ALPHASIMPLEX GROUP, LLC

13F filer, CIK 1387941, Boston, MA

ALPHASIMPLEX GROUP, LLC reported $286,298,000 across 297 holdings for the quarter ended 2020-12-31, in a 13F-HR filed 2021-02-12. Its ten largest share positions make up 9.69% of the portfolio.

Filed 2021-02-12 (acceptance time not in the bulk data set), ingested 2026-10-07 18:42:52 UTC13F-HR 0000919574-21-000946

Period: 2020-12-31
Reported value: $286M
Holdings: 297
Top 10 weight: 9.69%
New: 71
Sold out: 46

Part of the filer group Virtus Investment Advisers, LLC

VIRTUS ADVISERS, LLC VIRTUS ALTERNATIVE INVESTMENT ADVISERS, LLC +3 others

How groups are built

Largest buys vs the previous quarter

Security	Shares change	Approx. value
TCF FINANCIAL CORPORATION NEnew	+72,150	$2.67M
INPHI CORPnew	+16,548	$2.65M
Concho Resources Inc.new	+43,071	$2.51M
XILINX INCnew	+17,608	$2.5M
PARSLEY ENERGY INCnew	+153,331	$2.18M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
HYGreduced	-45,039	-$3.93M
TD AMERITRADE HLDG CORPexited	-72,248	-$2.83M
NOBLE ENERGY INCexited	-265,014	-$2.27M
VIVINT SOLAR INC.exited	-51,687	-$2.19M
LIVONGO HEALTH INCexited	-14,947	-$2.09M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2020

Share positions as resolved from 13F-HR 0000919574-21-000946, largest first. % of portfolio is the value over $286,298,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
HYGISHARES TR	41,081	$3.59M	1.25%	-45,039	Timeline
CHKPCHECK POINT SOFTWARE TECH LT	21,750	$2.89M	1.01%	+13,902	Timeline
BMC STK HLDGS INCBMC STK HLDGS INC	52,197	$2.8M	0.98%	-12,907
PGPROCTER & GAMBLE CO	19,598	$2.73M	0.95%	+3,622	Timeline
EXPDEXPEDITORS INTL WASH INC	28,626	$2.72M	0.95%	+12,635	Timeline
TCF FINANCIAL CORPORATION NETCF FINANCIAL CORPORATION NE	72,150	$2.67M	0.93%	new
DHRDANAHER CORP DEL	12,000	$2.67M	0.93%	+2,508	Timeline
INPHI CORPINPHI CORP	16,548	$2.65M	0.93%	new
Concho Resources Inc.Concho Resources Inc.	43,071	$2.51M	0.88%	new
XILINX INCXILINX INC	17,608	$2.5M	0.87%	new
VRSKVERISK ANALYTICS INC	11,787	$2.45M	0.85%	+9,652	Timeline
PEPPEPSICO INC	16,462	$2.44M	0.85%	+8,875	Timeline
CHTRCHARTER COMMUNICATIONS INC	3,652	$2.42M	0.84%	-12	Timeline
MAXIM INTEGRATED PRODS INCMAXIM INTEGRATED PRODS INC	26,865	$2.38M	0.83%	-17,300
CERNER CORPCERNER CORP	29,497	$2.31M	0.81%	-6,268
HLIHOULIHAN LOKEY INC	33,773	$2.27M	0.79%	+1,679	Timeline
PARSLEY ENERGY INCPARSLEY ENERGY INC	153,331	$2.18M	0.76%	new
TYLTYLER TECHNOLOGIES INC	4,884	$2.13M	0.74%	+1,345	Timeline
VZVERIZON COMMUNICATIONS INC	35,617	$2.09M	0.73%	+19,484	Timeline
