$133 Million is the total value of ALPHASIMPLEX GROUP, LLC's 253 reported holdings in Q2 2020. The portfolio turnover from Q1 2020 to Q2 2020 was 197.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Buy | ISHARES TRiboxx hi yd etf | $4,794,000 | +17.6% | 58,741 | +11.1% | 3.60% | -41.7% |
| DHR | Buy | DANAHER CORPORATION | $1,678,000 | +137.7% | 9,492 | +86.1% | 1.26% | +17.8% |
| T | New | AT&T INC | $1,636,000 | – | 54,119 | +100.0% | 1.23% | – |
| PG | Buy | PROCTER AND GAMBLE CO | $1,607,000 | +219.5% | 13,437 | +193.7% | 1.20% | +58.3% |
| AMTD | Sell | TD AMERITRADE HLDG CORP | $1,564,000 | -6.1% | 42,978 | -10.5% | 1.17% | -53.4% |
| OTEX | Buy | OPEN TEXT CORP | $1,492,000 | +182.6% | 35,112 | +132.3% | 1.12% | +40.1% |
| AGG | Sell | ISHARES TRcore us aggbd et | $1,479,000 | -27.5% | 12,511 | -29.2% | 1.11% | -64.0% |
| CERN | Buy | CERNER CORP | $1,425,000 | +83.9% | 20,785 | +69.0% | 1.07% | -8.8% |
| BAX | Buy | BAXTER INTL INC | $1,236,000 | +131.0% | 14,355 | +117.9% | 0.93% | +14.6% |
| ALL | New | ALLSTATE CORP | $1,189,000 | – | 12,264 | +100.0% | 0.89% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $1,178,000 | – | 10,968 | +100.0% | 0.88% | – |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $1,137,000 | -33.7% | 7,261 | -45.4% | 0.85% | -67.1% |
| VTV | Sell | VANGUARD INDEX FDSvalue etf | $1,069,000 | -35.9% | 10,738 | -42.7% | 0.80% | -68.2% |
| EBAY | Sell | EBAY INC. | $1,057,000 | +74.4% | 20,158 | -0.1% | 0.79% | -13.5% |
| AMZN | New | AMAZON COM INC | $1,043,000 | – | 378 | +100.0% | 0.78% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORcl a | $987,000 | – | 12,683 | +100.0% | 0.74% | – |
| VO | Sell | VANGUARD INDEX FDSmid cap etf | $974,000 | -42.8% | 5,941 | -54.1% | 0.73% | -71.7% |
| IBKC | Sell | IBERIABANK CORP | $956,000 | -20.4% | 20,987 | -36.8% | 0.72% | -60.5% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $950,000 | +59.4% | 903 | -0.8% | 0.71% | -21.0% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $940,000 | +33.5% | 18,388 | +30.8% | 0.70% | -33.8% |
| ATUS | New | ALTICE USA INCcl a | $917,000 | – | 40,672 | +100.0% | 0.69% | – |
| A | New | AGILENT TECHNOLOGIES INC | $917,000 | – | 10,378 | +100.0% | 0.69% | – |
| ACN | New | ACCENTURE PLC IRELAND | $893,000 | – | 4,158 | +100.0% | 0.67% | – |
| NLOK | Buy | NORTONLIFELOCK INC | $867,000 | +68.0% | 43,714 | +58.4% | 0.65% | -16.7% |
| TYL | Buy | TYLER TECHNOLOGIES INC | $848,000 | +31.5% | 2,444 | +12.4% | 0.64% | -34.8% |
| ODFL | New | OLD DOMINION FREIGHT LINE IN | $829,000 | – | 4,889 | +100.0% | 0.62% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $804,000 | – | 16,604 | +100.0% | 0.60% | – |
| KO | New | COCA COLA CO | $779,000 | – | 17,442 | +100.0% | 0.58% | – |
| VGK | Sell | VANGUARD INTL EQUITY INDEX Fftse europe etf | $766,000 | -7.0% | 15,218 | -20.1% | 0.57% | -53.9% |
| BK | Buy | BANK NEW YORK MELLON CORP | $764,000 | +58.5% | 19,766 | +38.1% | 0.57% | -21.4% |
| VPL | Sell | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $764,000 | -11.1% | 11,999 | -22.9% | 0.57% | -55.9% |
