$200 Million is the total value of ALPHASIMPLEX GROUP, LLC's 219 reported holdings in Q2 2021. The portfolio turnover from Q1 2021 to Q2 2021 was 36.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DHR | Sell | DANAHER CORPORATION | $2,731,000 | +10.8% | 10,178 | -7.0% | 1.36% | +32.4% |
| XLNX | XILINX INC | $2,726,000 | +16.7% | 18,850 | 0.0% | 1.36% | +39.4% | |
| MXIM | Sell | MAXIM INTEGRATED PRODS INC | $2,684,000 | +9.3% | 25,473 | -5.2% | 1.34% | +30.6% |
| PRAH | Sell | PRA HEALTH SCIENCES INC | $2,677,000 | -1.2% | 16,202 | -8.3% | 1.34% | +18.0% |
| CHTR | CHARTER COMMUNICATIONS INC Ncl a | $2,635,000 | +17.0% | 3,652 | 0.0% | 1.32% | +39.7% | |
| WRI | New | WEINGARTEN RLTY INVSsh ben int | $2,603,000 | – | 81,163 | +100.0% | 1.30% | – |
| ATH | Sell | ATHENE HOLDING LTDcl a | $2,551,000 | +9.7% | 37,787 | -18.1% | 1.27% | +30.9% |
| PG | Sell | PROCTER AND GAMBLE CO | $2,487,000 | -7.4% | 18,434 | -7.0% | 1.24% | +10.6% |
| A | AGILENT TECHNOLOGIES INC | $2,328,000 | +16.2% | 15,751 | 0.0% | 1.16% | +38.8% | |
| AMZN | AMAZON COM INC | $2,274,000 | +11.2% | 661 | 0.0% | 1.14% | +32.9% | |
| WORK | Sell | SLACK TECHNOLOGIES INC | $2,243,000 | +6.2% | 50,639 | -2.6% | 1.12% | +27.0% |
| COHR | COHERENT INC | $2,225,000 | +4.5% | 8,419 | 0.0% | 1.11% | +24.9% | |
| FBC | New | FLAGSTAR BANCORP INC | $2,224,000 | – | 52,607 | +100.0% | 1.11% | – |
| MNR | New | MONMOUTH REAL ESTATE INVT COcl a | $2,152,000 | – | 114,946 | +100.0% | 1.08% | – |
| KNL | New | KNOLL INC | $2,053,000 | – | 79,000 | +100.0% | 1.03% | – |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $2,050,000 | +12.0% | 16,190 | -4.7% | 1.02% | +33.9% |
| MDLZ | MONDELEZ INTL INCcl a | $2,033,000 | +6.7% | 32,555 | 0.0% | 1.02% | +27.5% | |
| PEP | PEPSICO INC | $1,988,000 | +4.7% | 13,417 | 0.0% | 0.99% | +25.1% | |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $1,958,000 | -12.4% | 16,859 | -15.5% | 0.98% | +4.7% |
| VRSK | VERISK ANALYTICS INC | $1,943,000 | -1.1% | 11,118 | 0.0% | 0.97% | +18.3% | |
| VER | New | VEREIT INC | $1,930,000 | – | 42,023 | +100.0% | 0.96% | – |
| TMUS | T-MOBILE US INC | $1,878,000 | +15.6% | 12,966 | 0.0% | 0.94% | +38.1% | |
| GRMN | GARMIN LTD | $1,774,000 | +9.7% | 12,263 | 0.0% | 0.89% | +31.1% | |
| EVA | ENVIVA PARTNERS LP | $1,715,000 | +8.4% | 32,727 | 0.0% | 0.86% | +29.5% | |
| RDWR | Sell | RADWARE LTDord | $1,678,000 | +7.4% | 54,522 | -9.0% | 0.84% | +28.1% |
| BRKA | Sell | BERKSHIRE HATHAWAY INC DELcl a | $1,674,000 | -27.7% | 4 | -33.3% | 0.84% | -13.6% |
| CMCSA | COMCAST CORP NEWcl a | $1,633,000 | +5.4% | 28,645 | 0.0% | 0.82% | +25.9% | |
| ABBV | ABBVIE INC | $1,622,000 | +4.1% | 14,399 | 0.0% | 0.81% | +24.4% | |
| TTC | TORO CO | $1,607,000 | +6.5% | 14,627 | 0.0% | 0.80% | +27.3% | |
| WSO | WATSCO INC | $1,593,000 | +9.9% | 5,556 | 0.0% | 0.80% | +31.4% | |
| TYL | Sell | TYLER TECHNOLOGIES INC | $1,581,000 | -21.5% | 3,495 | -26.4% | 0.79% | -6.3% |
