ALPHASIMPLEX GROUP, LLC
- SEC CIK
- 0001387941
Holdings, Q3 2022
Positions as of Sep 30, 2022, filed Nov 8, 2022.SEC
- Positions
- 35
- −13 vs. Q2 2022
- Total value
- $9.88M
- −$4.15M (−29.6%) vs. Q2 2022
Compare with Q2 2022: new, added, reduced and sold out
Positions
Long positions only. Changes compare share counts with Q2 2022.
| Security | Class | Shares | Value | % of portfolio | Change in shares | Action | History |
|---|---|---|---|---|---|---|---|
| DUKE REALTY CORP264411505 | COM NEW | 19,030 | $917K | 9.28% | +19,030 | New | – |
| LAKELAND BANCORP INC511637100 | COM | 50,533 | $809K | 8.18% | +50,533 | New | – |
| GILDGILEAD SCIENCES INC COM | Stock | 7,507 | $463K | 4.68% | 00.0% | Unchanged | View |
| UNHUNITEDHEALTH GROUP INC COM | Stock | 905 | $457K | 4.62% | +131+16.9% | Added | View |
| FASTFASTENAL CO COM | Stock | 9,205 | $424K | 4.29% | +4,043+78.3% | Added | View |
| WMTWALMART INC COM | Stock | 2,667 | $346K | 3.50% | 00.0% | Unchanged | View |
| UPSUNITED PARCEL SVCS INC CL B | Stock | 2,132 | $344K | 3.48% | +2,132 | New | View |
| TMUST-MOBILE US INC COM | Stock | 2,373 | $318K | 3.22% | −419−15.0% | Reduced | View |
| HDHOME DEPOT INC COM | Stock | 1,066 | $294K | 2.97% | +285+36.5% | Added | View |
| MSFTMICROSOFT CORP COM | Stock | 1,207 | $281K | 2.84% | 00.0% | Unchanged | View |
| CLCOLGATE PALMOLIVE CO COM | Stock | 3,983 | $280K | 2.83% | +3,983 | New | View |
| HSYHERSHEY CO | COM | 1,266 | $279K | 2.82% | +1,266 | New | View |
| ITWILLINOIS TOOL WKS INC COM | Stock | 1,478 | $267K | 2.70% | +184+14.2% | Added | View |
| ABBVABBVIE INC COM | Stock | 1,898 | $255K | 2.58% | +1,898 | New | View |
| MDUMDU RES GROUP INC COM | Stock | 9,256 | $253K | 2.56% | +9,256 | New | View |
| TSLATESLA INC COM | Stock | 951 | $252K | 2.55% | +579+155.6% | Added | View |
| PAYXPAYCHEX INC COM | Stock | 2,171 | $244K | 2.47% | 00.0% | Unchanged | View |
| TGTTARGET CORP COM | Stock | 1,596 | $237K | 2.40% | 00.0% | Unchanged | View |
| MRSHMARSH & MCLENNAN COS INC COM | Stock | 1,562 | $233K | 2.36% | −253−13.9% | Reduced | View |
| CHANGE HEALTHCARE INC15912K100 | COM | 8,479 | $233K | 2.36% | −2,052−19.5% | Reduced | – |
| HTLDHEARTLAND EXPRESS INC | COM | 16,028 | $229K | 2.32% | 00.0% | Unchanged | View |
| FEFIRSTENERGY CORP | COM | 6,099 | $226K | 2.29% | −2,761−31.2% | Reduced | View |
| FCNFTI CONSULTING INC | COM | 1,347 | $223K | 2.26% | +169+14.3% | Added | View |
| ACMAECOM | COM | 3,246 | $222K | 2.25% | −485−13.0% | Reduced | View |
| AMEAMETEK INC | COM | 1,881 | $213K | 2.15% | 00.0% | Unchanged | View |
| LMTLOCKHEED MARTIN CORP COM | Stock | 541 | $209K | 2.11% | 00.0% | Unchanged | View |
| AAPLAPPLE INC COM | Stock | 1,473 | $204K | 2.06% | −260−15.0% | Reduced | View |
| ROPROPER TECHNOLOGIES INC COM | Stock | 558 | $201K | 2.03% | 00.0% | Unchanged | View |
| GBDCGOLUB CAP BDC INC | COM | 15,691 | $194K | 1.96% | 00.0% | Unchanged | View |
| DXDYNEX CAP INC | COM | 12,150 | $142K | 1.44% | +12,150 | New | View |
| WUWESTERN UN CO COM | Stock | 10,250 | $138K | 1.40% | +10,250 | New | View |
| PRIMO WATER CORPORATION74167P108 | COM | 10,828 | $136K | 1.38% | −2,562−19.1% | Reduced | – |
| MTGMGIC INVT CORP WIS | COM | 10,115 | $130K | 1.32% | 00.0% | Unchanged | View |
| HANESBRANDS INC410345102 | COM | 17,517 | $122K | 1.23% | +5,448+45.1% | Added | – |
| IRWDIRONWOOD PHARMACEUTICALS INC | COM CL A | 10,510 | $109K | 1.10% | 00.0% | Unchanged | View |
Sold out since Q2 2022 (22)
Positions held at the end of Q2 2022 that are no longer in this filing.
