEXT CORP | $1,595,000 | -99.9% | 39,095 | -18.8% | 0.61% | -1.6% |
| RTEC | Buy | RUDOLPH TECHNOLOGIES INC | $1,543,000 | -99.9% | 58,524 | +14.6% | 0.59% | +33.6% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $1,525,000 | -99.9% | 9,449 | -18.3% | 0.58% | -2.3% |
| BNDX | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,516,000 | -99.9% | 25,769 | 0.0% | 0.58% | +25.7% | |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,512,000 | -99.9% | 52,690 | 0.0% | 0.58% | +21.5% | |
| DHR | Sell | DANAHER CORPORATION | $1,472,000 | -99.9% | 10,191 | -23.8% | 0.56% | -5.9% |
| SBUX | Sell | STARBUCKS CORP | $1,469,000 | -99.9% | 16,610 | -22.9% | 0.56% | -0.5% |
| TMUS | Sell | T MOBILE US INC | $1,457,000 | -99.9% | 18,491 | -16.6% | 0.56% | +8.4% |
| PPG | Sell | PPG INDS INC | $1,436,000 | -99.9% | 12,119 | -17.8% | 0.55% | +2.0% |
| BAX | Sell | BAXTER INTL INC | $1,434,000 | -99.9% | 16,391 | -29.7% | 0.55% | -8.2% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $1,405,000 | -99.9% | 10,294 | -23.2% | 0.54% | -1.5% |
| ACM | New | AECOM | $1,401,000 | – | 37,302 | +100.0% | 0.53% | – |
| C | Sell | CITIGROUP INC | $1,396,000 | -99.9% | 20,204 | -16.1% | 0.53% | +1.1% |
| BK | Sell | BANK NEW YORK MELLON CORP | $1,391,000 | -99.9% | 30,758 | -14.4% | 0.53% | +7.3% |
| WEN | Sell | WENDYS CO | $1,372,000 | -99.9% | 68,670 | -28.7% | 0.52% | -11.1% |
| MSGS | Buy | MADISON SQUARE GARDEN CO NEWcl a | $1,371,000 | -99.9% | 5,202 | +12.0% | 0.52% | +28.8% |
| AAP | ADVANCE AUTO PARTS INC | $1,362,000 | -99.9% | 8,235 | 0.0% | 0.52% | +31.1% | |
| CBRE | Sell | CBRE GROUP INCcl a | $1,353,000 | -99.9% | 25,516 | -14.8% | 0.52% | +7.7% |
| GL | New | GLOBE LIFE INC | $1,351,000 | – | 14,109 | +100.0% | 0.52% | – |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $1,338,000 | -99.9% | 14,365 | -16.5% | 0.51% | -2.7% |
| BIP | Sell | BROOKFIELD INFRAST PARTNERSlp int unit | $1,288,000 | -99.9% | 25,965 | -22.2% | 0.49% | +9.8% |
| LOW | Sell | LOWES COS INC | $1,278,000 | -99.9% | 11,621 | -20.3% | 0.49% | +6.1% |
| EBAY | Sell | EBAY INC | $1,268,000 | -99.9% | 32,526 | -9.4% | 0.48% | +9.5% |
| LNG | Sell | CHENIERE ENERGY INC | $1,259,000 | -99.9% | 19,973 | -7.0% | 0.48% | +4.8% |
| JACK | Sell | JACK IN THE BOX INC | $1,259,000 | -99.9% | 13,812 | -19.0% | 0.48% | +10.9% |
| USFD | Sell | US FOODS HLDG CORP | $1,253,000 | -99.9% | 30,489 | -20.9% | 0.48% | +11.2% |
| CGBD | Sell | TCG BDC INC | $1,246,000 | -99.9% | 86,537 | -8.3% | 0.48% | +6.0% |
| WCC | Sell | WESCO INTL INC | $1,243,000 | -99.9% | 26,028 | -9.2% | 0.47% | +4.6% |
| APLE | New | APPLE HOSPITALITY REIT INC | $1,226,000 | – | 73,929 | +100.0% | 0.47% | – |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $1,223,000 | -99.9% | 107,629 | -18.8% | 0.47% | +1.1% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $1,219,000 | -99.9% | 8,883 | -38.9% | 0.46% | -12.9% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $1,215,000 | -99.9% | 22,882 | -23.3% | 0.46% | +4.3% |
