$121 Million is the total value of ALPHASIMPLEX GROUP, LLC's 208 reported holdings in Q3 2021. The portfolio turnover from Q2 2021 to Q3 2021 was 59.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CERN | Buy | CERNER CORP | $1,626,000 | +65.9% | 23,057 | +84.0% | 1.35% | +174.7% |
| XEC | Buy | CIMAREX ENERGY CO | $1,619,000 | +353.5% | 18,563 | +276.6% | 1.34% | +652.8% |
| A | Sell | AGILENT TECHNOLOGIES INC | $1,577,000 | -32.3% | 10,011 | -36.4% | 1.31% | +12.3% |
| STL | Buy | STERLING BANCORP DEL | $1,562,000 | +333.9% | 62,568 | +331.1% | 1.29% | +618.3% |
| EBSB | Buy | MERIDIAN BANCORP INC MD | $1,527,000 | +341.3% | 73,549 | +334.6% | 1.26% | +630.6% |
| PBCT | Buy | PEOPLES UNITED FINANCIAL INC | $1,497,000 | +317.0% | 85,705 | +309.7% | 1.24% | +592.2% |
| ISBC | New | INVESTORS BANCORP INC NEW | $1,487,000 | – | 98,409 | +100.0% | 1.23% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $1,471,000 | – | 77,398 | +100.0% | 1.22% | – |
| FBC | Sell | FLAGSTAR BANCORP INC | $1,418,000 | -36.2% | 27,921 | -46.9% | 1.17% | +5.7% |
| BMTC | Buy | BRYN MAWR BK CORP | $1,401,000 | +299.1% | 30,483 | +266.9% | 1.16% | +562.9% |
| ATC | New | ATOTECH LTD | $1,401,000 | – | 58,002 | +100.0% | 1.16% | – |
| RPAI | New | RETAIL PPTYS AMER INCcl a | $1,400,000 | – | 108,678 | +100.0% | 1.16% | – |
| ATH | Sell | ATHENE HOLDING LTDcl a | $1,359,000 | -46.7% | 19,728 | -47.8% | 1.12% | -11.7% |
| FIVN | New | FIVE9 INC | $1,350,000 | – | 8,451 | +100.0% | 1.12% | – |
| TMUS | Sell | T-MOBILE US INC | $1,347,000 | -28.3% | 10,546 | -18.7% | 1.12% | +18.9% |
| ACBI | New | ATLANTIC CAP BANCSHARES INC | $1,329,000 | – | 50,154 | +100.0% | 1.10% | – |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $1,278,000 | -37.1% | 21,974 | -32.5% | 1.06% | +4.1% |
| VER | Sell | VEREIT INC | $1,271,000 | -34.1% | 28,106 | -33.1% | 1.05% | +9.1% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $1,259,000 | +14.6% | 471 | +4.7% | 1.04% | +89.8% |
| MMC | Buy | MARSH & MCLENNAN COS INC | $1,217,000 | +29.1% | 8,039 | +19.9% | 1.01% | +114.0% |
| GBDC | Buy | GOLUB CAP BDC INC | $1,209,000 | +17.6% | 76,458 | +14.6% | 1.00% | +94.7% |
| AMZN | Sell | AMAZON COM INC | $1,202,000 | -47.1% | 366 | -44.6% | 1.00% | -12.4% |
| XLNX | Sell | XILINX INC | $1,172,000 | -57.0% | 7,765 | -58.8% | 0.97% | -28.8% |
| ABBV | Sell | ABBVIE INC | $1,169,000 | -27.9% | 10,839 | -24.7% | 0.97% | +19.5% |
| MCD | Sell | MCDONALDS CORP | $1,164,000 | -21.5% | 4,829 | -24.8% | 0.96% | +30.1% |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $1,148,000 | +17.6% | 14,467 | +26.2% | 0.95% | +94.9% |
| ALTA | Buy | ALTABANCORP | $1,149,000 | +237.9% | 26,013 | +231.4% | 0.95% | +459.4% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $1,140,000 | -30.2% | 20,377 | -28.9% | 0.94% | +15.7% |
| PEP | Sell | PEPSICO INC | $1,132,000 | -43.1% | 7,527 | -43.9% | 0.94% | -5.6% |
| DHR | Sell | DANAHER CORPORATION | $1,040,000 | -61.9% | 3,415 | -66.4% | 0.86% | -36.9% |
