$239 Million is the total value of ALPHASIMPLEX GROUP, LLC's 249 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 38.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TCF | Sell | TCF FINL CORP | $2,959,000 | +10.8% | 63,691 | -11.7% | 1.24% | +32.6% |
| IPHI | INPHI CORP | $2,952,000 | +11.2% | 16,548 | 0.0% | 1.23% | +33.1% | |
| PRAH | New | PRA HEALTH SCIENCES INC | $2,709,000 | – | 17,666 | +100.0% | 1.13% | – |
| PG | Buy | PROCTER AND GAMBLE CO | $2,685,000 | -1.5% | 19,827 | +1.2% | 1.12% | +17.8% |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $2,562,000 | – | 143,124 | +100.0% | 1.07% | – |
| DHR | Sell | DANAHER CORPORATION | $2,464,000 | -7.6% | 10,945 | -8.8% | 1.03% | +10.6% |
| MXIM | MAXIM INTEGRATED PRODS INC | $2,455,000 | +3.1% | 26,865 | 0.0% | 1.03% | +23.4% | |
| XLNX | Buy | XILINX INC | $2,336,000 | -6.4% | 18,850 | +7.1% | 0.98% | +12.0% |
| ATH | New | ATHENE HOLDING LTDcl a | $2,326,000 | – | 46,155 | +100.0% | 0.97% | – |
| BRKA | Buy | BERKSHIRE HATHAWAY INC DELcl a | $2,314,000 | +33.1% | 6 | +20.0% | 0.97% | +59.5% |
| CHTR | CHARTER COMMUNICATIONS INC Ncl a | $2,253,000 | -6.7% | 3,652 | 0.0% | 0.94% | +11.6% | |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $2,234,000 | -22.7% | 19,949 | -8.3% | 0.93% | -7.5% |
| COHR | New | COHERENT INC | $2,129,000 | – | 8,419 | +100.0% | 0.89% | – |
| CERN | CERNER CORP | $2,120,000 | -8.4% | 29,497 | 0.0% | 0.89% | +9.5% | |
| HLI | Sell | HOULIHAN LOKEY INCcl a | $2,116,000 | -6.8% | 31,814 | -5.8% | 0.88% | +11.6% |
| WORK | Buy | SLACK TECHNOLOGIES INC | $2,112,000 | +15.7% | 51,981 | +20.3% | 0.88% | +38.6% |
| AMZN | Buy | AMAZON COM INC | $2,045,000 | -1.4% | 661 | +3.8% | 0.86% | +17.9% |
| ACN | ACCENTURE PLC IRELAND | $2,020,000 | +5.8% | 7,313 | 0.0% | 0.84% | +26.7% | |
| TYL | Sell | TYLER TECHNOLOGIES INC | $2,015,000 | -5.5% | 4,746 | -2.8% | 0.84% | +13.2% |
| CLBK | Sell | COLUMBIA FINL INC | $2,009,000 | +3.7% | 114,928 | -7.7% | 0.84% | +24.1% |
| A | AGILENT TECHNOLOGIES INC | $2,003,000 | +7.3% | 15,751 | 0.0% | 0.84% | +28.5% | |
| VRSK | Sell | VERISK ANALYTICS INC | $1,964,000 | -19.7% | 11,118 | -5.7% | 0.82% | -4.0% |
| MDLZ | MONDELEZ INTL INCcl a | $1,905,000 | +0.1% | 32,555 | 0.0% | 0.80% | +19.8% | |
| PEP | Sell | PEPSICO INC | $1,898,000 | -22.2% | 13,417 | -18.5% | 0.79% | -6.9% |
| BMTC | New | BRYN MAWR BK CORP | $1,879,000 | – | 41,280 | +100.0% | 0.79% | – |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $1,830,000 | -32.8% | 16,996 | -40.6% | 0.76% | -19.6% |
| ROP | Buy | ROPER TECHNOLOGIES INC | $1,765,000 | +172.4% | 4,375 | +190.9% | 0.74% | +226.5% |
| AGNC | Sell | AGNC INVT CORP | $1,731,000 | -3.6% | 103,262 | -10.3% | 0.72% | +15.5% |
| BR | BROADRIDGE FINL SOLUTIONS IN | $1,724,000 | -0.1% | 11,258 | 0.0% | 0.72% | +19.6% | |
| UTZ | UTZ BRANDS INC | $1,706,000 | +12.4% | 68,810 | 0.0% | 0.71% | +34.5% | |
| GCMG | New | GCM GROSVENOR INC | $1,700,000 | – | 142,831 | +100.0% | 0.71% | – |
| ARKO | New | ARKO CORP | $1,664,000 | – | 167,451 | +100.0% | 0.70% | – |
| TMUS | T-MOBILE US INC | $1,625,000 | -7.0% | 12,966 | 0.0% | 0.68% | +11.1% | |
| GRMN | Sell | GARMIN LTD | $1,617,000 | +4.4% | 12,263 | -5.3% | 0.68% | +25.0% |
| EVA | ENVIVA PARTNERS LP | $1,582,000 | +6.5% | 32,727 | 0.0% | 0.66% | +27.6% | |
| RDWR | RADWARE LTDord | $1,563,000 | -6.0% | 59,933 | 0.0% | 0.65% | +12.6% | |
| ABBV | New | ABBVIE INC | $1,558,000 | – | 14,399 | +100.0% | 0.65% | – |
