$220 Million is the total value of ALPHASIMPLEX GROUP, LLC's 272 reported holdings in Q3 2020. The portfolio turnover from Q2 2020 to Q3 2020 was 54.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Buy | ISHARES TRiboxx hi yd etf | $7,225,000 | +50.7% | 86,120 | +46.6% | 3.29% | -8.6% |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $2,986,000 | – | 44,165 | +100.0% | 1.36% | – |
| AMTD | Buy | TD AMERITRADE HLDG CORP | $2,829,000 | +80.9% | 72,248 | +68.1% | 1.29% | +9.7% |
| BMCH | New | BMC STK HLDGS INC | $2,788,000 | – | 65,104 | +100.0% | 1.27% | – |
| CERN | Buy | CERNER CORP | $2,585,000 | +81.4% | 35,765 | +72.1% | 1.18% | +10.0% |
| T | Buy | AT&T INC | $2,391,000 | +46.1% | 83,877 | +55.0% | 1.09% | -11.4% |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $2,288,000 | – | 3,664 | +100.0% | 1.04% | – |
| NBL | New | NOBLE ENERGY INC | $2,266,000 | – | 265,014 | +100.0% | 1.03% | – |
| OTEX | Buy | OPEN TEXT CORP | $2,256,000 | +51.2% | 53,419 | +52.1% | 1.03% | -8.3% |
| PG | Buy | PROCTER AND GAMBLE CO | $2,221,000 | +38.2% | 15,976 | +18.9% | 1.01% | -16.2% |
| VSLR | New | VIVINT SOLAR INC | $2,189,000 | – | 51,687 | +100.0% | 1.00% | – |
| LVGO | New | LIVONGO HEALTH INC | $2,093,000 | – | 14,947 | +100.0% | 0.95% | – |
| CNX | New | CNX RES CORP | $2,091,000 | – | 221,522 | +100.0% | 0.95% | – |
| AGG | Buy | ISHARES TRcore us aggbd et | $2,050,000 | +38.6% | 17,360 | +38.8% | 0.93% | -16.0% |
| DHR | DANAHER CORPORATION | $2,044,000 | +21.8% | 9,492 | 0.0% | 0.93% | -26.1% | |
| ACN | Buy | ACCENTURE PLC IRELAND | $2,027,000 | +127.0% | 8,971 | +115.8% | 0.92% | +37.6% |
| HLI | Buy | HOULIHAN LOKEY INCcl a | $1,895,000 | +243.9% | 32,094 | +223.9% | 0.86% | +108.7% |
| BAX | Buy | BAXTER INTL INC | $1,868,000 | +51.1% | 23,223 | +61.8% | 0.85% | -8.3% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $1,556,000 | +65.5% | 27,089 | +47.3% | 0.71% | +0.4% |
| BR | Buy | BROADRIDGE FINL SOLUTIONS IN | $1,514,000 | +186.2% | 11,469 | +173.6% | 0.69% | +73.6% |
| MMC | Buy | MARSH & MCLENNAN COS INC | $1,457,000 | +23.7% | 12,700 | +15.8% | 0.66% | -24.9% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $1,448,000 | +164.7% | 15,991 | +122.2% | 0.66% | +60.7% |
| VO | Buy | VANGUARD INDEX FDSmid cap etf | $1,432,000 | +47.0% | 8,125 | +36.8% | 0.65% | -10.8% |
| VTI | Buy | VANGUARD INDEX FDStotal stk mkt | $1,431,000 | +25.9% | 8,402 | +15.7% | 0.65% | -23.7% |
| VTV | Buy | VANGUARD INDEX FDSvalue etf | $1,403,000 | +31.2% | 13,423 | +25.0% | 0.64% | -20.4% |
| NLOK | Buy | NORTONLIFELOCK INC | $1,394,000 | +60.8% | 66,886 | +53.0% | 0.63% | -2.5% |
| AMZN | Buy | AMAZON COM INC | $1,395,000 | +33.7% | 443 | +17.2% | 0.63% | -18.9% |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $1,349,000 | +36.7% | 16,254 | +28.2% | 0.61% | -17.2% |
| EBAY | Buy | EBAY INC. | $1,265,000 | +19.7% | 24,272 | +20.4% | 0.58% | -27.5% |
| A | Buy | AGILENT TECHNOLOGIES INC | $1,255,000 | +36.9% | 12,438 | +19.8% | 0.57% | -17.0% |
| TYL | Buy | TYLER TECHNOLOGIES INC | $1,234,000 | +45.5% | 3,539 | +44.8% | 0.56% | -11.8% |
| IMTX | New | IMMATICS N.V | $1,206,000 | – | 113,656 | +100.0% | 0.55% | – |
| EXC | Buy | EXELON CORP | $1,196,000 | +402.5% | 33,438 | +410.6% | 0.54% | +205.6% |
| CAG | Buy | CONAGRA BRANDS INC | $1,189,000 | +67.2% | 33,287 | +64.8% | 0.54% | +1.5% |
| COST | Buy | COSTCO WHSL CORP NEW | $1,180,000 | +124.8% | 3,325 | +92.2% | 0.54% | +36.3% |
| THG | New | HANOVER INS GROUP INC | $1,176,000 | – | 12,616 | +100.0% | 0.54% | – |
