$265 Million is the total value of ALPHASIMPLEX GROUP, LLC's 245 reported holdings in Q4 2019. The portfolio turnover from Q3 2019 to Q4 2019 was 54.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TRiboxx hi yd etf | $32,710,000 | +0.9% | 371,962 | 0.0% | 12.32% | -0.4% | |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $20,380,000 | -13.0% | 63,319 | -19.8% | 7.68% | -14.1% |
| AGG | Buy | ISHARES TRcore us aggbd et | $2,739,000 | +8.0% | 24,379 | +8.8% | 1.03% | +6.6% |
| LPT | Buy | LIBERTY PPTY TRsh ben int | $2,640,000 | +512.5% | 43,964 | +424.0% | 0.99% | +506.1% |
| VCIT | VANGUARD SCOTTSDALE FDSint-term corp | $2,592,000 | +0.1% | 28,378 | 0.0% | 0.98% | -1.1% | |
| INXN | New | INTERXION HOLDING N.V | $2,541,000 | – | 30,322 | +100.0% | 0.96% | – |
| AGN | Sell | ALLERGAN PLC | $2,519,000 | -12.7% | 13,176 | -23.1% | 0.95% | -13.7% |
| SYY | Sell | SYSCO CORP | $2,490,000 | -12.4% | 29,105 | -18.6% | 0.94% | -13.5% |
| IBKC | New | IBERIABANK CORP | $2,485,000 | – | 33,208 | +100.0% | 0.94% | – |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $2,472,000 | -8.2% | 44,888 | -7.8% | 0.93% | -9.3% |
| CTXS | Sell | CITRIX SYS INC | $2,469,000 | -13.2% | 22,266 | -24.5% | 0.93% | -14.3% |
| VTI | VANGUARD INDEX FDStotal stk mkt | $2,335,000 | +8.4% | 14,272 | 0.0% | 0.88% | +7.1% | |
| AMTD | New | TD AMERITRADE HLDG CORP | $2,284,000 | – | 45,961 | +100.0% | 0.86% | – |
| VTV | VANGUARD INDEX FDSvalue etf | $2,279,000 | +7.4% | 19,013 | 0.0% | 0.86% | +6.1% | |
| VO | VANGUARD INDEX FDSmid cap etf | $2,222,000 | +6.3% | 12,472 | 0.0% | 0.84% | +5.0% | |
| WLH | New | LYON WILLIAM HOMEScl a new | $2,211,000 | – | 110,650 | +100.0% | 0.83% | – |
| TIVO | New | TIVO CORP | $1,809,000 | – | 213,346 | +100.0% | 0.68% | – |
| EMB | ISHARES TRjpmorgan usd emg | $1,678,000 | +1.0% | 14,650 | 0.0% | 0.63% | -0.2% | |
| PG | Sell | PROCTER & GAMBLE CO | $1,636,000 | -9.1% | 13,101 | -9.4% | 0.62% | -10.2% |
| HLT | HILTON WORLDWIDE HLDGS INC | $1,593,000 | +19.1% | 14,365 | 0.0% | 0.60% | +17.6% | |
| HDS | Sell | HD SUPPLY HLDGS INC | $1,567,000 | -1.9% | 38,960 | -4.5% | 0.59% | -3.1% |
| CBRE | CBRE GROUP INCcl a | $1,564,000 | +15.6% | 25,516 | 0.0% | 0.59% | +14.1% | |
| DHR | DANAHER CORPORATION | $1,564,000 | +6.2% | 10,191 | 0.0% | 0.59% | +5.0% | |
| UTX | UNITED TECHNOLOGIES CORP | $1,542,000 | +9.8% | 10,294 | 0.0% | 0.58% | +8.4% | |
| MSGS | MADISON SQUARE GARDEN CO NEWcl a | $1,530,000 | +11.6% | 5,202 | 0.0% | 0.58% | +10.1% | |
| BWX | SPDR SERIES TRUSTblomberg intl tr | $1,518,000 | +0.4% | 52,690 | 0.0% | 0.57% | -0.9% | |
| BAX | Buy | BAXTER INTL INC | $1,510,000 | +5.3% | 18,063 | +10.2% | 0.57% | +4.0% |
| BK | Sell | BANK NEW YORK MELLON CORP | $1,508,000 | +8.4% | 29,960 | -2.6% | 0.57% | +7.0% |
| CERN | Buy | CERNER CORP | $1,504,000 | +27.7% | 20,488 | +18.6% | 0.57% | +26.3% |
| OTEX | Sell | OPEN TEXT CORP | $1,500,000 | -6.0% | 34,036 | -12.9% | 0.56% | -7.1% |
| BNDX | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,458,000 | -3.8% | 25,769 | 0.0% | 0.55% | -5.0% | |
