$286 Million is the total value of ALPHASIMPLEX GROUP, LLC's 297 reported holdings in Q4 2020. The portfolio turnover from Q3 2020 to Q4 2020 was 43.0% .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
HYG | Sell | ISHARES TRiboxx hi yd etf | $3,586,000 | -50.4% | 41,081 | -52.3% | 1.25% | -61.9% |
CHKP | Buy | CHECK POINT SOFTWARE TECH LTord | $2,891,000 | +206.2% | 21,750 | +177.1% | 1.01% | +135.4% |
BMCH | Sell | BMC STK HLDGS INC | $2,802,000 | +0.5% | 52,197 | -19.8% | 0.98% | -22.8% |
PG | Buy | PROCTER AND GAMBLE CO | $2,727,000 | +22.8% | 19,598 | +22.7% | 0.95% | -5.6% |
EXPD | Buy | EXPEDITORS INTL WASH INC | $2,723,000 | +88.1% | 28,626 | +79.0% | 0.95% | +44.3% |
TCF | New | TCF FINL CORP | $2,671,000 | – | 72,150 | +100.0% | 0.93% | – |
DHR | Buy | DANAHER CORPORATION | $2,666,000 | +30.4% | 12,000 | +26.4% | 0.93% | +0.1% |
IPHI | New | INPHI CORP | $2,655,000 | – | 16,548 | +100.0% | 0.93% | – |
CXO | New | CONCHO RES INC | $2,513,000 | – | 43,071 | +100.0% | 0.88% | – |
XLNX | New | XILINX INC | $2,496,000 | – | 17,608 | +100.0% | 0.87% | – |
VRSK | Buy | VERISK ANALYTICS INC | $2,447,000 | +517.9% | 11,787 | +452.1% | 0.86% | +375.0% |
PEP | Buy | PEPSICO INC | $2,441,000 | +132.0% | 16,462 | +117.0% | 0.85% | +78.5% |
CHTR | Sell | CHARTER COMMUNICATIONS INC Ncl a | $2,416,000 | +5.6% | 3,652 | -0.3% | 0.84% | -18.9% |
MXIM | Sell | MAXIM INTEGRATED PRODS INC | $2,382,000 | -20.2% | 26,865 | -39.2% | 0.83% | -38.7% |
CERN | Sell | CERNER CORP | $2,315,000 | -10.4% | 29,497 | -17.5% | 0.81% | -31.2% |
HLI | Buy | HOULIHAN LOKEY INCcl a | $2,271,000 | +19.8% | 33,773 | +5.2% | 0.79% | -8.0% |
PE | New | PARSLEY ENERGY INCcl a | $2,177,000 | – | 153,331 | +100.0% | 0.76% | – |
TYL | Buy | TYLER TECHNOLOGIES INC | $2,132,000 | +72.8% | 4,884 | +38.0% | 0.74% | +32.8% |
VZ | Buy | VERIZON COMMUNICATIONS INC | $2,092,000 | +117.9% | 35,617 | +120.8% | 0.73% | +67.3% |
AMZN | Buy | AMAZON COM INC | $2,075,000 | +48.7% | 637 | +43.8% | 0.72% | +14.4% |
CMCSA | New | COMCAST CORP NEWcl a | $2,056,000 | – | 39,229 | +100.0% | 0.72% | – |
LPRO | Buy | OPEN LENDING CORP | $2,008,000 | +90.3% | 57,448 | +38.8% | 0.70% | +46.0% |
OTEX | Sell | OPEN TEXT CORP | $1,977,000 | -12.4% | 43,497 | -18.6% | 0.69% | -32.7% |
EL | Buy | LAUDER ESTEE COS INCcl a | $1,952,000 | +243.1% | 7,333 | +181.4% | 0.68% | +163.3% |
CLBK | Buy | COLUMBIA FINL INC | $1,938,000 | +103.6% | 124,574 | +45.2% | 0.68% | +56.4% |
ACN | Sell | ACCENTURE PLC IRELAND | $1,910,000 | -5.8% | 7,313 | -18.5% | 0.67% | -27.7% |
MDLZ | Buy | MONDELEZ INTL INCcl a | $1,903,000 | +22.3% | 32,555 | +20.2% | 0.66% | -6.1% |
A | Buy | AGILENT TECHNOLOGIES INC | $1,866,000 | +48.7% | 15,751 | +26.6% | 0.65% | +14.2% |
BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $1,856,000 | +37.6% | 21,289 | +31.0% | 0.65% | +5.7% |
WORK | New | SLACK TECHNOLOGIES INC | $1,825,000 | – | 43,197 | +100.0% | 0.64% | – |
AGNC | Buy | AGNC INVT CORP | $1,796,000 | +56.4% | 115,143 | +39.5% | 0.63% | +20.1% |
TMUS | Buy | T-MOBILE US INC | $1,748,000 | +59.9% | 12,966 | +35.7% | 0.61% | +22.9% |
BRKA | Buy | BERKSHIRE HATHAWAY INC DELcl a | $1,739,000 | +81.1% | 5 | +66.7% | 0.61% | +38.9% |
BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $1,725,000 | +13.9% | 11,258 | -1.8% | 0.60% | -12.5% |
KO | Buy | COCA COLA CO | $1,684,000 | +74.5% | 30,703 | +57.1% | 0.59% | +33.9% |
QEP | New | QEP RESOURCES INC | $1,674,000 | – | 700,524 | +100.0% | 0.58% | – |
RDWR | Buy | RADWARE LTDord | $1,663,000 | +84.4% | 59,933 | +61.1% | 0.58% | +41.7% |
DOX | Buy | AMDOCS LTD | $1,620,000 | +46.3% | 22,833 | +18.4% | 0.57% | +12.5% |
TTC | Buy | TORO CO | $1,581,000 | +63.8% | 16,670 | +45.0% | 0.55% | +25.7% |