| CMCSA | Sell | COMCAST CORP NEWcl a | $1,550,000 | -24.6% | 28,645 | -27.0% | 0.65% | -9.7% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $1,544,000 | +2.0% | 12,028 | -5.3% | 0.65% | +22.3% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $1,531,000 | -26.8% | 26,329 | -26.1% | 0.64% | -12.4% |
| CAG | CONAGRA BRANDS INC | $1,511,000 | +3.7% | 40,177 | 0.0% | 0.63% | +24.2% | |
| TTC | Sell | TORO CO | $1,509,000 | -4.6% | 14,627 | -12.3% | 0.63% | +14.3% |
| WSO | WATSCO INC | $1,449,000 | +15.1% | 5,556 | 0.0% | 0.61% | +37.7% | |
| MCD | MCDONALDS CORP | $1,439,000 | +4.4% | 6,421 | 0.0% | 0.60% | +25.2% | |
| DG | Buy | DOLLAR GEN CORP NEW | $1,422,000 | +12.1% | 7,017 | +16.4% | 0.60% | +34.3% |
| ODFL | OLD DOMINION FREIGHT LINE IN | $1,407,000 | +23.2% | 5,851 | 0.0% | 0.59% | +47.4% | |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $1,351,000 | +29.2% | 17,602 | +4.6% | 0.56% | +54.8% |
| EQC | EQUITY COMWLTH | $1,331,000 | +1.9% | 47,889 | 0.0% | 0.56% | +22.1% | |
| NDAQ | Sell | NASDAQ INC | $1,315,000 | -1.7% | 8,918 | -11.5% | 0.55% | +17.8% |
| LMT | Buy | LOCKHEED MARTIN CORP | $1,312,000 | +69.1% | 3,552 | +62.4% | 0.55% | +102.6% |
| ED | CONSOLIDATED EDISON INC | $1,312,000 | +3.5% | 17,543 | 0.0% | 0.55% | +23.9% | |
| NLOK | NORTONLIFELOCK INC | $1,303,000 | +2.3% | 61,312 | 0.0% | 0.54% | +22.5% | |
| ATO | ATMOS ENERGY CORP | $1,283,000 | +3.6% | 12,982 | 0.0% | 0.54% | +23.8% | |
| AEP | AMERICAN ELEC PWR CO INC | $1,267,000 | +1.7% | 14,960 | 0.0% | 0.53% | +21.8% | |
| PAYA | PAYA HOLDINGS INC | $1,257,000 | -19.3% | 114,719 | 0.0% | 0.53% | -3.3% | |
| JNJ | Buy | JOHNSON & JOHNSON | $1,226,000 | +55.0% | 7,460 | +48.5% | 0.51% | +85.9% |
| RSG | Sell | REPUBLIC SVCS INC | $1,222,000 | -4.9% | 12,303 | -7.8% | 0.51% | +13.8% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $1,184,000 | -36.2% | 14,698 | -31.0% | 0.50% | -23.6% |
| CVLT | Sell | COMMVAULT SYSTEMS INC | $1,182,000 | +10.2% | 18,321 | -5.4% | 0.49% | +31.7% |
| NNI | Buy | NELNET INCcl a | $1,182,000 | +19.6% | 16,249 | +17.2% | 0.49% | +43.2% |
| ACM | AECOM | $1,150,000 | +28.8% | 17,934 | 0.0% | 0.48% | +54.2% | |
| LNG | CHENIERE ENERGY INC | $1,150,000 | +19.9% | 15,974 | 0.0% | 0.48% | +43.6% | |
| AY | Sell | ATLANTICA SUSTAINABLE INFR P | $1,142,000 | -7.7% | 31,185 | -4.3% | 0.48% | +10.6% |
| SBUX | STARBUCKS CORP | $1,111,000 | +2.1% | 10,169 | 0.0% | 0.46% | +22.4% | |
| ATVI | New | ACTIVISION BLIZZARD INC | $1,106,000 | – | 11,896 | +100.0% | 0.46% | – |
| WABC | Buy | WESTAMERICA BANCORPORATION | $1,088,000 | +36.2% | 17,335 | +19.9% | 0.46% | +63.1% |
| EHC | ENCOMPASS HEALTH CORP | $1,084,000 | -1.0% | 13,240 | 0.0% | 0.45% | +18.6% | |
| AZO | Sell | AUTOZONE INC | $1,080,000 | -23.1% | 769 | -35.1% | 0.45% | -7.8% |
| SEIC | Sell | SEI INVTS CO | $1,082,000 | -15.5% | 17,750 | -20.3% | 0.45% | +1.1% |
| ALLE | Sell | ALLEGION PLC | $1,076,000 | -12.7% | 8,565 | -19.1% | 0.45% | +4.7% |
| BBY | BEST BUY INC | $1,052,000 | +15.0% | 9,167 | 0.0% | 0.44% | +37.5% | |
| GBDC | New | GOLUB CAP BDC INC | $1,042,000 | – | 71,261 | +100.0% | 0.44% | – |
| DIS | DISNEY WALT CO | $1,042,000 | +1.9% | 5,647 | 0.0% | 0.44% | +22.1% | |
| UNH | Sell | UNITEDHEALTH GROUP INC | $1,043,000 | -11.3% | 2,802 | -16.4% | 0.44% | +6.1% |
| MORN | Buy | MORNINGSTAR INC | $1,040,000 | +14.5% | 4,623 | +17.9% | 0.44% | +37.2% |
| HAIN | HAIN CELESTIAL GROUP INC | $1,037,000 | +8.6% | 23,786 | 0.0% | 0.43% | +29.9% | |
| CTVA | Sell | CORTEVA INC | $1,032,000 | +11.3% | 22,138 | -7.6% | 0.43% | +33.3% |