| TMUS | T MOBILE US INC | $1,450,000 | -0.5% | 18,491 | 0.0% | 0.55% | -1.8% | |
| SBUX | Sell | STARBUCKS CORP | $1,419,000 | -3.4% | 16,144 | -2.8% | 0.54% | -4.5% |
| USFD | Buy | US FOODS HLDG CORP | $1,411,000 | +12.6% | 33,681 | +10.5% | 0.53% | +11.3% |
| C | Sell | CITIGROUP INC | $1,393,000 | -0.2% | 17,440 | -13.7% | 0.52% | -1.3% |
| ACM | Sell | AECOM | $1,392,000 | -0.6% | 32,263 | -13.5% | 0.52% | -1.9% |
| ZBH | ZIMMER BIOMET HLDGS INC | $1,330,000 | +9.1% | 8,883 | 0.0% | 0.50% | +7.7% | |
| ISBC | INVESTORS BANCORP INC NEW | $1,282,000 | +4.8% | 107,629 | 0.0% | 0.48% | +3.6% | |
| JNJ | JOHNSON & JOHNSON | $1,270,000 | +12.7% | 8,707 | 0.0% | 0.48% | +11.2% | |
| LOW | Sell | LOWES COS INC | $1,255,000 | -1.8% | 10,480 | -9.8% | 0.47% | -2.9% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $1,223,000 | -10.2% | 7,637 | -7.3% | 0.46% | -11.2% |
| LNG | CHENIERE ENERGY INC | $1,220,000 | -3.1% | 19,973 | 0.0% | 0.46% | -4.2% | |
| USB | Sell | US BANCORP DEL | $1,215,000 | +1.4% | 20,493 | -5.3% | 0.46% | +0.2% |
| NRZ | NEW RESIDENTIAL INVT CORP | $1,210,000 | +2.8% | 75,091 | 0.0% | 0.46% | +1.6% | |
| MGM | MGM RESORTS INTERNATIONAL | $1,202,000 | +20.0% | 36,140 | 0.0% | 0.45% | +18.6% | |
| EBAY | EBAY INC | $1,175,000 | -7.3% | 32,526 | 0.0% | 0.44% | -8.5% | |
| WEN | Sell | WENDYS CO | $1,159,000 | -15.5% | 52,165 | -24.0% | 0.44% | -16.4% |
| WCC | Sell | WESCO INTL INC | $1,155,000 | -7.1% | 19,447 | -25.3% | 0.44% | -8.2% |
| CPB | Sell | CAMPBELL SOUP CO | $1,137,000 | +2.3% | 22,997 | -2.9% | 0.43% | +0.9% |
| OSW | Sell | ONESPAWORLD HOLDINGS LIMITED | $1,121,000 | -1.4% | 66,557 | -9.1% | 0.42% | -2.8% |
| VGK | VANGUARD INTL EQUITY INDEX Fftse europe etf | $1,116,000 | +9.3% | 19,039 | 0.0% | 0.42% | +8.0% | |
| CMG | Buy | CHIPOTLE MEXICAN GRILL INC | $1,113,000 | +6.0% | 1,329 | +6.4% | 0.42% | +4.8% |
| VSS | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $1,108,000 | +8.9% | 9,972 | 0.0% | 0.42% | +7.5% | |
| SLM | Sell | SLM CORP | $1,106,000 | -5.6% | 124,111 | -6.6% | 0.42% | -6.7% |
| MGLN | Sell | MAGELLAN HEALTH INC | $1,106,000 | +18.9% | 14,133 | -5.7% | 0.42% | +17.5% |
| VEA | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,108,000 | +7.3% | 25,152 | 0.0% | 0.42% | +5.8% | |
| IAC | IAC INTERACTIVECORP | $1,107,000 | +14.2% | 4,445 | 0.0% | 0.42% | +12.7% | |
| CFFN | Sell | CAPITOL FED FINL INC | $1,085,000 | -5.8% | 79,040 | -5.4% | 0.41% | -6.8% |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $1,087,000 | – | 17,282 | +100.0% | 0.41% | – |
| VPL | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $1,084,000 | +5.3% | 15,573 | 0.0% | 0.41% | +4.1% | |
| ECL | ECOLAB INC | $1,079,000 | -2.5% | 5,592 | 0.0% | 0.41% | -3.8% | |
| CLBK | Sell | COLUMBIA FINL INC | $1,077,000 | +1.9% | 63,565 | -5.1% | 0.41% | +0.7% |
| ITT | New | ITT INC | $1,076,000 | – | 14,563 | +100.0% | 0.40% | – |
| L | Sell | LOEWS CORP | $1,076,000 | -8.3% | 20,507 | -10.0% | 0.40% | -9.4% |
| TRV | TRAVELERS COMPANIES INC | $1,070,000 | -7.8% | 7,810 | 0.0% | 0.40% | -9.0% | |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $1,066,000 | -6.5% | 956 | -9.5% | 0.40% | -7.6% |