| NLOK | Sell | NORTONLIFELOCK INC | $1,553,000 | +19.2% | 57,068 | -6.9% | 0.78% | +42.4% |
| MCD | MCDONALDS CORP | $1,483,000 | +3.1% | 6,421 | 0.0% | 0.74% | +23.1% | |
| CAG | CONAGRA BRANDS INC | $1,462,000 | -3.2% | 40,177 | 0.0% | 0.73% | +15.5% | |
| CVLT | COMMVAULT SYS INC | $1,432,000 | +21.2% | 18,321 | 0.0% | 0.72% | +44.7% | |
| LNG | CHENIERE ENERGY INC | $1,386,000 | +20.5% | 15,974 | 0.0% | 0.69% | +43.9% | |
| RSG | REPUBLIC SVCS INC | $1,353,000 | +10.7% | 12,303 | 0.0% | 0.68% | +32.3% | |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $1,352,000 | -21.6% | 8,373 | -25.6% | 0.68% | -6.4% |
| LMT | LOCKHEED MARTIN CORP | $1,344,000 | +2.4% | 3,552 | 0.0% | 0.67% | +22.2% | |
| AEP | AMERICAN ELEC PWR CO INC | $1,265,000 | -0.2% | 14,960 | 0.0% | 0.63% | +19.2% | |
| ED | CONSOLIDATED EDISON INC | $1,258,000 | -4.1% | 17,543 | 0.0% | 0.63% | +14.4% | |
| ATO | ATMOS ENERGY CORP | $1,248,000 | -2.7% | 12,982 | 0.0% | 0.62% | +16.2% | |
| JNJ | JOHNSON & JOHNSON | $1,229,000 | +0.2% | 7,460 | 0.0% | 0.61% | +19.7% | |
| ACM | AECOM | $1,136,000 | -1.2% | 17,934 | 0.0% | 0.57% | +18.1% | |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $1,126,000 | -26.5% | 20,104 | -23.6% | 0.56% | -12.0% |
| GOOGL | ALPHABET INCcap stk cl a | $1,099,000 | +18.4% | 450 | 0.0% | 0.55% | +41.5% | |
| JHG | JANUS HENDERSON GROUP PLC | $1,091,000 | +24.5% | 28,106 | 0.0% | 0.54% | +48.9% | |
| JCI | Sell | JOHNSON CTLS INTL PLC | $1,064,000 | +6.7% | 15,504 | -7.2% | 0.53% | +27.6% |
| DG | Sell | DOLLAR GEN CORP NEW | $1,062,000 | -25.3% | 4,907 | -30.1% | 0.53% | -10.8% |
| EL | LAUDER ESTEE COS INCcl a | $1,057,000 | +9.3% | 3,324 | 0.0% | 0.53% | +30.7% | |
| MORN | Sell | MORNINGSTAR INC | $1,043,000 | +0.3% | 4,058 | -12.2% | 0.52% | +19.8% |
| HLI | Sell | HOULIHAN LOKEY INCcl a | $1,034,000 | -51.1% | 12,640 | -60.3% | 0.52% | -41.6% |
| EHC | ENCOMPASS HEALTH CORP | $1,033,000 | -4.7% | 13,240 | 0.0% | 0.52% | +13.9% | |
| ACN | Sell | ACCENTURE PLC IRELAND | $1,033,000 | -48.9% | 3,504 | -52.1% | 0.52% | -38.9% |
| WMT | WALMART INC | $1,029,000 | +3.8% | 7,297 | 0.0% | 0.51% | +24.2% | |
| LH | LABORATORY CORP AMER HLDGS | $1,028,000 | +8.1% | 3,728 | 0.0% | 0.51% | +29.1% | |
| GBDC | Sell | GOLUB CAP BDC INC | $1,028,000 | -1.3% | 66,698 | -6.4% | 0.51% | +17.9% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $1,024,000 | -33.7% | 7,761 | -35.5% | 0.51% | -20.7% |
| PTC | PTC INC | $1,013,000 | +2.5% | 7,174 | 0.0% | 0.51% | +22.5% | |
| ELAN | ELANCO ANIMAL HEALTH INC | $1,009,000 | +17.9% | 29,076 | 0.0% | 0.50% | +40.8% | |
| ATUS | ALTICE USA INCcl a | $998,000 | +4.9% | 29,224 | 0.0% | 0.50% | +25.4% | |
| AWK | AMERICAN WTR WKS CO INC NEW | $996,000 | +2.8% | 6,465 | 0.0% | 0.50% | +23.0% | |
| PEGA | PEGASYSTEMS INC | $997,000 | +21.7% | 7,164 | 0.0% | 0.50% | +45.6% | |
| AZO | Sell | AUTOZONE INC | $994,000 | -8.0% | 666 | -13.4% | 0.50% | +10.0% |