| RDWR | Sell | RADWARE LTDord | $1,018,000 | -39.3% | 30,195 | -44.6% | 0.84% | +0.6% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $1,017,000 | -0.7% | 6,999 | -9.8% | 0.84% | +64.5% |
| CPRT | COPART INC | $1,015,000 | +5.2% | 7,317 | 0.0% | 0.84% | +74.3% | |
| AON | Sell | AON PLC | $998,000 | +14.4% | 3,494 | -4.4% | 0.83% | +89.4% |
| MMM | Buy | 3M CO | $991,000 | +150.3% | 5,648 | +183.0% | 0.82% | +314.6% |
| GSKY | New | GREENSKY INCcl a | $934,000 | – | 83,563 | +100.0% | 0.77% | – |
| EVA | Sell | ENVIVA PARTNERS LP | $912,000 | -46.8% | 16,868 | -48.5% | 0.76% | -11.9% |
| EQC | New | EQUITY COMWLTH | $875,000 | – | 33,677 | +100.0% | 0.72% | – |
| EXC | Sell | EXELON CORP | $856,000 | -0.6% | 17,715 | -8.8% | 0.71% | +64.9% |
| DOX | Sell | AMDOCS LTD | $850,000 | -2.3% | 11,232 | -0.1% | 0.70% | +61.8% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $824,000 | -59.8% | 6,919 | -57.3% | 0.68% | -33.4% |
| BRKA | Sell | BERKSHIRE HATHAWAY INC DELcl a | $823,000 | -50.8% | 2 | -50.0% | 0.68% | -18.5% |
| LBRDA | New | LIBERTY BROADBAND CORP | $819,000 | – | 4,862 | +100.0% | 0.68% | – |
| WSO | Sell | WATSCO INC | $815,000 | -48.8% | 3,081 | -44.5% | 0.68% | -15.2% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $812,000 | -58.5% | 7,184 | -57.4% | 0.67% | -31.3% |
| TTC | Sell | TORO CO | $791,000 | -50.8% | 8,116 | -44.5% | 0.66% | -18.4% |
| GRMN | Sell | GARMIN LTD | $784,000 | -55.8% | 5,042 | -58.9% | 0.65% | -26.7% |
| MSFT | New | MICROSOFT CORP | $778,000 | – | 2,761 | +100.0% | 0.64% | – |
| HLI | Sell | HOULIHAN LOKEY INCcl a | $774,000 | -25.1% | 8,405 | -33.5% | 0.64% | +24.0% |
| PG | Sell | PROCTER AND GAMBLE CO | $715,000 | -71.3% | 5,117 | -72.2% | 0.59% | -52.3% |
| DG | Sell | DOLLAR GEN CORP NEW | $714,000 | -32.8% | 3,365 | -31.4% | 0.59% | +11.3% |
| VRSK | Sell | VERISK ANALYTICS INC | $696,000 | -64.2% | 3,473 | -68.8% | 0.58% | -40.7% |
| FISV | New | FISERV INC | $666,000 | – | 6,137 | +100.0% | 0.55% | – |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $653,000 | -51.7% | 3,919 | -53.2% | 0.54% | -19.9% |
| ITW | New | ILLINOIS TOOL WKS INC | $642,000 | – | 3,106 | +100.0% | 0.53% | – |
| NEU | Sell | NEWMARKET CORP | $619,000 | -6.5% | 1,827 | -11.1% | 0.51% | +55.0% |
| HD | Sell | HOME DEPOT INC | $616,000 | -36.5% | 1,877 | -38.3% | 0.51% | +5.2% |
| SHW | New | SHERWIN WILLIAMS CO | $614,000 | – | 2,196 | +100.0% | 0.51% | – |
| LMT | Sell | LOCKHEED MARTIN CORP | $610,000 | -54.6% | 1,767 | -50.3% | 0.50% | -24.7% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $609,000 | -45.9% | 11,272 | -43.9% | 0.50% | -10.5% |
| BAX | Buy | BAXTER INTL INC | $608,000 | +98.7% | 7,554 | +98.4% | 0.50% | +228.8% |
| CL | Buy | COLGATE PALMOLIVE CO | $600,000 | +24.0% | 7,935 | +33.3% | 0.50% | +105.4% |
| MDT | Sell | MEDTRONIC PLC | $596,000 | -27.8% | 4,752 | -28.5% | 0.49% | +19.7% |
| EL | Sell | LAUDER ESTEE COS INCcl a | $594,000 | -43.8% | 1,981 | -40.4% | 0.49% | -6.8% |