AMZNAMAZON COM INC	637	$2.08M	0.72%	+194	Timeline
CMCSACOMCAST CORP NEW	39,229	$2.06M	0.72%	new	Timeline
LPROOPEN LENDING CORP	57,448	$2.01M	0.7%	+16,064	Timeline
OTEXOPEN TEXT CORP	43,497	$1.98M	0.69%	-9,922	Timeline
ELLAUDER ESTEE COS INC	7,333	$1.95M	0.68%	+4,727	Timeline
CLBKCOLUMBIA FINL INC	124,574	$1.94M	0.68%	+38,787	Timeline
ACNACCENTURE PLC IRELAND	7,313	$1.91M	0.67%	-1,658	Timeline
MDLZMONDELEZ INTL INC	32,555	$1.9M	0.66%	+5,466	Timeline
AAGILENT TECHNOLOGIES INC	15,751	$1.87M	0.65%	+3,313	Timeline
BAHBOOZ ALLEN HAMILTON HLDG COR	21,289	$1.86M	0.65%	+5,035	Timeline
SLACK TECHNOLOGIES INCSLACK TECHNOLOGIES INC	43,197	$1.82M	0.64%	new
AGNCAGNC INVT CORP	115,143	$1.8M	0.63%	+32,588	Timeline
TMUST-MOBILE US INC	12,966	$1.75M	0.61%	+3,408	Timeline
BRK-ABERKSHIRE HATHAWAY INC DEL	5	$1.74M	0.61%	+2	Timeline
BRBROADRIDGE FINL SOLUTIONS IN	11,258	$1.73M	0.6%	-211	Timeline
KOCOCA COLA CO	30,703	$1.68M	0.59%	+11,164	Timeline
QEP RESOURCES INCQEP RESOURCES INC	700,524	$1.67M	0.58%	new
RDWRRADWARE LTD	59,933	$1.66M	0.58%	+22,731	Timeline
DOXAMDOCS LTD	22,833	$1.62M	0.57%	+3,554	Timeline
TTCTORO CO	16,670	$1.58M	0.55%	+5,176	Timeline
MRSHMARSH & MCLENNAN COS INC	13,487	$1.58M	0.55%	+787	Timeline
WDFCWD 40 CO	5,918	$1.57M	0.55%	+1,184	Timeline
AGGISHARES TR	13,272	$1.57M	0.55%	-4,088	Timeline
PAYA HOLDINGS INCPAYA HOLDINGS INC	114,719	$1.56M	0.54%	new
GRMNGARMIN LTD	12,945	$1.55M	0.54%	new	Timeline
UTZUTZ BRANDS INC	68,810	$1.52M	0.53%	new	Timeline
DGXQUEST DIAGNOSTICS INC	12,699	$1.51M	0.53%	+5,052	Timeline
ENVIVA PARTNERS LPENVIVA PARTNERS LP	32,727	$1.49M	0.52%	+10,830
NEUNEWMARKET CORP	3,699	$1.47M	0.51%	+1,012	Timeline
CAGCONAGRA BRANDS INC	40,177	$1.46M	0.51%	+6,890	Timeline
DIME CMNTY BANCSHARES INC C…DIME CMNTY BANCSHARES INC COM	92,292	$1.46M	0.51%	-10,864
AZOAUTOZONE INC	1,184	$1.4M	0.49%	new	Timeline
MCDMCDONALDS CORP	6,421	$1.38M	0.48%	+2,176	Timeline
CACCCREDIT ACCEP CORP MICH	3,982	$1.38M	0.48%	+1,831	Timeline
MTGMGIC INVT CORP WIS	109,286	$1.37M	0.48%	new	Timeline
WMTWALMART INC	9,348	$1.35M	0.47%	+3,049	Timeline
NDAQNASDAQ INC	10,077	$1.34M	0.47%	+7,355	Timeline
WDWALKER & DUNLOP INC	14,483	$1.33M	0.47%	new	Timeline
CHDCHURCH & DWIGHT CO INC	15,004	$1.31M	0.46%	+11,146	Timeline
EQCEQUITY COMMONWEALTH	47,889	$1.31M	0.46%	+17,495	Timeline
RSGREPUBLIC SVCS INC	13,344	$1.28M	0.45%	+9,151	Timeline
SEICSEI INVTS CO	22,274	$1.28M	0.45%	+9,941	Timeline
GENGEN DIGITAL INC	61,312	$1.27M	0.44%	-5,574	Timeline
EDCONSOLIDATED EDISON INC	17,543	$1.27M	0.44%	+12,270	Timeline
DGDOLLAR GEN CORP	6,030	$1.27M	0.44%	+1,824	Timeline