| VEA | Sell | VANGUARD TAX-MANAGED FDSftse dev mkt etf | $763,000 | -9.1% | 19,676 | -21.8% | 0.57% | -54.9% |
| SBUX | Buy | STARBUCKS CORP | $756,000 | +57.2% | 10,272 | +40.4% | 0.57% | -22.0% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $755,000 | -63.9% | 7,940 | -67.0% | 0.57% | -82.1% |
| HAIN | Buy | HAIN CELESTIAL GROUP INC | $743,000 | +59.4% | 23,574 | +31.5% | 0.56% | -21.0% |
| BWX | Sell | SPDR SER TRblomberg intl tr | $740,000 | -42.1% | 25,588 | -44.4% | 0.56% | -71.3% |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $728,000 | -42.8% | 12,606 | -44.2% | 0.55% | -71.6% |
| HLT | Buy | HILTON WORLDWIDE HLDGS INC | $727,000 | +46.3% | 9,892 | +35.7% | 0.54% | -27.5% |
| CVLT | New | COMMVAULT SYSTEMS INC | $717,000 | – | 18,534 | +100.0% | 0.54% | – |
| CAG | Buy | CONAGRA BRANDS INC | $711,000 | +48.4% | 20,204 | +23.6% | 0.53% | -26.4% |
| PTC | Buy | PTC INC | $708,000 | +52.6% | 9,105 | +20.2% | 0.53% | -24.4% |
| ZEN | Sell | ZENDESK INC | $695,000 | +28.7% | 7,854 | -6.9% | 0.52% | -36.2% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $692,000 | +46.9% | 4,855 | -3.8% | 0.52% | -27.1% |
| NFG | New | NATIONAL FUEL GAS CO N J | $682,000 | – | 16,272 | +100.0% | 0.51% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $682,000 | – | 5,983 | +100.0% | 0.51% | – |
| NOW | Sell | SERVICENOW INC | $676,000 | +10.5% | 1,668 | -21.9% | 0.51% | -45.2% |
| KRNY | New | KEARNY FINL CORP MD | $672,000 | – | 82,096 | +100.0% | 0.50% | – |
| ECL | New | ECOLAB INC | $670,000 | – | 3,367 | +100.0% | 0.50% | – |
| CLBK | New | COLUMBIA FINL INC | $667,000 | – | 47,826 | +100.0% | 0.50% | – |
| NWBI | Buy | NORTHWEST BANCSHARES INC MD | $665,000 | +411.5% | 65,028 | +478.6% | 0.50% | +153.3% |
| RBA | New | RITCHIE BROS AUCTIONEERS | $664,000 | – | 16,265 | +100.0% | 0.50% | – |
| MCD | New | MCDONALDS CORP | $663,000 | – | 3,592 | +100.0% | 0.50% | – |
| LOW | Buy | LOWES COS INC | $663,000 | +59.4% | 4,909 | +1.7% | 0.50% | -21.0% |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $660,000 | – | 16,267 | +100.0% | 0.50% | – |
| TRN | Buy | TRINITY INDS INC | $658,000 | +60.9% | 30,922 | +21.4% | 0.49% | -20.4% |
| INFO | New | IHS MARKIT LTD | $658,000 | – | 8,719 | +100.0% | 0.49% | – |
| HPQ | Buy | HP INC | $656,000 | +58.8% | 37,649 | +58.1% | 0.49% | -21.3% |
| ALX | New | ALEXANDERS INC | $653,000 | – | 2,712 | +100.0% | 0.49% | – |
| TTC | New | TORO CO | $650,000 | – | 9,802 | +100.0% | 0.49% | – |
| CRM | Sell | SALESFORCE COM INC | $646,000 | +17.9% | 3,447 | -9.5% | 0.48% | -41.6% |
| NEU | New | NEWMARKET CORP | $645,000 | – | 1,611 | +100.0% | 0.48% | – |
| MDT | New | MEDTRONIC PLC | $645,000 | – | 7,034 | +100.0% | 0.48% | – |
| SLGN | New | SILGAN HOLDINGS INC | $643,000 | – | 19,853 | +100.0% | 0.48% | – |
| AON | New | AON PLC | $642,000 | – | 3,335 | +100.0% | 0.48% | – |
| JKHY | New | HENRY JACK & ASSOC INC | $641,000 | – | 3,481 | +100.0% | 0.48% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $640,000 | – | 5,956 | +100.0% | 0.48% | – |