MMC | Buy | MARSH & MCLENNAN COS INC | $1,578,000 | +8.3% | 13,487 | +6.2% | 0.55% | -16.9% |
WDFC | Buy | WD-40 CO | $1,572,000 | +75.4% | 5,918 | +25.0% | 0.55% | +34.9% |
AGG | Sell | ISHARES TRcore us aggbd et | $1,569,000 | -23.5% | 13,272 | -23.5% | 0.55% | -41.2% |
PAYA | New | PAYA HOLDINGS INC | $1,558,000 | – | 114,719 | +100.0% | 0.54% | – |
GRMN | New | GARMIN LTD | $1,549,000 | – | 12,945 | +100.0% | 0.54% | – |
UTZ | New | UTZ BRANDS INC | $1,518,000 | – | 68,810 | +100.0% | 0.53% | – |
DGX | Buy | QUEST DIAGNOSTICS INC | $1,513,000 | +72.7% | 12,699 | +66.1% | 0.53% | +32.7% |
EVA | Buy | ENVIVA PARTNERS LP | $1,486,000 | +68.5% | 32,727 | +49.5% | 0.52% | +29.4% |
NEU | Buy | NEWMARKET CORP | $1,473,000 | +60.1% | 3,699 | +37.7% | 0.51% | +23.0% |
CAG | Buy | CONAGRA BRANDS INC | $1,457,000 | +22.5% | 40,177 | +20.7% | 0.51% | -5.9% |
DCOM | Sell | DIME CMNTY BANCSHARES INC | $1,455,000 | +24.7% | 92,292 | -10.5% | 0.51% | -4.3% |
AZO | New | AUTOZONE INC | $1,404,000 | – | 1,184 | +100.0% | 0.49% | – |
MCD | Buy | MCDONALDS CORP | $1,378,000 | +47.9% | 6,421 | +51.3% | 0.48% | +13.4% |
CACC | Buy | CREDIT ACCEP CORP MICH | $1,378,000 | +89.3% | 3,982 | +85.1% | 0.48% | +45.3% |
MTG | New | MGIC INVT CORP WIS | $1,372,000 | – | 109,286 | +100.0% | 0.48% | – |
WMT | Buy | WALMART INC | $1,348,000 | +53.0% | 9,348 | +48.4% | 0.47% | +17.5% |
NDAQ | Buy | NASDAQ INC | $1,338,000 | +300.6% | 10,077 | +270.2% | 0.47% | +207.2% |
WD | New | WALKER & DUNLOP INC | $1,333,000 | – | 14,483 | +100.0% | 0.47% | – |
CHD | Buy | CHURCH & DWIGHT INC | $1,309,000 | +261.6% | 15,004 | +288.9% | 0.46% | +177.0% |
EQC | Buy | EQUITY COMWLTH | $1,306,000 | +61.4% | 47,889 | +57.6% | 0.46% | +23.9% |
RSG | Buy | REPUBLIC SVCS INC | $1,285,000 | +228.6% | 13,344 | +218.2% | 0.45% | +152.2% |
SEIC | Buy | SEI INVTS CO | $1,280,000 | +104.5% | 22,274 | +80.6% | 0.45% | +56.8% |
NLOK | Sell | NORTONLIFELOCK INC | $1,274,000 | -8.6% | 61,312 | -8.3% | 0.44% | -29.8% |
DG | Buy | DOLLAR GEN CORP NEW | $1,268,000 | +43.8% | 6,030 | +43.4% | 0.44% | +10.5% |
ED | Buy | CONSOLIDATED EDISON INC | $1,268,000 | +209.3% | 17,543 | +232.7% | 0.44% | +138.2% |
OEC | Buy | ORION ENGINEERED CARBONS S A | $1,265,000 | +70.0% | 73,800 | +24.1% | 0.44% | +30.8% |
WSO | Buy | WATSCO INC | $1,259,000 | +33.5% | 5,556 | +37.2% | 0.44% | +2.6% |
AEP | Buy | AMERICAN ELEC PWR CO INC | $1,246,000 | +241.4% | 14,960 | +235.2% | 0.44% | +162.0% |
ATO | Buy | ATMOS ENERGY CORP | $1,239,000 | +235.8% | 12,982 | +235.9% | 0.43% | +157.7% |
V | Buy | VISA INC | $1,238,000 | +81.0% | 5,659 | +65.4% | 0.43% | +38.9% |
AY | Buy | ATLANTICA SUSTAINABLE INFR P | $1,237,000 | +224.7% | 32,572 | +144.5% | 0.43% | +149.7% |
ALLE | Buy | ALLEGION PLC | $1,232,000 | +77.8% | 10,588 | +51.0% | 0.43% | +36.5% |
GNRC | Buy | GENERAC HLDGS INC | $1,223,000 | +20.1% | 5,376 | +2.3% | 0.43% | -7.8% |
HEP | Buy | HOLLY ENERGY PARTNERS L P | $1,205,000 | +97.2% | 84,867 | +68.4% | 0.42% | +51.4% |
DVA | Buy | DAVITA INC | $1,190,000 | +116.4% | 10,134 | +57.8% | 0.42% | +66.4% |
EBAY | Sell | EBAY INC. | $1,181,000 | -6.6% | 23,505 | -3.2% | 0.41% | -28.2% |
UNH | Buy | UNITEDHEALTH GROUP INC | $1,176,000 | +69.9% | 3,353 | +51.0% | 0.41% | +30.5% |
EXPO | Buy | EXPONENT INC | $1,168,000 | +81.6% | 12,968 | +45.3% | 0.41% | +39.7% |
ABG | New | ASBURY AUTOMOTIVE GROUP INC | $1,152,000 | – | 7,906 | +100.0% | 0.40% | – |
CTAS | Buy | CINTAS CORP | $1,152,000 | +65.3% | 3,259 | +55.6% | 0.40% | +26.8% |
FSR | New | FISKER INC | $1,151,000 | – | 78,559 | +100.0% | 0.40% | – |
ODFL | Buy | OLD DOMINION FREIGHT LINE IN | $1,142,000 | +46.4% | 5,851 | +35.7% | 0.40% | +12.4% |