| OXY | New | OCCIDENTAL PETE CORP | $1,213,000 | – | 27,287 | +100.0% | 0.46% | – |
| THG | New | HANOVER INS GROUP INC | $1,212,000 | – | 8,939 | +100.0% | 0.46% | – |
| ALX | Buy | ALEXANDERS INC | $1,205,000 | -99.9% | 3,460 | +18.1% | 0.46% | +36.1% |
| HON | Sell | HONEYWELL INTL INC | $1,201,000 | -99.9% | 7,098 | -27.4% | 0.46% | -13.9% |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO | $1,197,000 | -99.9% | 11,103 | -21.2% | 0.46% | +1.6% |
| USB | Sell | US BANCORP DEL | $1,198,000 | -99.9% | 21,651 | -31.0% | 0.46% | -10.9% |
| JKHY | Sell | HENRY JACK & ASSOC INC | $1,188,000 | -99.9% | 8,142 | -32.8% | 0.45% | -10.5% |
| ALL | Sell | ALLSTATE CORP | $1,183,000 | -99.9% | 10,889 | -24.0% | 0.45% | -0.7% |
| MKL | Sell | MARKEL CORP | $1,180,000 | -99.9% | 998 | -24.8% | 0.45% | -0.2% |
| SPH | Buy | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $1,177,000 | -99.9% | 49,813 | +25.8% | 0.45% | +49.7% |
| CERN | Sell | CERNER CORP | $1,178,000 | -99.9% | 17,274 | -11.2% | 0.45% | +0.9% |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $1,177,000 | – | 75,091 | +100.0% | 0.45% | – |
| SLM | Sell | SLM CORP | $1,172,000 | -99.9% | 132,827 | -7.1% | 0.45% | +3.2% |
| L | Sell | LOEWS CORP | $1,173,000 | -99.9% | 22,781 | -13.3% | 0.45% | -0.2% |
| EFC | Buy | ELLINGTON FINANCIAL INC | $1,173,000 | -99.9% | 64,929 | +27.3% | 0.45% | +56.3% |
| CB | Sell | CHUBB LIMITED | $1,173,000 | -99.9% | 7,267 | -24.6% | 0.45% | +0.9% |
| DOX | Sell | AMDOCS LTD | $1,166,000 | -99.9% | 17,630 | -34.0% | 0.44% | -13.9% |
| HTGC | Sell | HERCULES CAPITAL INC | $1,164,000 | -99.9% | 87,065 | -27.5% | 0.44% | -7.5% |
| VRSK | Sell | VERISK ANALYTICS INC | $1,161,000 | -99.9% | 7,342 | -25.5% | 0.44% | -1.6% |
| MAIN | Sell | MAIN STREET CAPITAL CORP | $1,161,000 | -99.9% | 26,859 | -23.1% | 0.44% | -1.1% |
| TRV | New | TRAVELERS COMPANIES INC | $1,161,000 | – | 7,810 | +100.0% | 0.44% | – |
| NMFC | Sell | NEW MTN FIN CORP | $1,155,000 | -99.9% | 84,748 | -1.8% | 0.44% | +17.3% |
| TRTX | Sell | TPG RE FIN TR INC | $1,155,000 | -99.9% | 58,205 | -20.8% | 0.44% | -0.2% |
| AY | New | ATLANTICA YIELD PLC | $1,151,000 | – | 47,787 | +100.0% | 0.44% | – |
| CFFN | Sell | CAPITOL FED FINL INC | $1,152,000 | -99.9% | 83,570 | -8.7% | 0.44% | +11.7% |
| GPMT | Sell | GRANITE PT MTG TR INC | $1,150,000 | -99.9% | 61,383 | -18.5% | 0.44% | -2.7% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $1,151,000 | -99.9% | 11,505 | -19.3% | 0.44% | -0.9% |
| MMS | New | MAXIMUS INC | $1,149,000 | – | 14,878 | +100.0% | 0.44% | – |
| ARCC | Sell | ARES CAP CORP | $1,148,000 | -99.9% | 61,581 | -22.9% | 0.44% | -2.0% |