| BKI | New | BLACK KNIGHT INC | $639,000 | – | 8,802 | +100.0% | 0.48% | – |
| PEP | New | PEPSICO INC | $639,000 | – | 4,834 | +100.0% | 0.48% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $639,000 | – | 11,599 | +100.0% | 0.48% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $637,000 | – | 717 | +100.0% | 0.48% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $638,000 | – | 1,273 | +100.0% | 0.48% | – |
| HDS | Buy | HD SUPPLY HLDGS INC | $638,000 | +47.3% | 18,407 | +20.9% | 0.48% | -27.0% |
| PFE | New | PFIZER INC | $635,000 | – | 19,433 | +100.0% | 0.48% | – |
| ORCL | New | ORACLE CORP | $635,000 | – | 11,491 | +100.0% | 0.48% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $635,000 | – | 15,909 | +100.0% | 0.48% | – |
| LMT | New | LOCKHEED MARTIN CORP | $634,000 | – | 1,738 | +100.0% | 0.48% | – |
| DOX | New | AMDOCS LTD | $634,000 | – | 10,412 | +100.0% | 0.48% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $632,000 | – | 6,896 | +100.0% | 0.47% | – |
| RDWR | New | RADWARE LTDord | $631,000 | – | 26,733 | +100.0% | 0.47% | – |
| MMS | New | MAXIMUS INC | $629,000 | – | 8,930 | +100.0% | 0.47% | – |
| YUM | New | YUM BRANDS INC | $628,000 | – | 7,227 | +100.0% | 0.47% | – |
| FTNT | Buy | FORTINET INC | $626,000 | +45.6% | 4,559 | +7.3% | 0.47% | -27.8% |
| TWNK | New | HOSTESS BRANDS INCcl a | $625,000 | – | 51,150 | +100.0% | 0.47% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $625,000 | – | 16,562 | +100.0% | 0.47% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $620,000 | – | 10,060 | +100.0% | 0.46% | – |
| GDDY | New | GODADDY INCcl a | $616,000 | – | 8,396 | +100.0% | 0.46% | – |
| CBRE | Buy | CBRE GROUP INCcl a | $611,000 | +63.8% | 13,510 | +36.5% | 0.46% | -18.8% |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $578,000 | – | 7,314 | +100.0% | 0.43% | – |
| ADBE | Buy | ADOBE INC | $573,000 | +39.1% | 1,317 | +1.6% | 0.43% | -31.0% |
| RCII | Sell | RENT A CTR INC NEW | $572,000 | +55.9% | 20,558 | -20.8% | 0.43% | -22.7% |
| CDW | New | CDW CORP | $567,000 | – | 4,878 | +100.0% | 0.42% | – |
| GWW | New | GRAINGER W W INC | $567,000 | – | 1,805 | +100.0% | 0.42% | – |
| VFC | New | V F CORP | $564,000 | – | 9,262 | +100.0% | 0.42% | – |
| CTXS | Sell | CITRIX SYS INC | $564,000 | -28.4% | 3,810 | -31.5% | 0.42% | -64.5% |
| GE | Buy | GENERAL ELECTRIC CO | $560,000 | +47.0% | 81,933 | +70.6% | 0.42% | -27.1% |
| ATR | New | APTARGROUP INC | $559,000 | – | 4,989 | +100.0% | 0.42% | – |
| ALLE | New | ALLEGION PLC | $557,000 | – | 5,453 | +100.0% | 0.42% | – |
| PAYX | New | PAYCHEX INC | $558,000 | – | 7,372 | +100.0% | 0.42% | – |
| BRMK | Buy | BROADMARK RLTY CAP INC | $554,000 | +304.4% | 58,520 | +220.4% | 0.42% | +100.5% |
| HLI | New | HOULIHAN LOKEY INCcl a | $551,000 | – | 9,909 | +100.0% | 0.41% | – |
| TR | New | TOOTSIE ROLL INDS INC | $551,000 | – | 16,068 | +100.0% | 0.41% | – |
| VRSK | New | VERISK ANALYTICS INC | $550,000 | – | 3,229 | +100.0% | 0.41% | – |
| SEIC | New | SEI INVTS CO | $550,000 | – | 10,005 | +100.0% | 0.41% | – |