| URI | Sell | UNITED RENTALS INC | $1,028,000 | -9.7% | 3,122 | -36.4% | 0.43% | +8.3% |
| BRMK | Buy | BROADMARK RLTY CAP INC | $1,029,000 | +30.1% | 98,415 | +27.0% | 0.43% | +55.8% |
| NEU | Sell | NEWMARKET CORP | $1,028,000 | -30.2% | 2,705 | -26.9% | 0.43% | -16.3% |
| HD | Buy | HOME DEPOT INC | $1,027,000 | +67.3% | 3,364 | +45.6% | 0.43% | +100.5% |
| DD | New | DUPONT DE NEMOURS INC | $1,022,000 | – | 13,224 | +100.0% | 0.43% | – |
| NUAN | NUANCE COMMUNICATIONS INC | $1,014,000 | -1.1% | 23,246 | 0.0% | 0.42% | +18.4% | |
| PGR | PROGRESSIVE CORP | $1,013,000 | -3.2% | 10,593 | 0.0% | 0.42% | +15.8% | |
| JCI | JOHNSON CTLS INTL PLC | $997,000 | +28.0% | 16,712 | 0.0% | 0.42% | +53.3% | |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $997,000 | -1.9% | 8,247 | -9.7% | 0.42% | +17.5% |
| FCFS | Sell | FIRSTCASH INC | $997,000 | -7.9% | 15,178 | -1.8% | 0.42% | +10.3% |
| WMT | Sell | WALMART INC | $991,000 | -26.5% | 7,297 | -21.9% | 0.41% | -12.1% |
| PAYX | Sell | PAYCHEX INC | $988,000 | -13.0% | 10,082 | -17.2% | 0.41% | +4.3% |
| PTC | Sell | PTC INC | $988,000 | -11.4% | 7,174 | -23.0% | 0.41% | +6.2% |
| ADV | New | ADVANTAGE SOLUTIONS INC | $983,000 | – | 83,204 | +100.0% | 0.41% | – |
| RS | RELIANCE STEEL & ALUMINUM CO | $977,000 | +27.2% | 6,417 | 0.0% | 0.41% | +52.6% | |
| CDW | Sell | CDW CORP | $974,000 | -14.3% | 5,874 | -31.8% | 0.41% | +2.5% |
| IBP | INSTALLED BLDG PRODS INC | $973,000 | +8.8% | 8,774 | 0.0% | 0.41% | +30.4% | |
| UNP | Sell | UNION PAC CORP | $973,000 | -4.7% | 4,416 | -9.9% | 0.41% | +14.0% |
| APH | Buy | AMPHENOL CORP NEWcl a | $971,000 | -11.2% | 14,720 | +75.9% | 0.41% | +6.3% |
| AWK | AMERICAN WTR WKS CO INC NEW | $969,000 | -2.3% | 6,465 | 0.0% | 0.40% | +17.1% | |
| EL | Sell | LAUDER ESTEE COS INCcl a | $967,000 | -50.5% | 3,324 | -54.7% | 0.40% | -40.8% |
| LECO | Sell | LINCOLN ELEC HLDGS INC | $963,000 | -12.6% | 7,834 | -17.4% | 0.40% | +4.7% |
| KBR | KBR INC | $960,000 | +24.2% | 25,006 | 0.0% | 0.40% | +48.5% | |
| CTAS | Sell | CINTAS CORP | $959,000 | -16.8% | 2,809 | -13.8% | 0.40% | -0.2% |
| ATUS | ALTICE USA INCcl a | $951,000 | -14.1% | 29,224 | 0.0% | 0.40% | +2.8% | |
| LH | New | LABORATORY CORP AMER HLDGS | $951,000 | – | 3,728 | +100.0% | 0.40% | – |
| AVY | Sell | AVERY DENNISON CORP | $946,000 | -3.8% | 5,150 | -18.7% | 0.40% | +15.5% |
| LSTR | Sell | LANDSTAR SYS INC | $941,000 | -2.9% | 5,698 | -20.8% | 0.39% | +16.3% |
| CACC | Sell | CREDIT ACCEP CORP MICH | $938,000 | -31.9% | 2,605 | -34.6% | 0.39% | -18.5% |
| THG | New | HANOVER INS GROUP INC | $933,000 | – | 7,208 | +100.0% | 0.39% | – |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $928,000 | +29.4% | 450 | +10.0% | 0.39% | +55.2% |
| DVA | Sell | DAVITA INC | $921,000 | -22.6% | 8,542 | -15.7% | 0.38% | -7.5% |
| MKTX | New | MARKETAXESS HLDGS INC | $919,000 | – | 1,846 | +100.0% | 0.38% | – |
| TXN | TEXAS INSTRS INC | $911,000 | +15.2% | 4,818 | 0.0% | 0.38% | +38.0% | |
| BOX | Sell | BOX INCcl a | $911,000 | +2.9% | 39,685 | -19.1% | 0.38% | +23.3% |
| J | JACOBS ENGR GROUP INC | $909,000 | +18.7% | 7,034 | 0.0% | 0.38% | +41.8% | |
| KDP | KEURIG DR PEPPER INC | $895,000 | +7.4% | 26,028 | 0.0% | 0.37% | +28.5% | |
| DCI | Sell | DONALDSON INC | $893,000 | -14.1% | 15,349 | -17.6% | 0.37% | +2.8% |
| LOW | LOWES COS INC | $893,000 | +18.4% | 4,697 | 0.0% | 0.37% | +41.8% | |
| MMSI | MERIT MED SYS INC | $887,000 | +7.8% | 14,818 | 0.0% | 0.37% | +29.3% | |
