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Livermore
Livermore
ZHEN

Alphasimplex Group, LLC

SEC CIK
0001387941
Latest filing
Nov 8, 2022

Holdings in Q3 2021

Holdings as of Sep 30, 2021, filed Nov 15, 2021. Long positions only; changes compare share counts with Q2 2021.

Institution overview
Positions
208
−11 vs. Q2 2021
Portfolio value
$120.8M
−$79.4M (−39.7%) vs. Q2 2021
Filed
Nov 15, 2021
SEC
Holdings of Alphasimplex Group, LLC in Q3 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
CERNCERNER CorpCOM23,057$1.63M1.3%+10,524+84.0%AddedHistory
XECCimarex Energy CoCOM18,563$1.62M1.3%+13,634+276.6%AddedHistory
AAgilent Technologies, Inc.COM10,011$1.58M1.3%−5,740−36.4%ReducedHistory
STLSterling BancorpCOM62,568$1.56M1.3%+48,054+331.1%AddedHistory
EBSBMeridian Bancorp, Inc.COM73,549$1.53M1.3%+56,626+334.6%AddedHistory
PBCTPeople's United Financial, Inc.COM85,705$1.50M1.2%+64,787+309.7%AddedHistory
ISBCInvestors Bancorp, Inc.COM98,409$1.49M1.2%+98,409NewHistory
FMBIFirst Midwest Bancorp IncCOM77,398$1.47M1.2%+77,398NewHistory
FBCFlagstar Bancorp IncCOM PAR .00127,921$1.42M1.2%−24,686−46.9%ReducedHistory
BMTCBryn Mawr Bank CorpCOM30,483$1.40M1.2%+22,174+266.9%AddedHistory
Atotech LtdG0625A105COM58,002$1.40M1.2%+58,002New–
RPAIRetail Properties of America, Inc.CL A108,678$1.40M1.2%+108,678NewHistory
Athene Holding Ltd.G0684D107CL A19,728$1.36M1.1%−18,059−47.8%Reduced–
FIVNFive9, Inc.COM8,451$1.35M1.1%+8,451NewHistory
TMUST-Mobile US, Inc.Stock10,546$1.35M1.1%−2,420−18.7%ReducedHistory
ACBIAtlantic Capital Bancshares, Inc.COM50,154$1.33M1.1%+50,154NewHistory
MDLZMondelez International, Inc.Stock21,974$1.28M1.1%−10,581−32.5%ReducedHistory
VERVEREIT, Inc.COM28,106$1.27M1.1%−13,917−33.1%ReducedHistory
GOOGLAlphabet Inc.Stock471$1.26M1.0%+21+4.7%AddedHistory
MRSHMarsh & McLennan Companies, Inc.Stock8,039$1.22M1.0%+1,334+19.9%AddedHistory
GBDCGolub Capital BDC, Inc.COM76,458$1.21M1.0%+9,760+14.6%AddedHistory
AMZNAmazon Com IncStock366$1.20M1.0%−295−44.6%ReducedHistory
XLNXXilinx IncCOM7,765$1.17M1.0%−11,085−58.8%ReducedHistory
ABBVAbbVie Inc.Stock10,839$1.17M1.0%−3,560−24.7%ReducedHistory
MCDMcDonalds CorpStock4,829$1.16M1.0%−1,592−24.8%ReducedHistory
ALTAAltabancorpCOM26,013$1.15M1.0%+18,164+231.4%AddedHistory
BAHBooz Allen Hamilton Holding CorpCL A14,467$1.15M1.0%+3,004+26.2%AddedHistory
CMCSAComcast CorpStock20,377$1.14M0.9%−8,268−28.9%ReducedHistory
