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Livermore
Livermore
ZHEN

Alphasimplex Group, LLC

SEC CIK
0001387941
Latest filing
Nov 8, 2022

Holdings changes from Q1 2021 to Q2 2021

Long positions only; new, added, reduced and sold out are based on share counts. Pick any two quarters this institution filed.

Choose two quarters to compare

New
29
Est. +$21.5M
Added
3
Est. +$868.7K
Reduced
61
Est. −$23.4M
Sold out
59
Est. −$50.2M

Portfolio value went from $239.1M to $200.2M (−$39.0M (−16.3%)); positions from 249 to 219 (−30).

All Q2 2021 holdingsAll Q1 2021 holdings

In the shares, value and % of portfolio columns, the top figure is Q2 2021 and the gray one below is Q1 2021. For stocks that split between the two quarters, Q1 2021 shares are converted at the split ratio before comparing.

Holdings of Alphasimplex Group, LLC in Q1 2021 and Q2 2021 compared
SecurityActionSharesShare changeValueEst. bought or sold% of portfolioWeight change (pp)
DHRDanaher CorpReducedHistory10,17810,945−767−7.0%$2.73M$2.46M−$205.8K1.4%1.0%+0.33
XLNXXilinx IncUnchangedHistory18,85018,85000.0%$2.73M$2.34M$01.4%1.0%+0.39
MXIMMaxim Integrated Products IncReducedHistory25,47326,865−1,392−5.2%$2.68M$2.46M−$146.7K1.3%1.0%+0.31
PRAHPRA Health Sciences, Inc.ReducedHistory16,20217,666−1,464−8.3%$2.68M$2.71M−$241.9K1.3%1.1%+0.20
CHTRCharter Communications, Inc.UnchangedHistory3,6523,65200.0%$2.63M$2.25M$01.3%0.9%+0.37
WRIWeingarten Realty InvestorsNewHistory81,1630+81,163$2.60M$0+$2.60M1.3%0.0%+1.30
Athene Holding Ltd.G0684D107Reduced–37,78746,155−8,368−18.1%$2.55M$2.33M−$564.9K1.3%1.0%+0.30
PGProcter & Gamble CoReducedHistory18,43419,827−1,393−7.0%$2.49M$2.69M−$187.9K1.2%1.1%+0.12
AAgilent Technologies, Inc.UnchangedHistory15,75115,75100.0%$2.33M$2.00M$01.2%0.8%+0.33
AMZNAmazon Com IncUnchangedHistory66166100.0%$2.27M$2.04M$01.1%0.9%+0.28
WORKSlack Technologies, Inc.ReducedHistory50,63951,981−1,342−2.6%$2.24M$2.11M−$59.4K1.1%0.9%+0.24
Coherent Inc192479103Unchanged–8,4198,41900.0%$2.23M$2.13M$01.1%0.9%+0.22
FBCFlagstar Bancorp IncNewHistory52,6070+52,607$2.22M$0+$2.22M1.1%0.0%+1.11
Monmouth Real Estate Investment Corp609720107New–114,9460+114,946$2.15M$0+$2.15M1.1%0.0%+1.08
KNLKnoll IncNewHistory79,0000+79,000$2.05M$0+$2.05M1.0%0.0%+1.03
EXPDExpeditors International of Washington IncReducedHistory16,19016,996−806−4.7%$2.05M$1.83M−$102.1K1.0%0.8%+0.26
MDLZMondelez International, Inc.UnchangedHistory32,55532,55500.0%$2.03M$1.91M$01.0%0.8%+0.22