| HLT | HILTON WORLDWIDE HLDGS INC | $995,000 | -0.2% | 8,247 | 0.0% | 0.50% | +19.2% | |
| DIS | DISNEY WALT CO | $993,000 | -4.7% | 5,647 | 0.0% | 0.50% | +13.8% | |
| WBT | New | WELBILT INC | $986,000 | – | 42,587 | +100.0% | 0.49% | – |
| LKQ | LKQ CORP | $984,000 | +16.3% | 19,992 | 0.0% | 0.49% | +39.0% | |
| CTVA | CORTEVA INC | $982,000 | -4.8% | 22,138 | 0.0% | 0.49% | +13.7% | |
| CERN | Sell | CERNER CORP | $980,000 | -53.8% | 12,533 | -57.5% | 0.49% | -44.7% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $976,000 | -17.6% | 11,463 | -22.0% | 0.49% | -1.4% |
| HD | Sell | HOME DEPOT INC | $970,000 | -5.6% | 3,042 | -9.6% | 0.48% | +13.1% |
| CPRT | COPART INC | $965,000 | +21.4% | 7,317 | 0.0% | 0.48% | +45.2% | |
| MMSI | MERIT MED SYS INC | $958,000 | +8.0% | 14,818 | 0.0% | 0.48% | +29.1% | |
| ORCL | ORACLE CORP | $957,000 | +10.9% | 12,295 | 0.0% | 0.48% | +32.4% | |
| CLBK | Sell | COLUMBIA FINL INC | $955,000 | -52.5% | 55,431 | -51.8% | 0.48% | -43.2% |
| HAIN | HAIN CELESTIAL GROUP INC | $954,000 | -8.0% | 23,786 | 0.0% | 0.48% | +9.9% | |
| STX | New | SEAGATE TECHNOLOGY HLDNGS PL | $953,000 | – | 10,835 | +100.0% | 0.48% | – |
| MMC | MARSH & MCLENNAN COS INC | $943,000 | +15.4% | 6,705 | 0.0% | 0.47% | +37.7% | |
| GNRC | Buy | GENERAC HLDGS INC | $930,000 | +224.0% | 2,239 | +155.9% | 0.46% | +287.5% |
| PM | PHILIP MORRIS INTL INC | $928,000 | +11.7% | 9,364 | 0.0% | 0.46% | +33.7% | |
| CBRE | CBRE GROUP INCcl a | $928,000 | +8.3% | 10,828 | 0.0% | 0.46% | +29.6% | |
| OTEX | OPEN TEXT CORP | $918,000 | +6.5% | 18,066 | 0.0% | 0.46% | +27.5% | |
| LOW | LOWES COS INC | $911,000 | +2.0% | 4,697 | 0.0% | 0.46% | +22.0% | |
| GOLF | ACUSHNET HLDGS CORP | $911,000 | +19.6% | 18,446 | 0.0% | 0.46% | +42.6% | |
| CACC | Sell | CREDIT ACCEP CORP MICH | $900,000 | -4.1% | 1,981 | -24.0% | 0.45% | +14.8% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO | $885,000 | -9.4% | 5,863 | -8.6% | 0.44% | +8.1% |
| SEIC | Sell | SEI INVTS CO | $882,000 | -18.5% | 14,238 | -19.8% | 0.44% | -2.4% |
| BOX | Sell | BOX INCcl a | $879,000 | -3.5% | 34,410 | -13.3% | 0.44% | +15.2% |
| AON | AON PLC | $872,000 | +3.7% | 3,653 | 0.0% | 0.44% | +23.9% | |
| DOX | AMDOCS LTD | $870,000 | +10.4% | 11,240 | 0.0% | 0.44% | +31.8% | |
| NKE | NIKE INCcl b | $867,000 | +16.2% | 5,612 | 0.0% | 0.43% | +38.8% | |
| CTAS | Sell | CINTAS CORP | $861,000 | -10.2% | 2,253 | -19.8% | 0.43% | +7.2% |
| EXC | EXELON CORP | $861,000 | +1.3% | 19,432 | 0.0% | 0.43% | +21.1% | |
| NLSN | NIELSEN HLDGS PLC | $851,000 | -2.0% | 34,498 | 0.0% | 0.42% | +17.1% | |
| PRMW | PRIMO WATER CORPORATION | $851,000 | +2.9% | 50,849 | 0.0% | 0.42% | +22.8% | |
| DLB | DOLBY LABORATORIES INC | $849,000 | -0.5% | 8,642 | 0.0% | 0.42% | +18.8% | |
| POST | POST HLDGS INC | $845,000 | +2.5% | 7,790 | 0.0% | 0.42% | +22.3% | |
| NNI | Sell | NELNET INCcl a | $834,000 | -29.4% | 11,087 | -31.8% | 0.42% | -15.6% |