| DCOM | New | DIME CMNTY BANCSHARES INC | $1,167,000 | – | 103,156 | +100.0% | 0.53% | – |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $1,165,000 | +82.9% | 1,496 | +108.6% | 0.53% | +10.9% |
| BRMK | Buy | BROADMARK RLTY CAP INC | $1,152,000 | +107.9% | 116,883 | +99.7% | 0.52% | +26.3% |
| CTXS | Buy | CITRIX SYS INC | $1,149,000 | +103.7% | 8,344 | +119.0% | 0.52% | +23.6% |
| MORN | Buy | MORNINGSTAR INC | $1,149,000 | +128.0% | 7,151 | +99.9% | 0.52% | +38.4% |
| KREF | New | KKR REAL ESTATE FIN TR INC | $1,147,000 | – | 69,361 | +100.0% | 0.52% | – |
| AGNC | New | AGNC INVT CORP | $1,148,000 | – | 82,555 | +100.0% | 0.52% | – |
| HAIN | Buy | HAIN CELESTIAL GROUP INC | $1,130,000 | +52.1% | 32,938 | +39.7% | 0.51% | -7.7% |
| MMS | Buy | MAXIMUS INC | $1,130,000 | +79.7% | 16,524 | +85.0% | 0.51% | +8.9% |
| TFSL | New | TFS FINL CORP | $1,127,000 | – | 76,689 | +100.0% | 0.51% | – |
| YUM | Buy | YUM BRANDS INC | $1,124,000 | +79.0% | 12,316 | +70.4% | 0.51% | +8.5% |
| POST | New | POST HLDGS INC | $1,124,000 | – | 13,066 | +100.0% | 0.51% | – |
| SBUX | Buy | STARBUCKS CORP | $1,124,000 | +48.7% | 13,078 | +27.3% | 0.51% | -9.9% |
| DOX | Buy | AMDOCS LTD | $1,107,000 | +74.6% | 19,279 | +85.2% | 0.50% | +5.9% |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $1,094,000 | +36.1% | 22,196 | +33.7% | 0.50% | -17.4% |
| ECL | Buy | ECOLAB INC | $1,095,000 | +63.4% | 5,480 | +62.8% | 0.50% | -0.8% |
| TMUS | New | T-MOBILE US INC | $1,093,000 | – | 9,558 | +100.0% | 0.50% | – |
| BKI | Buy | BLACK KNIGHT INC | $1,090,000 | +70.6% | 12,519 | +42.2% | 0.50% | +3.5% |
| ORCL | Buy | ORACLE CORP | $1,075,000 | +69.3% | 18,008 | +56.7% | 0.49% | +2.7% |
| MKTX | Buy | MARKETAXESS HLDGS INC | $1,062,000 | +66.5% | 2,205 | +73.2% | 0.48% | +1.0% |
| LPRO | New | OPEN LENDING CORP | $1,055,000 | – | 41,384 | +100.0% | 0.48% | – |
| PEP | Buy | PEPSICO INC | $1,052,000 | +64.6% | 7,587 | +57.0% | 0.48% | -0.2% |
| GNRC | Buy | GENERAC HLDGS INC | $1,018,000 | +95.0% | 5,257 | +22.9% | 0.46% | +18.4% |
| BNDX | Buy | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,014,000 | +39.3% | 17,432 | +38.3% | 0.46% | -15.6% |
| VCIT | Buy | VANGUARD SCOTTSDALE FDSint-term corp | $1,013,000 | +34.2% | 10,579 | +33.2% | 0.46% | -18.6% |
| BWX | Buy | SPDR SER TRblomberg intl tr | $1,011,000 | +36.6% | 34,083 | +33.2% | 0.46% | -17.1% |
| FIS | New | FIDELITY NATL INFORMATION SV | $986,000 | – | 6,698 | +100.0% | 0.45% | – |
| PJT | New | PJT PARTNERS INC | $982,000 | – | 16,196 | +100.0% | 0.45% | – |
| AON | Buy | AON PLC | $980,000 | +52.6% | 4,750 | +42.4% | 0.45% | -7.3% |
| ACM | Buy | AECOM | $977,000 | +179.9% | 23,351 | +151.3% | 0.44% | +69.5% |
| ALX | Buy | ALEXANDERS INC | $976,000 | +49.5% | 3,979 | +46.7% | 0.44% | -9.4% |
| TTC | Buy | TORO CO | $965,000 | +48.5% | 11,494 | +17.3% | 0.44% | -9.9% |
| KO | Buy | COCA COLA CO | $965,000 | +23.9% | 19,539 | +12.0% | 0.44% | -24.8% |
| BRKA | Buy | BERKSHIRE HATHAWAY INC DELcl a | $960,000 | +79.4% | 3 | +50.0% | 0.44% | +9.0% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $960,000 | +50.2% | 16,133 | +39.1% | 0.44% | -8.8% |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $957,000 | – | 15,880 | +100.0% | 0.44% | – |
| JNJ | Buy | JOHNSON & JOHNSON | $957,000 | +84.4% | 6,426 | +74.2% | 0.44% | +11.8% |
| CLBK | Buy | COLUMBIA FINL INC | $952,000 | +42.7% | 85,787 | +79.4% | 0.43% | -13.4% |
| SLGN | Buy | SILGAN HOLDINGS INC | $950,000 | +47.7% | 25,841 | +30.2% | 0.43% | -10.4% |
| DIS | New | DISNEY WALT CO | $948,000 | – | 7,638 | +100.0% | 0.43% | – |
| PTC | Buy | PTC INC | $943,000 | +33.2% | 11,394 | +25.1% | 0.43% | -19.2% |
| CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $944,000 | +47.5% | 7,848 | +31.8% | 0.43% | -10.6% |
| CRM | Buy | SALESFORCE COM INC | $944,000 | +46.1% | 3,756 | +9.0% | 0.43% | -11.4% |
| WSO | New | WATSCO INC | $943,000 | – | 4,051 | +100.0% | 0.43% | – |
| INFO | Buy | IHS MARKIT LTD | $940,000 | +42.9% | 11,979 | +37.4% | 0.43% | -13.4% |
| MCD | Buy | MCDONALDS CORP | $932,000 | +40.6% | 4,245 | +18.2% | 0.42% | -14.7% |
| CVLT | Buy | COMMVAULT SYSTEMS INC | $930,000 | +29.7% | 22,802 | +23.0% | 0.42% | -21.4% |
| RBA | Sell | RITCHIE BROS AUCTIONEERS | $929,000 | +39.9% | 15,671 | -3.7% | 0.42% | -15.3% |
| NEU | Buy | NEWMARKET CORP | $920,000 | +42.6% | 2,687 | +66.8% | 0.42% | -13.6% |
| HLT | Buy | HILTON WORLDWIDE HLDGS INC | $914,000 | +25.7% | 10,715 | +8.3% | 0.42% | -23.7% |
| RDWR | Buy | RADWARE LTDord | $902,000 | +42.9% | 37,202 | +39.2% | 0.41% | -13.3% |
| CHRW | Buy | C H ROBINSON WORLDWIDE INC | $900,000 | +55.7% | 8,809 | +20.4% | 0.41% | -5.5% |
| WDFC | New | WD-40 CO | $896,000 | – | 4,734 | +100.0% | 0.41% | – |
| KDP | New | KEURIG DR PEPPER INC | $894,000 | – | 32,388 | +100.0% | 0.41% | – |
| AAP | Buy | ADVANCE AUTO PARTS INC | $888,000 | +28.3% | 5,787 | +19.2% | 0.40% | -22.2% |
| ATUS | Sell | ALTICE USA INCcl a | $886,000 | -3.4% | 34,082 | -16.2% | 0.40% | -41.4% |
| LOW | Buy | LOWES COS INC | $887,000 | +33.8% | 5,350 | +9.0% | 0.40% | -18.9% |
| EVA | Buy | ENVIVA PARTNERS LP | $882,000 | +62.4% | 21,897 | +45.3% | 0.40% | -1.5% |
| WMT | Buy | WALMART INC | $881,000 | +71.4% | 6,299 | +46.9% | 0.40% | +4.2% |
| DG | Buy | DOLLAR GEN CORP NEW | $882,000 | +64.6% | 4,206 | +49.4% | 0.40% | -0.2% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $876,000 | +28.4% | 7,647 | +27.8% | 0.40% | -22.1% |
| NOMD | New | NOMAD FOODS LTD | $868,000 | – | 34,068 | +100.0% | 0.40% | – |
| JKHY | Buy | HENRY JACK & ASSOC INC | $868,000 | +35.4% | 5,341 | +53.4% | 0.40% | -17.9% |
| PEGA | New | PEGASYSTEMS INC | $867,000 | – | 7,164 | +100.0% | 0.39% | – |
| CBRE | Buy | CBRE GROUP INCcl a | $864,000 | +41.4% | 18,392 | +36.1% | 0.39% | -14.2% |
| EXP | Buy | EAGLE MATLS INC | $863,000 | +67.2% | 10,000 | +36.2% | 0.39% | +1.3% |
| MDT | Buy | MEDTRONIC PLC | $857,000 | +32.9% | 8,245 | +17.2% | 0.39% | -19.4% |
| TR | Buy | TOOTSIE ROLL INDS INC | $857,000 | +55.5% | 27,726 | +72.6% | 0.39% | -5.6% |
| TRN | Buy | TRINITY INDS INC | $855,000 | +29.9% | 43,865 | +41.9% | 0.39% | -21.1% |
| TWNK | Buy | HOSTESS BRANDS INCcl a | $844,000 | +35.0% | 68,422 | +33.8% | 0.38% | -18.1% |
| LLY | New | LILLY ELI & CO | $845,000 | – | 5,708 | +100.0% | 0.38% | – |
| LMT | Buy | LOCKHEED MARTIN CORP | $845,000 | +33.3% | 2,205 | +26.9% | 0.38% | -19.2% |
| PFE | Buy | PFIZER INC | $841,000 | +32.4% | 22,905 | +17.9% | 0.38% | -19.7% |
| NOW | Buy | SERVICENOW INC | $837,000 | +23.8% | 1,725 | +3.4% | 0.38% | -24.9% |
| NLSN | Buy | NIELSEN HLDGS PLC | $825,000 | +161.1% | 58,173 | +173.6% | 0.38% | +58.2% |
| RTX | Buy | RAYTHEON TECHNOLOGIES CORP | $821,000 | +32.4% | 14,270 | +41.8% | 0.37% | -19.8% |
| VPL | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $817,000 | +6.9% | 11,999 | 0.0% | 0.37% | -35.1% | |
| EQC | Buy | EQUITY COMWLTH | $809,000 | +69.2% | 30,394 | +104.9% | 0.37% | +2.8% |
| VEA | VANGUARD TAX-MANAGED INTL FDftse dev mkt etf | $805,000 | +5.5% | 19,676 | 0.0% | 0.37% | -36.0% | |
| VGK | VANGUARD INTL EQUITY INDEX Fftse europe etf | $798,000 | +4.2% | 15,218 | 0.0% | 0.36% | -36.8% | |