PEPPepsiCo IncUnchangedHistory13,41713,41700.0%$1.99M$1.90M$01.0%0.8%+0.20
CHKPCheck Point Software Technologies LtdReducedHistory16,85919,949−3,090−15.5%$1.96M$2.23M−$358.9K1.0%0.9%+0.04
VRSKVerisk Analytics, Inc.UnchangedHistory11,11811,11800.0%$1.94M$1.96M$01.0%0.8%+0.15
VERVEREIT, Inc.NewHistory42,0230+42,023$1.93M$0+$1.93M1.0%0.0%+0.96
TMUST-Mobile US, Inc.UnchangedHistory12,96612,96600.0%$1.88M$1.63M$00.9%0.7%+0.26
GRMNGarmin LtdUnchangedHistory12,26312,26300.0%$1.77M$1.62M$00.9%0.7%+0.21
EVAEnviva, LLCUnchangedHistory32,72732,72700.0%$1.72M$1.58M$00.9%0.7%+0.20
RDWRRadware LtdReducedHistory54,52259,933−5,411−9.0%$1.68M$1.56M−$166.5K0.8%0.7%+0.18
BRK.ABerkshire Hathaway IncReducedHistory46−2−33.3%$1.67M$2.31M−$837.0K0.8%1.0%−0.13
CMCSAComcast CorpUnchangedHistory28,64528,64500.0%$1.63M$1.55M$00.8%0.6%+0.17
ABBVAbbVie Inc.UnchangedHistory14,39914,39900.0%$1.62M$1.56M$00.8%0.7%+0.16
TTCToro CoUnchangedHistory14,62714,62700.0%$1.61M$1.51M$00.8%0.6%+0.17
WSOWatsco IncUnchangedHistory5,5565,55600.0%$1.59M$1.45M$00.8%0.6%+0.19
TYLTyler Technologies IncReducedHistory3,4954,746−1,251−26.4%$1.58M$2.02M−$565.9K0.8%0.8%−0.05
GENGen Digital Inc.ReducedHistory57,06861,312−4,244−6.9%$1.55M$1.30M−$115.5K0.8%0.5%+0.23
MCDMcDonalds CorpUnchangedHistory6,4216,42100.0%$1.48M$1.44M$00.7%0.6%+0.14
CAGConagra Brands Inc.UnchangedHistory40,17740,17700.0%$1.46M$1.51M$00.7%0.6%+0.10
CVLTCommvault Systems IncUnchangedHistory18,32118,32100.0%$1.43M$1.18M$00.7%0.5%+0.22
LNGCheniere Energy, Inc.UnchangedHistory15,97415,97400.0%$1.39M$1.15M$00.7%0.5%+0.21
RSGRepublic Services, Inc.UnchangedHistory12,30312,30300.0%$1.35M$1.22M$00.7%0.5%+0.16
BRBroadridge Financial Solutions, Inc.ReducedHistory8,37311,258−2,885−25.6%$1.35M$1.72M−$465.8K0.7%0.7%−0.05
LMTLockheed Martin CorpUnchangedHistory3,5523,55200.0%$1.34M$1.31M$00.7%0.5%+0.12
AEPAmerican Electric Power Co IncUnchangedHistory14,96014,96000.0%$1.26M$1.27M$00.6%0.5%+0.10
EDConsolidated Edison IncUnchangedHistory17,54317,54300.0%$1.26M$1.31M$00.6%0.5%+0.08
ATOAtmos Energy CorpUnchangedHistory12,98212,98200.0%$1.25M$1.28M$00.6%0.5%+0.09
JNJJohnson & JohnsonUnchangedHistory7,4607,46000.0%$1.23M$1.23M$00.6%0.5%+0.10
ACMAecomUnchangedHistory17,93417,93400.0%$1.14M$1.15M$00.6%0.5%+0.09
VZVerizon Communications IncReducedHistory20,10426,329−6,225−23.6%$1.13M$1.53M−$348.7K0.6%0.6%−0.08
GOOGLAlphabet Inc.UnchangedHistory45045000.0%$1.10M$928.0K$00.5%0.4%+0.16
JHGJanus Henderson Group Ltd.UnchangedHistory28,10628,10600.0%$1.09M$876.0K$00.5%0.4%+0.18