| JHG | Buy | JANUS HENDERSON GROUP PLC | $876,000 | +2.9% | 28,106 | +7.4% | 0.37% | +23.2% |
| NLSN | Sell | NIELSEN HLDGS PLC | $868,000 | -1.5% | 34,498 | -18.3% | 0.36% | +17.9% |
| ORCL | ORACLE CORP | $863,000 | +8.6% | 12,295 | 0.0% | 0.36% | +29.9% | |
| OTEX | Sell | OPEN TEXT CORP | $862,000 | -56.4% | 18,066 | -58.5% | 0.36% | -47.9% |
| CBRE | Sell | CBRE GROUP INCcl a | $857,000 | +17.4% | 10,828 | -7.0% | 0.36% | +40.4% |
| ELAN | ELANCO ANIMAL HEALTH INC | $856,000 | -4.0% | 29,076 | 0.0% | 0.36% | +14.7% | |
| DLB | DOLBY LABORATORIES INC | $853,000 | +1.7% | 8,642 | 0.0% | 0.36% | +21.8% | |
| EXC | EXELON CORP | $850,000 | +3.7% | 19,432 | 0.0% | 0.36% | +24.1% | |
| PCAR | PACCAR INC | $847,000 | +7.6% | 9,116 | 0.0% | 0.35% | +28.7% | |
| LKQ | LKQ CORP | $846,000 | +20.0% | 19,992 | 0.0% | 0.35% | +43.9% | |
| NOMD | Buy | NOMAD FOODS LTD | $845,000 | +32.2% | 30,756 | +22.3% | 0.35% | +58.3% |
| AON | AON PLC | $841,000 | +8.9% | 3,653 | 0.0% | 0.35% | +30.4% | |
| WTM | WHITE MTNS INS GROUP LTD | $841,000 | +11.5% | 754 | 0.0% | 0.35% | +33.8% | |
| SLGN | Sell | SILGAN HOLDINGS INC | $833,000 | 0.0% | 19,808 | -11.9% | 0.35% | +19.6% |
| PM | PHILIP MORRIS INTL INC | $831,000 | +7.2% | 9,364 | 0.0% | 0.35% | +28.0% | |
| CHRW | C H ROBINSON WORLDWIDE INC | $829,000 | +1.7% | 8,685 | 0.0% | 0.35% | +21.8% | |
| PRMW | PRIMO WATER CORPORATION | $827,000 | +3.8% | 50,849 | 0.0% | 0.35% | +24.5% | |
| POST | POST HLDGS INC | $824,000 | +4.7% | 7,790 | 0.0% | 0.34% | +25.5% | |
| MMC | Sell | MARSH & MCLENNAN COS INC | $817,000 | -48.2% | 6,705 | -50.3% | 0.34% | -37.9% |
| GWW | Sell | GRAINGER W W INC | $819,000 | -12.4% | 2,042 | -10.8% | 0.34% | +4.6% |
| PEGA | PEGASYSTEMS INC | $819,000 | -14.2% | 7,164 | 0.0% | 0.34% | +2.4% | |
| HTLD | HEARTLAND EXPRESS INC | $816,000 | +8.2% | 41,669 | 0.0% | 0.34% | +29.7% | |
| C | Sell | CITIGROUP INC | $815,000 | -3.9% | 11,198 | -18.6% | 0.34% | +15.2% |
| TRN | Sell | TRINITY INDS INC | $809,000 | -11.9% | 28,396 | -18.4% | 0.34% | +5.3% |
| GNTX | GENTEX CORP | $805,000 | +5.2% | 22,561 | 0.0% | 0.34% | +26.2% | |
| CHD | Sell | CHURCH & DWIGHT INC | $807,000 | -38.3% | 9,244 | -38.4% | 0.34% | -26.3% |
| RCII | Sell | RENT A CTR INC NEW | $797,000 | -3.7% | 13,822 | -36.1% | 0.33% | +15.2% |
| CPRT | COPART INC | $795,000 | -14.6% | 7,317 | 0.0% | 0.33% | +2.2% | |
| LPRO | Sell | OPEN LENDING CORP | $790,000 | -60.7% | 22,313 | -61.2% | 0.33% | -52.9% |
| DOX | Sell | AMDOCS LTD | $788,000 | -51.4% | 11,240 | -50.8% | 0.33% | -41.7% |
| AME | Sell | AMETEK INC | $787,000 | -7.6% | 6,159 | -12.5% | 0.33% | +10.4% |
| MDT | MEDTRONIC PLC | $785,000 | +0.8% | 6,648 | 0.0% | 0.33% | +20.6% | |
| TWNK | HOSTESS BRANDS INCcl a | $780,000 | -2.1% | 54,408 | 0.0% | 0.33% | +17.3% | |
| ACIW | New | ACI WORLDWIDE INC | $780,000 | – | 20,488 | +100.0% | 0.33% | – |
| MSGS | MADISON SQUARE GRDN SPRT CORcl a | $773,000 | -2.5% | 4,307 | 0.0% | 0.32% | +16.6% | |
| BMY | BRISTOL-MYERS SQUIBB CO | $767,000 | +1.7% | 12,156 | 0.0% | 0.32% | +22.1% | |
| GCP | Sell | GCP APPLIED TECHNOLOGIES INC | $765,000 | -4.4% | 31,189 | -7.8% | 0.32% | +14.7% |
| YUM | YUM BRANDS INC | $766,000 | -0.4% | 7,083 | 0.0% | 0.32% | +19.0% | |
| GOLF | ACUSHNET HOLDINGS CORP | $762,000 | +1.9% | 18,446 | 0.0% | 0.32% | +22.2% | |
| CTXS | Sell | CITRIX SYS INC | $760,000 | -1.2% | 5,418 | -8.4% | 0.32% | +18.2% |
| SCI | Sell | SERVICE CORP INTL | $752,000 | -3.3% | 14,723 | -7.1% | 0.31% | +15.4% |
| MMS | MAXIMUS INC | $749,000 | +21.6% | 8,412 | 0.0% | 0.31% | +45.6% | |