| FCFS | New | FIRSTCASH INC | $548,000 | – | 8,116 | +100.0% | 0.41% | – |
| EMR | New | EMERSON ELEC CO | $548,000 | – | 8,840 | +100.0% | 0.41% | – |
| EXPO | New | EXPONENT INC | $547,000 | – | 6,762 | +100.0% | 0.41% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $547,000 | – | 7,197 | +100.0% | 0.41% | – |
| AAPL | New | APPLE INC | $546,000 | – | 1,496 | +100.0% | 0.41% | – |
| EVA | New | ENVIVA PARTNERS LP | $543,000 | – | 15,075 | +100.0% | 0.41% | – |
| EMB | Sell | ISHARES TRjpmorgan usd emg | $542,000 | -32.0% | 4,958 | -39.9% | 0.41% | -66.3% |
| LECO | New | LINCOLN ELEC HLDGS INC | $540,000 | – | 6,407 | +100.0% | 0.40% | – |
| MUSA | New | MURPHY USA INC | $538,000 | – | 4,780 | +100.0% | 0.40% | – |
| DG | New | DOLLAR GEN CORP NEW | $536,000 | – | 2,815 | +100.0% | 0.40% | – |
| CNC | New | CENTENE CORP DEL | $535,000 | – | 8,426 | +100.0% | 0.40% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC DELcl a | $535,000 | – | 2 | +100.0% | 0.40% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $533,000 | – | 6,655 | +100.0% | 0.40% | – |
| NDAQ | New | NASDAQ INC | $533,000 | – | 4,461 | +100.0% | 0.40% | – |
| HRL | New | HORMEL FOODS CORP | $532,000 | – | 11,030 | +100.0% | 0.40% | – |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $532,000 | – | 37,204 | +100.0% | 0.40% | – |
| STE | New | STERIS PLC | $531,000 | – | 3,461 | +100.0% | 0.40% | – |
| CSX | New | CSX CORP | $531,000 | – | 7,620 | +100.0% | 0.40% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $529,000 | – | 4,192 | +100.0% | 0.40% | – |
| BBY | New | BEST BUY INC | $530,000 | – | 6,070 | +100.0% | 0.40% | – |
| DCI | New | DONALDSON INC | $529,000 | – | 11,365 | +100.0% | 0.40% | – |
| UNP | New | UNION PAC CORP | $525,000 | – | 3,107 | +100.0% | 0.39% | – |
| ERIE | New | ERIE INDTY COcl a | $525,000 | – | 2,735 | +100.0% | 0.39% | – |
| COST | New | COSTCO WHSL CORP NEW | $525,000 | – | 1,730 | +100.0% | 0.39% | – |
| MRK | New | MERCK & CO. INC | $526,000 | – | 6,799 | +100.0% | 0.39% | – |
| K | New | KELLOGG CO | $525,000 | – | 7,950 | +100.0% | 0.39% | – |
| PKG | New | PACKAGING CORP AMER | $524,000 | – | 5,251 | +100.0% | 0.39% | – |
| CTAS | New | CINTAS CORP | $524,000 | – | 1,966 | +100.0% | 0.39% | – |
| AVY | New | AVERY DENNISON CORP | $523,000 | – | 4,580 | +100.0% | 0.39% | – |
| APH | New | AMPHENOL CORP NEWcl a | $521,000 | – | 5,436 | +100.0% | 0.39% | – |
| GNRC | New | GENERAC HLDGS INC | $522,000 | – | 4,278 | +100.0% | 0.39% | – |
| TSCO | New | TRACTOR SUPPLY CO | $522,000 | – | 3,964 | +100.0% | 0.39% | – |
| JNJ | New | JOHNSON & JOHNSON | $519,000 | – | 3,689 | +100.0% | 0.39% | – |
| EL | New | LAUDER ESTEE COS INCcl a | $517,000 | – | 2,739 | +100.0% | 0.39% | – |
| EXP | Buy | EAGLE MATERIALS INC | $516,000 | +43.3% | 7,342 | +19.0% | 0.39% | -28.9% |
| WMT | New | WALMART INC | $514,000 | – | 4,288 | +100.0% | 0.38% | – |
| MORN | New | MORNINGSTAR INC | $504,000 | – | 3,577 | +100.0% | 0.38% | – |