| L100PS | Sell | ARCONIC INC | $1,066,000 | +8.7% | 34,637 | -8.2% | 0.40% | +7.5% |
| APLE | Sell | APPLE HOSPITALITY REIT INC | $1,066,000 | -13.1% | 65,594 | -11.3% | 0.40% | -14.1% |
| AY | Sell | ATLANTICA YIELD PLC | $1,064,000 | -7.6% | 40,304 | -15.7% | 0.40% | -8.7% |
| ALL | Sell | ALLSTATE CORP | $1,062,000 | -10.2% | 9,444 | -13.3% | 0.40% | -11.3% |
| DOX | Sell | AMDOCS LTD | $1,062,000 | -8.9% | 14,706 | -16.6% | 0.40% | -10.1% |
| MGP | New | MGM GROWTH PPTYS LLC | $1,059,000 | – | 34,183 | +100.0% | 0.40% | – |
| ARR | Buy | ARMOUR RESIDENTIAL REIT INC | $1,060,000 | +144.2% | 59,306 | +128.8% | 0.40% | +140.4% |
| LKQ | New | LKQ CORP | $1,060,000 | – | 29,705 | +100.0% | 0.40% | – |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $1,060,000 | -12.8% | 18,343 | -19.8% | 0.40% | -13.8% |
| HONE | New | HARBORONE BANCORP INC NEW | $1,056,000 | – | 96,054 | +100.0% | 0.40% | – |
| VRSK | Sell | VERISK ANALYTICS INC | $1,053,000 | -9.3% | 7,053 | -3.9% | 0.40% | -10.4% |
| CB | Sell | CHUBB LIMITED | $1,049,000 | -10.6% | 6,737 | -7.3% | 0.40% | -11.6% |
| RSG | Sell | REPUBLIC SVCS INC | $1,046,000 | -5.3% | 11,665 | -8.7% | 0.39% | -6.4% |
| CCEP | COCA COLA EUROPEAN PARTNERS | $1,045,000 | -8.3% | 20,534 | 0.0% | 0.39% | -9.2% | |
| MMC | Sell | MARSH & MCLENNAN COS INC | $1,046,000 | -9.1% | 9,388 | -18.4% | 0.39% | -10.3% |
| ATR | Sell | APTARGROUP INC | $1,045,000 | -5.4% | 9,040 | -3.1% | 0.39% | -6.4% |
| GHC | New | GRAHAM HLDGS CO | $1,042,000 | – | 1,630 | +100.0% | 0.39% | – |
| SON | Sell | SONOCO PRODS CO | $1,042,000 | -7.6% | 16,879 | -12.9% | 0.39% | -8.6% |
| WMT | New | WALMART INC | $1,042,000 | – | 8,771 | +100.0% | 0.39% | – |
| AJG | Sell | GALLAGHER ARTHUR J & CO | $1,042,000 | -8.5% | 10,942 | -13.9% | 0.39% | -9.4% |
| EFC | Sell | ELLINGTON FINANCIAL INC | $1,042,000 | -11.2% | 56,825 | -12.5% | 0.39% | -12.1% |
| MCD | MCDONALDS CORP | $1,039,000 | -8.0% | 5,259 | 0.0% | 0.39% | -9.3% | |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO | $1,038,000 | -13.3% | 9,464 | -14.8% | 0.39% | -14.4% |
| AFL | Sell | AFLAC INC | $1,035,000 | -8.7% | 19,558 | -9.8% | 0.39% | -9.7% |
| CARE | New | CARTER BK & TR MARTINSVILLE | $1,030,000 | – | 43,434 | +100.0% | 0.39% | – |
| PMT | New | PENNYMAC MTG INVT TR | $1,029,000 | – | 46,153 | +100.0% | 0.39% | – |
| RWT | Sell | REDWOOD TR INC | $1,031,000 | -5.8% | 62,330 | -6.6% | 0.39% | -7.2% |
| JKHY | Sell | HENRY JACK & ASSOC INC | $1,030,000 | -13.3% | 7,070 | -13.2% | 0.39% | -14.3% |
| TRTX | Sell | TPG RE FIN TR INC | $1,028,000 | -11.0% | 50,737 | -12.8% | 0.39% | -12.2% |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $1,028,000 | – | 61,843 | +100.0% | 0.39% | – |
| AGNC | Buy | AGNC INVT CORP | $1,022,000 | +99.6% | 57,802 | +81.6% | 0.38% | +97.4% |
| TWO | Buy | TWO HBRS INVT CORP | $1,021,000 | +119.6% | 69,865 | +97.2% | 0.38% | +117.5% |
| JACK | Sell | JACK IN THE BOX INC | $1,023,000 | -18.7% | 13,104 | -5.1% | 0.38% | -19.8% |