| HDS | Buy | HD SUPPLY HLDGS INC | $796,000 | +24.8% | 19,292 | +4.8% | 0.36% | -24.3% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE IN | $780,000 | -5.9% | 4,312 | -11.8% | 0.36% | -42.9% |
| LNG | New | CHENIERE ENERGY INC | $767,000 | – | 16,566 | +100.0% | 0.35% | – |
| PRSP | New | PERSPECTA INC | $759,000 | – | 39,000 | +100.0% | 0.34% | – |
| AXTA | New | AXALTA COATING SYS LTD | $756,000 | – | 34,093 | +100.0% | 0.34% | – |
| IAA | New | IAA INC | $753,000 | – | 14,459 | +100.0% | 0.34% | – |
| OEC | New | ORION ENGINEERED CARBONS S A | $744,000 | – | 59,455 | +100.0% | 0.34% | – |
| NKE | New | NIKE INCcl b | $742,000 | – | 5,912 | +100.0% | 0.34% | – |
| CACC | New | CREDIT ACCEP CORP MICH | $728,000 | – | 2,151 | +100.0% | 0.33% | – |
| UBER | Buy | UBER TECHNOLOGIES INC | $720,000 | +205.1% | 19,744 | +160.4% | 0.33% | +84.7% |
| LKQ | Buy | LKQ CORP | $720,000 | +135.3% | 25,978 | +122.3% | 0.33% | +42.8% |
| PAYX | Buy | PAYCHEX INC | $707,000 | +26.7% | 8,866 | +20.3% | 0.32% | -23.0% |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $705,000 | – | 8,147 | +100.0% | 0.32% | – |
| CTAS | Buy | CINTAS CORP | $697,000 | +33.0% | 2,094 | +6.5% | 0.32% | -19.3% |
| URI | New | UNITED RENTALS INC | $692,000 | – | 3,967 | +100.0% | 0.32% | – |
| ALLE | Buy | ALLEGION PLC | $693,000 | +24.4% | 7,010 | +28.6% | 0.32% | -24.6% |
| UNH | New | UNITEDHEALTH GROUP INC | $692,000 | – | 2,221 | +100.0% | 0.32% | – |
| ROST | New | ROSS STORES INC | $692,000 | – | 7,414 | +100.0% | 0.32% | – |
| V | New | VISA INC | $684,000 | – | 3,422 | +100.0% | 0.31% | – |
| WIX | New | WIX COM LTD | $680,000 | – | 2,667 | +100.0% | 0.31% | – |
| LGFA | Buy | LIONS GATE ENTMNT CORPcl a vtg | $674,000 | +135.7% | 71,100 | +84.4% | 0.31% | +43.5% |
| FLEX | New | FLEX LTDord | $672,000 | – | 60,281 | +100.0% | 0.31% | – |
| ESNT | New | ESSENT GROUP LTD | $671,000 | – | 18,134 | +100.0% | 0.30% | – |
| RCII | Buy | RENT A CTR INC NEW | $669,000 | +17.0% | 22,366 | +8.8% | 0.30% | -29.1% |
| LECO | Buy | LINCOLN ELEC HLDGS INC | $669,000 | +23.9% | 7,266 | +13.4% | 0.30% | -24.9% |
| MGP | Buy | MGM GROWTH PPTYS LLC | $657,000 | +141.5% | 23,468 | +134.9% | 0.30% | +46.6% |
| EMR | Buy | EMERSON ELEC CO | $657,000 | +19.9% | 10,016 | +13.3% | 0.30% | -27.3% |
| BC | New | BRUNSWICK CORP | $655,000 | – | 11,123 | +100.0% | 0.30% | – |
| UNP | Buy | UNION PAC CORP | $650,000 | +23.8% | 3,301 | +6.2% | 0.30% | -24.9% |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $646,000 | – | 5,634 | +100.0% | 0.29% | – |
| BBY | Sell | BEST BUY INC | $646,000 | +21.9% | 5,807 | -4.3% | 0.29% | -25.9% |
| GWW | GRAINGER W W INC | $644,000 | +13.6% | 1,805 | 0.0% | 0.29% | -31.1% | |
| MED | Buy | MEDIFAST INC | $645,000 | +46.9% | 3,925 | +24.0% | 0.29% | -10.9% |
| EXPO | Buy | EXPONENT INC | $643,000 | +17.6% | 8,925 | +32.0% | 0.29% | -28.8% |
| MGLN | Buy | MAGELLAN HEALTH INC | $639,000 | +93.6% | 8,427 | +86.1% | 0.29% | +17.8% |
| HON | New | HONEYWELL INTL INC | $639,000 | – | 3,882 | +100.0% | 0.29% | – |
| ROL | Buy | ROLLINS INC | $636,000 | +41.0% | 11,736 | +10.3% | 0.29% | -14.5% |
| C | Buy | CITIGROUP INC | $634,000 | +101.9% | 14,717 | +139.2% | 0.29% | +22.6% |
| ELY | Buy | CALLAWAY GOLF CO | $632,000 | +174.8% | 33,020 | +151.0% | 0.29% | +66.9% |
| FCFS | Buy | FIRSTCASH INC | $629,000 | +14.8% | 10,999 | +35.5% | 0.29% | -30.4% |
| CSX | Buy | CSX CORP | $627,000 | +18.1% | 8,075 | +6.0% | 0.28% | -28.4% |
| SEIC | Buy | SEI INVTS CO | $626,000 | +13.8% | 12,333 | +23.3% | 0.28% | -30.8% |
| AVY | Buy | AVERY DENNISON CORP | $620,000 | +18.5% | 4,846 | +5.8% | 0.28% | -28.1% |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $618,000 | – | 18,084 | +100.0% | 0.28% | – |