| ZTS | ZOETIS INCcl a | $824,000 | +18.2% | 4,424 | 0.0% | 0.41% | +41.6% | |
| MDT | MEDTRONIC PLC | $825,000 | +5.1% | 6,648 | 0.0% | 0.41% | +25.6% | |
| SLGN | SILGAN HOLDINGS INC | $822,000 | -1.3% | 19,808 | 0.0% | 0.41% | +18.1% | |
| CDW | Sell | CDW CORP | $823,000 | -15.5% | 4,713 | -19.8% | 0.41% | +1.0% |
| CHRW | C H ROBINSON WORLDWIDE INC | $814,000 | -1.8% | 8,685 | 0.0% | 0.41% | +17.3% | |
| YUM | YUM BRANDS INC | $815,000 | +6.4% | 7,083 | 0.0% | 0.41% | +27.2% | |
| BMY | BRISTOL-MYERS SQUIBB CO | $812,000 | +5.9% | 12,156 | 0.0% | 0.41% | +26.5% | |
| PAYX | Sell | PAYCHEX INC | $812,000 | -17.8% | 7,571 | -24.9% | 0.41% | -1.7% |
| KO | Buy | COCA COLA CO | $810,000 | +47.0% | 14,961 | +43.1% | 0.40% | +76.1% |
| AGNC | Sell | AGNC INVT CORP | $809,000 | -53.3% | 47,873 | -53.6% | 0.40% | -44.2% |
| BBY | Sell | BEST BUY INC | $799,000 | -24.0% | 6,946 | -24.2% | 0.40% | -9.3% |
| C | CITIGROUP INC | $792,000 | -2.8% | 11,198 | 0.0% | 0.40% | +16.1% | |
| SCI | SERVICE CORP INTL | $789,000 | +4.9% | 14,723 | 0.0% | 0.39% | +25.5% | |
| ALLE | Sell | ALLEGION PLC | $786,000 | -27.0% | 5,641 | -34.1% | 0.39% | -12.7% |
| AY | Sell | ATLANTICA SUSTAINABLE INFR P | $783,000 | -31.4% | 21,028 | -32.6% | 0.39% | -18.2% |
| NOW | SERVICENOW INC | $777,000 | +9.9% | 1,414 | 0.0% | 0.39% | +31.1% | |
| PFE | PFIZER INC | $769,000 | +8.0% | 19,649 | 0.0% | 0.38% | +28.9% | |
| AVY | Sell | AVERY DENNISON CORP | $762,000 | -19.5% | 3,624 | -29.6% | 0.38% | -3.8% |
| ACIW | ACI WORLDWIDE INC | $761,000 | -2.4% | 20,488 | 0.0% | 0.38% | +16.6% | |
| GWW | Sell | GRAINGER W W INC | $758,000 | -7.4% | 1,731 | -15.2% | 0.38% | +10.8% |
| LGFA | Sell | LIONS GATE ENTMNT CORPcl a vtg | $758,000 | +2.8% | 36,596 | -25.8% | 0.38% | +23.1% |
| GNTX | GENTEX CORP | $747,000 | -7.2% | 22,561 | 0.0% | 0.37% | +10.7% | |
| MMS | MAXIMUS INC | $740,000 | -1.2% | 8,412 | 0.0% | 0.37% | +18.2% | |
| RCII | RENT A CTR INC NEW | $734,000 | -7.9% | 13,822 | 0.0% | 0.37% | +10.2% | |
| WABC | Sell | WESTAMERICA BANCORPORATION | $727,000 | -33.2% | 12,528 | -27.7% | 0.36% | -20.2% |
| GDOT | GREEN DOT CORPcl a | $721,000 | +2.4% | 15,381 | 0.0% | 0.36% | +22.4% | |
| HTLD | HEARTLAND EXPRESS INC | $714,000 | -12.5% | 41,669 | 0.0% | 0.36% | +4.7% | |
| TRN | Sell | TRINITY INDS INC | $712,000 | -12.0% | 26,460 | -6.8% | 0.36% | +5.3% |
| HWM | HOWMET AEROSPACE INC | $712,000 | +7.2% | 20,664 | 0.0% | 0.36% | +28.1% | |
| RACE | FERRARI N V | $712,000 | -1.5% | 3,454 | 0.0% | 0.36% | +17.9% | |
| DOOR | MASONITE INTL CORP | $709,000 | -3.0% | 6,345 | 0.0% | 0.35% | +15.7% | |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $688,000 | -18.2% | 599 | -20.6% | 0.34% | -2.3% |
| NOMD | Sell | NOMAD FOODS LTD | $678,000 | -19.8% | 23,966 | -22.1% | 0.34% | -4.0% |
| KDP | Sell | KEURIG DR PEPPER INC | $675,000 | -24.6% | 19,155 | -26.4% | 0.34% | -9.9% |
