$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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.