| NKE | NIKE INCcl b | $746,000 | -6.0% | 5,612 | 0.0% | 0.31% | +12.6% | |
| LGFA | Sell | LIONS GATE ENTMNT CORPcl a vtg | $737,000 | -13.7% | 49,321 | -34.3% | 0.31% | +3.4% |
| STKL | Sell | SUNOPTA INC | $734,000 | +0.3% | 49,696 | -20.8% | 0.31% | +19.9% |
| DOOR | MASONITE INTL CORP | $731,000 | +17.1% | 6,345 | 0.0% | 0.31% | +40.4% | |
| RACE | New | FERRARI N V | $723,000 | – | 3,454 | +100.0% | 0.30% | – |
| PFE | PFIZER INC | $712,000 | -1.5% | 19,649 | 0.0% | 0.30% | +17.8% | |
| NOW | SERVICENOW INC | $707,000 | -9.1% | 1,414 | 0.0% | 0.30% | +8.8% | |
| IVZ | Sell | INVESCO LTD | $705,000 | +6.0% | 27,936 | -26.8% | 0.30% | +27.2% |
| GDOT | Buy | GREEN DOT CORPcl a | $704,000 | +13.9% | 15,381 | +38.9% | 0.29% | +36.1% |
| ZTS | Sell | ZOETIS INCcl a | $697,000 | -15.8% | 4,424 | -11.6% | 0.29% | +0.7% |
| FLEX | FLEX LTDord | $679,000 | +1.8% | 37,090 | 0.0% | 0.28% | +21.9% | |
| HWM | Sell | HOWMET AEROSPACE INC | $664,000 | -1.5% | 20,664 | -12.5% | 0.28% | +18.3% |
| WIX | Buy | WIX COM LTD | $653,000 | +23.9% | 2,337 | +10.9% | 0.27% | +48.4% |
| IAA | IAA INC | $621,000 | -15.2% | 11,258 | 0.0% | 0.26% | +1.6% | |
| ON | New | ON SEMICONDUCTOR CORP | $617,000 | – | 14,839 | +100.0% | 0.26% | – |
| EVH | Sell | EVOLENT HEALTH INCcl a | $610,000 | +7.0% | 30,178 | -15.1% | 0.26% | +28.1% |
| DM | New | DESKTOP METAL INC | $601,000 | – | 40,330 | +100.0% | 0.25% | – |
| NCR | New | NCR CORP NEW | $599,000 | – | 15,784 | +100.0% | 0.25% | – |
| JKHY | HENRY JACK & ASSOC INC | $585,000 | -6.4% | 3,856 | 0.0% | 0.24% | +12.4% | |
| UNIT | UNITI GROUP INC | $585,000 | -5.9% | 53,001 | 0.0% | 0.24% | +12.9% | |
| LOTZ | New | CARLOTZ INC | $578,000 | – | 81,010 | +100.0% | 0.24% | – |
| MD | Sell | MEDNAX INC | $568,000 | -13.4% | 22,282 | -16.6% | 0.24% | +3.9% |
| RMO | New | ROMEO POWER INC | $556,000 | – | 66,759 | +100.0% | 0.23% | – |
| KO | Sell | COCA COLA CO | $551,000 | -67.3% | 10,458 | -65.9% | 0.23% | -60.9% |
| SYF | SYNCHRONY FINANCIAL | $526,000 | +17.1% | 12,927 | 0.0% | 0.22% | +40.1% | |
| BLMN | Sell | BLOOMIN BRANDS INC | $514,000 | +1.6% | 19,015 | -27.0% | 0.22% | +21.5% |
| BKI | BLACK KNIGHT INC | $513,000 | -16.2% | 6,928 | 0.0% | 0.22% | +0.5% | |
| IDA | Buy | IDACORP INC | $490,000 | +35.4% | 4,903 | +30.1% | 0.20% | +62.7% |
| DTE | DTE ENERGY CO | $482,000 | +9.5% | 3,623 | 0.0% | 0.20% | +31.2% | |
| REZI | Sell | RESIDEO TECHNOLOGIES INC | $481,000 | -12.4% | 17,039 | -34.1% | 0.20% | +4.7% |
| DUK | Sell | DUKE ENERGY CORP NEW | $473,000 | -52.7% | 4,897 | -55.2% | 0.20% | -43.3% |
| SJM | New | SMUCKER J M CO | $472,000 | – | 3,728 | +100.0% | 0.20% | – |
| AEE | Buy | AMEREN CORP | $471,000 | +38.9% | 5,794 | +33.6% | 0.20% | +66.9% |
| CMS | Sell | CMS ENERGY CORP | $468,000 | -55.2% | 7,646 | -55.4% | 0.20% | -46.3% |
| CL | Sell | COLGATE PALMOLIVE CO | $469,000 | -53.7% | 5,954 | -49.7% | 0.20% | -44.5% |
| K | Buy | KELLOGG CO | $466,000 | +44.3% | 7,364 | +41.9% | 0.20% | +72.6% |
| WEC | Buy | WEC ENERGY GROUP INC | $463,000 | +39.0% | 4,945 | +36.7% | 0.19% | +67.2% |
| COR | CORESITE RLTY CORP | $460,000 | -4.4% | 3,838 | 0.0% | 0.19% | +14.3% | |
| XEL | Buy | XCEL ENERGY INC | $454,000 | +42.3% | 6,833 | +42.9% | 0.19% | +71.2% |
| DEA | EASTERLY GOVT PPTYS INC | $449,000 | -8.6% | 21,666 | 0.0% | 0.19% | +9.9% | |
| PNW | Buy | PINNACLE WEST CAP CORP | $450,000 | +41.1% | 5,537 | +38.9% | 0.19% | +69.4% |
| AGR | Buy | AVANGRID INC | $446,000 | +41.1% | 8,953 | +28.9% | 0.19% | +69.1% |
