$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 50.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DHR | Sell | DANAHER CORPORATION | $2,731,000 | +10.8% | 10,178 | -7.0% | 1.36% | +32.4% |
| 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% |
| 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% |
| WORK | Sell | SLACK TECHNOLOGIES INC | $2,243,000 | +6.2% | 50,639 | -2.6% | 1.12% | +27.0% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $2,050,000 | +12.0% | 16,190 | -4.7% | 1.02% | +33.9% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $1,958,000 | -12.4% | 16,859 | -15.5% | 0.98% | +4.7% |
| 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% |
| 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% |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $1,352,000 | -21.6% | 8,373 | -25.6% | 0.68% | -6.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $1,126,000 | -26.5% | 20,104 | -23.6% | 0.56% | -12.0% |
| 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% |
| 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% |
| ACN | Sell | ACCENTURE PLC IRELAND | $1,033,000 | -48.9% | 3,504 | -52.1% | 0.52% | -38.9% |
| 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% |
| AZO | Sell | AUTOZONE INC | $994,000 | -8.0% | 666 | -13.4% | 0.50% | +10.0% |
| 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% |
| CLBK | Sell | COLUMBIA FINL INC | $955,000 | -52.5% | 55,431 | -51.8% | 0.48% | -43.2% |
| 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% |
| CTAS | Sell | CINTAS CORP | $861,000 | -10.2% | 2,253 | -19.8% | 0.43% | +7.2% |
| NNI | Sell | NELNET INCcl a | $834,000 | -29.4% | 11,087 | -31.8% | 0.42% | -15.6% |
| CDW | Sell | CDW CORP | $823,000 | -15.5% | 4,713 | -19.8% | 0.41% | +1.0% |
| PAYX | Sell | PAYCHEX INC | $812,000 | -17.8% | 7,571 | -24.9% | 0.41% | -1.7% |
| 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% |
| 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% |
| AVY | Sell | AVERY DENNISON CORP | $762,000 | -19.5% | 3,624 | -29.6% | 0.38% | -3.8% |
| 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% |
| WABC | Sell | WESTAMERICA BANCORPORATION | $727,000 | -33.2% | 12,528 | -27.7% | 0.36% | -20.2% |
| TRN | Sell | TRINITY INDS INC | $712,000 | -12.0% | 26,460 | -6.8% | 0.36% | +5.3% |
| 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% |
| 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% |
| 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% |
| STKL | Sell | SUNOPTA INC | $520,000 | -29.2% | 42,475 | -14.5% | 0.26% | -15.3% |
| 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% |
| AME | Sell | AMETEK INC | $426,000 | -45.9% | 3,190 | -48.2% | 0.21% | -35.3% |
| COR | Sell | CORESITE RLTY CORP | $361,000 | -21.5% | 2,681 | -30.1% | 0.18% | -6.2% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $359,000 | -86.0% | 20,918 | -85.4% | 0.18% | -83.3% |
| BMTC | Sell | BRYN MAWR BK CORP | $351,000 | -81.3% | 8,309 | -79.9% | 0.18% | -77.7% |
| 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.