JCIJohnson Controls International plcReducedHistory15,50416,712−1,208−7.2%$1.06M$997.0K−$82.9K0.5%0.4%+0.11
DGDollar General CorpReducedHistory4,9077,017−2,110−30.1%$1.06M$1.42M−$456.7K0.5%0.6%−0.06
ELEstee Lauder Companies IncUnchangedHistory3,3243,32400.0%$1.06M$967.0K$00.5%0.4%+0.12
MORNMorningstar, Inc.ReducedHistory4,0584,623−565−12.2%$1.04M$1.04M−$145.2K0.5%0.4%+0.09
HLIHoulihan Lokey, Inc.ReducedHistory12,64031,814−19,174−60.3%$1.03M$2.12M−$1.57M0.5%0.9%−0.37
ACNAccenture plcReducedHistory3,5047,313−3,809−52.1%$1.03M$2.02M−$1.12M0.5%0.8%−0.33
EHCEncompass Health CorpUnchangedHistory13,24013,24000.0%$1.03M$1.08M$00.5%0.5%+0.06
WMTWalmart Inc.UnchangedHistory7,2977,29700.0%$1.03M$991.0K$00.5%0.4%+0.10
GBDCGolub Capital BDC, Inc.ReducedHistory66,69871,261−4,563−6.4%$1.03M$1.04M−$70.3K0.5%0.4%+0.08
LHLabcorp Holdings Inc.UnchangedHistory3,7283,72800.0%$1.03M$951.0K$00.5%0.4%+0.12
DGXQuest Diagnostics IncReducedHistory7,76112,028−4,267−35.5%$1.02M$1.54M−$563.0K0.5%0.6%−0.13
PTCPTC Inc.UnchangedHistory7,1747,17400.0%$1.01M$988.0K$00.5%0.4%+0.09
ELANElanco Animal Health IncUnchangedHistory29,07629,07600.0%$1.01M$856.0K$00.5%0.4%+0.15
OPTUOptimum Communications, Inc.UnchangedHistory29,22429,22400.0%$998.0K$951.0K$00.5%0.4%+0.10
PEGAPegasystems IncUnchangedHistory7,1647,16400.0%$997.0K$819.0K$00.5%0.3%+0.16
AWKAmerican Water Works Company, Inc.UnchangedHistory6,4656,46500.0%$996.0K$969.0K$00.5%0.4%+0.09
HLTHilton Worldwide Holdings Inc.UnchangedHistory8,2478,24700.0%$995.0K$997.0K$00.5%0.4%+0.08
AZOAutoZone IncReducedHistory666769−103−13.4%$994.0K$1.08M−$153.7K0.5%0.5%+0.04
DISWalt Disney CoUnchangedHistory5,6475,64700.0%$993.0K$1.04M$00.5%0.4%+0.06
WBTWelbilt, Inc.NewHistory42,5870+42,587$986.0K$0+$986.0K0.5%0.0%+0.49
LKQLKQ CorpUnchangedHistory19,99219,99200.0%$984.0K$846.0K$00.5%0.4%+0.14
CTVACorteva, Inc.UnchangedHistory22,13822,13800.0%$982.0K$1.03M$00.5%0.4%+0.06
CERNCERNER CorpReducedHistory12,53329,497−16,964−57.5%$980.0K$2.12M−$1.33M0.5%0.9%−0.40
BAHBooz Allen Hamilton Holding CorpReducedHistory11,46314,698−3,235−22.0%$976.0K$1.18M−$275.4K0.5%0.5%−0.01
HDHome Depot, Inc.ReducedHistory3,0423,364−322−9.6%$970.0K$1.03M−$102.7K0.5%0.4%+0.06
CPRTCopart IncUnchangedHistory7,3177,31700.0%$965.0K$795.0K$00.5%0.3%+0.15
MMSIMerit Medical Systems IncUnchangedHistory14,81814,81800.0%$958.0K$887.0K$00.5%0.4%+0.11
ORCLOracle CorpUnchangedHistory12,29512,29500.0%$957.0K$863.0K$00.5%0.4%+0.12