| KREF | Sell | KKR REAL ESTATE FIN TR INC | $1,019,000 | -10.3% | 49,912 | -14.2% | 0.38% | -11.3% |
| BRKA | BERKSHIRE HATHAWAY INC DELcl a | $1,019,000 | +9.0% | 3 | 0.0% | 0.38% | +7.6% | |
| GPMT | Sell | GRANITE PT MTG TR INC | $1,020,000 | -11.3% | 55,490 | -9.6% | 0.38% | -12.5% |
| BRO | Sell | BROWN & BROWN INC | $1,019,000 | -9.3% | 25,822 | -17.1% | 0.38% | -10.3% |
| THG | Sell | HANOVER INS GROUP INC | $1,016,000 | -16.2% | 7,434 | -16.8% | 0.38% | -17.1% |
| CRM | SALESFORCE COM INC | $1,015,000 | +9.6% | 6,241 | 0.0% | 0.38% | +8.2% | |
| ELY | Sell | CALLAWAY GOLF CO | $1,008,000 | +1.5% | 47,555 | -7.0% | 0.38% | +0.3% |
| RPAY | New | REPAY HLDGS CORP | $1,003,000 | – | 68,431 | +100.0% | 0.38% | – |
| MKL | Sell | MARKEL CORP | $1,004,000 | -14.9% | 878 | -12.0% | 0.38% | -16.0% |
| TFSL | Sell | TFS FINL CORP | $1,003,000 | -0.4% | 50,969 | -8.8% | 0.38% | -1.6% |
| CMO | New | CAPSTEAD MTG CORP | $999,000 | – | 126,137 | +100.0% | 0.38% | – |
| WRB | New | BERKLEY W R CORP | $994,000 | – | 14,384 | +100.0% | 0.37% | – |
| BIP | Sell | BROOKFIELD INFRAST PARTNERSlp int unit | $992,000 | -23.0% | 19,849 | -23.6% | 0.37% | -23.8% |
| YUM | YUM BRANDS INC | $984,000 | -11.3% | 9,773 | 0.0% | 0.37% | -12.3% | |
| RCII | Sell | RENT A CTR INC NEW | $966,000 | -4.2% | 33,487 | -14.3% | 0.36% | -5.2% |
| WMC | New | WESTERN ASSET MTG CAP CORP | $949,000 | – | 91,844 | +100.0% | 0.36% | – |
| NLOK | New | NORTONLIFELOCK INC | $944,000 | – | 37,003 | +100.0% | 0.36% | – |
| NYMT | New | NEW YORK MTG TR INC | $936,000 | – | 150,240 | +100.0% | 0.35% | – |
| CAG | Sell | CONAGRA BRANDS INC | $936,000 | -3.5% | 27,350 | -13.5% | 0.35% | -4.6% |
| FTNT | New | FORTINET INC | $926,000 | – | 8,678 | +100.0% | 0.35% | – |
| SPH | Sell | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $925,000 | -21.4% | 42,315 | -15.1% | 0.35% | -22.5% |
| GDDY | New | GODADDY INCcl a | $907,000 | – | 13,361 | +100.0% | 0.34% | – |
| TRN | Sell | TRINITY INDS INC | $907,000 | -9.1% | 40,938 | -19.3% | 0.34% | -10.2% |
| ARI | New | APOLLO COML REAL EST FIN INC | $907,000 | – | 49,567 | +100.0% | 0.34% | – |
| WM | New | WASTE MGMT INC DEL | $902,000 | – | 7,912 | +100.0% | 0.34% | – |
| FANG | DIAMONDBACK ENERGY INC | $901,000 | +3.2% | 9,705 | 0.0% | 0.34% | +1.8% | |
| EXP | Sell | EAGLE MATERIALS INC | $866,000 | -3.2% | 9,556 | -3.9% | 0.33% | -4.4% |
| HES | Sell | HESS CORP | $851,000 | -3.7% | 12,731 | -12.9% | 0.32% | -4.7% |
| CVI | CVR ENERGY INC | $850,000 | -8.1% | 21,014 | 0.0% | 0.32% | -9.3% | |
| MPC | New | MARATHON PETE CORP | $849,000 | – | 14,085 | +100.0% | 0.32% | – |
| APOG | APOGEE ENTERPRISES INC | $846,000 | -16.7% | 26,024 | 0.0% | 0.32% | -17.6% | |
| BLMN | New | BLOOMIN BRANDS INC | $845,000 | – | 38,267 | +100.0% | 0.32% | – |
| GE | Sell | GENERAL ELECTRIC CO | $832,000 | +11.8% | 74,555 | -10.4% | 0.31% | +10.2% |
| DVN | Sell | DEVON ENERGY CORP NEW | $807,000 | +1.3% | 31,058 | -6.2% | 0.30% | 0.0% |
| TEX | Sell | TEREX CORP NEW | $801,000 | -10.7% | 26,912 | -22.1% | 0.30% | -11.7% |