CDW | Buy | CDW CORP | $1,136,000 | +94.9% | 8,618 | +76.7% | 0.40% | +49.8% |
URI | Buy | UNITED RENTALS INC | $1,138,000 | +64.5% | 4,906 | +23.7% | 0.40% | +26.0% |
PAYX | Buy | PAYCHEX INC | $1,135,000 | +60.5% | 12,178 | +37.4% | 0.40% | +23.0% |
VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $1,131,000 | -21.0% | 5,812 | -30.8% | 0.40% | -39.3% |
EMR | Buy | EMERSON ELEC CO | $1,132,000 | +72.3% | 14,084 | +40.6% | 0.40% | +32.1% |
VO | Sell | VANGUARD INDEX FDSmid cap etf | $1,128,000 | -21.2% | 5,453 | -32.9% | 0.39% | -39.5% |
PTC | Sell | PTC INC | $1,115,000 | +18.2% | 9,319 | -18.2% | 0.39% | -9.3% |
VTV | Sell | VANGUARD INDEX FDSvalue etf | $1,114,000 | -20.6% | 9,362 | -30.3% | 0.39% | -39.0% |
AMSF | New | AMERISAFE INC | $1,112,000 | – | 19,355 | +100.0% | 0.39% | – |
ATUS | Sell | ALTICE USA INCcl a | $1,107,000 | +24.9% | 29,224 | -14.3% | 0.39% | -4.0% |
LECO | Buy | LINCOLN ELEC HLDGS INC | $1,102,000 | +64.7% | 9,479 | +30.5% | 0.38% | +26.6% |
EHC | New | ENCOMPASS HEALTH CORP | $1,095,000 | – | 13,240 | +100.0% | 0.38% | – |
APH | Buy | AMPHENOL CORP NEWcl a | $1,094,000 | +96.1% | 8,368 | +62.5% | 0.38% | +50.4% |
SBUX | Sell | STARBUCKS CORP | $1,088,000 | -3.2% | 10,169 | -22.2% | 0.38% | -25.6% |
FCFS | Buy | FIRSTCASH INC | $1,082,000 | +72.0% | 15,451 | +40.5% | 0.38% | +32.2% |
CVLT | Sell | COMMVAULT SYSTEMS INC | $1,073,000 | +15.4% | 19,373 | -15.0% | 0.38% | -11.3% |
MMP | Buy | MAGELLAN MIDSTREAM PRTNRS LP | $1,066,000 | +72.5% | 25,109 | +38.8% | 0.37% | +32.4% |
FIS | Buy | FIDELITY NATL INFORMATION SV | $1,058,000 | +7.3% | 7,479 | +11.7% | 0.37% | -17.4% |
HUM | New | HUMANA INC | $1,055,000 | – | 2,572 | +100.0% | 0.37% | – |
PGR | Buy | PROGRESSIVE CORP | $1,047,000 | +84.3% | 10,593 | +76.5% | 0.37% | +41.9% |
CMS | Buy | CMS ENERGY CORP | $1,045,000 | +169.3% | 17,132 | +170.9% | 0.36% | +107.4% |
STX | Sell | SEAGATE TECHNOLOGY PLC | $1,046,000 | -4.4% | 16,824 | -24.2% | 0.36% | -26.7% |
DCI | Buy | DONALDSON INC | $1,040,000 | +86.4% | 18,618 | +54.8% | 0.36% | +42.9% |
FB | New | FACEBOOK INCcl a | $1,031,000 | – | 3,774 | +100.0% | 0.36% | – |
NUAN | New | NUANCE COMMUNICATIONS INC | $1,025,000 | – | 23,246 | +100.0% | 0.36% | – |
DIS | Sell | DISNEY WALT CO | $1,023,000 | +7.9% | 5,647 | -26.1% | 0.36% | -17.2% |
UNP | Buy | UNION PAC CORP | $1,021,000 | +57.1% | 4,903 | +48.5% | 0.36% | +20.6% |
HLT | Sell | HILTON WORLDWIDE HLDGS INC | $1,016,000 | +11.2% | 9,135 | -14.7% | 0.36% | -14.7% |
BKE | New | BUCKLE INC | $1,012,000 | – | 34,663 | +100.0% | 0.35% | – |
CL | Buy | COLGATE PALMOLIVE CO | $1,012,000 | +210.4% | 11,831 | +180.4% | 0.35% | +138.5% |
DUK | Buy | DUKE ENERGY CORP NEW | $1,000,000 | +138.1% | 10,921 | +130.4% | 0.35% | +82.7% |
AWK | Buy | AMERICAN WTR WKS CO INC NEW | $992,000 | +268.8% | 6,465 | +247.8% | 0.35% | +183.6% |
NNI | New | NELNET INCcl a | $988,000 | – | 13,863 | +100.0% | 0.34% | – |
AVY | Buy | AVERY DENNISON CORP | $983,000 | +58.5% | 6,335 | +30.7% | 0.34% | +21.6% |
LSTR | Buy | LANDSTAR SYS INC | $969,000 | +84.9% | 7,198 | +72.4% | 0.34% | +42.0% |
LNG | Sell | CHENIERE ENERGY INC | $959,000 | +25.0% | 15,974 | -3.6% | 0.34% | -4.0% |
HAIN | Sell | HAIN CELESTIAL GROUP INC | $955,000 | -15.5% | 23,786 | -27.8% | 0.33% | -35.0% |
PEGA | PEGASYSTEMS INC | $955,000 | +10.1% | 7,164 | 0.0% | 0.33% | -15.2% | |
PJT | Sell | PJT PARTNERS INC | $952,000 | -3.1% | 12,654 | -21.9% | 0.33% | -25.5% |
ERIE | Buy | ERIE INDTY COcl a | $941,000 | +54.0% | 3,833 | +31.9% | 0.33% | +18.3% |
GWW | Buy | GRAINGER W W INC | $935,000 | +45.2% | 2,290 | +26.9% | 0.33% | +11.6% |
CPRT | Buy | COPART INC | $931,000 | +204.2% | 7,317 | +151.5% | 0.32% | +133.8% |