OECORION S.A.	73,800	$1.26M	0.44%	+14,345	Timeline
WSOWATSCO INC	5,556	$1.26M	0.44%	+1,505	Timeline
AEPAMERICAN ELEC PWR CO INC	14,960	$1.25M	0.44%	+10,497	Timeline
ATOATMOS ENERGY CORP	12,982	$1.24M	0.43%	+9,117	Timeline
VVISA INC	5,659	$1.24M	0.43%	+2,237	Timeline
ATLANTICA YIELD PLCATLANTICA YIELD PLC	32,572	$1.24M	0.43%	+19,250
ALLEALLEGION PLC	10,588	$1.23M	0.43%	+3,578	Timeline
GNRCGENERAC HLDGS INC	5,376	$1.22M	0.43%	+119	Timeline
HOLLY ENERGY PARTNERS L PHOLLY ENERGY PARTNERS L P	84,867	$1.21M	0.42%	+34,460
DVADAVITA INC	10,134	$1.19M	0.42%	+3,710	Timeline
EBAYEBAY INC.	23,505	$1.18M	0.41%	-767	Timeline
UNHUNITEDHEALTH GROUP INC	3,353	$1.18M	0.41%	+1,132	Timeline
EXPOEXPONENT INC	12,968	$1.17M	0.41%	+4,043	Timeline
ABGASBURY AUTOMOTIVE GROUP INC	7,906	$1.15M	0.4%	new	Timeline
CTASCINTAS CORP	3,259	$1.15M	0.4%	+1,165	Timeline
FSRNQFISKER INC	78,559	$1.15M	0.4%	new	Timeline
ODFLOLD DOMINION FREIGHT LINE IN	5,851	$1.14M	0.4%	+1,539	Timeline
URIUNITED RENTALS INC	4,906	$1.14M	0.4%	+939	Timeline
CDWCDW CORP	8,618	$1.14M	0.4%	+3,740	Timeline
PAYXPAYCHEX INC	12,178	$1.14M	0.4%	+3,312	Timeline
EMREMERSON ELEC CO	14,084	$1.13M	0.4%	+4,068	Timeline
VTIVANGUARD INDEX FDS	5,812	$1.13M	0.4%	-2,590	Timeline
VOVANGUARD INDEX FDS	5,453	$1.13M	0.39%	-2,672	Timeline
PTCPTC INC	9,319	$1.11M	0.39%	-2,075	Timeline
VTVVANGUARD INDEX FDS	9,362	$1.11M	0.39%	-4,061	Timeline
AMSFAMERISAFE INC	19,355	$1.11M	0.39%	new	Timeline
OPTUOPTIMUM COMMUNICATIONS INC	29,224	$1.11M	0.39%	-4,858	Timeline
LECOLINCOLN ELEC HLDGS INC	9,479	$1.1M	0.38%	+2,213	Timeline
EHCENCOMPASS HEALTH CORP	13,240	$1.09M	0.38%	new	Timeline
APHAMPHENOL CORP	8,368	$1.09M	0.38%	+3,217	Timeline
SBUXSTARBUCKS CORP	10,169	$1.09M	0.38%	-2,909	Timeline
FIRSTCASH HOLDINGS INC.FIRSTCASH HOLDINGS INC.	15,451	$1.08M	0.38%	+4,452
CVLTCOMMVAULT SYS INC	19,373	$1.07M	0.37%	-3,429	Timeline
MAGELLAN MIDSTREAM PARTNERS…MAGELLAN MIDSTREAM PARTNERS, L	25,109	$1.07M	0.37%	+7,025
FISFIDELITY NATL INFORMATION SV	7,479	$1.06M	0.37%	+781	Timeline
HUMHUMANA INC	2,572	$1.05M	0.37%	new	Timeline
PGRPROGRESSIVE CORP	10,593	$1.05M	0.37%	+4,590	Timeline
SEAGATE TECHNOLOGY HOLDINGSSEAGATE TECHNOLOGY HOLDINGS	16,824	$1.05M	0.37%	-5,372
CMSCMS ENERGY CORP	17,132	$1.04M	0.37%	+10,808	Timeline
DCIDONALDSON INC	18,618	$1.04M	0.36%	+6,590	Timeline
METAMETA PLATFORMS INC	3,774	$1.03M	0.36%	new	Timeline
NUANCE COMMUNICATIONS INCNUANCE COMMUNICATIONS INC	23,246	$1.02M	0.36%	new
DISDISNEY WALT CO	5,647	$1.02M	0.36%	-1,991	Timeline
UNPUNION PAC CORP	4,903	$1.02M	0.36%	+1,602	Timeline
