ALPHASIMPLEX GROUP, LLC - Q2 2020 holdings

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$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 - .

All

			Value		Shares		↓ Weighting
T	New	AT&T INC	$1,636,000	–	54,119	+100.0%	1.23%	–
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%	–
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%	–
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%	–
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%	–
CVLT	New	COMMVAULT SYSTEMS INC	$717,000	–	18,534	+100.0%	0.54%	–
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%	–
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%	–
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%	–
AXS	New	AXIS CAPITAL HOLDINGS LTD	$660,000	–	16,267	+100.0%	0.50%	–
INFO	New	IHS MARKIT LTD	$658,000	–	8,719	+100.0%	0.49%	–
ALX	New	ALEXANDERS INC	$653,000	–	2,712	+100.0%	0.49%	–
TTC	New	TORO CO	$650,000	–	9,802	+100.0%	0.49%	–
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%	–
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%	–
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%	–
CHRW	New	C H ROBINSON WORLDWIDE INC	$578,000	–	7,314	+100.0%	0.43%	–
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%	–
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%	–
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%	–
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%	–
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%	–
GDOT	New	GREEN DOT CORPcl a	$393,000	–	8,006	+100.0%	0.30%	–
HLF	New	HERBALIFE NUTRITION LTD	$354,000	–	7,865	+100.0%	0.26%	–
NLSN	New	NIELSEN HLDGS PLC	$316,000	–	21,260	+100.0%	0.24%	–
DOCU	New	DOCUSIGN INC	$293,000	–	1,702	+100.0%	0.22%	–
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%	–
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%	–
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%	–
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%	–
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%	–
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%	–
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%	–
OKTA	New	OKTA INCcl a	$218,000	–	1,087	+100.0%	0.16%	–
OLN	New	OLIN CORP	$174,000	–	15,105	+100.0%	0.13%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

NATIXIS ADVISORS, L.P. #1

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:

Christopher J. Dahlberg — Deputy Chief Compliance Officer

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

View complete filings history.

Compare quarters

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