CTVA | New | CORTEVA INC | $927,000 | – | 23,946 | +100.0% | 0.32% | – |
TRN | Sell | TRINITY INDS INC | $918,000 | +7.4% | 34,784 | -20.7% | 0.32% | -17.5% |
IMTX | Sell | IMMATICS N.V | $920,000 | -23.7% | 85,236 | -25.0% | 0.32% | -41.4% |
BBY | Buy | BEST BUY INC | $915,000 | +41.6% | 9,167 | +57.9% | 0.32% | +8.8% |
MORN | Sell | MORNINGSTAR INC | $908,000 | -21.0% | 3,920 | -45.2% | 0.32% | -39.4% |
BAP | New | CREDICORP LTD | $905,000 | – | 5,520 | +100.0% | 0.32% | – |
FRHC | New | FREEDOM HLDG CORP NEV | $902,000 | – | 17,574 | +100.0% | 0.32% | – |
ACM | Sell | AECOM | $893,000 | -8.6% | 17,934 | -23.2% | 0.31% | -29.7% |
ELAN | New | ELANCO ANIMAL HEALTH INC | $892,000 | – | 29,076 | +100.0% | 0.31% | – |
IBP | New | INSTALLED BLDG PRODS INC | $894,000 | – | 8,774 | +100.0% | 0.31% | – |
BOX | Buy | BOX INCcl a | $885,000 | +74.6% | 49,054 | +67.8% | 0.31% | +33.8% |
NLSN | Sell | NIELSEN HLDGS PLC | $881,000 | +6.8% | 42,212 | -27.4% | 0.31% | -17.9% |
CSX | Buy | CSX CORP | $879,000 | +40.2% | 9,687 | +20.0% | 0.31% | +7.7% |
KREF | Sell | KKR REAL ESTATE FIN TR INC | $864,000 | -24.7% | 48,187 | -30.5% | 0.30% | -42.1% |
AAP | Sell | ADVANCE AUTO PARTS INC | $856,000 | -3.6% | 5,434 | -6.1% | 0.30% | -26.0% |
LGFA | Buy | LIONS GATE ENTMNT CORPcl a vtg | $854,000 | +26.7% | 75,105 | +5.6% | 0.30% | -2.9% |
AME | New | AMETEK INC | $852,000 | – | 7,041 | +100.0% | 0.30% | – |
JHG | New | JANUS HENDERSON GROUP PLC | $851,000 | – | 26,180 | +100.0% | 0.30% | – |
C | Sell | CITIGROUP INC | $848,000 | +33.8% | 13,759 | -6.5% | 0.30% | +2.8% |
DLB | New | DOLBY LABORATORIES INC | $839,000 | – | 8,642 | +100.0% | 0.29% | – |
SLGN | Sell | SILGAN HOLDINGS INC | $833,000 | -12.3% | 22,473 | -13.0% | 0.29% | -32.6% |
KW | New | KENNEDY-WILSON HOLDINGS INC | $834,000 | – | 46,618 | +100.0% | 0.29% | – |
KDP | Sell | KEURIG DR PEPPER INC | $833,000 | -6.8% | 26,028 | -19.6% | 0.29% | -28.5% |
ZTS | New | ZOETIS INCcl a | $828,000 | – | 5,004 | +100.0% | 0.29% | – |
RCII | Sell | RENT A CTR INC NEW | $828,000 | +23.8% | 21,624 | -3.3% | 0.29% | -4.9% |
PRSP | Sell | PERSPECTA INC | $824,000 | +8.6% | 34,234 | -12.2% | 0.29% | -16.5% |
MMSI | Buy | MERIT MED SYS INC | $823,000 | +41.2% | 14,818 | +10.7% | 0.29% | +8.3% |
EXC | Sell | EXELON CORP | $820,000 | -31.4% | 19,432 | -41.9% | 0.29% | -47.4% |
CHRW | Sell | C H ROBINSON WORLDWIDE INC | $815,000 | -9.4% | 8,685 | -1.4% | 0.28% | -30.3% |
BDX | New | BECTON DICKINSON & CO | $814,000 | – | 3,255 | +100.0% | 0.28% | – |
WABC | New | WESTAMERICA BANCORPORATION | $799,000 | – | 14,456 | +100.0% | 0.28% | – |
GCP | New | GCP APPLIED TECHNOLOGIES INC | $800,000 | – | 33,819 | +100.0% | 0.28% | – |
ORCL | Sell | ORACLE CORP | $795,000 | -26.0% | 12,295 | -31.7% | 0.28% | -43.1% |
TWNK | Sell | HOSTESS BRANDS INCcl a | $797,000 | -5.6% | 54,408 | -20.5% | 0.28% | -27.6% |
PRMW | New | PRIMO WATER CORPORATION | $797,000 | – | 50,849 | +100.0% | 0.28% | – |
NKE | Sell | NIKE INCcl b | $794,000 | +7.0% | 5,612 | -5.1% | 0.28% | -17.8% |
MSGS | Buy | MADISON SQUARE GRDN SPRT CORcl a | $793,000 | +86.2% | 4,307 | +52.0% | 0.28% | +42.8% |
TXN | New | TEXAS INSTRS INC | $791,000 | – | 4,818 | +100.0% | 0.28% | – |
BRMK | Sell | BROADMARK RLTY CAP INC | $791,000 | -31.3% | 77,508 | -33.7% | 0.28% | -47.3% |
JNJ | Sell | JOHNSON & JOHNSON | $791,000 | -17.3% | 5,023 | -21.8% | 0.28% | -36.6% |
PCAR | New | PACCAR INC | $787,000 | – | 9,116 | +100.0% | 0.28% | – |
POST | Sell | POST HLDGS INC | $787,000 | -30.0% | 7,790 | -40.4% | 0.28% | -46.2% |
JCI | New | JOHNSON CTLS INTL PLC | $779,000 | – | 16,712 | +100.0% | 0.27% | – |