| NEU | Sell | NEWMARKET CORP | $662,000 | -35.6% | 2,055 | -24.0% | 0.33% | -23.0% |
| FLEX | FLEX LTDord | $663,000 | -2.4% | 37,090 | 0.0% | 0.33% | +16.5% | |
| TWNK | Sell | HOSTESS BRANDS INCcl a | $658,000 | -15.6% | 40,622 | -25.3% | 0.33% | +0.9% |
| IVZ | Sell | INVESCO LTD | $653,000 | -7.4% | 24,434 | -12.5% | 0.33% | +10.5% |
| RMD | New | RESMED INC | $648,000 | – | 2,629 | +100.0% | 0.32% | – |
| V | New | VISA INC | $649,000 | – | 2,774 | +100.0% | 0.32% | – |
| EVH | EVOLENT HEALTH INCcl a | $637,000 | +4.4% | 30,178 | 0.0% | 0.32% | +24.7% | |
| IAA | IAA INC | $614,000 | -1.1% | 11,258 | 0.0% | 0.31% | +18.1% | |
| NCR | Sell | NCR CORP NEW | $606,000 | +1.2% | 13,282 | -15.9% | 0.30% | +21.2% |
| UNP | Sell | UNION PAC CORP | $597,000 | -38.6% | 2,713 | -38.6% | 0.30% | -26.8% |
| WIX | Sell | WIX COM LTD | $591,000 | -9.5% | 2,037 | -12.8% | 0.30% | +8.1% |
| MD | Sell | MEDNAX INC | $585,000 | +3.0% | 19,408 | -12.9% | 0.29% | +22.7% |
| ON | ON SEMICONDUCTOR CORP | $568,000 | -7.9% | 14,839 | 0.0% | 0.28% | +10.1% | |
| SCCO | New | SOUTHERN COPPER CORP | $553,000 | – | 8,593 | +100.0% | 0.28% | – |
| BKI | BLACK KNIGHT INC | $540,000 | +5.3% | 6,928 | 0.0% | 0.27% | +25.6% | |
| CALM | New | CAL MAINE FOODS INC | $537,000 | – | 14,823 | +100.0% | 0.27% | – |
| GGG | New | GRACO INC | $536,000 | – | 7,078 | +100.0% | 0.27% | – |
| STKL | Sell | SUNOPTA INC | $520,000 | -29.2% | 42,475 | -14.5% | 0.26% | -15.3% |
| REZI | RESIDEO TECHNOLOGIES INC | $511,000 | +6.2% | 17,039 | 0.0% | 0.26% | +26.9% | |
| LSI | LIFE STORAGE INC | $502,000 | +24.9% | 4,674 | 0.0% | 0.25% | +49.4% | |
| PGR | Sell | PROGRESSIVE CORP | $499,000 | -50.7% | 5,078 | -52.1% | 0.25% | -41.3% |
| CHD | Sell | CHURCH & DWIGHT INC | $497,000 | -38.4% | 5,836 | -36.9% | 0.25% | -26.4% |
| EXR | EXTRA SPACE STORAGE INC | $496,000 | +23.7% | 3,027 | 0.0% | 0.25% | +47.6% | |
| VMI | New | VALMONT INDS INC | $494,000 | – | 2,094 | +100.0% | 0.25% | – |
| CUBE | CUBESMART | $491,000 | +22.4% | 10,601 | 0.0% | 0.24% | +45.8% | |
| FAST | New | FASTENAL CO | $488,000 | – | 9,375 | +100.0% | 0.24% | – |
| BDX | New | BECTON DICKINSON & CO | $484,000 | – | 1,989 | +100.0% | 0.24% | – |
| CL | COLGATE PALMOLIVE CO | $484,000 | +3.2% | 5,954 | 0.0% | 0.24% | +23.5% | |
| SJM | SMUCKER J M CO | $483,000 | +2.3% | 3,728 | 0.0% | 0.24% | +22.3% | |
| DUK | DUKE ENERGY CORP NEW | $483,000 | +2.1% | 4,897 | 0.0% | 0.24% | +21.7% | |
| IDA | IDACORP INC | $478,000 | -2.4% | 4,903 | 0.0% | 0.24% | +16.6% | |
| K | KELLOGG CO | $474,000 | +1.7% | 7,364 | 0.0% | 0.24% | +21.5% | |
| DTE | DTE ENERGY CO | $470,000 | -2.5% | 3,623 | 0.0% | 0.24% | +16.3% | |
| WM | WASTE MGMT INC DEL | $468,000 | +8.6% | 3,342 | 0.0% | 0.23% | +30.0% | |
| STE | STERIS PLC | $465,000 | +8.4% | 2,252 | 0.0% | 0.23% | +29.6% | |
| AEE | AMEREN CORP | $464,000 | -1.5% | 5,794 | 0.0% | 0.23% | +17.8% | |