| CLX | Buy | CLOROX CO DEL | $437,000 | +24.1% | 2,265 | +30.0% | 0.18% | +48.8% |
| PRG | New | PROG HOLDINGS INC | $435,000 | – | 10,048 | +100.0% | 0.18% | – |
| WM | Buy | WASTE MGMT INC DEL | $431,000 | +19.1% | 3,342 | +9.0% | 0.18% | +42.9% |
| STE | STERIS PLC | $429,000 | +0.5% | 2,252 | 0.0% | 0.18% | +20.1% | |
| ES | Buy | EVERSOURCE ENERGY | $426,000 | +30.3% | 4,924 | +30.2% | 0.18% | +56.1% |
| HE | Sell | HAWAIIAN ELEC INDUSTRIES | $426,000 | +24.9% | 9,585 | -0.6% | 0.18% | +49.6% |
| ABT | New | ABBOTT LABS | $423,000 | – | 3,533 | +100.0% | 0.18% | – |
| LNT | Buy | ALLIANT ENERGY CORP | $422,000 | +9.0% | 7,797 | +3.8% | 0.18% | +30.4% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $418,000 | -22.6% | 3,745 | -20.0% | 0.18% | -7.4% |
| HRL | Buy | HORMEL FOODS CORP | $416,000 | +30.0% | 8,716 | +26.8% | 0.17% | +55.4% |
| D | Buy | DOMINION ENERGY INC | $416,000 | +32.5% | 5,481 | +31.5% | 0.17% | +58.2% |
| MRK | MERCK & CO. INC | $414,000 | -5.9% | 5,376 | 0.0% | 0.17% | +12.3% | |
| ATR | APTARGROUP INC | $404,000 | +3.6% | 2,851 | 0.0% | 0.17% | +24.3% | |
| EXR | EXTRA SPACE STORAGE INC | $401,000 | +14.2% | 3,027 | 0.0% | 0.17% | +36.6% | |
| CUBE | CUBESMART | $401,000 | +12.6% | 10,601 | 0.0% | 0.17% | +35.5% | |
| LSI | Buy | LIFE STORAGE INC | $402,000 | +8.1% | 4,674 | +50.0% | 0.17% | +29.2% |
| AJG | GALLAGHER ARTHUR J & CO | $390,000 | +0.8% | 3,129 | 0.0% | 0.16% | +20.7% | |
| FLO | Buy | FLOWERS FOODS INC | $383,000 | +16.8% | 16,078 | +10.9% | 0.16% | +39.1% |
| BFB | BROWN FORMAN CORPcl b | $373,000 | -13.3% | 5,413 | 0.0% | 0.16% | +4.0% | |
| PSA | PUBLIC STORAGE | $374,000 | +6.9% | 1,514 | 0.0% | 0.16% | +27.9% | |
| CPB | CAMPBELL SOUP CO | $372,000 | +3.9% | 7,398 | 0.0% | 0.16% | +24.8% | |
| HSY | HERSHEY CO | $368,000 | +4.0% | 2,326 | 0.0% | 0.15% | +24.2% | |
| KMB | KIMBERLY-CLARK CORP | $360,000 | +3.2% | 2,592 | 0.0% | 0.15% | +23.8% | |
| GIS | GENERAL MLS INC | $361,000 | +4.3% | 5,892 | 0.0% | 0.15% | +24.8% | |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | $353,000 | +3.2% | 5,868 | 0.0% | 0.15% | +24.4% | |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | $355,000 | -7.8% | 2,161 | 0.0% | 0.15% | +10.4% | |
| NEE | NEXTERA ENERGY INC | $355,000 | -1.9% | 4,692 | 0.0% | 0.15% | +17.5% | |
| BRO | BROWN & BROWN INC | $348,000 | -3.6% | 7,606 | 0.0% | 0.15% | +15.9% | |
| SO | SOUTHERN CO | $347,000 | +1.2% | 5,589 | 0.0% | 0.14% | +20.8% | |
| MKC | MCCORMICK & CO INC | $341,000 | -6.6% | 3,822 | 0.0% | 0.14% | +12.6% | |
| TRNO | TERRENO RLTY CORP | $339,000 | -1.2% | 5,865 | 0.0% | 0.14% | +18.3% | |
| HHC | Sell | HOWARD HUGHES CORP | $312,000 | -31.7% | 3,276 | -43.4% | 0.13% | -18.8% |
| HZNP | HORIZON THERAPEUTICS PUB L | $304,000 | +26.1% | 3,301 | 0.0% | 0.13% | +51.2% | |
| GNRC | Sell | GENERAC HLDGS INC | $287,000 | -76.5% | 875 | -83.7% | 0.12% | -71.9% |
| BTRS | New | BTRS HOLDINGS INC | $267,000 | – | 18,419 | +100.0% | 0.11% | – |
| SQ | New | SQUARE INCcl a | $267,000 | – | 1,174 | +100.0% | 0.11% | – |
| DDOG | Buy | DATADOG INC | $258,000 | +14.7% | 3,092 | +35.0% | 0.11% | +36.7% |
| SNAP | New | SNAP INCcl a | $249,000 | – | 4,769 | +100.0% | 0.10% | – |
| ZS | New | ZSCALER INC | $249,000 | – | 1,449 | +100.0% | 0.10% | – |
| AMGN | New | AMGEN INC | $247,000 | – | 992 | +100.0% | 0.10% | – |
| DXCM | DEXCOM INC | $239,000 | -2.8% | 665 | 0.0% | 0.10% | +16.3% | |
| SEDG | SOLAREDGE TECHNOLOGIES INC | $235,000 | -10.0% | 817 | 0.0% | 0.10% | +7.7% | |