| DOOR | Buy | MASONITE INTL CORP | $618,000 | +80.7% | 6,278 | +42.6% | 0.28% | +9.8% |
| ERIE | Buy | ERIE INDTY COcl a | $611,000 | +16.4% | 2,905 | +6.2% | 0.28% | -29.4% |
| HEP | New | HOLLY ENERGY PARTNERS L P | $611,000 | – | 50,407 | +100.0% | 0.28% | – |
| LORL | Buy | LORAL SPACE & COMMUNICATNS I | $609,000 | +112.9% | 33,270 | +126.8% | 0.28% | +29.4% |
| KBR | New | KBR INC | $606,000 | – | 27,105 | +100.0% | 0.28% | – |
| MMSI | Buy | MERIT MED SYS INC | $583,000 | +23.3% | 13,391 | +29.3% | 0.26% | -25.4% |
| MD | New | MEDNAX INC | $583,000 | – | 35,832 | +100.0% | 0.26% | – |
| CDW | CDW CORP | $583,000 | +2.8% | 4,878 | 0.0% | 0.26% | -37.6% | |
| EL | Sell | LAUDER ESTEE COS INCcl a | $569,000 | +10.1% | 2,606 | -4.9% | 0.26% | -33.2% |
| PGR | Sell | PROGRESSIVE CORP | $568,000 | +6.6% | 6,003 | -9.8% | 0.26% | -35.5% |
| APH | Sell | AMPHENOL CORP NEWcl a | $558,000 | +7.1% | 5,151 | -5.2% | 0.25% | -35.0% |
| DCI | Buy | DONALDSON INC | $558,000 | +5.5% | 12,028 | +5.8% | 0.25% | -36.0% |
| EMB | ISHARES TRjpmorgan usd emg | $550,000 | +1.5% | 4,958 | 0.0% | 0.25% | -38.4% | |
| DVA | New | DAVITA INC | $550,000 | – | 6,424 | +100.0% | 0.25% | – |
| LSTR | Sell | LANDSTAR SYS INC | $524,000 | +6.3% | 4,175 | -5.0% | 0.24% | -35.7% |
| TWOU | Buy | 2U INC | $511,000 | +48.5% | 15,087 | +66.6% | 0.23% | -10.1% |
| BOX | Buy | BOX INCcl a | $507,000 | +45.7% | 29,227 | +74.5% | 0.23% | -11.5% |
| GDOT | Buy | GREEN DOT CORPcl a | $500,000 | +27.2% | 9,881 | +23.4% | 0.23% | -23.1% |
| RHI | New | ROBERT HALF INTL INC | $493,000 | – | 9,303 | +100.0% | 0.22% | – |
| CVI | Buy | CVR ENERGY INC | $448,000 | +101.8% | 36,208 | +228.4% | 0.20% | +22.9% |
| REZI | New | RESIDEO TECHNOLOGIES INC | $434,000 | – | 39,489 | +100.0% | 0.20% | – |
| MSGS | Buy | MADISON SQUARE GRDN SPRT CORcl a | $426,000 | +81.3% | 2,834 | +77.0% | 0.19% | +10.2% |
| VWO | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $425,000 | +9.3% | 9,818 | 0.0% | 0.19% | -33.9% | |
| DUK | Buy | DUKE ENERGY CORP NEW | $420,000 | +80.3% | 4,740 | +62.4% | 0.19% | +9.1% |
| HI | Buy | HILLENBRAND INC | $410,000 | +45.9% | 14,465 | +39.5% | 0.19% | -11.8% |
| ED | Buy | CONSOLIDATED EDISON INC | $410,000 | +73.7% | 5,273 | +60.5% | 0.19% | +5.1% |
| AGR | Buy | AVANGRID INC | $409,000 | +74.0% | 8,112 | +45.2% | 0.19% | +5.7% |
| BRO | Buy | BROWN & BROWN INC | $405,000 | +75.3% | 8,938 | +58.0% | 0.18% | +6.4% |
| DTE | Buy | DTE ENERGY CO | $403,000 | +69.3% | 3,502 | +58.4% | 0.18% | +2.8% |
| AMH | Buy | AMERICAN HOMES 4 RENTcl a | $401,000 | +75.9% | 14,081 | +66.0% | 0.18% | +6.4% |
| LNT | Buy | ALLIANT ENERGY CORP | $397,000 | +67.5% | 7,693 | +55.1% | 0.18% | +1.7% |
| VRSK | Sell | VERISK ANALYTICS INC | $396,000 | -28.0% | 2,135 | -33.9% | 0.18% | -56.3% |
| TRNO | New | TERRENO RLTY CORP | $396,000 | – | 7,237 | +100.0% | 0.18% | – |
| RSG | Buy | REPUBLIC SVCS INC | $391,000 | +65.0% | 4,193 | +44.9% | 0.18% | 0.0% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GRP IN | $389,000 | +63.4% | 7,091 | +46.6% | 0.18% | -0.6% |
| DDOG | New | DATADOG INC | $389,000 | – | 3,810 | +100.0% | 0.18% | – |
| CMS | Buy | CMS ENERGY CORP | $388,000 | +62.3% | 6,324 | +54.8% | 0.18% | -1.7% |
| SO | Buy | SOUTHERN CO | $388,000 | +65.1% | 7,156 | +58.1% | 0.18% | 0.0% |
| EEMV | ISHARES INCmsci emerg mrkt | $384,000 | +6.1% | 6,965 | 0.0% | 0.18% | -35.4% | |
| PSA | Buy | PUBLIC STORAGE | $384,000 | +64.1% | 1,723 | +41.5% | 0.18% | 0.0% |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $384,000 | – | 1,612 | +100.0% | 0.18% | – |