| ON | Sell | ON SEMICONDUCTOR CORP | $794,000 | -11.7% | 32,552 | -30.4% | 0.30% | -12.8% |
| MITT | Buy | AG MTG INVT TR INC | $788,000 | +77.1% | 51,121 | +74.0% | 0.30% | +74.7% |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $768,000 | -7.6% | 6,849 | +5.6% | 0.29% | -8.8% |
| CARO | New | CAROLINA FINL CORP NEW | $751,000 | – | 17,380 | +100.0% | 0.28% | – |
| RC | Sell | READY CAP CORP | $731,000 | -15.3% | 47,375 | -12.6% | 0.28% | -16.4% |
| WWE | New | WORLD WRESTLING ENTMT INCcl a | $728,000 | – | 11,230 | +100.0% | 0.27% | – |
| OXY | Sell | OCCIDENTAL PETE CORP | $728,000 | -40.0% | 17,670 | -35.2% | 0.27% | -40.8% |
| EEMV | New | ISHARES INCmin vol emrg mkt | $655,000 | – | 11,169 | +100.0% | 0.25% | – |
| LGFA | Sell | LIONS GATE ENTMNT CORPcl a vtg | $608,000 | +2.7% | 57,055 | -10.8% | 0.23% | +1.3% |
| MED | New | MEDIFAST INC | $575,000 | – | 5,243 | +100.0% | 0.22% | – |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $574,000 | – | 12,913 | +100.0% | 0.22% | – |
| WSBF | New | WATERSTONE FINL INC MD | $557,000 | – | 29,266 | +100.0% | 0.21% | – |
| WLKP | New | WESTLAKE CHEM PARTNERS LP | $549,000 | – | 20,765 | +100.0% | 0.21% | – |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $533,000 | -36.0% | 20,530 | -47.1% | 0.20% | -36.8% |
| CNP | Buy | CENTERPOINT ENERGY INC | $503,000 | -0.2% | 18,459 | +10.5% | 0.19% | -1.6% |
| EXC | EXELON CORP | $484,000 | -5.7% | 10,618 | 0.0% | 0.18% | -7.1% | |
| ES | EVERSOURCE ENERGY | $477,000 | -0.4% | 5,610 | 0.0% | 0.18% | -1.6% | |
| OGS | Buy | ONE GAS INC | $476,000 | +1.9% | 5,084 | +4.5% | 0.18% | +0.6% |
| KNOP | New | KNOT OFFSHORE PARTNERS LP | $470,000 | – | 23,750 | +100.0% | 0.18% | – |
| DEA | Sell | EASTERLY GOVT PPTYS INC | $468,000 | -2.9% | 19,718 | -12.8% | 0.18% | -4.3% |
| LNT | ALLIANT ENERGY CORP | $466,000 | +1.3% | 8,522 | 0.0% | 0.18% | +0.6% | |
| IVR | Sell | INVESCO MORTGAGE CAPITAL INC | $467,000 | +6.1% | 28,041 | -2.4% | 0.18% | +4.8% |
| GLPI | Sell | GAMING & LEISURE PPTYS INC | $467,000 | +2.9% | 10,838 | -8.6% | 0.18% | +1.7% |
| HE | HAWAIIAN ELEC INDUSTRIES | $465,000 | +2.9% | 9,917 | 0.0% | 0.18% | +1.7% | |
| SO | Sell | SOUTHERN CO | $461,000 | -8.5% | 7,234 | -11.3% | 0.17% | -9.4% |
| PEP | Sell | PEPSICO INC | $459,000 | -8.7% | 3,362 | -8.3% | 0.17% | -9.9% |
| REG | New | REGENCY CTRS CORP | $459,000 | – | 7,274 | +100.0% | 0.17% | – |
| AEP | Sell | AMERICAN ELEC PWR CO INC | $458,000 | -6.3% | 4,842 | -7.3% | 0.17% | -7.0% |
| DEI | DOUGLAS EMMETT INC | $460,000 | +2.7% | 10,468 | 0.0% | 0.17% | +1.2% | |
| BXMT | Sell | BLACKSTONE MTG TR INC | $457,000 | -3.8% | 12,266 | -7.5% | 0.17% | -5.0% |
| OGE | OGE ENERGY CORP | $456,000 | -2.1% | 10,264 | 0.0% | 0.17% | -3.4% | |
| NEE | Sell | NEXTERA ENERGY INC | $454,000 | -3.6% | 1,876 | -7.3% | 0.17% | -5.0% |
| LORL | Buy | LORAL SPACE & COMMUNICATNS I | $453,000 | -8.5% | 14,028 | +17.3% | 0.17% | -9.5% |
| XEL | XCEL ENERGY INC | $453,000 | -2.2% | 7,128 | 0.0% | 0.17% | -3.4% | |
| ED | CONSOLIDATED EDISON INC | $455,000 | -4.2% | 5,026 | 0.0% | 0.17% | -5.5% | |