CLBKColumbia Financial, Inc.ReducedHistory55,431114,928−59,497−51.8%$955.0K$2.01M−$1.03M0.5%0.8%−0.36
HAINHain Celestial Group IncUnchangedHistory23,78623,78600.0%$954.0K$1.04M$00.5%0.4%+0.04
STXSeagate Technology Holdings plcReducedHistory10,83517,602−6,767−38.4%$953.0K$1.35M−$595.2K0.5%0.6%−0.09
MRSHMarsh & McLennan Companies, Inc.UnchangedHistory6,7056,70500.0%$943.0K$817.0K$00.5%0.3%+0.13
GNRCGenerac Holdings Inc.AddedHistory2,239875+1,364+155.9%$930.0K$287.0K+$566.6K0.5%0.1%+0.34
CBRECbre Group, Inc.UnchangedHistory10,82810,82800.0%$928.0K$857.0K$00.5%0.4%+0.11
PMPhilip Morris International Inc.UnchangedHistory9,3649,36400.0%$928.0K$831.0K$00.5%0.3%+0.12
OTEXOpen Text CorpUnchangedHistory18,06618,06600.0%$918.0K$862.0K$00.5%0.4%+0.10
LOWLowes Companies IncUnchangedHistory4,6974,69700.0%$911.0K$893.0K$00.5%0.4%+0.08
GOLFAcushnet Holdings Corp.UnchangedHistory18,44618,44600.0%$911.0K$762.0K$00.5%0.3%+0.14
CACCCredit Acceptance CorpReducedHistory1,9812,605−624−24.0%$900.0K$938.0K−$283.5K0.4%0.4%+0.06
RSReliance, Inc.ReducedHistory5,8636,417−554−8.6%$885.0K$977.0K−$83.6K0.4%0.4%+0.03
SEICSEI Investments CoReducedHistory14,23817,750−3,512−19.8%$882.0K$1.08M−$217.6K0.4%0.5%−0.01
BOXBox IncReducedHistory34,41039,685−5,275−13.3%$879.0K$911.0K−$134.7K0.4%0.4%+0.06
AONAon plcUnchangedHistory3,6533,65300.0%$872.0K$841.0K$00.4%0.4%+0.08
DOXAmdocs LtdUnchangedHistory11,24011,24000.0%$870.0K$788.0K$00.4%0.3%+0.11
NKENIKE, Inc.UnchangedHistory5,6125,61200.0%$867.0K$746.0K$00.4%0.3%+0.12
CTASCintas CorpReducedHistory2,2532,809−556−19.8%$861.0K$959.0K−$212.5K0.4%0.4%+0.03
EXCExelon CorpUnchangedHistory19,43219,43200.0%$861.0K$850.0K$00.4%0.4%+0.07
NLSNNielsen Holdings plcUnchangedHistory34,49834,49800.0%$851.0K$868.0K$00.4%0.4%+0.06
PRMWPrimo Water CorpUnchangedHistory50,84950,84900.0%$851.0K$827.0K$00.4%0.3%+0.08
DLBDolby Laboratories, Inc.UnchangedHistory8,6428,64200.0%$849.0K$853.0K$00.4%0.4%+0.07
POSTPost Holdings, Inc.UnchangedHistory7,7907,79000.0%$845.0K$824.0K$00.4%0.3%+0.08
NNINelnet IncReducedHistory11,08716,249−5,162−31.8%$834.0K$1.18M−$388.3K0.4%0.5%−0.08
MDTMedtronic plcUnchangedHistory6,6486,64800.0%$825.0K$785.0K$00.4%0.3%+0.08

Estimated amounts multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares): new positions use this quarter's value and sold-out positions last quarter's; positions reported only as principal (PRN) cannot be estimated. 13F shows only quarter-end holdings, not when trades happened or at what price.