| CPT | Buy | CAMDEN PPTY TRsh ben int | $383,000 | +62.3% | 4,306 | +66.5% | 0.17% | -1.7% |
| AY | Buy | ATLANTICA SUSTAINABLE INFR P | $381,000 | +60.1% | 13,322 | +62.9% | 0.17% | -2.8% |
| HRL | Sell | HORMEL FOODS CORP | $378,000 | -28.9% | 7,728 | -29.9% | 0.17% | -56.9% |
| ULTA | New | ULTA BEAUTY INC | $376,000 | – | 1,678 | +100.0% | 0.17% | – |
| ARE | Buy | ALEXANDRIA REAL ESTATE EQ IN | $375,000 | +62.3% | 2,342 | +64.4% | 0.17% | -1.2% |
| ELS | Buy | EQUITY LIFESTYLE PPTYS INC | $374,000 | +63.3% | 6,093 | +66.2% | 0.17% | -1.2% |
| ES | Buy | EVERSOURCE ENERGY | $371,000 | +57.9% | 4,446 | +57.8% | 0.17% | -4.0% |
| ATO | Buy | ATMOS ENERGY CORP | $369,000 | +55.0% | 3,865 | +61.8% | 0.17% | -5.6% |
| SRE | Buy | SEMPRA ENERGY | $370,000 | +59.5% | 3,129 | +58.3% | 0.17% | -3.4% |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $365,000 | +56.7% | 4,463 | +52.6% | 0.17% | -5.1% |
| TSLA | New | TESLA INC | $365,000 | – | 850 | +100.0% | 0.17% | – |
| EXR | Buy | EXTRA SPACE STORAGE INC | $364,000 | +56.2% | 3,402 | +34.6% | 0.17% | -5.1% |
| ZM | New | ZOOM VIDEO COMMUNICATIONS INcl a | $362,000 | – | 770 | +100.0% | 0.16% | – |
| GIS | New | GENERAL MLS INC | $363,000 | – | 5,892 | +100.0% | 0.16% | – |
| CHD | New | CHURCH & DWIGHT INC | $362,000 | – | 3,858 | +100.0% | 0.16% | – |
| OGE | Buy | OGE ENERGY CORP | $362,000 | +54.7% | 12,063 | +56.3% | 0.16% | -5.7% |
| PNW | Buy | PINNACLE WEST CAP CORP | $353,000 | +48.3% | 4,733 | +45.6% | 0.16% | -9.6% |
| FLO | New | FLOWERS FOODS INC | $353,000 | – | 14,492 | +100.0% | 0.16% | – |
| NI | Buy | NISOURCE INC | $353,000 | +49.6% | 16,048 | +54.5% | 0.16% | -9.0% |
| WEC | Buy | WEC ENERGY GROUP INC | $351,000 | +48.7% | 3,618 | +34.2% | 0.16% | -9.6% |
| EQR | Buy | EQUITY RESIDENTIALsh ben int | $352,000 | +50.4% | 6,855 | +72.6% | 0.16% | -8.6% |
| VSS | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $349,000 | +9.1% | 3,312 | 0.0% | 0.16% | -33.8% | |
| CLX | New | CLOROX CO DEL | $350,000 | – | 1,667 | +100.0% | 0.16% | – |
| ALNY | Buy | ALNYLAM PHARMACEUTICALS INC | $350,000 | +49.6% | 2,405 | +52.5% | 0.16% | -9.1% |
| WM | Buy | WASTE MGMT INC DEL | $347,000 | +44.6% | 3,067 | +35.4% | 0.16% | -12.2% |
| NWE | Buy | NORTHWESTERN CORP | $346,000 | +43.0% | 7,121 | +60.4% | 0.16% | -13.3% |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $346,000 | – | 10,424 | +100.0% | 0.16% | – |
| MAA | Buy | MID-AMER APT CMNTYS INC | $344,000 | +43.9% | 2,964 | +42.3% | 0.16% | -12.8% |
| SYF | New | SYNCHRONY FINANCIAL | $342,000 | – | 13,055 | +100.0% | 0.16% | – |
| IDA | Buy | IDACORP INC | $341,000 | +44.5% | 4,269 | +57.8% | 0.16% | -12.4% |
| DXCM | Buy | DEXCOM INC | $339,000 | +32.4% | 822 | +30.3% | 0.15% | -19.8% |
| K | Sell | KELLOGG CO | $335,000 | -36.2% | 5,189 | -34.7% | 0.15% | -61.4% |
| SGEN | Buy | SEATTLE GENETICS INC | $334,000 | +45.2% | 1,707 | +25.9% | 0.15% | -11.6% |
| QDEL | New | QUIDEL CORP | $335,000 | – | 1,529 | +100.0% | 0.15% | – |
| NDAQ | Sell | NASDAQ INC | $334,000 | -37.3% | 2,722 | -39.0% | 0.15% | -62.0% |
| TER | Buy | TERADYNE INC | $332,000 | +23.0% | 4,172 | +30.8% | 0.15% | -25.2% |
| HSY | New | HERSHEY CO | $333,000 | – | 2,326 | +100.0% | 0.15% | – |
| XEL | New | XCEL ENERGY INC | $330,000 | – | 4,780 | +100.0% | 0.15% | – |
| KMB | New | KIMBERLY CLARK CORP | $325,000 | – | 2,198 | +100.0% | 0.15% | – |
| HHC | New | HOWARD HUGHES CORP | $326,000 | – | 5,667 | +100.0% | 0.15% | – |
| CL | New | COLGATE PALMOLIVE CO | $326,000 | – | 4,220 | +100.0% | 0.15% | – |