| EQC | EQUITY COMWLTH | $450,000 | -4.3% | 13,719 | 0.0% | 0.17% | -5.0% | |
| ETR | Sell | ENTERGY CORP NEW | $451,000 | -4.9% | 3,761 | -6.8% | 0.17% | -6.1% |
| CMS | CMS ENERGY CORP | $452,000 | -1.7% | 7,195 | 0.0% | 0.17% | -2.9% | |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $450,000 | – | 9,559 | +100.0% | 0.17% | – |
| AIV | APARTMENT INVT & MGMT COcl a | $449,000 | -0.9% | 8,688 | 0.0% | 0.17% | -2.3% | |
| FE | Sell | FIRSTENERGY CORP | $446,000 | -76.2% | 9,179 | -76.4% | 0.17% | -76.5% |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | $447,000 | -4.9% | 7,566 | 0.0% | 0.17% | -6.1% | |
| UGI | UGI CORP NEW | $446,000 | -10.1% | 9,874 | 0.0% | 0.17% | -11.1% | |
| WEC | WEC ENERGY GROUP INC | $447,000 | -3.0% | 4,849 | 0.0% | 0.17% | -4.5% | |
| ATO | ATMOS ENERGY CORP | $447,000 | -1.8% | 3,995 | 0.0% | 0.17% | -3.4% | |
| DUK | DUKE ENERGY CORP NEW | $446,000 | -4.7% | 4,886 | 0.0% | 0.17% | -5.6% | |
| AEE | AMEREN CORP | $442,000 | -4.1% | 5,755 | 0.0% | 0.17% | -5.1% | |
| NHI | Sell | NATIONAL HEALTH INVS INC | $442,000 | -7.9% | 5,428 | -6.8% | 0.17% | -8.7% |
| EVRG | EVERGY INC | $443,000 | -2.2% | 6,808 | 0.0% | 0.17% | -3.5% | |
| POR | PORTLAND GEN ELEC CO | $440,000 | -0.9% | 7,883 | 0.0% | 0.17% | -1.8% | |
| INVH | Sell | INVITATION HOMES INC | $441,000 | -16.2% | 14,725 | -17.0% | 0.17% | -17.4% |
| EGP | New | EASTGROUP PPTY INC | $440,000 | – | 3,314 | +100.0% | 0.17% | – |
| D | Sell | DOMINION ENERGY INC | $441,000 | -4.5% | 5,330 | -6.4% | 0.17% | -5.7% |
| DTE | DTE ENERGY CO | $440,000 | -2.2% | 3,387 | 0.0% | 0.17% | -3.5% | |
| AVB | Sell | AVALONBAY CMNTYS INC | $440,000 | -10.9% | 2,097 | -8.6% | 0.17% | -11.7% |
| IDA | IDACORP INC | $437,000 | -5.2% | 4,092 | 0.0% | 0.16% | -6.2% | |
| CPT | CAMDEN PPTY TRsh ben int | $439,000 | -4.4% | 4,136 | 0.0% | 0.16% | -5.7% | |
| AWK | AMERICAN WTR WKS CO INC NEW | $439,000 | -1.1% | 3,573 | 0.0% | 0.16% | -2.4% | |
| NWE | Sell | NORTHWESTERN CORP | $438,000 | -11.0% | 6,116 | -6.6% | 0.16% | -12.2% |
| WPC | W P CAREY INC | $436,000 | -10.7% | 5,451 | 0.0% | 0.16% | -11.8% | |
| FR | New | FIRST INDUSTRIAL REALTY TRUS | $435,000 | – | 10,476 | +100.0% | 0.16% | – |
| UDR | UDR INC | $433,000 | -3.8% | 9,278 | 0.0% | 0.16% | -5.2% | |
| LSI | Sell | LIFE STORAGE INC | $434,000 | -10.5% | 4,008 | -12.9% | 0.16% | -11.9% |
| EQR | EQUITY RESIDENTIALsh ben int | $433,000 | -6.3% | 5,352 | 0.0% | 0.16% | -7.4% | |
| MAA | Sell | MID AMER APT CMNTYS INC | $429,000 | -5.9% | 3,252 | -7.2% | 0.16% | -6.9% |
| AMH | Sell | AMERICAN HOMES 4 RENTcl a | $427,000 | -6.2% | 16,294 | -7.2% | 0.16% | -7.5% |
| SUI | Sell | SUN CMNTYS INC | $424,000 | -5.4% | 2,822 | -6.5% | 0.16% | -6.4% |
| GOOD | New | GLADSTONE COML CORP | $425,000 | – | 19,456 | +100.0% | 0.16% | – |
| ELS | Buy | EQUITY LIFESTYLE PPTYS INC | $424,000 | -2.3% | 6,022 | +85.4% | 0.16% | -3.6% |
| FRT | New | FEDERAL REALTY INVT TRsh ben int new | $425,000 | – | 3,300 | +100.0% | 0.16% | – |
| ALE | ALLETE INC | $425,000 | -7.0% | 5,230 | 0.0% | 0.16% | -8.0% | |