| HE | Buy | HAWAIIAN ELEC INDUSTRIES | $464,000 | +8.9% | 10,964 | +14.4% | 0.23% | +30.3% |
| AGR | AVANGRID INC | $460,000 | +3.1% | 8,953 | 0.0% | 0.23% | +23.7% | |
| DEA | EASTERLY GOVT PPTYS INC | $457,000 | +1.8% | 21,666 | 0.0% | 0.23% | +21.3% | |
| RPM | New | RPM INTL INC | $454,000 | – | 5,121 | +100.0% | 0.23% | – |
| PSA | PUBLIC STORAGE | $455,000 | +21.7% | 1,514 | 0.0% | 0.23% | +45.5% | |
| CMS | CMS ENERGY CORP | $452,000 | -3.4% | 7,646 | 0.0% | 0.23% | +15.3% | |
| XEL | XCEL ENERGY INC | $450,000 | -0.9% | 6,833 | 0.0% | 0.22% | +18.4% | |
| ICE | INTERCONTINENTAL EXCHANGE IN | $445,000 | +6.5% | 3,745 | 0.0% | 0.22% | +26.9% | |
| WEC | WEC ENERGY GROUP INC | $440,000 | -5.0% | 4,945 | 0.0% | 0.22% | +13.4% | |
| AJG | GALLAGHER ARTHUR J & CO | $438,000 | +12.3% | 3,129 | 0.0% | 0.22% | +34.4% | |
| LNT | ALLIANT ENERGY CORP | $435,000 | +3.1% | 7,797 | 0.0% | 0.22% | +23.3% | |
| AME | Sell | AMETEK INC | $426,000 | -45.9% | 3,190 | -48.2% | 0.21% | -35.3% |
| NOC | New | NORTHROP GRUMMAN CORP | $420,000 | – | 1,155 | +100.0% | 0.21% | – |
| MRK | MERCK & CO INC | $418,000 | +1.0% | 5,376 | 0.0% | 0.21% | +20.8% | |
| HRL | HORMEL FOODS CORP | $416,000 | 0.0% | 8,716 | 0.0% | 0.21% | +19.5% | |
| CLX | CLOROX CO DEL | $407,000 | -6.9% | 2,265 | 0.0% | 0.20% | +10.9% | |
| BFB | BROWN FORMAN CORPcl b | $406,000 | +8.8% | 5,413 | 0.0% | 0.20% | +30.1% | |
| BRO | BROWN & BROWN INC | $404,000 | +16.1% | 7,606 | 0.0% | 0.20% | +38.4% | |
| HSY | HERSHEY CO | $405,000 | +10.1% | 2,326 | 0.0% | 0.20% | +31.2% | |
| D | DOMINION ENERGY INC | $403,000 | -3.1% | 5,481 | 0.0% | 0.20% | +15.5% | |
| ATR | APTARGROUP INC | $402,000 | -0.5% | 2,851 | 0.0% | 0.20% | +18.9% | |
| MMM | New | 3M CO | $396,000 | – | 1,996 | +100.0% | 0.20% | – |
| ES | EVERSOURCE ENERGY | $395,000 | -7.3% | 4,924 | 0.0% | 0.20% | +10.7% | |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | $393,000 | +10.7% | 2,161 | 0.0% | 0.20% | +32.4% | |
| FLO | FLOWERS FOODS INC | $389,000 | +1.6% | 16,078 | 0.0% | 0.19% | +21.2% | |
| LIN | New | LINDE PLC | $382,000 | – | 1,322 | +100.0% | 0.19% | – |
| TRNO | TERRENO RLTY CORP | $378,000 | +11.5% | 5,865 | 0.0% | 0.19% | +33.1% | |
| OLN | New | OLIN CORP | $371,000 | – | 8,014 | +100.0% | 0.18% | – |
| COR | Sell | CORESITE RLTY CORP | $361,000 | -21.5% | 2,681 | -30.1% | 0.18% | -6.2% |
| STL | New | STERLING BANCORP DEL | $360,000 | – | 14,514 | +100.0% | 0.18% | – |
| GIS | GENERAL MLS INC | $359,000 | -0.6% | 5,892 | 0.0% | 0.18% | +18.5% | |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $359,000 | -86.0% | 20,918 | -85.4% | 0.18% | -83.3% |
| XEC | New | CIMAREX ENERGY CO | $357,000 | – | 4,929 | +100.0% | 0.18% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $354,000 | – | 2,099 | +100.0% | 0.18% | – |
| PEG | PUBLIC SVC ENTERPRISE GRP IN | $351,000 | -0.6% | 5,868 | 0.0% | 0.18% | +18.2% | |
| BMTC | Sell | BRYN MAWR BK CORP | $351,000 | -81.3% | 8,309 | -79.9% | 0.18% | -77.7% |