HLTHILTON WORLDWIDE HLDGS INC	9,135	$1.02M	0.35%	-1,580	Timeline
BKEBUCKLE INC	34,663	$1.01M	0.35%	new	Timeline
CLCOLGATE PALMOLIVE CO	11,831	$1.01M	0.35%	+7,611	Timeline
DUKDUKE ENERGY CORP NEW	10,921	$1M	0.35%	+6,181	Timeline
AWKAMERICAN WTR WKS CO INC NEW	6,465	$992K	0.35%	+4,606	Timeline
NNINELNET INC	13,863	$988K	0.35%	new	Timeline
AVYAVERY DENNISON CORP	6,335	$983K	0.34%	+1,489	Timeline
LSTRLANDSTAR SYS INC	7,198	$969K	0.34%	+3,023	Timeline
LNGCHENIERE ENERGY INC	15,974	$959K	0.33%	-592	Timeline
PEGAPEGASYSTEMS INC	7,164	$955K	0.33%	0	Timeline
HAINHAIN CELESTIAL GROUP INC	23,786	$955K	0.33%	-9,152	Timeline
PJTPJT PARTNERS INC	12,654	$952K	0.33%	-3,542	Timeline
ERIEERIE INDTY CO	3,833	$941K	0.33%	+928	Timeline
GWWWW GRAINGER INC	2,290	$935K	0.33%	+485	Timeline
CPRTCOPART INC	7,317	$931K	0.33%	+4,408	Timeline
CTVACORTEVA INC	23,946	$927K	0.32%	new	Timeline
IMTXIMMATICS N.V	85,236	$920K	0.32%	-28,420	Timeline
TRNTRINITY INDS INC	34,784	$918K	0.32%	-9,081	Timeline
BBYBEST BUY INC	9,167	$915K	0.32%	+3,360	Timeline
MORNMORNINGSTAR INC	3,920	$908K	0.32%	-3,231	Timeline
BAPCREDICORP LTD	5,520	$905K	0.32%	new	Timeline
FRHCFREEDOM HOLDING CORP	17,574	$902K	0.32%	new	Timeline
IBPINSTALLED BLDG PRODS INC	8,774	$894K	0.31%	new	Timeline
ACMAECOM	17,934	$893K	0.31%	-5,417	Timeline
ELANELANCO ANIMAL HEALTH INC	29,076	$892K	0.31%	new	Timeline
BOXBOX INC	49,054	$885K	0.31%	+19,827	Timeline
NIELSEN HOLDINGS PLCNIELSEN HOLDINGS PLC	42,212	$881K	0.31%	-15,961
CSXCSX CORP	9,687	$879K	0.31%	+1,612	Timeline
KREFKKR REAL ESTATE FIN TR INC	48,187	$864K	0.3%	-21,174	Timeline
AAPADVANCE AUTO PARTS INC	5,434	$856K	0.3%	-353	Timeline
LIONS GATE ENTMNT CORPLIONS GATE ENTMNT CORP	75,105	$854K	0.3%	+4,005
AMEAMETEK INC	7,041	$852K	0.3%	new	Timeline
JHGJANUS HENDERSON GROUP PLC	26,180	$851K	0.3%	new	Timeline
CCITIGROUP INC	13,759	$848K	0.3%	-958	Timeline
DLBDOLBY LABORATORIES INC	8,642	$839K	0.29%	new	Timeline
KWKENNEDY-WILSON HOLDINGS INC	46,618	$834K	0.29%	new	Timeline
KDPKEURIG DR PEPPER INC	26,028	$833K	0.29%	-6,360	Timeline
SLGNSILGAN HLDGS INC	22,473	$833K	0.29%	-3,368	Timeline
ZTSZOETIS INC	5,004	$828K	0.29%	new	Timeline
UPBDUPBOUND GROUP INC	21,624	$828K	0.29%	-742	Timeline
PERSPECTA INCPERSPECTA INC	34,234	$824K	0.29%	-4,766
MMSIMERIT MED SYS INC	14,818	$823K	0.29%	+1,427	Timeline
EXCEXELON CORP	19,432	$820K	0.29%	-14,006	Timeline
CHRWC H ROBINSON WORLDWIDE IN	8,685	$815K	0.28%	-124	Timeline
BDXBECTON DICKINSON & CO	3,255	$814K	0.28%	new	Timeline
GCP APPLIED TECHNOLOGIES INCGCP APPLIED TECHNOLOGIES INC	33,819	$800K	0.28%	new