| ROKU | New | ROKU INC | $228,000 | – | 699 | +100.0% | 0.10% | – |
| ALNY | Sell | ALNYLAM PHARMACEUTICALS INC | $213,000 | -17.1% | 1,508 | -23.8% | 0.09% | -1.1% |
| REGN | REGENERON PHARMACEUTICALS | $211,000 | -2.3% | 447 | 0.0% | 0.09% | +17.3% | |
| TWLO | New | TWILIO INCcl a | $207,000 | – | 606 | +100.0% | 0.09% | – |
| DKNG | New | DRAFTKINGS INC | $203,000 | – | 3,314 | +100.0% | 0.08% | – |
| DOCU | DOCUSIGN INC | $201,000 | -9.0% | 994 | 0.0% | 0.08% | +9.1% | |
| TTD | Exit | THE TRADE DESK INC | $0 | – | -251 | -100.0% | -0.07% | – |
| QDEL | Exit | QUIDEL CORP | $0 | – | -1,246 | -100.0% | -0.08% | – |
| SGEN | Exit | SEAGEN INC | $0 | – | -1,280 | -100.0% | -0.08% | – |
| TDOC | Exit | TELADOC HEALTH INC | $0 | – | -1,161 | -100.0% | -0.08% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -2,209 | -100.0% | -0.08% | – |
| COUP | Exit | COUPA SOFTWARE INC | $0 | – | -753 | -100.0% | -0.09% | – |
| TSLA | Exit | TESLA INC | $0 | – | -380 | -100.0% | -0.09% | – |
| TER | Exit | TERADYNE INC | $0 | – | -2,286 | -100.0% | -0.10% | – |
| PODD | Exit | INSULET CORP | $0 | – | -1,072 | -100.0% | -0.10% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -761 | -100.0% | -0.10% | – |
| QRVO | Exit | QORVO INC | $0 | – | -1,839 | -100.0% | -0.11% | – |
| CRWD | Exit | CROWDSTRIKE HLDGS INCcl a | $0 | – | -1,478 | -100.0% | -0.11% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -3,252 | -100.0% | -0.11% | – |
| NI | Exit | NISOURCE INC | $0 | – | -14,499 | -100.0% | -0.12% | – |
| BX | Exit | BLACKSTONE GROUP INC | $0 | – | -5,116 | -100.0% | -0.12% | – |
| BWX | Exit | SPDR SER TRblomberg intl tr | $0 | – | -11,425 | -100.0% | -0.12% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -3,790 | -100.0% | -0.13% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -3,028 | -100.0% | -0.13% | – |
| VSS | Exit | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $0 | – | -3,312 | -100.0% | -0.14% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -12,803 | -100.0% | -0.14% | – |
| EEMV | Exit | ISHARES INCmsci emerg mrkt | $0 | – | -6,965 | -100.0% | -0.15% | – |
| SR | Exit | SPIRE INC | $0 | – | -6,753 | -100.0% | -0.15% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -3,500 | -100.0% | -0.16% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -9,818 | -100.0% | -0.17% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -34,441 | -100.0% | -0.18% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -23,114 | -100.0% | -0.19% | – |
| EMB | Exit | ISHARES TRjpmorgan usd emg | $0 | – | -4,958 | -100.0% | -0.20% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -15,610 | -100.0% | -0.21% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -1,190 | -100.0% | -0.22% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -1,695 | -100.0% | -0.22% | – |
| RBA | Exit | RITCHIE BROS AUCTIONEERS | $0 | – | -9,219 | -100.0% | -0.22% | – |
| TT | Exit | TRANE TECHNOLOGIES PLC | $0 | – | -4,536 | -100.0% | -0.23% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -8,063 | -100.0% | -0.23% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -3,399 | -100.0% | -0.23% | – |
| VEA | Exit | VANGUARD TAX-MANAGED INTL FDftse dev mkt etf | $0 | – | -14,957 | -100.0% | -0.25% | – |
| T | Exit | AT&T INC | $0 | – | -24,873 | -100.0% | -0.25% | – |
| VGK | Exit | VANGUARD INTL EQUITY INDEX Fftse europe etf | $0 | – | -12,387 | -100.0% | -0.26% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -4,442 | -100.0% | -0.26% | – |