| ED | Sell | CONSOLIDATED EDISON INC | $594,000 | -52.8% | 8,184 | -53.3% | 0.49% | -21.7% |
| RSG | Sell | REPUBLIC SVCS INC | $591,000 | -56.3% | 4,920 | -60.0% | 0.49% | -27.7% |
| ORCL | Sell | ORACLE CORP | $591,000 | -38.2% | 6,781 | -44.8% | 0.49% | +2.3% |
| JNJ | Sell | JOHNSON & JOHNSON | $591,000 | -51.9% | 3,661 | -50.9% | 0.49% | -20.4% |
| IVZ | INVESCO LTD | $589,000 | -9.8% | 24,434 | 0.0% | 0.49% | +49.7% | |
| KDP | Sell | KEURIG DR PEPPER INC | $590,000 | -12.6% | 17,282 | -9.8% | 0.49% | +44.8% |
| PFE | Sell | PFIZER INC | $588,000 | -23.5% | 13,669 | -30.4% | 0.49% | +26.8% |
| INTU | New | INTUIT | $584,000 | – | 1,083 | +100.0% | 0.48% | – |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $584,000 | -28.1% | 9,871 | -18.8% | 0.48% | +19.2% |
| PRMW | Sell | PRIMO WATER CORPORATION | $581,000 | -31.7% | 36,969 | -27.3% | 0.48% | +13.2% |
| ATR | Buy | APTARGROUP INC | $580,000 | +44.3% | 4,857 | +70.4% | 0.48% | +138.8% |
| VRSN | New | VERISIGN INC | $578,000 | – | 2,817 | +100.0% | 0.48% | – |
| ATO | Sell | ATMOS ENERGY CORP | $579,000 | -53.6% | 6,564 | -49.4% | 0.48% | -23.1% |
| DPZ | New | DOMINOS PIZZA INC | $565,000 | – | 1,185 | +100.0% | 0.47% | – |
| MNST | New | MONSTER BEVERAGE CORP NEW | $565,000 | – | 6,359 | +100.0% | 0.47% | – |
| AEP | Sell | AMERICAN ELEC PWR CO INC | $559,000 | -55.8% | 6,882 | -54.0% | 0.46% | -26.7% |
| RACE | Sell | FERRARI N V | $526,000 | -26.1% | 2,515 | -27.2% | 0.44% | +22.5% |
| ORLY | New | OREILLY AUTOMOTIVE INC | $525,000 | – | 859 | +100.0% | 0.44% | – |
| CAG | Sell | CONAGRA BRANDS INC | $506,000 | -65.4% | 14,942 | -62.8% | 0.42% | -42.6% |
| COST | New | COSTCO WHSL CORP NEW | $492,000 | – | 1,095 | +100.0% | 0.41% | – |
| NKE | Sell | NIKE INCcl b | $484,000 | -44.2% | 3,335 | -40.6% | 0.40% | -7.4% |
| LNG | Sell | CHENIERE ENERGY INC | $481,000 | -65.3% | 4,928 | -69.1% | 0.40% | -42.5% |
| PM | Sell | PHILIP MORRIS INTL INC | $477,000 | -48.6% | 5,027 | -46.3% | 0.40% | -14.9% |
| TWNK | Sell | HOSTESS BRANDS INCcl a | $473,000 | -28.1% | 27,238 | -32.9% | 0.39% | +19.1% |
| NOMD | Sell | NOMAD FOODS LTD | $460,000 | -32.2% | 16,674 | -30.4% | 0.38% | +12.4% |
| GNTX | Sell | GENTEX CORP | $456,000 | -39.0% | 13,831 | -38.7% | 0.38% | +1.3% |
| CONE | New | CYRUSONE INC | $454,000 | – | 5,865 | +100.0% | 0.38% | – |
| CALM | Sell | CAL MAINE FOODS INC | $450,000 | -16.2% | 12,440 | -16.1% | 0.37% | +39.2% |
| POST | Sell | POST HLDGS INC | $451,000 | -46.6% | 4,095 | -47.4% | 0.37% | -11.6% |
| CSGS | New | CSG SYS INTL INC | $448,000 | – | 9,292 | +100.0% | 0.37% | – |
| CTVA | Sell | CORTEVA INC | $447,000 | -54.5% | 10,622 | -52.0% | 0.37% | -24.6% |
| WABC | Sell | WESTAMERICA BANCORPORATION | $445,000 | -38.8% | 7,917 | -36.8% | 0.37% | +1.4% |
| CSCO | New | CISCO SYS INC | $443,000 | – | 8,138 | +100.0% | 0.37% | – |
| TGT | New | TARGET CORP | $443,000 | – | 1,936 | +100.0% | 0.37% | – |
| GPC | New | GENUINE PARTS CO | $442,000 | – | 3,646 | +100.0% | 0.37% | – |