WABCWESTAMERICA BANCORPORATION	14,456	$799K	0.28%	new	Timeline
HOSTESS BRANDS INCHOSTESS BRANDS INC	54,408	$797K	0.28%	-14,014
PRIMO WATER CORPORATIONPRIMO WATER CORPORATION	50,849	$797K	0.28%	new
ORCLORACLE CORP	12,295	$795K	0.28%	-5,713	Timeline
NKENIKE INC	5,612	$794K	0.28%	-300	Timeline
MSGSMADISON SQUARE GRDN SPRT COR	4,307	$793K	0.28%	+1,473	Timeline
JNJJOHNSON & JOHNSON	5,023	$791K	0.28%	-1,403	Timeline
TXNTEXAS INSTRS INC	4,818	$791K	0.28%	new	Timeline
BROADMARK RLTY CAP INCBROADMARK RLTY CAP INC	77,508	$791K	0.28%	-39,375
PCARPACCAR INC	9,116	$787K	0.27%	new	Timeline
POSTPOST HLDGS INC	7,790	$787K	0.27%	-5,276	Timeline
MDTMEDTRONIC PLC	6,648	$779K	0.27%	-1,597	Timeline
JCIJOHNSON CONTROLS INTERNATION	16,712	$779K	0.27%	new	Timeline
NOWSERVICENOW INC	1,414	$778K	0.27%	-311	Timeline
SCISERVICE CORP INTL	15,853	$778K	0.27%	new	Timeline
LMTLOCKHEED MARTIN CORP	2,187	$776K	0.27%	-18	Timeline
PMPHILIP MORRIS INTL INC	9,364	$775K	0.27%	new	Timeline
VCITVANGUARD SCOTTSDALE FDS	7,960	$773K	0.27%	-2,619	Timeline
BNDXVANGUARD CHARLOTTE FDS	13,202	$773K	0.27%	-4,230	Timeline
KBRKBR INC	25,006	$773K	0.27%	-2,099	Timeline
AONAON PLC	3,653	$772K	0.27%	-1,097	Timeline
YUMYUM BRANDS INC	7,083	$769K	0.27%	-5,233	Timeline
CITRIX SYSTEMS INCCITRIX SYSTEMS INC	5,912	$769K	0.27%	-2,432
RSRELIANCE INC	6,417	$768K	0.27%	new	Timeline
BAXBAXTER INTL INC	9,553	$767K	0.27%	-13,670	Timeline
JACOBS ENGINEERING GROUP INCJACOBS ENGINEERING GROUP INC	7,034	$766K	0.27%	new
EXPEAGLE MATLS INC	7,548	$765K	0.27%	-2,452	Timeline
GNTXGENTEX CORP	22,561	$765K	0.27%	new	Timeline
VPLVANGUARD INTL EQUITY INDEX F	9,489	$755K	0.26%	-2,510	Timeline
BMYBRISTOL-MYERS SQUIBB CO	12,156	$754K	0.26%	-3,724	Timeline
LOWLOWES COS INC	4,697	$754K	0.26%	-653	Timeline
HTLDHEARTLAND EXPRESS INC	41,669	$754K	0.26%	new	Timeline
WTMWHITE MTNS INS GROUP LTD	754	$754K	0.26%	-742	Timeline
LLYELI LILLY & CO	4,442	$750K	0.26%	-1,266	Timeline
GOLFACUSHNET HLDGS CORP	18,446	$748K	0.26%	new	Timeline
VGKVANGUARD INTL EQUITY INDEX F	12,387	$746K	0.26%	-2,831	Timeline
IAA INCIAA INC	11,258	$732K	0.26%	-3,201
STKLSUNOPTA INC	62,742	$732K	0.26%	new	Timeline
CBRECBRE GROUP INC	11,647	$730K	0.25%	-6,745	Timeline
PFEPFIZER INC	19,649	$723K	0.25%	-3,256	Timeline
GOOGLALPHABET INC	409	$717K	0.25%	new	Timeline
TAT&T INC	24,873	$715K	0.25%	-59,004	Timeline
VEAVANGUARD TAX-MANAGED FDS	14,957	$706K	0.25%	-4,719	Timeline
LKQLKQ CORP	19,992	$705K	0.25%	-5,986	Timeline
HWMHOWMET AEROSPACE INC	23,627	$674K	0.24%	+7,867	Timeline