| LSTR | New | LANDSTAR SYS INC | $493,000 | – | 4,393 | +100.0% | 0.37% | – |
| EQC | New | EQUITY COMWLTH | $478,000 | – | 14,835 | +100.0% | 0.36% | – |
| MMSI | New | MERIT MED SYS INC | $473,000 | – | 10,360 | +100.0% | 0.36% | – |
| PINC | New | PREMIER INCcl a | $455,000 | – | 13,282 | +100.0% | 0.34% | – |
| ROL | New | ROLLINS INC | $451,000 | – | 10,641 | +100.0% | 0.34% | – |
| MED | Sell | MEDIFAST INC | $439,000 | +62.6% | 3,166 | -26.7% | 0.33% | -19.4% |
| GDOT | New | GREEN DOT CORPcl a | $393,000 | – | 8,006 | +100.0% | 0.30% | – |
| VWO | Sell | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $389,000 | -10.2% | 9,818 | -24.0% | 0.29% | -55.4% |
| CSOD | Sell | CORNERSTONE ONDEMAND INC | $381,000 | -9.1% | 9,885 | -25.0% | 0.29% | -54.9% |
| EEMV | Sell | ISHARES INCmin vol emrg mkt | $362,000 | -48.7% | 6,965 | -53.6% | 0.27% | -74.6% |
| HLF | New | HERBALIFE NUTRITION LTD | $354,000 | – | 7,865 | +100.0% | 0.26% | – |
| ACM | Sell | AECOM | $349,000 | -28.2% | 9,291 | -43.0% | 0.26% | -64.4% |
| BOX | Sell | BOX INCcl a | $348,000 | +26.1% | 16,752 | -14.9% | 0.26% | -37.4% |
| TWOU | Sell | 2U INC | $344,000 | +71.1% | 9,055 | -4.6% | 0.26% | -15.1% |
| DOOR | Sell | MASONITE INTL CORP NEW | $342,000 | -0.9% | 4,403 | -39.4% | 0.26% | -51.0% |
| MGLN | Sell | MAGELLAN HEALTH INC | $330,000 | -19.5% | 4,527 | -46.9% | 0.25% | -60.2% |
| AMAT | Sell | APPLIED MATLS INC | $323,000 | -12.0% | 5,335 | -33.4% | 0.24% | -56.4% |
| VSS | Sell | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $320,000 | -59.0% | 3,312 | -66.8% | 0.24% | -79.7% |
| NLSN | New | NIELSEN HLDGS PLC | $316,000 | – | 21,260 | +100.0% | 0.24% | – |
| C | Sell | CITIGROUP INC | $314,000 | -7.1% | 6,152 | -23.3% | 0.24% | -54.0% |
| SYY | Sell | SYSCO CORP | $310,000 | -33.2% | 5,675 | -44.2% | 0.23% | -67.0% |
| LKQ | Sell | LKQ CORP | $306,000 | -12.8% | 11,686 | -31.6% | 0.23% | -56.9% |
| DOCU | New | DOCUSIGN INC | $293,000 | – | 1,702 | +100.0% | 0.22% | – |
| LGFA | LIONS GATE ENTMNT CORPcl a vtg | $286,000 | +22.2% | 38,565 | 0.0% | 0.21% | -39.5% | |
| NEWR | New | NEW RELIC INC | $286,000 | – | 4,153 | +100.0% | 0.21% | – |
| LRCX | New | LAM RESEARCH CORP | $286,000 | – | 884 | +100.0% | 0.21% | – |
| LORL | Sell | LORAL SPACE & COMMUNICATNS I | $286,000 | -29.0% | 14,668 | -40.9% | 0.21% | -64.9% |
| HI | New | HILLENBRAND INC | $281,000 | – | 10,367 | +100.0% | 0.21% | – |
| LULU | New | LULULEMON ATHLETICA INC | $274,000 | – | 878 | +100.0% | 0.20% | – |
| TWTR | New | TWITTER INC | $274,000 | – | 9,212 | +100.0% | 0.20% | – |
| PAYC | New | PAYCOM SOFTWARE INC | $274,000 | – | 885 | +100.0% | 0.20% | – |
| MGP | Sell | MGM GROWTH PPTYS LLC | $272,000 | -24.9% | 9,989 | -34.6% | 0.20% | -62.7% |
| TER | New | TERADYNE INC | $270,000 | – | 3,189 | +100.0% | 0.20% | – |
| CSGP | New | COSTAR GROUP INC | $267,000 | – | 375 | +100.0% | 0.20% | – |
| CPRT | New | COPART INC | $266,000 | – | 3,191 | +100.0% | 0.20% | – |
| NVR | New | NVR INC | $264,000 | – | 81 | +100.0% | 0.20% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $261,000 | – | 4,952 | +100.0% | 0.20% | – |