| ACM | Sell | AECOM | $441,000 | -61.2% | 6,984 | -61.1% | 0.36% | -35.7% |
| MMS | Sell | MAXIMUS INC | $439,000 | -40.7% | 5,281 | -37.2% | 0.36% | -1.9% |
| LKQ | Sell | LKQ CORP | $437,000 | -55.6% | 8,681 | -56.6% | 0.36% | -26.4% |
| PGR | Sell | PROGRESSIVE CORP | $437,000 | -12.4% | 4,832 | -4.8% | 0.36% | +45.4% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $432,000 | -46.9% | 4,960 | -42.9% | 0.36% | -12.0% |
| GILD | New | GILEAD SCIENCES INC | $431,000 | – | 6,177 | +100.0% | 0.36% | – |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $430,000 | -37.5% | 402 | -32.9% | 0.36% | +3.5% |
| NNI | Sell | NELNET INCcl a | $427,000 | -48.8% | 5,393 | -51.4% | 0.35% | -15.1% |
| NTST | New | NETSTREIT CORP | $426,000 | – | 18,023 | +100.0% | 0.35% | – |
| BKI | Sell | BLACK KNIGHT INC | $425,000 | -21.3% | 5,909 | -14.7% | 0.35% | +30.4% |
| EA | New | ELECTRONIC ARTS INC | $423,000 | – | 2,974 | +100.0% | 0.35% | – |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $423,000 | -55.7% | 9,896 | -58.4% | 0.35% | -26.6% |
| TRNO | Buy | TERRENO RLTY CORP | $421,000 | +11.4% | 6,655 | +13.5% | 0.35% | +84.7% |
| MMSI | Sell | MERIT MED SYS INC | $422,000 | -55.9% | 5,883 | -60.3% | 0.35% | -27.1% |
| SCI | Sell | SERVICE CORP INTL | $418,000 | -47.0% | 6,931 | -52.9% | 0.35% | -12.2% |
| LIN | Buy | LINDE PLC | $414,000 | +8.4% | 1,412 | +6.8% | 0.34% | +79.6% |
| YUM | Sell | YUM BRANDS INC | $413,000 | -49.3% | 3,376 | -52.3% | 0.34% | -16.0% |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $412,000 | -58.6% | 3,117 | -62.2% | 0.34% | -31.4% |
| NLOK | Sell | NORTONLIFELOCK INC | $412,000 | -73.5% | 16,303 | -71.4% | 0.34% | -56.1% |
| ZTS | Sell | ZOETIS INCcl a | $411,000 | -50.1% | 2,118 | -52.1% | 0.34% | -17.5% |
| AME | Buy | AMETEK INC | $410,000 | -3.8% | 3,309 | +3.7% | 0.34% | +59.2% |
| AZO | Sell | AUTOZONE INC | $409,000 | -58.9% | 241 | -63.8% | 0.34% | -31.8% |
| ACN | Sell | ACCENTURE PLC IRELAND | $410,000 | -60.3% | 1,282 | -63.4% | 0.34% | -34.3% |
| NEP | New | NEXTERA ENERGY PARTNERS LP | $406,000 | – | 5,383 | +100.0% | 0.34% | – |
| ACIW | Sell | ACI WORLDWIDE INC | $406,000 | -46.6% | 13,217 | -35.5% | 0.34% | -11.6% |
| MAS | New | MASCO CORP | $403,000 | – | 7,250 | +100.0% | 0.33% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $403,000 | – | 222 | +100.0% | 0.33% | – |
| GGG | Sell | GRACO INC | $399,000 | -25.6% | 5,696 | -19.5% | 0.33% | +23.1% |
| RPM | RPM INTL INC | $398,000 | -12.3% | 5,121 | 0.0% | 0.33% | +45.4% | |
| GOLF | Sell | ACUSHNET HLDGS CORP | $397,000 | -56.4% | 8,502 | -53.9% | 0.33% | -27.7% |
| AGNC | Sell | AGNC INVT CORP | $394,000 | -51.3% | 25,009 | -47.8% | 0.33% | -19.3% |
| CVLT | Sell | COMMVAULT SYS INC | $393,000 | -72.6% | 5,212 | -71.6% | 0.32% | -54.5% |
| INTC | New | INTEL CORP | $388,000 | – | 7,282 | +100.0% | 0.32% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $387,000 | – | 2,891 | +100.0% | 0.32% | – |