PEPPepsiCo IncStock7,527$1.13M0.9%−5,890−43.9%ReducedHistory
DHRDanaher CorpStock3,415$1.04M0.9%−6,763−66.4%ReducedHistory
RDWRRadware LtdORD30,195$1.02M0.8%−24,327−44.6%ReducedHistory
DGXQuest Diagnostics IncCOM6,999$1.02M0.8%−762−9.8%ReducedHistory
CPRTCopart IncCOM7,317$1.01M0.8%00.0%UnchangedHistory
AONAon plcCL A3,494$998.0K0.8%−159−4.4%ReducedHistory
MMM3M CoStock5,648$991.0K0.8%+3,652+183.0%AddedHistory
GSKYGreenSky, Inc.CL A83,563$934.0K0.8%+83,563NewHistory
EVAEnviva, LLCCOM UNIT16,868$912.0K0.8%−15,859−48.5%ReducedHistory
EQCEQC Liquidating TrustCOM SH BEN INT33,677$875.0K0.7%+33,677NewHistory
EXCExelon CorpStock17,715$856.0K0.7%−1,717−8.8%ReducedHistory
DOXAmdocs LtdSHS11,232$850.0K0.7%−8−0.1%ReducedHistory
EXPDExpeditors International of Washington IncCOM6,919$824.0K0.7%−9,271−57.3%ReducedHistory
BRK.ABerkshire Hathaway IncCL A2$823.0K0.7%−2−50.0%ReducedHistory
LBRDALiberty Broadband CorpCOM SER A4,862$819.0K0.7%+4,862NewHistory
WSOWatsco IncCOM3,081$815.0K0.7%−2,475−44.5%ReducedHistory
CHKPCheck Point Software Technologies LtdORD7,184$812.0K0.7%−9,675−57.4%ReducedHistory
TTCToro CoCOM8,116$791.0K0.7%−6,511−44.5%ReducedHistory
GRMNGarmin LtdSHS5,042$784.0K0.6%−7,221−58.9%ReducedHistory
MSFTMicrosoft CorpStock2,761$778.0K0.6%+2,761NewHistory
HLIHoulihan Lokey, Inc.CL A8,405$774.0K0.6%−4,235−33.5%ReducedHistory
PGProcter & Gamble CoStock5,117$715.0K0.6%−13,317−72.2%ReducedHistory
DGDollar General CorpCOM3,365$714.0K0.6%−1,542−31.4%ReducedHistory
VRSKVerisk Analytics, Inc.COM3,473$696.0K0.6%−7,645−68.8%ReducedHistory
FISVFiserv IncStock6,137$666.0K0.6%+6,137NewHistory
BRBroadridge Financial Solutions, Inc.Stock3,919$653.0K0.5%−4,454−53.2%ReducedHistory
ITWIllinois Tool Works IncStock3,106$642.0K0.5%+3,106NewHistory
NEUNewmarket CorpCOM1,827$619.0K0.5%−228−11.1%ReducedHistory
HDHome Depot, Inc.Stock1,877$616.0K0.5%−1,165−38.3%ReducedHistory
SHWSherwin Williams CoCOM2,196$614.0K0.5%+2,196NewHistory
LMTLockheed Martin CorpStock1,767$610.0K0.5%−1,785−50.3%ReducedHistory
VZVerizon Communications IncStock11,272$609.0K0.5%−8,832−43.9%ReducedHistory
BAXBaxter International IncStock7,554$608.0K0.5%+3,747+98.4%AddedHistory
CLColgate Palmolive CoStock7,935$600.0K0.5%+1,981+33.3%AddedHistory
MDTMedtronic plcStock4,752$596.0K0.5%−1,896−28.5%ReducedHistory
EDConsolidated Edison IncStock8,184$594.0K0.5%−9,359−53.3%ReducedHistory