| TSLX | Sell | TPG SPECIALTY LENDING INC | $1,143,000 | -99.9% | 54,467 | -23.6% | 0.44% | 0.0% |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $1,140,000 | -99.9% | 1,056 | -27.3% | 0.44% | -6.0% |
| OSW | Sell | ONESPAWORLD HOLDINGS LIMITED | $1,137,000 | -99.9% | 73,196 | -30.0% | 0.43% | -14.1% |
| AJG | Sell | GALLAGHER ARTHUR J & CO | $1,139,000 | -99.9% | 12,712 | -21.6% | 0.43% | -2.0% |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $1,139,000 | – | 20,534 | +100.0% | 0.43% | – |
| KREF | Sell | KKR REAL ESTATE FIN TR INC | $1,136,000 | -99.9% | 58,153 | -16.5% | 0.43% | +0.2% |
| AFL | Sell | AFLAC INC | $1,134,000 | -99.9% | 21,683 | -17.3% | 0.43% | -3.6% |
| MCD | Sell | MCDONALDS CORP | $1,129,000 | -99.9% | 5,259 | -24.3% | 0.43% | -4.2% |
| AINV | Sell | APOLLO INVT CORP | $1,130,000 | -99.9% | 70,217 | -18.8% | 0.43% | +1.2% |
| JNJ | Sell | JOHNSON & JOHNSON | $1,127,000 | -99.9% | 8,707 | -15.7% | 0.43% | -4.0% |
| SON | Sell | SONOCO PRODS CO | $1,128,000 | -99.9% | 19,372 | -12.4% | 0.43% | -4.7% |
| BFAM | Sell | BRIGHT HORIZONS FAM SOL IN D | $1,126,000 | -99.9% | 7,385 | -37.1% | 0.43% | -22.3% |
| BRO | Sell | BROWN & BROWN INC | $1,123,000 | -99.9% | 31,150 | -28.2% | 0.43% | -5.5% |
| CPB | Sell | CAMPBELL SOUP CO | $1,111,000 | -99.9% | 23,683 | -11.7% | 0.42% | +26.6% |
| YUM | Sell | YUM BRANDS INC | $1,109,000 | -99.9% | 9,773 | -24.9% | 0.42% | -5.8% |
| ECL | Sell | ECOLAB INC | $1,107,000 | -99.9% | 5,592 | -32.7% | 0.42% | -17.6% |
| RSG | Sell | REPUBLIC SVCS INC | $1,105,000 | -99.9% | 12,770 | -22.7% | 0.42% | -5.6% |
| ATR | Sell | APTARGROUP INC | $1,105,000 | -99.9% | 9,332 | -20.5% | 0.42% | -7.5% |
| RWT | New | REDWOOD TR INC | $1,095,000 | – | 66,704 | +100.0% | 0.42% | – |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $1,082,000 | -99.9% | 8,153 | -29.8% | 0.41% | -7.0% |
| PYPL | Sell | PAYPAL HLDGS INC | $1,079,000 | -99.9% | 10,415 | -8.1% | 0.41% | +1.7% |
| G | Sell | GENPACT LIMITED | $1,060,000 | -99.9% | 27,359 | -39.5% | 0.40% | -24.8% |
| CLBK | Buy | COLUMBIA FINL INC | $1,057,000 | -99.8% | 66,955 | +51.7% | 0.40% | +93.8% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $1,050,000 | -99.9% | 1,249 | -26.2% | 0.40% | +3.4% |
| VEA | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,033,000 | -99.9% | 25,152 | 0.0% | 0.39% | +20.5% | |
| VPL | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $1,029,000 | -99.9% | 15,573 | 0.0% | 0.39% | +22.1% | |
| VGK | VANGUARD INTL EQUITY INDEX Fftse europe etf | $1,021,000 | -99.9% | 19,039 | 0.0% | 0.39% | +19.3% | |
| VSS | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $1,017,000 | -99.9% | 9,972 | 0.0% | 0.39% | +18.7% | |
| TCPC | Buy | BLACKROCK TCP CAP CORP | $1,018,000 | -99.9% | 75,111 | +30.2% | 0.39% | +51.6% |