| LOW | Sell | LOWES COS INC | $385,000 | -57.7% | 1,899 | -59.6% | 0.32% | -29.9% |
| PEGA | Sell | PEGASYSTEMS INC | $384,000 | -61.5% | 3,023 | -57.8% | 0.32% | -36.1% |
| SYY | New | SYSCO CORP | $380,000 | – | 4,837 | +100.0% | 0.32% | – |
| CBRE | Sell | CBRE GROUP INCcl a | $379,000 | -59.2% | 3,895 | -64.0% | 0.31% | -32.3% |
| DIS | Sell | DISNEY WALT CO | $378,000 | -61.9% | 2,235 | -60.4% | 0.31% | -36.9% |
| NWL | New | NEWELL BRANDS INC | $374,000 | – | 16,904 | +100.0% | 0.31% | – |
| CLX | CLOROX CO DEL | $375,000 | -7.9% | 2,265 | 0.0% | 0.31% | +52.7% | |
| FB | New | FACEBOOK INCcl a | $373,000 | – | 1,099 | +100.0% | 0.31% | – |
| CLBK | Sell | COLUMBIA FINL INC | $367,000 | -61.6% | 19,835 | -64.2% | 0.30% | -36.3% |
| New | GENERAL ELECTRIC CO | $365,000 | – | 3,540 | +100.0% | 0.30% | – | |
| HTLD | Sell | HEARTLAND EXPRESS INC | $364,000 | -49.0% | 22,710 | -45.5% | 0.30% | -15.7% |
| SLM | New | SLM CORP | $362,000 | – | 20,591 | +100.0% | 0.30% | – |
| C | Sell | CITIGROUP INC | $357,000 | -54.9% | 5,081 | -54.6% | 0.30% | -25.3% |
| NOW | Sell | SERVICENOW INC | $355,000 | -54.3% | 571 | -59.6% | 0.29% | -24.2% |
| NLSN | Sell | NIELSEN HLDGS PLC | $354,000 | -58.4% | 18,468 | -46.5% | 0.29% | -31.1% |
| WMT | Sell | WALMART INC | $353,000 | -65.7% | 2,532 | -65.3% | 0.29% | -43.2% |
| MORN | Sell | MORNINGSTAR INC | $349,000 | -66.5% | 1,347 | -66.8% | 0.29% | -44.5% |
| PZZA | New | PAPA JOHNS INTL INC | $348,000 | – | 2,743 | +100.0% | 0.29% | – |
| CHTR | Sell | CHARTER COMMUNICATIONS INC Ncl a | $346,000 | -86.9% | 476 | -87.0% | 0.29% | -78.3% |
| OTEX | Sell | OPEN TEXT CORP | $344,000 | -62.5% | 7,054 | -61.0% | 0.28% | -37.9% |
| COO | New | COOPER COS INC | $343,000 | – | 831 | +100.0% | 0.28% | – |
| STX | Sell | SEAGATE TECHNOLOGY HLDNGS PL | $341,000 | -64.2% | 4,134 | -61.8% | 0.28% | -40.8% |
| PINS | New | PINTEREST INCcl a | $339,000 | – | 6,650 | +100.0% | 0.28% | – |
| BOX | Sell | BOX INCcl a | $337,000 | -61.7% | 14,233 | -58.6% | 0.28% | -36.4% |
| PAYX | Sell | PAYCHEX INC | $333,000 | -59.0% | 2,965 | -60.8% | 0.28% | -32.0% |
| ATUS | Sell | ALTICE USA INCcl a | $332,000 | -66.7% | 16,004 | -45.2% | 0.28% | -44.9% |
| EVH | Sell | EVOLENT HEALTH INCcl a | $332,000 | -47.9% | 10,709 | -64.5% | 0.28% | -13.5% |
| JHG | Sell | JANUS HENDERSON GROUP PLC | $330,000 | -69.8% | 7,987 | -71.6% | 0.27% | -49.9% |
| FLEX | Sell | FLEX LTDord | $330,000 | -50.2% | 18,672 | -49.7% | 0.27% | -17.5% |
| V | Sell | VISA INC | $324,000 | -50.1% | 1,454 | -47.6% | 0.27% | -17.3% |
| PTC | Sell | PTC INC | $322,000 | -68.2% | 2,691 | -62.5% | 0.27% | -47.2% |
| ELAN | Sell | ELANCO ANIMAL HEALTH INC | $323,000 | -68.0% | 10,115 | -65.2% | 0.27% | -47.0% |
| HWM | Sell | HOWMET AEROSPACE INC | $319,000 | -55.2% | 10,240 | -50.4% | 0.26% | -25.8% |
| TPL | New | TEXAS PACIFIC LAND CORPORATI | $318,000 | – | 263 | +100.0% | 0.26% | – |
| BBY | Sell | BEST BUY INC | $315,000 | -60.6% | 2,976 | -57.2% | 0.26% | -34.6% |