| SYY | Sell | SYSCO CORP | $323,000 | +4.2% | 5,192 | -8.5% | 0.15% | -36.6% |
| MKC | New | MCCORMICK & CO INC | $323,000 | – | 1,662 | +100.0% | 0.15% | – |
| POR | Buy | PORTLAND GEN ELEC CO | $320,000 | +36.2% | 9,004 | +60.1% | 0.15% | -17.0% |
| SR | Buy | SPIRE INC | $322,000 | +35.3% | 6,054 | +66.9% | 0.15% | -18.0% |
| WELL | New | WELLTOWER INC | $320,000 | – | 5,803 | +100.0% | 0.15% | – |
| CHGG | New | CHEGG INC | $320,000 | – | 4,481 | +100.0% | 0.15% | – |
| DOCU | Sell | DOCUSIGN INC | $318,000 | +8.5% | 1,476 | -13.3% | 0.14% | -34.1% |
| PODD | INSULET CORP | $319,000 | +21.8% | 1,350 | 0.0% | 0.14% | -26.0% | |
| HZNP | New | HORIZON THERAPEUTICS PUB L | $316,000 | – | 4,069 | +100.0% | 0.14% | – |
| UI | Buy | UBIQUITI INC | $316,000 | +34.5% | 1,899 | +40.9% | 0.14% | -18.2% |
| MPWR | New | MONOLITHIC PWR SYS INC | $310,000 | – | 1,110 | +100.0% | 0.14% | – |
| CPRT | Sell | COPART INC | $306,000 | +15.0% | 2,909 | -8.8% | 0.14% | -30.2% |
| COUP | New | COUPA SOFTWARE INC | $302,000 | – | 1,101 | +100.0% | 0.14% | – |
| LBRDA | New | LIBERTY BROADBAND CORP | $295,000 | – | 2,078 | +100.0% | 0.13% | – |
| QRVO | New | QORVO INC | $286,000 | – | 2,220 | +100.0% | 0.13% | – |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $286,000 | +9.6% | 3,493 | -29.5% | 0.13% | -33.7% |
| CUBE | CUBESMART | $278,000 | +19.8% | 8,605 | 0.0% | 0.13% | -27.6% | |
| RNG | Buy | RINGCENTRAL INCcl a | $273,000 | +16.2% | 995 | +20.8% | 0.12% | -29.5% |
| NEE | NEXTERA ENERGY INC | $271,000 | +15.8% | 976 | 0.0% | 0.12% | -29.7% | |
| AWK | AMERICAN WTR WKS CO INC NEW | $269,000 | +12.6% | 1,859 | 0.0% | 0.12% | -31.8% | |
| BX | Buy | BLACKSTONE GROUP INC | $267,000 | +4.7% | 5,116 | +13.6% | 0.12% | -36.6% |
| AEE | AMEREN CORP | $267,000 | +12.7% | 3,371 | 0.0% | 0.12% | -32.0% | |
| HWM | New | HOWMET AEROSPACE INC | $264,000 | – | 15,760 | +100.0% | 0.12% | – |
| LSI | LIFE STORAGE INC | $263,000 | +11.0% | 2,501 | 0.0% | 0.12% | -32.6% | |
| D | Buy | DOMINION ENERGY INC | $261,000 | +11.1% | 3,304 | +14.2% | 0.12% | -32.4% |
| ETR | ENTERGY CORP NEW | $247,000 | +4.7% | 2,511 | 0.0% | 0.11% | -36.7% | |
| ADT | New | ADT INC DEL | $241,000 | – | 29,530 | +100.0% | 0.11% | – |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $238,000 | -74.9% | 191 | -78.8% | 0.11% | -84.8% |
| REGN | REGENERON PHARMACEUTICALS | $228,000 | -10.2% | 408 | 0.0% | 0.10% | -45.3% | |
| GE | Sell | GENERAL ELECTRIC CO | $123,000 | -78.0% | 19,703 | -76.0% | 0.06% | -86.7% |
| ACEL | Exit | ACCEL ENTERTAINMENT INC | $0 | – | -14,353 | -100.0% | -0.10% | – |
| VRT | Exit | VERTIV HOLDINGS CO | $0 | – | -12,402 | -100.0% | -0.13% | – |
| OLN | Exit | OLIN CORP | $0 | – | -15,105 | -100.0% | -0.13% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -10,016 | -100.0% | -0.15% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -18,759 | -100.0% | -0.15% | – |
| OKTA | Exit | OKTA INCcl a | $0 | – | -1,087 | -100.0% | -0.16% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -1,652 | -100.0% | -0.17% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -1,804 | -100.0% | -0.17% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -2,024 | -100.0% | -0.17% | – |
| DEI | Exit | DOUGLAS EMMETT INC | $0 | – | -7,541 | -100.0% | -0.17% | – |
| KRC | Exit | KILROY RLTY CORP | $0 | – | -3,929 | -100.0% | -0.17% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -1,011 | -100.0% | -0.17% | – |
| WRB | Exit | BERKLEY W R CORP | $0 | – | -4,071 | -100.0% | -0.18% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -1,512 | -100.0% | -0.18% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -996 | -100.0% | -0.18% | – |