| PODD | New | INSULET CORP | $262,000 | – | 1,350 | +100.0% | 0.20% | – |
| KLAC | New | KLA CORP | $259,000 | – | 1,330 | +100.0% | 0.19% | – |
| DXCM | New | DEXCOM INC | $256,000 | – | 631 | +100.0% | 0.19% | – |
| BX | New | BLACKSTONE GROUP INC | $255,000 | – | 4,503 | +100.0% | 0.19% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $254,000 | – | 408 | +100.0% | 0.19% | – |
| TEAM | New | ATLASSIAN CORP PLCcl a | $254,000 | – | 1,409 | +100.0% | 0.19% | – |
| GOLD | New | BARRICK GOLD CORPORATION | $248,000 | – | 9,190 | +100.0% | 0.19% | – |
| KEYS | New | KEYSIGHT TECHNOLOGIES INC | $248,000 | – | 2,463 | +100.0% | 0.19% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $247,000 | – | 3,853 | +100.0% | 0.18% | – |
| SNAP | Sell | SNAP INCcl a | $247,000 | +51.5% | 10,508 | -23.6% | 0.18% | -25.1% |
| WEN | Sell | WENDYS CO | $241,000 | -8.4% | 11,055 | -37.5% | 0.18% | -54.5% |
| NWE | New | NORTHWESTERN CORP | $242,000 | – | 4,440 | +100.0% | 0.18% | – |
| FE | New | FIRSTENERGY CORP | $240,000 | – | 6,181 | +100.0% | 0.18% | – |
| WM | New | WASTE MGMT INC DEL | $240,000 | – | 2,265 | +100.0% | 0.18% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $239,000 | – | 1,859 | +100.0% | 0.18% | – |
| CMS | New | CMS ENERGY CORP | $239,000 | – | 4,086 | +100.0% | 0.18% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $239,000 | – | 2,083 | +100.0% | 0.18% | – |
| RSG | New | REPUBLIC SVCS INC | $237,000 | – | 2,894 | +100.0% | 0.18% | – |
| LNT | New | ALLIANT ENERGY CORP | $237,000 | – | 4,960 | +100.0% | 0.18% | – |
| SR | New | SPIRE INC | $238,000 | – | 3,627 | +100.0% | 0.18% | – |
| REXR | New | REXFORD INDL RLTY INC | $238,000 | – | 5,740 | +100.0% | 0.18% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP IN | $238,000 | – | 4,836 | +100.0% | 0.18% | – |
| DTE | New | DTE ENERGY CO | $238,000 | – | 2,211 | +100.0% | 0.18% | – |
| AY | New | ATLANTICA SUSTAINABLE INFR P | $238,000 | – | 8,177 | +100.0% | 0.18% | – |
| AEE | New | AMEREN CORP | $237,000 | – | 3,371 | +100.0% | 0.18% | – |
| ATO | New | ATMOS ENERGY CORP | $238,000 | – | 2,389 | +100.0% | 0.18% | – |
| PNW | New | PINNACLE WEST CAP CORP | $238,000 | – | 3,251 | +100.0% | 0.18% | – |
| EXC | New | EXELON CORP | $238,000 | – | 6,549 | +100.0% | 0.18% | – |
| LSI | New | LIFE STORAGE INC | $237,000 | – | 2,501 | +100.0% | 0.18% | – |
| WEC | New | WEC ENERGY GROUP INC | $236,000 | – | 2,696 | +100.0% | 0.18% | – |
| CPT | New | CAMDEN PPTY TRsh ben int | $236,000 | – | 2,586 | +100.0% | 0.18% | – |
| IDA | New | IDACORP INC | $236,000 | – | 2,705 | +100.0% | 0.18% | – |
| ED | New | CONSOLIDATED EDISON INC | $236,000 | – | 3,285 | +100.0% | 0.18% | – |
| NI | New | NISOURCE INC | $236,000 | – | 10,389 | +100.0% | 0.18% | – |
| ETR | New | ENTERGY CORP NEW | $236,000 | – | 2,511 | +100.0% | 0.18% | – |
| UBER | Sell | UBER TECHNOLOGIES INC | $236,000 | -21.6% | 7,582 | -29.6% | 0.18% | -61.1% |
| UI | New | UBIQUITI INC | $235,000 | – | 1,348 | +100.0% | 0.18% | – |