| TRNO | Sell | TERRENO RLTY CORP | $423,000 | -8.2% | 7,816 | -13.5% | 0.16% | -9.7% |
| PNW | PINNACLE WEST CAP CORP | $420,000 | -7.3% | 4,665 | 0.0% | 0.16% | -8.7% | |
| KRC | New | KILROY RLTY CORP | $414,000 | – | 4,931 | +100.0% | 0.16% | – |
| STOR | Sell | STORE CAP CORP | $415,000 | -18.6% | 11,140 | -18.2% | 0.16% | -20.0% |
| AGR | New | AVANGRID INC | $411,000 | – | 8,027 | +100.0% | 0.16% | – |
| MDU | New | MDU RES GROUP INC | $408,000 | – | 13,747 | +100.0% | 0.15% | – |
| PSA | PUBLIC STORAGE | $371,000 | -13.1% | 1,741 | 0.0% | 0.14% | -14.1% | |
| ESS | New | ESSEX PPTY TR INC | $346,000 | – | 1,151 | +100.0% | 0.13% | – |
| BTU | Sell | PEABODY ENERGY CORP NEW | $297,000 | -62.5% | 32,601 | -39.4% | 0.11% | -62.9% |
| KLAC | New | KLA CORPORATION | $285,000 | – | 1,601 | +100.0% | 0.11% | – |
| PAYC | New | PAYCOM SOFTWARE INC | $281,000 | – | 1,063 | +100.0% | 0.11% | – |
| EXAS | New | EXACT SCIENCES CORP | $279,000 | – | 3,016 | +100.0% | 0.10% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $264,000 | – | 1,279 | +100.0% | 0.10% | – |
| ZEN | New | ZENDESK INC | $264,000 | – | 3,445 | +100.0% | 0.10% | – |
| WDAY | New | WORKDAY INCcl a | $260,000 | – | 1,580 | +100.0% | 0.10% | – |
| UI | New | UBIQUITI INC | $257,000 | – | 1,359 | +100.0% | 0.10% | – |
| RNG | New | RINGCENTRAL INCcl a | $258,000 | – | 1,530 | +100.0% | 0.10% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $256,000 | – | 585 | +100.0% | 0.10% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $256,000 | – | 676 | +100.0% | 0.10% | – |
| AZO | New | AUTOZONE INC | $251,000 | – | 211 | +100.0% | 0.10% | – |
| OKTA | New | OKTA INCcl a | $252,000 | – | 2,181 | +100.0% | 0.10% | – |
| KEYS | New | KEYSIGHT TECHNOLOGIES INC | $247,000 | – | 2,410 | +100.0% | 0.09% | – |
| SQ | New | SQUARE INCcl a | $248,000 | – | 3,968 | +100.0% | 0.09% | – |
| TEAM | New | ATLASSIAN CORP PLCcl a | $243,000 | – | 2,016 | +100.0% | 0.09% | – |
| IONS | New | IONIS PHARMACEUTICALS INC | $244,000 | – | 4,037 | +100.0% | 0.09% | – |
| VEEV | New | VEEVA SYS INC | $242,000 | – | 1,717 | +100.0% | 0.09% | – |
| VMW | New | VMWARE INC | $235,000 | – | 1,551 | +100.0% | 0.09% | – |
| GOLD | New | BARRICK GOLD CORPORATION | $234,000 | – | 12,568 | +100.0% | 0.09% | – |
| TWTR | New | TWITTER INC | $228,000 | – | 7,119 | +100.0% | 0.09% | – |
| NOW | New | SERVICENOW INC | $226,000 | – | 801 | +100.0% | 0.08% | – |
| FICO | New | FAIR ISAAC CORP | $224,000 | – | 598 | +100.0% | 0.08% | – |
| LULU | New | LULULEMON ATHLETICA INC | $223,000 | – | 964 | +100.0% | 0.08% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $224,000 | – | 876 | +100.0% | 0.08% | – |
| FIVE | New | FIVE BELOW INC | $222,000 | – | 1,740 | +100.0% | 0.08% | – |
| MOH | New | MOLINA HEALTHCARE INC | $218,000 | – | 1,605 | +100.0% | 0.08% | – |
| DXCM | New | DEXCOM INC | $219,000 | – | 999 | +100.0% | 0.08% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $219,000 | – | 3,552 | +100.0% | 0.08% | – |
| XLNX | New | XILINX INC | $217,000 | – | 2,223 | +100.0% | 0.08% | – |
| MELI | New | MERCADOLIBRE INC | $216,000 | – | 378 | +100.0% | 0.08% | – |