| APOG | Sell | APOGEE ENTERPRISES INC | $1,015,000 | -99.9% | 26,024 | -17.8% | 0.39% | -9.8% |
| UBNK | New | UNITED FINL BANCORP INC NEW | $1,009,000 | – | 74,030 | +100.0% | 0.38% | – |
| TFSL | TFS FINL CORP | $1,007,000 | -99.9% | 55,902 | 0.0% | 0.38% | +21.9% | |
| RCII | Buy | RENT A CTR INC NEW | $1,008,000 | -99.9% | 39,090 | +1.5% | 0.38% | +20.0% |
| GBDC | Sell | GOLUB CAP BDC INC | $1,003,000 | -99.9% | 53,249 | -8.9% | 0.38% | +18.2% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $1,002,000 | -99.9% | 36,140 | -13.9% | 0.38% | +2.1% |
| TRN | Buy | TRINITY INDS INC | $998,000 | -99.9% | 50,700 | +4.2% | 0.38% | +21.0% |
| ELY | New | CALLAWAY GOLF CO | $993,000 | – | 51,138 | +100.0% | 0.38% | – |
| L100PS | Sell | ARCONIC INC | $981,000 | -99.9% | 37,722 | -5.5% | 0.37% | +16.5% |
| IAC | Sell | IAC INTERACTIVECORP | $969,000 | -99.9% | 4,445 | -9.0% | 0.37% | +11.8% |
| CAG | Sell | CONAGRA BRANDS INC | $970,000 | -99.9% | 31,616 | -6.9% | 0.37% | +31.7% |
| ORIT | ORITANI FINL CORP DEL | $952,000 | -99.9% | 53,780 | 0.0% | 0.36% | +21.8% | |
| BRKA | Sell | BERKSHIRE HATHAWAY INC DELcl a | $935,000 | -99.9% | 3 | -40.0% | 0.36% | -28.0% |
| MGLN | Buy | MAGELLAN HEALTH INC | $930,000 | -99.9% | 14,983 | +11.3% | 0.36% | +13.8% |
| CVI | Sell | CVR ENERGY INC | $925,000 | -99.9% | 21,014 | -9.0% | 0.35% | -1.9% |
| CRM | New | SALESFORCE COM INC | $926,000 | – | 6,241 | +100.0% | 0.35% | – |
| ON | Sell | ON SEMICONDUCTOR CORP | $899,000 | -99.9% | 46,779 | -3.7% | 0.34% | +12.1% |
| TEX | TEREX CORP NEW | $897,000 | -99.9% | 34,548 | 0.0% | 0.34% | +1.2% | |
| EXP | Sell | EAGLE MATERIALS INC | $895,000 | -99.9% | 9,948 | -15.1% | 0.34% | +0.6% |
| HES | Sell | HESS CORP | $884,000 | -99.9% | 14,619 | -16.9% | 0.34% | -3.4% |
| SYMC | Sell | SYMANTEC CORP | $874,000 | -99.9% | 37,003 | -18.5% | 0.33% | +8.1% |
| FANG | Sell | DIAMONDBACK ENERGY INC | $873,000 | -99.9% | 9,705 | -4.4% | 0.33% | -3.5% |
| RC | Sell | READY CAP CORP | $863,000 | -99.9% | 54,195 | -16.3% | 0.33% | +9.3% |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $833,000 | -99.9% | 38,787 | -9.6% | 0.32% | +8.5% |
| ADS | Sell | ALLIANCE DATA SYSTEMS CORP | $831,000 | -99.9% | 6,485 | -20.4% | 0.32% | -11.0% |
| DVN | DEVON ENERGY CORP NEW | $797,000 | -99.9% | 33,110 | 0.0% | 0.30% | +3.4% | |
| BTU | Buy | PEABODY ENERGY CORP NEW | $792,000 | -99.9% | 53,813 | +46.0% | 0.30% | +9.0% |
| GE | Sell | GENERAL ELECTRIC CO | $744,000 | -99.9% | 83,255 | -11.3% | 0.28% | -7.5% |
| LGFA | Buy | LIONS GATE ENTMNT CORPcl a vtg | $592,000 | -99.9% | 63,965 | +22.9% | 0.23% | +13.6% |
| INVH | New | INVITATION HOMES INC | $526,000 | – | 17,750 | +100.0% | 0.20% | – |
| SLRC | SOLAR CAP LTD | $517,000 | -99.9% | 25,014 | 0.0% | 0.20% | +23.1% | |