| ES | New | EVERSOURCE ENERGY | $235,000 | – | 2,818 | +100.0% | 0.18% | – |
| D | New | DOMINION ENERGY INC | $235,000 | – | 2,894 | +100.0% | 0.18% | – |
| MSGS | Sell | MADISON SQUARE GRDN SPRT CORcl a | $235,000 | -50.1% | 1,601 | -28.1% | 0.18% | -75.3% |
| POR | New | PORTLAND GEN ELEC CO | $235,000 | – | 5,625 | +100.0% | 0.18% | – |
| RNG | New | RINGCENTRAL INCcl a | $235,000 | – | 824 | +100.0% | 0.18% | – |
| SO | New | SOUTHERN CO | $235,000 | – | 4,526 | +100.0% | 0.18% | – |
| AGR | New | AVANGRID INC | $235,000 | – | 5,586 | +100.0% | 0.18% | – |
| OGE | New | OGE ENERGY CORP | $234,000 | – | 7,717 | +100.0% | 0.18% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $234,000 | – | 1,577 | +100.0% | 0.18% | – |
| WRB | New | BERKLEY W R CORP | $233,000 | – | 4,071 | +100.0% | 0.18% | – |
| AVB | New | AVALONBAY CMNTYS INC | $234,000 | – | 1,512 | +100.0% | 0.18% | – |
| EXR | New | EXTRA SPACE STORAGE INC | $233,000 | – | 2,527 | +100.0% | 0.18% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $234,000 | – | 3,972 | +100.0% | 0.18% | – |
| DUK | New | DUKE ENERGY CORP NEW | $233,000 | – | 2,919 | +100.0% | 0.18% | – |
| PSA | New | PUBLIC STORAGE | $234,000 | – | 1,218 | +100.0% | 0.18% | – |
| VEEV | New | VEEVA SYS INC | $233,000 | – | 996 | +100.0% | 0.18% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $233,000 | – | 2,925 | +100.0% | 0.18% | – |
| NEE | New | NEXTERA ENERGY INC | $234,000 | – | 976 | +100.0% | 0.18% | – |
| CUBE | New | CUBESMART | $232,000 | – | 8,605 | +100.0% | 0.17% | – |
| SRE | New | SEMPRA ENERGY | $232,000 | – | 1,977 | +100.0% | 0.17% | – |
| ESS | New | ESSEX PPTY TR INC | $232,000 | – | 1,011 | +100.0% | 0.17% | – |
| KRC | New | KILROY RLTY CORP | $231,000 | – | 3,929 | +100.0% | 0.17% | – |
| BRO | New | BROWN & BROWN INC | $231,000 | – | 5,658 | +100.0% | 0.17% | – |
| DEI | New | DOUGLAS EMMETT INC | $231,000 | – | 7,541 | +100.0% | 0.17% | – |
| TRV | New | TRAVELERS COMPANIES INC | $231,000 | – | 2,024 | +100.0% | 0.17% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $231,000 | – | 1,425 | +100.0% | 0.17% | – |
| SGEN | New | SEATTLE GENETICS INC | $230,000 | – | 1,356 | +100.0% | 0.17% | – |
| ELY | Sell | CALLAWAY GOLF CO | $230,000 | -12.9% | 13,156 | -49.2% | 0.17% | -56.9% |
| ELS | New | EQUITY LIFESTYLE PPTYS INC | $229,000 | – | 3,666 | +100.0% | 0.17% | – |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $228,000 | – | 8,482 | +100.0% | 0.17% | – |
| CB | New | CHUBB LIMITED | $228,000 | – | 1,804 | +100.0% | 0.17% | – |
| SUI | New | SUN CMNTYS INC | $224,000 | – | 1,652 | +100.0% | 0.17% | – |
| CVI | Sell | CVR ENERGY INC | $222,000 | -13.3% | 11,027 | -28.8% | 0.17% | -57.1% |
| OKTA | New | OKTA INCcl a | $218,000 | – | 1,087 | +100.0% | 0.16% | – |
| BLMN | Sell | BLOOMIN BRANDS INC | $200,000 | -18.7% | 18,759 | -45.5% | 0.15% | -59.7% |
| USFD | Sell | US FOODS HLDG CORP | $198,000 | -36.3% | 10,016 | -42.9% | 0.15% | -68.5% |
| OLN | New | OLIN CORP | $174,000 | – | 15,105 | +100.0% | 0.13% | – |