| REXR | Exit | REXFORD INDL RLTY INC | $0 | – | -5,740 | -100.0% | -0.18% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -6,181 | -100.0% | -0.18% | – |
| WEN | Exit | WENDYS CO | $0 | – | -11,055 | -100.0% | -0.18% | – |
| SNAP | Exit | SNAP INCcl a | $0 | – | -10,508 | -100.0% | -0.18% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -3,853 | -100.0% | -0.18% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -2,463 | -100.0% | -0.19% | – |
| GOLD | Exit | BARRICK GOLD CORPORATION | $0 | – | -9,190 | -100.0% | -0.19% | – |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -1,409 | -100.0% | -0.19% | – |
| KLAC | Exit | KLA CORP | $0 | – | -1,330 | -100.0% | -0.19% | – |
| NVR | Exit | NVR INC | $0 | – | -81 | -100.0% | -0.20% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -375 | -100.0% | -0.20% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -878 | -100.0% | -0.20% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -9,212 | -100.0% | -0.20% | – |
| PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -885 | -100.0% | -0.20% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -884 | -100.0% | -0.21% | – |
| NEWR | Exit | NEW RELIC INC | $0 | – | -4,153 | -100.0% | -0.21% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -5,335 | -100.0% | -0.24% | – |
| HLF | Exit | HERBALIFE NUTRITION LTD | $0 | – | -7,865 | -100.0% | -0.26% | – |
| CSOD | Exit | CORNERSTONE ONDEMAND INC | $0 | – | -9,885 | -100.0% | -0.29% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -13,282 | -100.0% | -0.34% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -3,964 | -100.0% | -0.39% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -5,251 | -100.0% | -0.39% | – |
| MRK | Exit | MERCK & CO. INC | $0 | – | -6,799 | -100.0% | -0.39% | – |
| STE | Exit | STERIS PLC | $0 | – | -3,461 | -100.0% | -0.40% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -37,204 | -100.0% | -0.40% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -8,426 | -100.0% | -0.40% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -4,780 | -100.0% | -0.40% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,496 | -100.0% | -0.41% | – |
| ATR | Exit | APTARGROUP INC | $0 | – | -4,989 | -100.0% | -0.42% | – |
| VFC | Exit | V F CORP | $0 | – | -9,262 | -100.0% | -0.42% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -1,317 | -100.0% | -0.43% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -8,396 | -100.0% | -0.46% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -4,559 | -100.0% | -0.47% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -16,562 | -100.0% | -0.47% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -6,896 | -100.0% | -0.47% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -15,909 | -100.0% | -0.48% | – |
| HPQ | Exit | HP INC | $0 | – | -37,649 | -100.0% | -0.49% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -16,267 | -100.0% | -0.50% | – |
| NWBI | Exit | NORTHWEST BANCSHARES INC MD | $0 | – | -65,028 | -100.0% | -0.50% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -82,096 | -100.0% | -0.50% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -16,272 | -100.0% | -0.51% | – |
| ZEN | Exit | ZENDESK INC | $0 | – | -7,854 | -100.0% | -0.52% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -19,766 | -100.0% | -0.57% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -20,987 | -100.0% | -0.72% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -12,264 | -100.0% | -0.89% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-11-13
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.