| VPL | Exit | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $0 | – | -9,489 | -100.0% | -0.26% | – |
| EXP | Exit | EAGLE MATLS INC | $0 | – | -7,548 | -100.0% | -0.27% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -9,553 | -100.0% | -0.27% | – |
| BNDX | Exit | VANGUARD CHARLOTTE FDSintl bd idx etf | $0 | – | -13,202 | -100.0% | -0.27% | – |
| VCIT | Exit | VANGUARD SCOTTSDALE FDSint-term corp | $0 | – | -7,960 | -100.0% | -0.27% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -3,255 | -100.0% | -0.28% | – |
| PRSP | Exit | PERSPECTA INC | $0 | – | -34,234 | -100.0% | -0.29% | – |
| KW | Exit | KENNEDY-WILSON HOLDINGS INC | $0 | – | -46,618 | -100.0% | -0.29% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -5,434 | -100.0% | -0.30% | – |
| KREF | Exit | KKR REAL ESTATE FIN TR INC | $0 | – | -48,187 | -100.0% | -0.30% | – |
| CSX | Exit | CSX CORP | $0 | – | -9,687 | -100.0% | -0.31% | – |
| FRHC | Exit | FREEDOM HLDG CORP NEV | $0 | – | -17,574 | -100.0% | -0.32% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -5,520 | -100.0% | -0.32% | – |
| IMTX | Exit | IMMATICS N.V | $0 | – | -85,236 | -100.0% | -0.32% | – |
| ERIE | Exit | ERIE INDTY COcl a | $0 | – | -3,833 | -100.0% | -0.33% | – |
| PJT | Exit | PJT PARTNERS INC | $0 | – | -12,654 | -100.0% | -0.33% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -34,663 | -100.0% | -0.35% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -3,774 | -100.0% | -0.36% | – |
| HUM | Exit | HUMANA INC | $0 | – | -2,572 | -100.0% | -0.37% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -7,479 | -100.0% | -0.37% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP | $0 | – | -25,109 | -100.0% | -0.37% | – |
| AMSF | Exit | AMERISAFE INC | $0 | – | -19,355 | -100.0% | -0.39% | – |
| VTV | Exit | VANGUARD INDEX FDSvalue etf | $0 | – | -9,362 | -100.0% | -0.39% | – |
| VO | Exit | VANGUARD INDEX FDSmid cap etf | $0 | – | -5,453 | -100.0% | -0.39% | – |
| VTI | Exit | VANGUARD INDEX FDStotal stk mkt | $0 | – | -5,812 | -100.0% | -0.40% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -14,084 | -100.0% | -0.40% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -7,906 | -100.0% | -0.40% | – |
| FSR | Exit | FISKER INC | $0 | – | -78,559 | -100.0% | -0.40% | – |
| EXPO | Exit | EXPONENT INC | $0 | – | -12,968 | -100.0% | -0.41% | – |
| EBAY | Exit | EBAY INC. | $0 | – | -23,505 | -100.0% | -0.41% | – |
| HEP | Exit | HOLLY ENERGY PARTNERS L P | $0 | – | -84,867 | -100.0% | -0.42% | – |
| V | Exit | VISA INC | $0 | – | -5,659 | -100.0% | -0.43% | – |
| OEC | Exit | ORION ENGINEERED CARBONS S A | $0 | – | -73,800 | -100.0% | -0.44% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -14,483 | -100.0% | -0.47% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -109,286 | -100.0% | -0.48% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES INC | $0 | – | -92,292 | -100.0% | -0.51% | – |
| AGG | Exit | ISHARES TRcore us aggbd et | $0 | – | -13,272 | -100.0% | -0.55% | – |
| WDFC | Exit | WD-40 CO | $0 | – | -5,918 | -100.0% | -0.55% | – |
| QEP | Exit | QEP RESOURCES INC | $0 | – | -700,524 | -100.0% | -0.58% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -153,331 | -100.0% | -0.76% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -43,071 | -100.0% | -0.88% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -52,197 | -100.0% | -0.98% | – |
| HYG | Exit | ISHARES TRiboxx hi yd etf | $0 | – | -41,081 | -100.0% | -1.25% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-05-12
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.