MDT | Sell | MEDTRONIC PLC | $779,000 | -9.1% | 6,648 | -19.4% | 0.27% | -30.3% |
NOW | Sell | SERVICENOW INC | $778,000 | -7.0% | 1,414 | -18.0% | 0.27% | -28.6% |
SCI | New | SERVICE CORP INTL | $778,000 | – | 15,853 | +100.0% | 0.27% | – |
LMT | Sell | LOCKHEED MARTIN CORP | $776,000 | -8.2% | 2,187 | -0.8% | 0.27% | -29.4% |
PM | New | PHILIP MORRIS INTL INC | $775,000 | – | 9,364 | +100.0% | 0.27% | – |
AON | Sell | AON PLC | $772,000 | -21.2% | 3,653 | -23.1% | 0.27% | -39.5% |
VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $773,000 | -23.7% | 7,960 | -24.8% | 0.27% | -41.4% |
KBR | Sell | KBR INC | $773,000 | +27.6% | 25,006 | -7.7% | 0.27% | -2.2% |
BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $773,000 | -23.8% | 13,202 | -24.3% | 0.27% | -41.4% |
YUM | Sell | YUM BRANDS INC | $769,000 | -31.6% | 7,083 | -42.5% | 0.27% | -47.4% |
CTXS | Sell | CITRIX SYS INC | $769,000 | -33.1% | 5,912 | -29.1% | 0.27% | -48.6% |
BAX | Sell | BAXTER INTL INC | $767,000 | -58.9% | 9,553 | -58.9% | 0.27% | -68.5% |
RS | New | RELIANCE STEEL & ALUMINUM CO | $768,000 | – | 6,417 | +100.0% | 0.27% | – |
J | New | JACOBS ENGR GROUP INC | $766,000 | – | 7,034 | +100.0% | 0.27% | – |
GNTX | New | GENTEX CORP | $765,000 | – | 22,561 | +100.0% | 0.27% | – |
EXP | Sell | EAGLE MATLS INC | $765,000 | -11.4% | 7,548 | -24.5% | 0.27% | -31.9% |
VPL | Sell | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $755,000 | -7.6% | 9,489 | -20.9% | 0.26% | -29.0% |
WTM | Sell | WHITE MTNS INS GROUP LTD | $754,000 | -35.3% | 754 | -49.6% | 0.26% | -50.4% |
BMY | Sell | BRISTOL-MYERS SQUIBB CO | $754,000 | -21.2% | 12,156 | -23.5% | 0.26% | -39.5% |
HTLD | New | HEARTLAND EXPRESS INC | $754,000 | – | 41,669 | +100.0% | 0.26% | – |
LOW | Sell | LOWES COS INC | $754,000 | -15.0% | 4,697 | -12.2% | 0.26% | -34.7% |
LLY | Sell | LILLY ELI & CO | $750,000 | -11.2% | 4,442 | -22.2% | 0.26% | -31.8% |
VGK | Sell | VANGUARD INTL EQUITY INDEX Fftse europe etf | $746,000 | -6.5% | 12,387 | -18.6% | 0.26% | -28.1% |
GOLF | New | ACUSHNET HOLDINGS CORP | $748,000 | – | 18,446 | +100.0% | 0.26% | – |
STKL | New | SUNOPTA INC | $732,000 | – | 62,742 | +100.0% | 0.26% | – |
IAA | Sell | IAA INC | $732,000 | -2.8% | 11,258 | -22.1% | 0.26% | -25.1% |
CBRE | Sell | CBRE GROUP INCcl a | $730,000 | -15.5% | 11,647 | -36.7% | 0.26% | -35.1% |
PFE | Sell | PFIZER INC | $723,000 | -14.0% | 19,649 | -14.2% | 0.25% | -33.8% |
GOOGL | New | ALPHABET INCcap stk cl a | $717,000 | – | 409 | +100.0% | 0.25% | – |
T | Sell | AT&T INC | $715,000 | -70.1% | 24,873 | -70.3% | 0.25% | -77.0% |
VEA | Sell | VANGUARD TAX-MANAGED INTL FDftse dev mkt etf | $706,000 | -12.3% | 14,957 | -24.0% | 0.25% | -32.5% |
LKQ | Sell | LKQ CORP | $705,000 | -2.1% | 19,992 | -23.0% | 0.25% | -24.8% |
HWM | Buy | HOWMET AEROSPACE INC | $674,000 | +155.3% | 23,627 | +49.9% | 0.24% | +95.8% |
MGLN | Sell | MAGELLAN HEALTH INC | $668,000 | +4.5% | 8,063 | -4.3% | 0.23% | -19.9% |
MED | Sell | MEDIFAST INC | $667,000 | +3.4% | 3,399 | -13.4% | 0.23% | -20.5% |
FLEX | Sell | FLEX LTDord | $667,000 | -0.7% | 37,090 | -38.5% | 0.23% | -23.9% |
IVZ | New | INVESCO LTD | $665,000 | – | 38,170 | +100.0% | 0.23% | – |
TT | New | TRANE TECHNOLOGIES PLC | $658,000 | – | 4,536 | +100.0% | 0.23% | – |
MD | Sell | MEDNAX INC | $656,000 | +12.5% | 26,725 | -25.4% | 0.23% | -13.6% |
ROP | New | ROPER TECHNOLOGIES INC | $648,000 | – | 1,504 | +100.0% | 0.23% | – |
RBA | Sell | RITCHIE BROS AUCTIONEERS | $641,000 | -31.0% | 9,219 | -41.2% | 0.22% | -46.9% |
NOMD | Sell | NOMAD FOODS LTD | $639,000 | -26.4% | 25,140 | -26.2% | 0.22% | -43.5% |
COST | Sell | COSTCO WHSL CORP NEW | $639,000 | -45.8% | 1,695 | -49.0% | 0.22% | -58.5% |