| EXC | Sell | EXELON CORP | $513,000 | -99.9% | 10,618 | -6.1% | 0.20% | +16.0% |
| STOR | New | STORE CAP CORP | $510,000 | – | 13,624 | +100.0% | 0.20% | – |
| AGNC | Sell | AGNC INVT CORP | $512,000 | -99.9% | 31,832 | -10.8% | 0.20% | +4.3% |
| NLY | Sell | ANNALY CAP MGMT INC | $508,000 | -99.9% | 57,689 | -7.7% | 0.19% | +9.0% |
| CNP | Sell | CENTERPOINT ENERGY INC | $504,000 | -99.9% | 16,706 | -17.8% | 0.19% | +5.5% |
| SO | Sell | SOUTHERN CO | $504,000 | -99.9% | 8,159 | -24.7% | 0.19% | +2.7% |
| PEP | Sell | PEPSICO INC | $503,000 | -99.9% | 3,668 | -20.2% | 0.19% | +2.1% |
| UGI | Sell | UGI CORP NEW | $496,000 | -99.9% | 9,874 | -13.8% | 0.19% | -1.0% |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $495,000 | -99.9% | 11,955 | -28.5% | 0.19% | +5.0% |
| NWE | Sell | NORTHWESTERN CORP | $492,000 | -99.9% | 6,551 | -18.5% | 0.19% | +3.9% |
| AVB | Sell | AVALONBAY CMNTYS INC | $494,000 | -99.9% | 2,294 | -17.2% | 0.19% | +6.8% |
| WPC | Sell | W P CAREY INC | $488,000 | -99.9% | 5,451 | -23.8% | 0.19% | +2.8% |
| AEP | New | AMERICAN ELEC PWR CO INC | $489,000 | – | 5,223 | +100.0% | 0.19% | – |
| LSI | New | LIFE STORAGE INC | $485,000 | – | 4,603 | +100.0% | 0.18% | – |
| DEA | New | EASTERLY GOVT PPTYS INC | $482,000 | – | 22,619 | +100.0% | 0.18% | – |
| PDM | New | PIEDMONT OFFICE REALTY TR IN | $481,000 | – | 23,060 | +100.0% | 0.18% | – |
| ES | Sell | EVERSOURCE ENERGY | $479,000 | -99.9% | 5,610 | -26.0% | 0.18% | +2.2% |
| NHI | Sell | NATIONAL HEALTH INVS INC | $480,000 | -99.9% | 5,821 | -23.2% | 0.18% | -0.5% |
| STWD | Sell | STARWOOD PPTY TR INC | $481,000 | -99.9% | 19,863 | -24.2% | 0.18% | -1.6% |
| HIW | Sell | HIGHWOODS PPTYS INC | $476,000 | -99.9% | 10,591 | -25.3% | 0.18% | -0.5% |
| ETR | Sell | ENTERGY CORP NEW | $474,000 | -99.9% | 4,035 | -31.9% | 0.18% | -4.7% |
| BXMT | Sell | BLACKSTONE MTG TR INC | $475,000 | -99.9% | 13,261 | -18.2% | 0.18% | +0.6% |
| ED | Sell | CONSOLIDATED EDISON INC | $475,000 | -99.9% | 5,026 | -24.8% | 0.18% | -1.1% |
| NEE | Sell | NEXTERA ENERGY INC | $471,000 | -99.9% | 2,023 | -31.9% | 0.18% | -5.3% |
| EQC | Sell | EQUITY COMWLTH | $470,000 | -99.9% | 13,719 | -24.7% | 0.18% | -3.2% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GRP IN | $470,000 | -99.9% | 7,566 | -19.7% | 0.18% | +3.5% |
| OGS | Sell | ONE GAS INC | $467,000 | -99.9% | 4,864 | -24.5% | 0.18% | -1.7% |
| DUK | Sell | DUKE ENERGY CORP NEW | $468,000 | -99.9% | 4,886 | -21.6% | 0.18% | +3.5% |
| OGE | Sell | OGE ENERGY CORP | $466,000 | -99.9% | 10,264 | -25.4% | 0.18% | -2.7% |
| CIM | Sell | CHIMERA INVT CORP | $467,000 | -99.9% | 23,869 | -24.6% | 0.18% | -4.3% |
| TWO | Sell | TWO HBRS INVT CORP | $465,000 | -99.9% | 35,433 | -23.8% | 0.18% | -3.8% |
| XEL | Sell | XCEL ENERGY INC | $463,000 | -99.9% | 7,128 | -29.6% | 0.18% | -5.9% |