MAGELLAN HEALTH SERVICES INCMAGELLAN HEALTH SERVICES INC	8,063	$668K	0.23%	-364
FLEXFLEX LTD	37,090	$667K	0.23%	-23,191	Timeline
MEDMEDIFAST INC	3,399	$667K	0.23%	-526	Timeline
IVZINVESCO LTD	38,170	$665K	0.23%	new	Timeline
TTTRANE TECHNOLOGIES PLC	4,536	$658K	0.23%	new	Timeline
MDPEDIATRIX MEDICAL GROUP INC	26,725	$656K	0.23%	-9,107	Timeline
ROPROPER TECHNOLOGIES INC	1,504	$648K	0.23%	new	Timeline
RITCHIE BROS AUCTIONEERSRITCHIE BROS AUCTIONEERS	9,219	$641K	0.22%	-6,452
COSTCOSTCO WHOLESALE CORPORATION	1,695	$639K	0.22%	-1,630	Timeline
NOMDNOMAD FOODS LTD	25,140	$639K	0.22%	-8,928	Timeline
CHECHEMED CORP NEW	1,190	$634K	0.22%	new	Timeline
JKHYHENRY JACK & ASSOC INC	3,856	$625K	0.22%	-1,485	Timeline
MASONITE INTERNATIONAL CORPMASONITE INTERNATIONAL CORP	6,345	$624K	0.22%	+67
UNITI GROUP INCUNITI GROUP INC	53,001	$622K	0.22%	new
GDOTGREEN DOT CORP	11,075	$618K	0.22%	+1,194	Timeline
MMSMAXIMUS INC	8,412	$616K	0.22%	-8,112	Timeline
HDHOME DEPOT INC	2,311	$614K	0.21%	new	Timeline
BLACK KNIGHT INC COMBLACK KNIGHT INC COM	6,928	$612K	0.21%	-5,591
ROLROLLINS INC	15,610	$610K	0.21%	+3,874	Timeline
EMBISHARES TR	4,958	$575K	0.2%	0	Timeline
EVHEVOLENT HEALTH INC	35,535	$570K	0.2%	new	Timeline
CALYCALLAWAY GOLF CO	23,114	$555K	0.19%	-9,906	Timeline
REZIRESIDEO TECHNOLOGIES INC	25,845	$549K	0.19%	-13,644	Timeline
ICEINTERCONTINENTAL EXCHANGE IN	4,680	$540K	0.19%	new	Timeline
WIXWIX COM LTD	2,107	$527K	0.18%	-560	Timeline
CVICVR ENERGY INC	34,441	$513K	0.18%	-1,767	Timeline
BLMNBLOOMIN BRANDS INC	26,036	$506K	0.18%	new	Timeline
VWOVANGUARD INTL EQUITY INDEX F	9,818	$492K	0.17%	0	Timeline
EASTERLY GOVERNMENT PROPERT…EASTERLY GOVERNMENT PROPERTIES	21,666	$491K	0.17%	new
CORESITE RLTY CORPCORESITE RLTY CORP	3,838	$481K	0.17%	new
HOWARD HUGHES CORPORATIONHOWARD HUGHES CORPORATION	5,786	$457K	0.16%	+119
SYFSYNCHRONY FINANCIAL	12,927	$449K	0.16%	-128	Timeline
SRESEMPRA	3,500	$446K	0.16%	+371	Timeline
MRKMERCK & CO INC	5,376	$440K	0.15%	new	Timeline
DTEDTE ENERGY CO	3,623	$440K	0.15%	+121	Timeline
SRSPIRE INC	6,753	$432K	0.15%	+699	Timeline
BF-BBROWN FORMAN CORP	5,413	$430K	0.15%	new	Timeline
STESTERIS PLC	2,252	$427K	0.15%	new	Timeline
EEMVISHARES INC	6,965	$425K	0.15%	0	Timeline
OGEOGE ENERGY CORP	12,803	$408K	0.14%	+740	Timeline
VSSVANGUARD INTL EQUITY INDEX F	3,312	$404K	0.14%	0	Timeline
ATRAPTARGROUP INC	2,851	$390K	0.14%	new	Timeline
LNTALLIANT ENERGY CORP	7,513	$387K	0.14%	-180	Timeline
AJGGALLAGHER ARTHUR J & CO	3,129	$387K	0.14%	new	Timeline
AREALEXANDRIA REAL ESTATE EQ IN	2,161	$385K	0.13%	-181	Timeline
MAAMID-AMER APT CMNTYS INC	3,028	$384K	0.13%	+64	Timeline
