$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 0.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IPHI | INPHI CORP | $2,952,000 | +11.2% | 16,548 | 0.0% | 1.23% | +33.1% | |
| MXIM | MAXIM INTEGRATED PRODS INC | $2,455,000 | +3.1% | 26,865 | 0.0% | 1.03% | +23.4% | |
| CHTR | CHARTER COMMUNICATIONS INC Ncl a | $2,253,000 | -6.7% | 3,652 | 0.0% | 0.94% | +11.6% | |
| CERN | CERNER CORP | $2,120,000 | -8.4% | 29,497 | 0.0% | 0.89% | +9.5% | |
| ACN | ACCENTURE PLC IRELAND | $2,020,000 | +5.8% | 7,313 | 0.0% | 0.84% | +26.7% | |
| A | AGILENT TECHNOLOGIES INC | $2,003,000 | +7.3% | 15,751 | 0.0% | 0.84% | +28.5% | |
| MDLZ | MONDELEZ INTL INCcl a | $1,905,000 | +0.1% | 32,555 | 0.0% | 0.80% | +19.8% | |
| 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% | |
| TMUS | T-MOBILE US INC | $1,625,000 | -7.0% | 12,966 | 0.0% | 0.68% | +11.1% | |
| 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% | |
| CAG | CONAGRA BRANDS INC | $1,511,000 | +3.7% | 40,177 | 0.0% | 0.63% | +24.2% | |
| 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% | |
| ODFL | OLD DOMINION FREIGHT LINE IN | $1,407,000 | +23.2% | 5,851 | 0.0% | 0.59% | +47.4% | |
| EQC | EQUITY COMWLTH | $1,331,000 | +1.9% | 47,889 | 0.0% | 0.56% | +22.1% | |
| 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% | |
| 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% | |
| SBUX | STARBUCKS CORP | $1,111,000 | +2.1% | 10,169 | 0.0% | 0.46% | +22.4% | |
| EHC | ENCOMPASS HEALTH CORP | $1,084,000 | -1.0% | 13,240 | 0.0% | 0.45% | +18.6% | |
| BBY | BEST BUY INC | $1,052,000 | +15.0% | 9,167 | 0.0% | 0.44% | +37.5% | |
| DIS | DISNEY WALT CO | $1,042,000 | +1.9% | 5,647 | 0.0% | 0.44% | +22.1% | |
| HAIN | HAIN CELESTIAL GROUP INC | $1,037,000 | +8.6% | 23,786 | 0.0% | 0.43% | +29.9% | |
| 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% | |
| RS | RELIANCE STEEL & ALUMINUM CO | $977,000 | +27.2% | 6,417 | 0.0% | 0.41% | +52.6% | |
| IBP | INSTALLED BLDG PRODS INC | $973,000 | +8.8% | 8,774 | 0.0% | 0.41% | +30.4% | |
| AWK | AMERICAN WTR WKS CO INC NEW | $969,000 | -2.3% | 6,465 | 0.0% | 0.40% | +17.1% | |
| KBR | KBR INC | $960,000 | +24.2% | 25,006 | 0.0% | 0.40% | +48.5% | |
| ATUS | ALTICE USA INCcl a | $951,000 | -14.1% | 29,224 | 0.0% | 0.40% | +2.8% | |
| TXN | TEXAS INSTRS INC | $911,000 | +15.2% | 4,818 | 0.0% | 0.38% | +38.0% | |
| 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% | |
| 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% | |
| ORCL | ORACLE CORP | $863,000 | +8.6% | 12,295 | 0.0% | 0.36% | +29.9% | |
| 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% | |
| 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% | |
| 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% | |
| 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% | |
| GNTX | GENTEX CORP | $805,000 | +5.2% | 22,561 | 0.0% | 0.34% | +26.2% | |
| CPRT | COPART INC | $795,000 | -14.6% | 7,317 | 0.0% | 0.33% | +2.2% | |
| 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% | |
| 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% | |
| 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% | |
| 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% | |
| DOOR | MASONITE INTL CORP | $731,000 | +17.1% | 6,345 | 0.0% | 0.31% | +40.4% | |
| 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% | |
| FLEX | FLEX LTDord | $679,000 | +1.8% | 37,090 | 0.0% | 0.28% | +21.9% | |
| IAA | IAA INC | $621,000 | -15.2% | 11,258 | 0.0% | 0.26% | +1.6% | |
| 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% | |
| SYF | SYNCHRONY FINANCIAL | $526,000 | +17.1% | 12,927 | 0.0% | 0.22% | +40.1% | |
| BKI | BLACK KNIGHT INC | $513,000 | -16.2% | 6,928 | 0.0% | 0.22% | +0.5% | |
| DTE | DTE ENERGY CO | $482,000 | +9.5% | 3,623 | 0.0% | 0.20% | +31.2% | |
| COR | CORESITE RLTY CORP | $460,000 | -4.4% | 3,838 | 0.0% | 0.19% | +14.3% | |
| DEA | EASTERLY GOVT PPTYS INC | $449,000 | -8.6% | 21,666 | 0.0% | 0.19% | +9.9% | |
| STE | STERIS PLC | $429,000 | +0.5% | 2,252 | 0.0% | 0.18% | +20.1% | |
| 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% | |
| AJG | GALLAGHER ARTHUR J & CO | $390,000 | +0.8% | 3,129 | 0.0% | 0.16% | +20.7% | |
| 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% | |
| HZNP | HORIZON THERAPEUTICS PUB L | $304,000 | +26.1% | 3,301 | 0.0% | 0.13% | +51.2% | |
| 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% | |
| REGN | REGENERON PHARMACEUTICALS | $211,000 | -2.3% | 447 | 0.0% | 0.09% | +17.3% | |
| DOCU | DOCUSIGN INC | $201,000 | -9.0% | 994 | 0.0% | 0.08% | +9.1% |
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.