| D | Sell | DOMINION ENERGY INC | $462,000 | -99.9% | 5,695 | -28.6% | 0.18% | -8.3% |
| TRNO | New | TERRENO RLTY CORP | $461,000 | – | 9,033 | +100.0% | 0.18% | – |
| EQR | Sell | EQUITY RESIDENTIALsh ben int | $462,000 | -99.9% | 5,352 | -27.1% | 0.18% | +1.1% |
| WEC | Sell | WEC ENERGY GROUP INC | $461,000 | -99.9% | 4,849 | -33.5% | 0.18% | -6.9% |
| AEE | Sell | AMEREN CORP | $461,000 | -99.9% | 5,755 | -26.6% | 0.18% | -4.3% |
| IDA | Sell | IDACORP INC | $461,000 | -99.9% | 4,092 | -28.5% | 0.18% | -1.7% |
| CMS | Sell | CMS ENERGY CORP | $460,000 | -99.9% | 7,195 | -30.2% | 0.18% | -5.9% |
| CPT | Sell | CAMDEN PPTY TRsh ben int | $459,000 | -99.9% | 4,136 | -28.4% | 0.18% | -6.9% |
| LNT | Sell | ALLIANT ENERGY CORP | $460,000 | -99.9% | 8,522 | -29.6% | 0.18% | -5.4% |
| ALE | New | ALLETE INC | $457,000 | – | 5,230 | +100.0% | 0.17% | – |
| ATO | Sell | ATMOS ENERGY CORP | $455,000 | -99.9% | 3,995 | -28.4% | 0.17% | -5.4% |
| AMH | Sell | AMERICAN HOMES 4 RENTcl a | $455,000 | -99.9% | 17,559 | -27.4% | 0.17% | -4.9% |
| MAA | Sell | MID AMER APT CMNTYS INC | $456,000 | -99.9% | 3,506 | -30.6% | 0.17% | -6.5% |
| EVRG | Sell | EVERGY INC | $453,000 | -99.9% | 6,808 | -29.3% | 0.17% | -4.4% |
| GLPI | New | GAMING & LEISURE PPTYS INC | $454,000 | – | 11,863 | +100.0% | 0.17% | – |
| AIV | Sell | APARTMENT INVT & MGMT COcl a | $453,000 | -99.9% | 8,688 | -25.4% | 0.17% | -4.9% |
| PNW | Sell | PINNACLE WEST CAP CORP | $453,000 | -99.9% | 4,665 | -21.7% | 0.17% | -1.1% |
| HE | Sell | HAWAIIAN ELEC INDUSTRIES | $452,000 | -99.9% | 9,917 | -27.9% | 0.17% | -8.0% |
| DTE | Sell | DTE ENERGY CO | $450,000 | -99.9% | 3,387 | -25.7% | 0.17% | -5.5% |
| UDR | Sell | UDR INC | $450,000 | -99.9% | 9,278 | -24.9% | 0.17% | -0.6% |
| SUI | Sell | SUN CMNTYS INC | $448,000 | -99.9% | 3,019 | -34.0% | 0.17% | -6.6% |
| DEI | Sell | DOUGLAS EMMETT INC | $448,000 | -99.9% | 10,468 | -22.7% | 0.17% | +1.8% |
| MFA | Sell | MFA FINL INC | $447,000 | -99.9% | 60,688 | -27.9% | 0.17% | -10.1% |
| MITT | Sell | AG MTG INVT TR INC | $445,000 | -99.9% | 29,372 | -20.0% | 0.17% | -6.6% |
| POR | Sell | PORTLAND GEN ELEC CO | $444,000 | -99.9% | 7,883 | -27.9% | 0.17% | -8.6% |
| AWK | Sell | AMERICAN WTR WKS CO INC NEW | $444,000 | -99.9% | 3,573 | -28.0% | 0.17% | -6.1% |
| IVR | Sell | INVESCO MORTGAGE CAPITAL INC | $440,000 | -99.9% | 28,724 | -27.8% | 0.17% | -16.0% |
| CARS | CARS COM INC | $438,000 | -100.0% | 48,724 | 0.0% | 0.17% | -44.3% | |
| ARR | Sell | ARMOUR RESIDENTIAL REIT INC | $434,000 | -99.9% | 25,922 | -21.0% | 0.17% | -13.1% |
| ELS | Sell | EQUITY LIFESTYLE PPTYS INC | $434,000 | -99.9% | 3,248 | -32.3% | 0.17% | -8.3% |
| LPT | Sell | LIBERTY PPTY TRsh ben int | $431,000 | -99.9% | 8,390 | -30.4% | 0.16% | -12.8% |