| Security | Class | Shares, Q2 2022 | Value, Q2 2022 | % of portfolio, Q2 2022 |
|---|---|---|---|---|
| CMC MATERIALS INC12571T100 | COM | 5,841 | $1.02M | 7.26% |
| NEENAH INC640079109 | COM | 28,128 | $960K | 6.84% |
| CATCHMARK TIMBER TR INC14912Y202 | CL A | 78,814 | $793K | 5.65% |
| RATTLER MIDSTREAM LP75419T103 | COM UNITS | 54,328 | $742K | 5.29% |
| VRSKVERISK ANALYTICS INC | COM | 1,817 | $315K | 2.24% |
| ZTSZOETIS INC CL A | Stock | 1,536 | $264K | 1.88% |
| CAGCONAGRA BRANDS INC COM | Stock | 7,555 | $259K | 1.85% |
| AONAON PLC | CL A | 924 | $249K | 1.77% |
| NKENIKE INC CL B | Stock | 2,406 | $246K | 1.75% |
| RPMRPM INTL INC | COM | 3,115 | $245K | 1.75% |
| MMM3M CO COM | Stock | 1,850 | $239K | 1.70% |
| BDXBECTON DICKINSON & CO COM | Stock | 958 | $236K | 1.68% |
| GOOGLALPHABET INC CAP STK CL A | Stock | 107 | $233K | 1.66% |
| SHWSHERWIN WILLIAMS CO | COM | 990 | $222K | 1.58% |
| PGPROCTER & GAMBLE CO COM | Stock | 1,532 | $220K | 1.57% |
| SUNSUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 5,889 | $219K | 1.56% |
| TTMITTM TECHNOLOGIES INC | COM | 17,361 | $217K | 1.55% |
| EXPDEXPEDITORS INTL WASH INC | COM | 2,231 | $217K | 1.55% |
| DOXAMDOCS LTD | SHS | 2,466 | $205K | 1.46% |
| SSNCSS&C TECH HLDGS | COM | 3,451 | $200K | 1.42% |
| AGNCAGNC INVT CORP COM | REIT | 12,922 | $143K | 1.02% |
| ARRARMOUR RESIDENTIAL REIT INC | COM NEW | 13,675 | $96K | 0.68% |
13F filings by quarter
| Quarter | Filed | Positions | Total value | Changes | Filing |
|---|---|---|---|---|---|
| Q3 2022 | Nov 8, 2022 | 35 | $9.88M | vs. Q2 2022 | SEC |
| Q2 2022 | Aug 10, 2022 | 48 | $14.04M | vs. Q1 2022 | SEC |
| Q1 2022 | May 10, 2022 | 71 | $27.25M | vs. Q4 2021 | SEC |
| Q4 2021 | Feb 10, 2022 | 144 | $58.7M | vs. Q3 2021 | SEC |
| Q3 2021 | Nov 15, 2021 | 208 | $120.78M | vs. Q2 2021 | SEC |
| Q2 2021 | Aug 12, 2021 | 219 | $200.17M | vs. Q1 2021 | SEC |
| Q1 2021 | May 12, 2021 | 249 | $239.15M | – | SEC |