CHE | New | CHEMED CORP NEW | $634,000 | – | 1,190 | +100.0% | 0.22% | – |
JKHY | Sell | HENRY JACK & ASSOC INC | $625,000 | -28.0% | 3,856 | -27.8% | 0.22% | -44.8% |
DOOR | Buy | MASONITE INTL CORP | $624,000 | +1.0% | 6,345 | +1.1% | 0.22% | -22.4% |
UNIT | New | UNITI GROUP INC | $622,000 | – | 53,001 | +100.0% | 0.22% | – |
GDOT | Buy | GREEN DOT CORPcl a | $618,000 | +23.6% | 11,075 | +12.1% | 0.22% | -4.8% |
MMS | Sell | MAXIMUS INC | $616,000 | -45.5% | 8,412 | -49.1% | 0.22% | -58.2% |
BKI | Sell | BLACK KNIGHT INC | $612,000 | -43.9% | 6,928 | -44.7% | 0.21% | -56.9% |
HD | New | HOME DEPOT INC | $614,000 | – | 2,311 | +100.0% | 0.21% | – |
ROL | Buy | ROLLINS INC | $610,000 | -4.1% | 15,610 | +33.0% | 0.21% | -26.3% |
EMB | ISHARES TRjpmorgan usd emg | $575,000 | +4.5% | 4,958 | 0.0% | 0.20% | -19.6% | |
EVH | New | EVOLENT HEALTH INCcl a | $570,000 | – | 35,535 | +100.0% | 0.20% | – |
ELY | Sell | CALLAWAY GOLF CO | $555,000 | -12.2% | 23,114 | -30.0% | 0.19% | -32.4% |
REZI | Sell | RESIDEO TECHNOLOGIES INC | $549,000 | +26.5% | 25,845 | -34.6% | 0.19% | -2.5% |
ICE | New | INTERCONTINENTAL EXCHANGE IN | $540,000 | – | 4,680 | +100.0% | 0.19% | – |
WIX | Sell | WIX COM LTD | $527,000 | -22.5% | 2,107 | -21.0% | 0.18% | -40.5% |
CVI | Sell | CVR ENERGY INC | $513,000 | +14.5% | 34,441 | -4.9% | 0.18% | -12.3% |
BLMN | New | BLOOMIN BRANDS INC | $506,000 | – | 26,036 | +100.0% | 0.18% | – |
VWO | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $492,000 | +15.8% | 9,818 | 0.0% | 0.17% | -10.9% | |
DEA | New | EASTERLY GOVT PPTYS INC | $491,000 | – | 21,666 | +100.0% | 0.17% | – |
COR | New | CORESITE RLTY CORP | $481,000 | – | 3,838 | +100.0% | 0.17% | – |
HHC | Buy | HOWARD HUGHES CORP | $457,000 | +40.2% | 5,786 | +2.1% | 0.16% | +8.1% |
SYF | Sell | SYNCHRONY FINANCIAL | $449,000 | +31.3% | 12,927 | -1.0% | 0.16% | +0.6% |
SRE | Buy | SEMPRA ENERGY | $446,000 | +20.5% | 3,500 | +11.9% | 0.16% | -7.1% |
MRK | New | MERCK & CO. INC | $440,000 | – | 5,376 | +100.0% | 0.15% | – |
DTE | Buy | DTE ENERGY CO | $440,000 | +9.2% | 3,623 | +3.5% | 0.15% | -15.8% |
SR | Buy | SPIRE INC | $432,000 | +34.2% | 6,753 | +11.5% | 0.15% | +3.4% |
BFB | New | BROWN FORMAN CORPcl b | $430,000 | – | 5,413 | +100.0% | 0.15% | – |
STE | New | STERIS PLC | $427,000 | – | 2,252 | +100.0% | 0.15% | – |
EEMV | ISHARES INCmsci emerg mrkt | $425,000 | +10.7% | 6,965 | 0.0% | 0.15% | -15.4% | |
OGE | Buy | OGE ENERGY CORP | $408,000 | +12.7% | 12,803 | +6.1% | 0.14% | -13.3% |
VSS | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $404,000 | +15.8% | 3,312 | 0.0% | 0.14% | -11.3% | |
ATR | New | APTARGROUP INC | $390,000 | – | 2,851 | +100.0% | 0.14% | – |
LNT | Sell | ALLIANT ENERGY CORP | $387,000 | -2.5% | 7,513 | -2.3% | 0.14% | -25.4% |
AJG | New | GALLAGHER ARTHUR J & CO | $387,000 | – | 3,129 | +100.0% | 0.14% | – |
ARE | Sell | ALEXANDRIA REAL ESTATE EQ IN | $385,000 | +2.7% | 2,161 | -7.7% | 0.13% | -21.6% |
MAA | Buy | MID-AMER APT CMNTYS INC | $384,000 | +11.6% | 3,028 | +2.2% | 0.13% | -14.1% |
CPT | Sell | CAMDEN PPTY TRsh ben int | $379,000 | -1.0% | 3,790 | -12.0% | 0.13% | -24.1% |
LSI | Buy | LIFE STORAGE INC | $372,000 | +41.4% | 3,116 | +24.6% | 0.13% | +8.3% |
MKC | Buy | MCCORMICK & CO INC | $365,000 | +13.0% | 3,822 | +130.0% | 0.13% | -13.6% |
NEE | Buy | NEXTERA ENERGY INC | $362,000 | +33.6% | 4,692 | +380.7% | 0.13% | +2.4% |
BRO | Sell | BROWN & BROWN INC | $361,000 | -10.9% | 7,606 | -14.9% | 0.13% | -31.5% |
IDA | Sell | IDACORP INC | $362,000 | +6.2% | 3,768 | -11.7% | 0.13% | -18.7% |
WM | WASTE MGMT INC DEL | $362,000 | +4.3% | 3,067 | 0.0% | 0.13% | -20.3% | |
BWX | Sell | SPDR SER TRblomberg intl tr | $357,000 | -64.7% | 11,425 | -66.5% | 0.12% | -72.8% |