CPTCAMDEN PPTY TR	3,790	$379K	0.13%	-516	Timeline
LIFE STORAGE INCLIFE STORAGE INC	3,116	$372K	0.13%	+615
MKCMCCORMICK & CO INC	3,822	$365K	0.13%	+2,160	Timeline
NEENEXTERA ENERGY INC	4,692	$362K	0.13%	+3,716	Timeline
WMWASTE MGMT INC DEL	3,067	$362K	0.13%	0	Timeline
IDAIDACORP INC	3,768	$362K	0.13%	-501	Timeline
BROBROWN & BROWN INC	7,606	$361K	0.13%	-1,332	Timeline
CPBTHE CAMPBELLS COMPANY	7,398	$358K	0.13%	new	Timeline
BWXSPDR SERIES TRUST	11,425	$357K	0.12%	-22,658	Timeline
CUBECUBESMART	10,601	$356K	0.12%	+1,996	Timeline
HSYHERSHEY CO	2,326	$354K	0.12%	0	Timeline
CLXCLOROX CO DEL	1,742	$352K	0.12%	+75	Timeline
EXREXTRA SPACE STORAGE INC	3,027	$351K	0.12%	-375	Timeline
PSAPUBLIC STORAGE	1,514	$350K	0.12%	-209	Timeline
KMBKIMBERLY-CLARK CORP	2,592	$349K	0.12%	+394	Timeline
GISGENERAL MILLS INC	5,892	$346K	0.12%	0	Timeline
SOSOUTHERN CO	5,589	$343K	0.12%	-1,567	Timeline
TRNOTERRENO RLTY CORP	5,865	$343K	0.12%	-1,372	Timeline
PEGPUBLIC SVC ENTERPRISE GROUP	5,868	$342K	0.12%	-1,223	Timeline
HEHAWAIIAN ELEC INDS INC MTN B	9,642	$341K	0.12%	-782	Timeline
AEEAMEREN CORP	4,337	$339K	0.12%	+966	Timeline
NINISOURCE INC	14,499	$333K	0.12%	-1,549	Timeline
WECWEC ENERGY GROUP INC	3,618	$333K	0.12%	0	Timeline
BXBLACKSTONE INC	5,116	$332K	0.12%	0	Timeline
FLOFLOWERS FOODS INC	14,492	$328K	0.11%	0	Timeline
ESEVERSOURCE ENERGY	3,783	$327K	0.11%	-663	Timeline
ETRENTERGY CORP NEW	3,252	$325K	0.11%	+741	Timeline
KKELLANOVA	5,189	$323K	0.11%	0	Timeline
HRLHORMEL FOODS CORP	6,875	$320K	0.11%	-853	Timeline
XELXCEL ENERGY INC	4,780	$319K	0.11%	0	Timeline
PNWPINNACLE WEST CAP CORP	3,987	$319K	0.11%	-746	Timeline
AVANGRID INCAVANGRID INC	6,945	$316K	0.11%	-1,167
DDOMINION ENERGY INC	4,169	$314K	0.11%	+865	Timeline
CRWDCROWDSTRIKE HLDGS INC	1,478	$313K	0.11%	new	Timeline
QRVOQORVO INC	1,839	$306K	0.11%	-381	Timeline
RNGRINGCENTRAL INC	761	$288K	0.1%	-234	Timeline
TERTERADYNE INC	2,286	$274K	0.1%	-1,886	Timeline
PODDINSULET CORP	1,072	$274K	0.1%	-278	Timeline
TSLATESLA INC	380	$268K	0.09%	-470	Timeline
SEDGSOLAREDGE TECHNOLOGIES INC	817	$261K	0.09%	-795	Timeline
ALNYALNYLAM PHARMACEUTICALS INC	1,980	$257K	0.09%	-425	Timeline
COUPA SOFTWARE INCORPORATEDCOUPA SOFTWARE INCORPORATED	753	$255K	0.09%	-348
DXCMDEXCOM INC	665	$246K	0.09%	-157	Timeline
HORIZON THERAPEUTICS PLCHORIZON THERAPEUTICS PLC	3,301	$241K	0.08%	-768
LDOSLEIDOS HOLDINGS INC	2,209	$232K	0.08%	new	Timeline
TDOCTELADOC HEALTH INC	1,161	$232K	0.08%	new	Timeline
DDOGDATADOG INC	2,290	$225K	0.08%	-1,520	Timeline
QUIDEL CORPQUIDEL CORP	1,246	$224K	0.08%	-283