| WEN | New | WENDYS CO | $315,000 | – | 14,540 | +100.0% | 0.26% | – |
| LPLA | New | LPL FINL HLDGS INC | $314,000 | – | 2,002 | +100.0% | 0.26% | – |
| KO | Sell | COCA COLA CO | $313,000 | -61.4% | 5,969 | -60.1% | 0.26% | -36.0% |
| TRN | Sell | TRINITY INDS INC | $311,000 | -56.3% | 11,430 | -56.8% | 0.26% | -27.8% |
| GWW | Sell | GRAINGER W W INC | $309,000 | -59.2% | 787 | -54.5% | 0.26% | -32.5% |
| UNP | Sell | UNION PAC CORP | $309,000 | -48.2% | 1,574 | -42.0% | 0.26% | -14.1% |
| SAM | New | BOSTON BEER INCcl a | $307,000 | – | 602 | +100.0% | 0.25% | – |
| ZS | New | ZSCALER INC | $305,000 | – | 1,164 | +100.0% | 0.25% | – |
| DOOR | Sell | MASONITE INTL CORP | $305,000 | -57.0% | 2,875 | -54.7% | 0.25% | -28.5% |
| WK | New | WORKIVA INC | $292,000 | – | 2,072 | +100.0% | 0.24% | – |
| USFD | New | US FOODS HLDG CORP | $287,000 | – | 8,281 | +100.0% | 0.24% | – |
| RMD | Sell | RESMED INC | $288,000 | -55.6% | 1,094 | -58.4% | 0.24% | -26.5% |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $286,000 | – | 1,080 | +100.0% | 0.24% | – |
| NFE | New | NEW FORTRESS ENERGY INC | $283,000 | – | 10,183 | +100.0% | 0.23% | – |
| NCR | Sell | NCR CORP NEW | $271,000 | -55.3% | 7,001 | -47.3% | 0.22% | -26.1% |
| LGFA | Sell | LIONS GATE ENTMNT CORPcl a vtg | $262,000 | -65.4% | 18,493 | -49.5% | 0.22% | -42.7% |
| NEWR | New | NEW RELIC INC | $261,000 | – | 3,637 | +100.0% | 0.22% | – |
| IAC | New | IAC INTERACTIVECORP NEW | $260,000 | – | 1,995 | +100.0% | 0.22% | – |
| OLN | Sell | OLIN CORP | $255,000 | -31.3% | 5,279 | -34.1% | 0.21% | +14.1% |
| SNAP | New | SNAP INCcl a | $244,000 | – | 3,305 | +100.0% | 0.20% | – |
| UPWK | New | UPWORK INC | $243,000 | – | 5,399 | +100.0% | 0.20% | – |
| SLGN | Sell | SILGAN HOLDINGS INC | $240,000 | -70.8% | 6,259 | -68.4% | 0.20% | -51.6% |
| MELI | New | MERCADOLIBRE INC | $238,000 | – | 142 | +100.0% | 0.20% | – |
| NVCR | New | NOVOCURE LTD | $235,000 | – | 2,026 | +100.0% | 0.20% | – |
| STKL | Sell | SUNOPTA INC | $234,000 | -55.0% | 26,200 | -38.3% | 0.19% | -25.4% |
| MD | Sell | MEDNAX INC | $221,000 | -62.2% | 7,763 | -60.0% | 0.18% | -37.3% |
| APH | New | AMPHENOL CORP NEWcl a | $216,000 | – | 2,950 | +100.0% | 0.18% | – |
| TXN | New | TEXAS INSTRS INC | $211,000 | – | 1,096 | +100.0% | 0.18% | – |
| DUK | Sell | DUKE ENERGY CORP NEW | $210,000 | -56.5% | 2,148 | -56.1% | 0.17% | -27.8% |
| ENPH | New | ENPHASE ENERGY INC | $209,000 | – | 1,391 | +100.0% | 0.17% | – |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQ IN | $208,000 | -47.1% | 1,088 | -49.7% | 0.17% | -12.2% |
| DEA | Sell | EASTERLY GOVT PPTYS INC | $208,000 | -54.5% | 10,069 | -53.5% | 0.17% | -24.6% |
| BC | New | BRUNSWICK CORP | $206,000 | – | 2,159 | +100.0% | 0.17% | – |
| LNT | Sell | ALLIANT ENERGY CORP | $207,000 | -52.4% | 3,704 | -52.5% | 0.17% | -21.2% |
| WEC | Sell | WEC ENERGY GROUP INC | $207,000 | -53.0% | 2,346 | -52.6% | 0.17% | -22.3% |
| XEL | Sell | XCEL ENERGY INC | $204,000 | -54.7% | 3,264 | -52.2% | 0.17% | -24.9% |