CPB | New | CAMPBELL SOUP CO | $358,000 | – | 7,398 | +100.0% | 0.12% | – |
HSY | HERSHEY CO | $354,000 | +6.3% | 2,326 | 0.0% | 0.12% | -17.9% | |
CUBE | Buy | CUBESMART | $356,000 | +28.1% | 10,601 | +23.2% | 0.12% | -1.6% |
CLX | Buy | CLOROX CO DEL | $352,000 | +0.6% | 1,742 | +4.5% | 0.12% | -22.6% |
EXR | Sell | EXTRA SPACE STORAGE INC | $351,000 | -3.6% | 3,027 | -11.0% | 0.12% | -25.9% |
KMB | Buy | KIMBERLY-CLARK CORP | $349,000 | +7.4% | 2,592 | +17.9% | 0.12% | -17.6% |
PSA | Sell | PUBLIC STORAGE | $350,000 | -8.9% | 1,514 | -12.1% | 0.12% | -30.3% |
GIS | GENERAL MLS INC | $346,000 | -4.7% | 5,892 | 0.0% | 0.12% | -26.7% | |
SO | Sell | SOUTHERN CO | $343,000 | -11.6% | 5,589 | -21.9% | 0.12% | -31.8% |
TRNO | Sell | TERRENO RLTY CORP | $343,000 | -13.4% | 5,865 | -19.0% | 0.12% | -33.3% |
HE | Sell | HAWAIIAN ELEC INDUSTRIES | $341,000 | -1.4% | 9,642 | -7.5% | 0.12% | -24.2% |
PEG | Sell | PUBLIC SVC ENTERPRISE GRP IN | $342,000 | -12.1% | 5,868 | -17.2% | 0.12% | -32.8% |
AEE | Buy | AMEREN CORP | $339,000 | +27.0% | 4,337 | +28.7% | 0.12% | -2.5% |
BX | BLACKSTONE GROUP INC | $332,000 | +24.3% | 5,116 | 0.0% | 0.12% | -4.1% | |
WEC | WEC ENERGY GROUP INC | $333,000 | -5.1% | 3,618 | 0.0% | 0.12% | -27.5% | |
NI | Sell | NISOURCE INC | $333,000 | -5.7% | 14,499 | -9.7% | 0.12% | -28.0% |
FLO | FLOWERS FOODS INC | $328,000 | -7.1% | 14,492 | 0.0% | 0.12% | -28.6% | |
ES | Sell | EVERSOURCE ENERGY | $327,000 | -11.9% | 3,783 | -14.9% | 0.11% | -32.5% |
ETR | Buy | ENTERGY CORP NEW | $325,000 | +31.6% | 3,252 | +29.5% | 0.11% | +1.8% |
K | KELLOGG CO | $323,000 | -3.6% | 5,189 | 0.0% | 0.11% | -25.7% | |
HRL | Sell | HORMEL FOODS CORP | $320,000 | -15.3% | 6,875 | -11.0% | 0.11% | -34.9% |
XEL | XCEL ENERGY INC | $319,000 | -3.3% | 4,780 | 0.0% | 0.11% | -26.0% | |
PNW | Sell | PINNACLE WEST CAP CORP | $319,000 | -9.6% | 3,987 | -15.8% | 0.11% | -31.1% |
D | Buy | DOMINION ENERGY INC | $314,000 | +20.3% | 4,169 | +26.2% | 0.11% | -7.6% |
AGR | Sell | AVANGRID INC | $316,000 | -22.7% | 6,945 | -14.4% | 0.11% | -40.9% |
CRWD | New | CROWDSTRIKE HLDGS INCcl a | $313,000 | – | 1,478 | +100.0% | 0.11% | – |
QRVO | Sell | QORVO INC | $306,000 | +7.0% | 1,839 | -17.2% | 0.11% | -17.7% |
RNG | Sell | RINGCENTRAL INCcl a | $288,000 | +5.5% | 761 | -23.5% | 0.10% | -18.5% |
PODD | Sell | INSULET CORP | $274,000 | -14.1% | 1,072 | -20.6% | 0.10% | -33.8% |
TER | Sell | TERADYNE INC | $274,000 | -17.5% | 2,286 | -45.2% | 0.10% | -36.4% |
TSLA | Sell | TESLA INC | $268,000 | -26.6% | 380 | -55.3% | 0.09% | -43.4% |
SEDG | Sell | SOLAREDGE TECHNOLOGIES INC | $261,000 | -32.0% | 817 | -49.3% | 0.09% | -48.0% |
ALNY | Sell | ALNYLAM PHARMACEUTICALS INC | $257,000 | -26.6% | 1,980 | -17.7% | 0.09% | -43.4% |
COUP | Sell | COUPA SOFTWARE INC | $255,000 | -15.6% | 753 | -31.6% | 0.09% | -35.0% |
DXCM | Sell | DEXCOM INC | $246,000 | -27.4% | 665 | -19.1% | 0.09% | -44.2% |
HZNP | Sell | HORIZON THERAPEUTICS PUB L | $241,000 | -23.7% | 3,301 | -18.9% | 0.08% | -41.7% |
TDOC | New | TELADOC HEALTH INC | $232,000 | – | 1,161 | +100.0% | 0.08% | – |
LDOS | New | LEIDOS HOLDINGS INC | $232,000 | – | 2,209 | +100.0% | 0.08% | – |
DDOG | Sell | DATADOG INC | $225,000 | -42.2% | 2,290 | -39.9% | 0.08% | -55.4% |
SGEN | New | SEAGEN INC | $224,000 | – | 1,280 | +100.0% | 0.08% | – |
QDEL | Sell | QUIDEL CORP | $224,000 | -33.1% | 1,246 | -18.5% | 0.08% | -48.7% |
DOCU | Sell | DOCUSIGN INC | $221,000 | -30.5% | 994 | -32.7% | 0.08% | -46.9% |
REGN | Buy | REGENERON PHARMACEUTICALS | $216,000 | -5.3% | 447 | +9.6% | 0.08% | -27.9% |
TTD | New | THE TRADE DESK INC | $201,000 | – | 251 | +100.0% | 0.07% | – |