SEAGEN INCSEAGEN INC	1,280	$224K	0.08%	new
DOCUDOCUSIGN INC	994	$221K	0.08%	-482	Timeline
REGNREGENERON PHARMACEUTICALS	447	$216K	0.08%	+39	Timeline
TTDTHE TRADE DESK INC	251	$201K	0.07%	new	Timeline

Sold out in Q4 2020

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
TD AMERITRADE HLDG CORPTD AMERITRADE HLDG CORP	72,248	$2.83M	shares
NOBLE ENERGY INCNOBLE ENERGY INC	265,014	$2.27M	shares
VIVINT SOLAR INC.VIVINT SOLAR INC.	51,687	$2.19M	shares
LIVONGO HEALTH INCLIVONGO HEALTH INC	14,947	$2.09M	shares
CNXCNX RES CORP	221,522	$2.09M	shares
THGHANOVER INS GROUP INC	12,616	$1.18M	shares
TFSLTFS FINL CORP	76,689	$1.13M	shares
ECLECOLAB INC	5,480	$1.09M	shares
MKTXMARKETAXESS HLDGS INC	2,205	$1.06M	shares
ALXALEXANDERS INC	3,979	$976K	shares
CRMSALESFORCE INC	3,756	$944K	shares
IHS MARKIT LTDIHS MARKIT LTD	11,979	$940K	shares
TRTOOTSIE ROLL INDS INC	27,726	$857K	shares
RTXRTX CORPORATION	14,270	$821K	shares
HD SUPPLY HLDGS INCHD SUPPLY HLDGS INC	19,292	$796K	shares
AXTAAXALTA COATING SYS LTD	34,093	$756K	shares
UBERUBER TECHNOLOGIES INC	19,744	$720K	shares
FBINFORTUNE BRANDS INNOVATIONS I	8,147	$705K	shares
ROSTROSS STORES INC	7,414	$692K	shares
ESNTESSENT GROUP LTD	18,134	$671K	shares
MGM GROWTH PPTYS LLCMGM GROWTH PPTYS LLC	23,468	$657K	shares
BCBRUNSWICK CORP	11,123	$655K	shares
CBRLCRACKER BARREL OLD CTRY STOR	5,634	$646K	shares
HONHONEYWELL INTL INC	3,882	$639K	shares
LORAL SPACE & COM INCLORAL SPACE & COM INC	33,270	$609K	shares
2U INC2U INC	15,087	$511K	shares
RHIROBERT HALF INC.	9,303	$493K	shares
HIHILLENBRAND INC	14,465	$410K	shares
AMHAMERICAN HOMES 4 RENT	14,081	$401K	shares
ULTAULTA BEAUTY INC	1,678	$376K	shares
ELSEQUITY LIFESTYLE PROPERTIES	6,093	$374K	shares
ZMZOOM COMMUNICATIONS INC	770	$362K	shares
VMRKVIVMARK RESIDENTIAL	6,855	$352K	shares
NWENORTHWESTERN ENERGY GROUP IN	7,121	$346K	shares
SEATTLE GENETICS INCSEATTLE GENETICS INC	1,707	$334K	shares
SYYSYSCO CORP	5,192	$323K	shares
WELLWELLTOWER INC	5,803	$320K	shares
PORPORTLAND GEN ELEC CO	9,004	$320K	shares
CHGGCHEGG INC	4,481	$320K	shares
UIUBIQUITI INC	1,899	$316K	shares
MPWRMONOLITHIC PWR SYS INC	1,110	$310K	shares
LBRDALIBERTY BROADBAND CORP	2,078	$295K	shares
AMDADVANCED MICRO DEVICES INC	3,493	$286K	shares
ADTADT INC DEL	29,530	$241K	shares
CMGCHIPOTLE MEXICAN GRILL INC	191	$238K	shares
GENERAL ELEC COGENERAL ELEC CO	19,703	$123K	shares

How Q4 2020 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0000919574-21-000946	base		2021-02-12	acceptance time not in the bulk data set	2026-10-07 18:42:52 UTC