ELEstee Lauder Companies IncCL A1,981$594.0K0.5%−1,343−40.4%ReducedHistory
JNJJohnson & JohnsonStock3,661$591.0K0.5%−3,799−50.9%ReducedHistory
ORCLOracle CorpStock6,781$591.0K0.5%−5,514−44.8%ReducedHistory
RSGRepublic Services, Inc.COM4,920$591.0K0.5%−7,383−60.0%ReducedHistory
KDPKeurig Dr Pepper Inc.COM17,282$590.0K0.5%−1,873−9.8%ReducedHistory
IVZInvesco Ltd.Stock24,434$589.0K0.5%00.0%UnchangedHistory
PFEPfizer IncStock13,669$588.0K0.5%−5,980−30.4%ReducedHistory
BMYBristol Myers Squibb CoStock9,871$584.0K0.5%−2,285−18.8%ReducedHistory
INTUIntuit Inc.Stock1,083$584.0K0.5%+1,083NewHistory
PRMWPrimo Water CorpCOM36,969$581.0K0.5%−13,880−27.3%ReducedHistory
ATRAptargroup, Inc.Stock4,857$580.0K0.5%+2,006+70.4%AddedHistory
ATOAtmos Energy CorpCOM6,564$579.0K0.5%−6,418−49.4%ReducedHistory
VRSNVerisign IncCOM2,817$578.0K0.5%+2,817NewHistory
MNSTMonster Beverage CorpCOM6,359$565.0K0.5%+6,359NewHistory
DPZDominos Pizza IncCOM1,185$565.0K0.5%+1,185NewHistory
AEPAmerican Electric Power Co IncStock6,882$559.0K0.5%−8,078−54.0%ReducedHistory
RACEFerrari N.V.COM2,515$526.0K0.4%−939−27.2%ReducedHistory
ORLYO Reilly Automotive IncStock859$525.0K0.4%+859NewHistory
CAGConagra Brands Inc.Stock14,942$506.0K0.4%−25,235−62.8%ReducedHistory
COSTCostco Wholesale CorpStock1,095$492.0K0.4%+1,095NewHistory
NKENIKE, Inc.Stock3,335$484.0K0.4%−2,277−40.6%ReducedHistory
LNGCheniere Energy, Inc.COM NEW4,928$481.0K0.4%−11,046−69.1%ReducedHistory
PMPhilip Morris International Inc.Stock5,027$477.0K0.4%−4,337−46.3%ReducedHistory
TWNKHostess Brands, Inc.CL A27,238$473.0K0.4%−13,384−32.9%ReducedHistory
NOMDNomad Foods LtdUSD ORD SHS16,674$460.0K0.4%−7,292−30.4%ReducedHistory
GNTXGentex CorpCOM13,831$456.0K0.4%−8,730−38.7%ReducedHistory
CONECyrusOne Holdco LLCCOM5,865$454.0K0.4%+5,865NewHistory
POSTPost Holdings, Inc.COM4,095$451.0K0.4%−3,695−47.4%ReducedHistory
CALMCal-Maine Foods IncCOM NEW12,440$450.0K0.4%−2,383−16.1%ReducedHistory
CSGSCSG Systems International IncCOM9,292$448.0K0.4%+9,292NewHistory
CTVACorteva, Inc.Stock10,622$447.0K0.4%−11,516−52.0%ReducedHistory
WABCWestamerica BancorporationCOM7,917$445.0K0.4%−4,611−36.8%ReducedHistory
CSCOCisco Systems, Inc.Stock8,138$443.0K0.4%+8,138NewHistory
TGTTarget CorpStock1,936$443.0K0.4%+1,936NewHistory
GPCGenuine Parts CoStock3,646$442.0K0.4%+3,646NewHistory
ACMAecomCOM6,984$441.0K0.4%−10,950−61.1%ReducedHistory