GE | Exit | GENERAL ELECTRIC CO | $0 | – | -19,703 | -100.0% | -0.06% | – |
CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -191 | -100.0% | -0.11% | – |
ADT | Exit | ADT INC DEL | $0 | – | -29,530 | -100.0% | -0.11% | – |
AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -3,493 | -100.0% | -0.13% | – |
LBRDA | Exit | LIBERTY BROADBAND CORP | $0 | – | -2,078 | -100.0% | -0.13% | – |
MPWR | Exit | MONOLITHIC PWR SYS INC | $0 | – | -1,110 | -100.0% | -0.14% | – |
UI | Exit | UBIQUITI INC | $0 | – | -1,899 | -100.0% | -0.14% | – |
POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -9,004 | -100.0% | -0.15% | – |
CHGG | Exit | CHEGG INC | $0 | – | -4,481 | -100.0% | -0.15% | – |
WELL | Exit | WELLTOWER INC | $0 | – | -5,803 | -100.0% | -0.15% | – |
SYY | Exit | SYSCO CORP | $0 | – | -5,192 | -100.0% | -0.15% | – |
SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -1,707 | -100.0% | -0.15% | – |
NWE | Exit | NORTHWESTERN CORP | $0 | – | -7,121 | -100.0% | -0.16% | – |
EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -6,855 | -100.0% | -0.16% | – |
ZM | Exit | ZOOM VIDEO COMMUNICATIONS INcl a | $0 | – | -770 | -100.0% | -0.16% | – |
ELS | Exit | EQUITY LIFESTYLE PPTYS INC | $0 | – | -6,093 | -100.0% | -0.17% | – |
ULTA | Exit | ULTA BEAUTY INC | $0 | – | -1,678 | -100.0% | -0.17% | – |
AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -14,081 | -100.0% | -0.18% | – |
HI | Exit | HILLENBRAND INC | $0 | – | -14,465 | -100.0% | -0.19% | – |
RHI | Exit | ROBERT HALF INTL INC | $0 | – | -9,303 | -100.0% | -0.22% | – |
TWOU | Exit | 2U INC | $0 | – | -15,087 | -100.0% | -0.23% | – |
LORL | Exit | LORAL SPACE & COMMUNICATNS I | $0 | – | -33,270 | -100.0% | -0.28% | – |
HON | Exit | HONEYWELL INTL INC | $0 | – | -3,882 | -100.0% | -0.29% | – |
CBRL | Exit | CRACKER BARREL OLD CTRY STOR | $0 | – | -5,634 | -100.0% | -0.29% | – |
BC | Exit | BRUNSWICK CORP | $0 | – | -11,123 | -100.0% | -0.30% | – |
MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -23,468 | -100.0% | -0.30% | – |
ESNT | Exit | ESSENT GROUP LTD | $0 | – | -18,134 | -100.0% | -0.30% | – |
ROST | Exit | ROSS STORES INC | $0 | – | -7,414 | -100.0% | -0.32% | – |
FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -8,147 | -100.0% | -0.32% | – |
UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -19,744 | -100.0% | -0.33% | – |
AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -34,093 | -100.0% | -0.34% | – |
HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -19,292 | -100.0% | -0.36% | – |
RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -14,270 | -100.0% | -0.37% | – |
TR | Exit | TOOTSIE ROLL INDS INC | $0 | – | -27,726 | -100.0% | -0.39% | – |
INFO | Exit | IHS MARKIT LTD | $0 | – | -11,979 | -100.0% | -0.43% | – |
CRM | Exit | SALESFORCE COM INC | $0 | – | -3,756 | -100.0% | -0.43% | – |
ALX | Exit | ALEXANDERS INC | $0 | – | -3,979 | -100.0% | -0.44% | – |
MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -2,205 | -100.0% | -0.48% | – |
ECL | Exit | ECOLAB INC | $0 | – | -5,480 | -100.0% | -0.50% | – |
TFSL | Exit | TFS FINL CORP | $0 | – | -76,689 | -100.0% | -0.51% | – |
THG | Exit | HANOVER INS GROUP INC | $0 | – | -12,616 | -100.0% | -0.54% | – |
CNX | Exit | CNX RES CORP | $0 | – | -221,522 | -100.0% | -0.95% | – |
LVGO | Exit | LIVONGO HEALTH INC | $0 | – | -14,947 | -100.0% | -0.95% | – |
VSLR | Exit | VIVINT SOLAR INC | $0 | – | -51,687 | -100.0% | -1.00% | – |
NBL | Exit | NOBLE ENERGY INC | $0 | – | -265,014 | -100.0% | -1.03% | – |
AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -72,248 | -100.0% | -1.29% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-02-12
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.