| SO | Sell | SOUTHERN CO | $203,000 | -39.9% | 3,270 | -41.5% | 0.17% | -0.6% |
| TWI | New | TITAN INTL INC ILL | $201,000 | – | 28,125 | +100.0% | 0.17% | – |
| ES | Sell | EVERSOURCE ENERGY | $201,000 | -49.1% | 2,462 | -50.0% | 0.17% | -15.7% |
| BFB | Sell | BROWN FORMAN CORPcl b | $201,000 | -50.5% | 2,993 | -44.7% | 0.17% | -18.2% |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -22,117 | -100.0% | -0.10% | – |
| CDZI | Exit | CADIZ INC | $0 | – | -15,878 | -100.0% | -0.11% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -992 | -100.0% | -0.12% | – |
| HHC | Exit | HOWARD HUGHES CORP | $0 | – | -3,276 | -100.0% | -0.16% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -2,551 | -100.0% | -0.17% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -7,398 | -100.0% | -0.17% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -3,822 | -100.0% | -0.17% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -7,213 | -100.0% | -0.17% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -4,692 | -100.0% | -0.17% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -2,592 | -100.0% | -0.17% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -5,868 | -100.0% | -0.18% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -2,099 | -100.0% | -0.18% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -5,892 | -100.0% | -0.18% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -2,681 | -100.0% | -0.18% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -16,078 | -100.0% | -0.19% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -5,481 | -100.0% | -0.20% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -2,326 | -100.0% | -0.20% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -7,606 | -100.0% | -0.20% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -8,716 | -100.0% | -0.21% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -5,376 | -100.0% | -0.21% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -1,155 | -100.0% | -0.21% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -3,129 | -100.0% | -0.22% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -3,745 | -100.0% | -0.22% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -7,646 | -100.0% | -0.23% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -1,514 | -100.0% | -0.23% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -8,953 | -100.0% | -0.23% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -5,794 | -100.0% | -0.23% | – |
| STE | Exit | STERIS PLC | $0 | – | -2,252 | -100.0% | -0.23% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -10,964 | -100.0% | -0.23% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -3,342 | -100.0% | -0.23% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -3,623 | -100.0% | -0.24% | – |
| K | Exit | KELLOGG CO | $0 | – | -7,364 | -100.0% | -0.24% | – |