Sold out since Q2 2021 (71)

Positions held at the end of Q2 2021 that are gone from this filing.

Positions of Alphasimplex Group, LLC sold out since Q2 2021
SecurityClassShares in Q2 2021Value in Q2 2021% of portfolio in Q2 2021History
MXIMMaxim Integrated Products IncCOM25,473$2.68M1.3%History
PRAHPRA Health Sciences, Inc.COM16,202$2.68M1.3%History
WRIWeingarten Realty InvestorsSH BEN INT81,163$2.60M1.3%History
WORKSlack Technologies, Inc.COM CL A50,639$2.24M1.1%History
Coherent Inc192479103COM8,419$2.23M1.1%–
Monmouth Real Estate Investment Corp609720107CL A114,946$2.15M1.1%–
KNLKnoll IncCOM NEW79,000$2.05M1.0%History
TYLTyler Technologies IncCOM3,495$1.58M0.8%History
JCIJohnson Controls International plcStock15,504$1.06M0.5%History
EHCEncompass Health CorpCOM13,240$1.03M0.5%History
LHLabcorp Holdings Inc.COM NEW3,728$1.03M0.5%History
AWKAmerican Water Works Company, Inc.Stock6,465$996.0K0.5%History
WBTWelbilt, Inc.COM42,587$986.0K0.5%History
GNRCGenerac Holdings Inc.Stock2,239$930.0K0.5%History
CACCCredit Acceptance CorpCOM1,981$900.0K0.4%History
RSReliance, Inc.COM5,863$885.0K0.4%History
SEICSEI Investments CoCOM14,238$882.0K0.4%History
CTASCintas CorpStock2,253$861.0K0.4%History
DLBDolby Laboratories, Inc.COM CL A8,642$849.0K0.4%History
CDWCDW CorpCOM4,713$823.0K0.4%History
ALLEAllegion plcORD SHS5,641$786.0K0.4%History
Atlantica Sustainable Infr PG0751N103SHS21,028$783.0K0.4%–
AVYAvery Dennison CorpCOM3,624$762.0K0.4%History
UPBDUpbound Group, Inc.COM13,822$734.0K0.4%History
GDOTGreen Dot CorpCL A15,381$721.0K0.4%History
IAAIAA, Inc.COM11,258$614.0K0.3%History
WIXWix.com Ltd.SHS2,037$591.0K0.3%History
ONOn Semiconductor CorpStock14,839$568.0K0.3%History
SCCOSouthern Copper CorpStock8,593$553.0K0.3%History
REZIResideo Technologies, Inc.Stock17,039$511.0K0.3%History
LSILife Storage, Inc.COM4,674$502.0K0.3%History
CHDChurch & Dwight Co IncCOM5,836$497.0K0.2%History
EXRExtra Space Storage Inc.COM3,027$496.0K0.2%History
VMIValmont Industries IncCOM2,094$494.0K0.2%History
CUBECubeSmartREIT10,601$491.0K0.2%History
FASTFastenal CoStock9,375$488.0K0.2%History
BDXBecton Dickinson & CoStock1,989$484.0K0.2%History
SJMJ M SMUCKER CoStock3,728$483.0K0.2%History
IDAIdacorp IncCOM4,903$478.0K0.2%History
KKellanovaStock7,364$474.0K0.2%History
DTEDte Energy CoCOM3,623$470.0K0.2%History
WMWaste Management IncStock3,342$468.0K0.2%History
STESTERIS plcSHS USD2,252$465.0K0.2%History
HEHawaiian Electric Industries IncCOM10,964$464.0K0.2%History
AEEAmeren CorpCOM5,794$464.0K0.2%History
AGRAvangrid, Inc.COM8,953$460.0K0.2%History
PSAPublic StorageCOM1,514$455.0K0.2%History
CMSCMS Energy CorpCOM7,646$452.0K0.2%History
ICEIntercontinental Exchange, Inc.Stock3,745$445.0K0.2%History
AJGArthur J. Gallagher & Co.COM3,129$438.0K0.2%History
NOCNorthrop Grumman CorpStock1,155$420.0K0.2%History
MRKMerck & Co., Inc.Stock5,376$418.0K0.2%History
HRLHormel Foods CorpCOM8,716$416.0K0.2%History
HSYHershey CoCOM2,326$405.0K0.2%History
BROBrown & Brown, Inc.Stock7,606$404.0K0.2%History
DDominion Energy, IncStock5,481$403.0K0.2%History
FLOFlowers Foods IncCOM16,078$389.0K0.2%History
CoreSite Realty Corp21870Q105COM2,681$361.0K0.2%–
GISGeneral Mills IncStock5,892$359.0K0.2%History
MAAMid America Apartment Communities Inc.COM2,099$354.0K0.2%History
PEGPublic Service Enterprise Group IncCOM5,868$351.0K0.2%History
KMBKimberly Clark CorpStock2,592$347.0K0.2%History
NEENextera Energy IncStock4,692$344.0K0.2%History
DREDuke Realty CorpCOM NEW7,213$342.0K0.2%History
MKCMcCormick & Co IncStock3,822$338.0K0.2%History
CPBCAMPBELL'S CoCOM7,398$337.0K0.2%History
ALLAllstate CorpStock2,551$333.0K0.2%History
HHCHoward Hughes CorpCOM3,276$319.0K0.2%History
AMGNAmgen IncStock992$242.0K0.1%History
CDZICadiz IncCOM NEW15,878$216.0K0.1%History
New Sr Invt Group Inc648691103COM22,117$194.0K0.1%–