$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 0.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DHR | DANAHER CORPORATION | $2,044,000 | +21.8% | 9,492 | 0.0% | 0.93% | -26.1% | |
| VPL | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $817,000 | +6.9% | 11,999 | 0.0% | 0.37% | -35.1% | |
| 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% | |
| GWW | GRAINGER W W INC | $644,000 | +13.6% | 1,805 | 0.0% | 0.29% | -31.1% | |
| CDW | CDW CORP | $583,000 | +2.8% | 4,878 | 0.0% | 0.26% | -37.6% | |
| EMB | ISHARES TRjpmorgan usd emg | $550,000 | +1.5% | 4,958 | 0.0% | 0.25% | -38.4% | |
| VWO | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $425,000 | +9.3% | 9,818 | 0.0% | 0.19% | -33.9% | |
| EEMV | ISHARES INCmsci emerg mrkt | $384,000 | +6.1% | 6,965 | 0.0% | 0.18% | -35.4% | |
| VSS | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $349,000 | +9.1% | 3,312 | 0.0% | 0.16% | -33.8% | |
| PODD | INSULET CORP | $319,000 | +21.8% | 1,350 | 0.0% | 0.14% | -26.0% | |
| CUBE | CUBESMART | $278,000 | +19.8% | 8,605 | 0.0% | 0.13% | -27.6% | |
| 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% | |
| AEE | AMEREN CORP | $267,000 | +12.7% | 3,371 | 0.0% | 0.12% | -32.0% | |
| LSI | LIFE STORAGE INC | $263,000 | +11.0% | 2,501 | 0.0% | 0.12% | -32.6% | |
| ETR | ENTERGY CORP NEW | $247,000 | +4.7% | 2,511 | 0.0% | 0.11% | -36.7% | |
| REGN | REGENERON PHARMACEUTICALS | $228,000 | -10.2% | 408 | 0.0% | 0.10% | -45.3% |
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.