| IDA | Exit | IDACORP INC | $0 | – | -4,903 | -100.0% | -0.24% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -3,728 | -100.0% | -0.24% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -1,989 | -100.0% | -0.24% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -9,375 | -100.0% | -0.24% | – |
| CUBE | Exit | CUBESMART | $0 | – | -10,601 | -100.0% | -0.24% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -2,094 | -100.0% | -0.25% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -3,027 | -100.0% | -0.25% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -5,836 | -100.0% | -0.25% | – |
| LSI | Exit | LIFE STORAGE INC | $0 | – | -4,674 | -100.0% | -0.25% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -17,039 | -100.0% | -0.26% | – |
| SCCO | Exit | SOUTHERN COPPER CORP | $0 | – | -8,593 | -100.0% | -0.28% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -14,839 | -100.0% | -0.28% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -2,037 | -100.0% | -0.30% | – |
| IAA | Exit | IAA INC | $0 | – | -11,258 | -100.0% | -0.31% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -15,381 | -100.0% | -0.36% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -13,822 | -100.0% | -0.37% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -3,624 | -100.0% | -0.38% | – |
| AY | Exit | ATLANTICA SUSTAINABLE INFR P | $0 | – | -21,028 | -100.0% | -0.39% | – |
| ALLE | Exit | ALLEGION PLC | $0 | – | -5,641 | -100.0% | -0.39% | – |
| CDW | Exit | CDW CORP | $0 | – | -4,713 | -100.0% | -0.41% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -8,642 | -100.0% | -0.42% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -2,253 | -100.0% | -0.43% | – |
| SEIC | Exit | SEI INVTS CO | $0 | – | -14,238 | -100.0% | -0.44% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -5,863 | -100.0% | -0.44% | – |
| CACC | Exit | CREDIT ACCEP CORP MICH | $0 | – | -1,981 | -100.0% | -0.45% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -2,239 | -100.0% | -0.46% | – |
| WBT | Exit | WELBILT INC | $0 | – | -42,587 | -100.0% | -0.49% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -6,465 | -100.0% | -0.50% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -3,728 | -100.0% | -0.51% | – |
| EHC | Exit | ENCOMPASS HEALTH CORP | $0 | – | -13,240 | -100.0% | -0.52% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -15,504 | -100.0% | -0.53% | – |
| TYL | Exit | TYLER TECHNOLOGIES INC | $0 | – | -3,495 | -100.0% | -0.79% | – |
| KNL | Exit | KNOLL INC | $0 | – | -79,000 | -100.0% | -1.03% | – |
| MNR | Exit | MONMOUTH REAL ESTATE INVT COcl a | $0 | – | -114,946 | -100.0% | -1.08% | – |
| COHR | Exit | COHERENT INC | $0 | – | -8,419 | -100.0% | -1.11% | – |
| WORK | Exit | SLACK TECHNOLOGIES INC | $0 | – | -50,639 | -100.0% | -1.12% | – |
| WRI | Exit | WEINGARTEN RLTY INVSsh ben int | $0 | – | -81,163 | -100.0% | -1.30% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -16,202 | -100.0% | -1.34% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -25,473 | -100.0% | -1.34% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-11-15
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.