| VRT | Sell | VERTIV HOLDINGS CO | $168,000 | +19.1% | 12,402 | -23.8% | 0.13% | -40.8% |
| ACEL | ACCEL ENTERTAINMENT INC | $138,000 | +27.8% | 14,353 | 0.0% | 0.10% | -36.8% | |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INC | $0 | – | -14,770 | -100.0% | -0.08% | – |
| NYMT | Exit | NEW YORK MTG TR INC | $0 | – | -58,733 | -100.0% | -0.14% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -24,662 | -100.0% | -0.14% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -20,500 | -100.0% | -0.16% | – |
| CIM | Exit | CHIMERA INVT CORP | $0 | – | -11,570 | -100.0% | -0.16% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -10,845 | -100.0% | -0.17% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -13,899 | -100.0% | -0.18% | – |
| VVNT | Exit | VIVINT SMART HOME INC | $0 | – | -10,031 | -100.0% | -0.19% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -10,897 | -100.0% | -0.19% | – |
| APLE | Exit | APPLE HOSPITALITY REIT INC | $0 | – | -15,683 | -100.0% | -0.22% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -21,004 | -100.0% | -0.24% | – |
| NLY | Exit | ANNALY CAPITAL MANAGEMENT IN | $0 | – | -36,318 | -100.0% | -0.28% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -8,348 | -100.0% | -0.35% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -19,943 | -100.0% | -0.36% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -6,858 | -100.0% | -0.36% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -11,758 | -100.0% | -0.37% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -9,948 | -100.0% | -0.40% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -12,777 | -100.0% | -0.44% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -14,976 | -100.0% | -0.54% | – |
| L100PS | Exit | ARCONIC INC | $0 | – | -23,111 | -100.0% | -0.56% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -4,178 | -100.0% | -0.60% | – |
| SLM | Exit | SLM CORP | $0 | – | -58,246 | -100.0% | -0.63% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -13,123 | -100.0% | -0.66% | – |
| ITT | Exit | ITT INC | $0 | – | -9,810 | -100.0% | -0.67% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -11,280 | -100.0% | -0.79% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -5,204 | -100.0% | -0.80% | – |
| CARO | Exit | CAROLINA FINL CORP NEW | $0 | – | -26,511 | -100.0% | -1.04% | – |
| DLPH | Exit | DELPHI TECHNOLOGIES PL | $0 | – | -106,078 | -100.0% | -1.29% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -84,772 | -100.0% | -2.22% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -40,237 | -100.0% | -2.26% | – |
| CSFL | Exit | CENTERSTATE BK CORP | $0 | – | -93,835 | -100.0% | -2.45% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -9,651 | -100.0% | -2.58% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -253,973 | -100.0% | -2.72% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -17,978 | -100.0% | -3.78% | – |
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 filed 2020-08-14
Signatures
The EDGAR filing(s) were signed by:
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.