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