| EBSB | New | MERIDIAN BANCORP INC MD | $346,000 | – | 16,923 | +100.0% | 0.17% | – |
| KMB | KIMBERLY-CLARK CORP | $347,000 | -3.6% | 2,592 | 0.0% | 0.17% | +14.6% | |
| NEE | NEXTERA ENERGY INC | $344,000 | -3.1% | 4,692 | 0.0% | 0.17% | +16.2% | |
| DRE | New | DUKE REALTY CORP | $342,000 | – | 7,213 | +100.0% | 0.17% | – |
| ALTA | New | ALTABANCORP | $340,000 | – | 7,849 | +100.0% | 0.17% | – |
| SO | SOUTHERN CO | $338,000 | -2.6% | 5,589 | 0.0% | 0.17% | +16.6% | |
| MKC | MCCORMICK & CO INC | $338,000 | -0.9% | 3,822 | 0.0% | 0.17% | +18.2% | |
| CPB | CAMPBELL SOUP CO | $337,000 | -9.4% | 7,398 | 0.0% | 0.17% | +7.7% | |
| ALL | New | ALLSTATE CORP | $333,000 | – | 2,551 | +100.0% | 0.17% | – |
| HHC | HOWARD HUGHES CORP | $319,000 | +2.2% | 3,276 | 0.0% | 0.16% | +22.3% | |
| BAX | New | BAXTER INTL INC | $306,000 | – | 3,807 | +100.0% | 0.15% | – |
| AMGN | AMGEN INC | $242,000 | -2.0% | 992 | 0.0% | 0.12% | +17.5% | |
| CDZI | New | CADIZ INC | $216,000 | – | 15,878 | +100.0% | 0.11% | – |
| SNR | New | NEW SR INVT GROUP INC | $194,000 | – | 22,117 | +100.0% | 0.10% | – |
| DOCU | Exit | DOCUSIGN INC | $0 | – | -994 | -100.0% | -0.08% | – |
| DKNG | Exit | DRAFTKINGS INC | $0 | – | -3,314 | -100.0% | -0.08% | – |
| TWLO | Exit | TWILIO INCcl a | $0 | – | -606 | -100.0% | -0.09% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -447 | -100.0% | -0.09% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -1,508 | -100.0% | -0.09% | – |
| ROKU | Exit | ROKU INC | $0 | – | -699 | -100.0% | -0.10% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -817 | -100.0% | -0.10% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -665 | -100.0% | -0.10% | – |
| ZS | Exit | ZSCALER INC | $0 | – | -1,449 | -100.0% | -0.10% | – |
| SNAP | Exit | SNAP INCcl a | $0 | – | -4,769 | -100.0% | -0.10% | – |
| DDOG | Exit | DATADOG INC | $0 | – | -3,092 | -100.0% | -0.11% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -1,174 | -100.0% | -0.11% | – |
| BTRS | Exit | BTRS HOLDINGS INC | $0 | – | -18,419 | -100.0% | -0.11% | – |
| HZNP | Exit | HORIZON THERAPEUTICS PUB L | $0 | – | -3,301 | -100.0% | -0.13% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -3,533 | -100.0% | -0.18% | – |
| PRG | Exit | PROG HOLDINGS INC | $0 | – | -10,048 | -100.0% | -0.18% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -5,537 | -100.0% | -0.19% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -19,015 | -100.0% | -0.22% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -12,927 | -100.0% | -0.22% | – |
| RMO | Exit | ROMEO POWER INC | $0 | – | -66,759 | -100.0% | -0.23% | – |
| LOTZ | Exit | CARLOTZ INC | $0 | – | -81,010 | -100.0% | -0.24% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -53,001 | -100.0% | -0.24% | – |
| JKHY | Exit | HENRY JACK & ASSOC INC | $0 | – | -3,856 | -100.0% | -0.24% | – |