| PSA | New | PUBLIC STORAGE | $427,000 | – | 1,741 | +100.0% | 0.16% | – |
| BBDC | Sell | BARINGS BDC INC | $377,000 | -99.9% | 37,162 | -40.5% | 0.14% | -25.0% |
| AGR | Exit | AVANGRID INC | $0 | – | -11,260 | -100.0% | -0.18% | – |
| KO | Exit | COCA COLA CO | $0 | – | -11,337 | -100.0% | -0.18% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -8,231 | -100.0% | -0.18% | – |
| PFLT | Exit | PENNANTPARK FLOATING RATE CA | $0 | – | -51,778 | -100.0% | -0.19% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -28,612 | -100.0% | -0.20% | – |
| NYMT | Exit | NEW YORK MTG TR INC | $0 | – | -103,867 | -100.0% | -0.20% | – |
| WMC | Exit | WESTERN ASSET MTG CAP CORP | $0 | – | -67,170 | -100.0% | -0.21% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -11,223 | -100.0% | -0.26% | – |
| UNVR | Exit | UNIVAR INC | $0 | – | -45,673 | -100.0% | -0.31% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -19,896 | -100.0% | -0.32% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -11,242 | -100.0% | -0.33% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -3,756 | -100.0% | -0.34% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -20,438 | -100.0% | -0.35% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -23,266 | -100.0% | -0.41% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -12,566 | -100.0% | -0.42% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -13,571 | -100.0% | -0.42% | – |
| VRRM | Exit | VERRA MOBILITY CORP | $0 | – | -105,115 | -100.0% | -0.43% | – |
| CMO | Exit | CAPSTEAD MTG CORP | $0 | – | -167,085 | -100.0% | -0.44% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -14,795 | -100.0% | -0.44% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -6,371 | -100.0% | -0.45% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -1,339 | -100.0% | -0.45% | – |
| AON | Exit | AON PLC | $0 | – | -7,516 | -100.0% | -0.45% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -10,989 | -100.0% | -0.46% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -11,674 | -100.0% | -0.49% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -30,660 | -100.0% | -0.50% | – |
| PFE | Exit | PFIZER INC | $0 | – | -38,287 | -100.0% | -0.52% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -18,669 | -100.0% | -0.52% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -14,930 | -100.0% | -0.64% | – |
| HF | Exit | HFF INCcl a | $0 | – | -47,783 | -100.0% | -0.68% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -16,880 | -100.0% | -0.87% | – |
| CHSP | Exit | CHESAPEAKE LODGING TRsh ben int | $0 | – | -114,948 | -100.0% | -1.02% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -26,472 | -100.0% | -1.06% | – |
| CZR | Exit | CAESARS ENTMT CORP | $0 | – | -287,490 | -100.0% | -1.06% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-11-12
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.