$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 - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MXIM | New | MAXIM INTEGRATED PRODS INC | $2,986,000 | – | 44,165 | +100.0% | 1.36% | – |
| BMCH | New | BMC STK HLDGS INC | $2,788,000 | – | 65,104 | +100.0% | 1.27% | – |
| 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% | – |
| 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% | – |
| IMTX | New | IMMATICS N.V | $1,206,000 | – | 113,656 | +100.0% | 0.55% | – |
| 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% | – |
| 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% | – |
| TFSL | New | TFS FINL CORP | $1,127,000 | – | 76,689 | +100.0% | 0.51% | – |
| POST | New | POST HLDGS INC | $1,124,000 | – | 13,066 | +100.0% | 0.51% | – |
| TMUS | New | T-MOBILE US INC | $1,093,000 | – | 9,558 | +100.0% | 0.50% | – |
| LPRO | New | OPEN LENDING CORP | $1,055,000 | – | 41,384 | +100.0% | 0.48% | – |
| 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% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $957,000 | – | 15,880 | +100.0% | 0.44% | – |
| DIS | New | DISNEY WALT CO | $948,000 | – | 7,638 | +100.0% | 0.43% | – |
| WSO | New | WATSCO INC | $943,000 | – | 4,051 | +100.0% | 0.43% | – |
| 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% | – |
| NOMD | New | NOMAD FOODS LTD | $868,000 | – | 34,068 | +100.0% | 0.40% | – |
| PEGA | New | PEGASYSTEMS INC | $867,000 | – | 7,164 | +100.0% | 0.39% | – |
| LLY | New | LILLY ELI & CO | $845,000 | – | 5,708 | +100.0% | 0.38% | – |
| 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% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $705,000 | – | 8,147 | +100.0% | 0.32% | – |
| URI | New | UNITED RENTALS INC | $692,000 | – | 3,967 | +100.0% | 0.32% | – |
| 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% | – |
| 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% | – |
| BC | New | BRUNSWICK CORP | $655,000 | – | 11,123 | +100.0% | 0.30% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $646,000 | – | 5,634 | +100.0% | 0.29% | – |
| HON | New | HONEYWELL INTL INC | $639,000 | – | 3,882 | +100.0% | 0.29% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP | $618,000 | – | 18,084 | +100.0% | 0.28% | – |
| HEP | New | HOLLY ENERGY PARTNERS L P | $611,000 | – | 50,407 | +100.0% | 0.28% | – |
| KBR | New | KBR INC | $606,000 | – | 27,105 | +100.0% | 0.28% | – |
| MD | New | MEDNAX INC | $583,000 | – | 35,832 | +100.0% | 0.26% | – |
| DVA | New | DAVITA INC | $550,000 | – | 6,424 | +100.0% | 0.25% | – |
| RHI | New | ROBERT HALF INTL INC | $493,000 | – | 9,303 | +100.0% | 0.22% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $434,000 | – | 39,489 | +100.0% | 0.20% | – |
| TRNO | New | TERRENO RLTY CORP | $396,000 | – | 7,237 | +100.0% | 0.18% | – |
| DDOG | New | DATADOG INC | $389,000 | – | 3,810 | +100.0% | 0.18% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $384,000 | – | 1,612 | +100.0% | 0.18% | – |
| ULTA | New | ULTA BEAUTY INC | $376,000 | – | 1,678 | +100.0% | 0.17% | – |
| TSLA | New | TESLA INC | $365,000 | – | 850 | +100.0% | 0.17% | – |
| 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% | – |
| FLO | New | FLOWERS FOODS INC | $353,000 | – | 14,492 | +100.0% | 0.16% | – |
| CLX | New | CLOROX CO DEL | $350,000 | – | 1,667 | +100.0% | 0.16% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $346,000 | – | 10,424 | +100.0% | 0.16% | – |
| SYF | New | SYNCHRONY FINANCIAL | $342,000 | – | 13,055 | +100.0% | 0.16% | – |
| QDEL | New | QUIDEL CORP | $335,000 | – | 1,529 | +100.0% | 0.15% | – |
| 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% | – |
| MKC | New | MCCORMICK & CO INC | $323,000 | – | 1,662 | +100.0% | 0.15% | – |
| WELL | New | WELLTOWER INC | $320,000 | – | 5,803 | +100.0% | 0.15% | – |
| CHGG | New | CHEGG INC | $320,000 | – | 4,481 | +100.0% | 0.15% | – |
| HZNP | New | HORIZON THERAPEUTICS PUB L | $316,000 | – | 4,069 | +100.0% | 0.14% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $310,000 | – | 1,110 | +100.0% | 0.14% | – |
| 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% | – |
| HWM | New | HOWMET AEROSPACE INC | $264,000 | – | 15,760 | +100.0% | 0.12% | – |
| ADT | New | ADT INC DEL | $241,000 | – | 29,530 | +100.0% | 0.11% | – |
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.