| DM | Exit | DESKTOP METAL INC | $0 | – | -40,330 | -100.0% | -0.25% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -5,418 | -100.0% | -0.32% | – |
| GCP | Exit | GCP APPLIED TECHNOLOGIES INC | $0 | – | -31,189 | -100.0% | -0.32% | – |
| MSGS | Exit | MADISON SQUARE GRDN SPRT CORcl a | $0 | – | -4,307 | -100.0% | -0.32% | – |
| LPRO | Exit | OPEN LENDING CORP | $0 | – | -22,313 | -100.0% | -0.33% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -9,116 | -100.0% | -0.35% | – |
| DCI | Exit | DONALDSON INC | $0 | – | -15,349 | -100.0% | -0.37% | – |
| J | Exit | JACOBS ENGR GROUP INC | $0 | – | -7,034 | -100.0% | -0.38% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -4,818 | -100.0% | -0.38% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -1,846 | -100.0% | -0.38% | – |
| DVA | Exit | DAVITA INC | $0 | – | -8,542 | -100.0% | -0.38% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -7,208 | -100.0% | -0.39% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -5,698 | -100.0% | -0.39% | – |
| KBR | Exit | KBR INC | $0 | – | -25,006 | -100.0% | -0.40% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -7,834 | -100.0% | -0.40% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -14,720 | -100.0% | -0.41% | – |
| IBP | Exit | INSTALLED BLDG PRODS INC | $0 | – | -8,774 | -100.0% | -0.41% | – |
| ADV | Exit | ADVANTAGE SOLUTIONS INC | $0 | – | -83,204 | -100.0% | -0.41% | – |
| FCFS | Exit | FIRSTCASH INC | $0 | – | -15,178 | -100.0% | -0.42% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -23,246 | -100.0% | -0.42% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -13,224 | -100.0% | -0.43% | – |
| BRMK | Exit | BROADMARK RLTY CAP INC | $0 | – | -98,415 | -100.0% | -0.43% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -3,122 | -100.0% | -0.43% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -2,802 | -100.0% | -0.44% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -11,896 | -100.0% | -0.46% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -10,169 | -100.0% | -0.46% | – |
| PAYA | Exit | PAYA HOLDINGS INC | $0 | – | -114,719 | -100.0% | -0.53% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -8,918 | -100.0% | -0.55% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -47,889 | -100.0% | -0.56% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -17,602 | -100.0% | -0.56% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE IN | $0 | – | -5,851 | -100.0% | -0.59% | – |
| ARKO | Exit | ARKO CORP | $0 | – | -167,451 | -100.0% | -0.70% | – |
| GCMG | Exit | GCM GROSVENOR INC | $0 | – | -142,831 | -100.0% | -0.71% | – |
| UTZ | Exit | UTZ BRANDS INC | $0 | – | -68,810 | -100.0% | -0.71% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -4,375 | -100.0% | -0.74% | – |
| IPHI | Exit | INPHI CORP | $0 | – | -16,548 | -100.0% | -1.23% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -63,691 | -100.0% | -1.24% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-08-12
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.