| BX | New | BLACKSTONE GROUP INC | $214,000 | – | 3,830 | +100.0% | 0.08% | – |
| BBDC | Exit | BARINGS BDC INC | $0 | – | -37,162 | -100.0% | -0.14% | – |
| CARS | Exit | CARS COM INC | $0 | – | -48,724 | -100.0% | -0.17% | – |
| MFA | Exit | MFA FINL INC | $0 | – | -60,688 | -100.0% | -0.17% | – |
| CIM | Exit | CHIMERA INVT CORP | $0 | – | -23,869 | -100.0% | -0.18% | – |
| HIW | Exit | HIGHWOODS PPTYS INC | $0 | – | -10,591 | -100.0% | -0.18% | – |
| PDM | Exit | PIEDMONT OFFICE REALTY TR IN | $0 | – | -23,060 | -100.0% | -0.18% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -19,863 | -100.0% | -0.18% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -57,689 | -100.0% | -0.19% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -25,014 | -100.0% | -0.20% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -37,003 | -100.0% | -0.33% | – |
| ORIT | Exit | ORITANI FINL CORP DEL | $0 | – | -53,780 | -100.0% | -0.36% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -53,249 | -100.0% | -0.38% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -74,030 | -100.0% | -0.38% | – |
| TCPC | Exit | BLACKROCK TCP CAP CORP | $0 | – | -75,111 | -100.0% | -0.39% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -27,359 | -100.0% | -0.40% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -10,415 | -100.0% | -0.41% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -8,153 | -100.0% | -0.41% | – |
| BFAM | Exit | BRIGHT HORIZONS FAM SOL IN D | $0 | – | -7,385 | -100.0% | -0.43% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -70,217 | -100.0% | -0.43% | – |
| TSLX | Exit | TPG SPECIALTY LENDING INC | $0 | – | -54,467 | -100.0% | -0.44% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -61,581 | -100.0% | -0.44% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -14,878 | -100.0% | -0.44% | – |
| NMFC | Exit | NEW MTN FIN CORP | $0 | – | -84,748 | -100.0% | -0.44% | – |
| MAIN | Exit | MAIN STREET CAPITAL CORP | $0 | – | -26,859 | -100.0% | -0.44% | – |
| HTGC | Exit | HERCULES CAPITAL INC | $0 | – | -87,065 | -100.0% | -0.44% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -7,098 | -100.0% | -0.46% | – |
| ALX | Exit | ALEXANDERS INC | $0 | – | -3,460 | -100.0% | -0.46% | – |
| CGBD | Exit | TCG BDC INC | $0 | – | -86,537 | -100.0% | -0.48% | – |
| GL | Exit | GLOBE LIFE INC | $0 | – | -14,109 | -100.0% | -0.52% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -12,119 | -100.0% | -0.55% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -9,449 | -100.0% | -0.58% | – |
| RTEC | Exit | RUDOLPH TECHNOLOGIES INC | $0 | – | -58,524 | -100.0% | -0.59% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -206,648 | -100.0% | -0.68% | – |
| MCRN | Exit | MILACRON HLDGS CORP | $0 | – | -137,235 | -100.0% | -0.87% | – |
| GHDX | Exit | GENOMIC HEALTH INC | $0 | – | -37,537 | -100.0% | -0.97% | – |
| LTXB | Exit | LEGACY TEX FINL GROUP INC | $0 | – | -64,631 | -100.0% | -1.07% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2020-02-12
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.