Alphasimplex Group, LLC
- SEC CIK
- 0001387941
- Latest filing
- Nov 8, 2022
Holdings changes from Q2 2021 to Q3 2021
Long positions only; new, added, reduced and sold out are based on share counts. Pick any two quarters this institution filed.
- New
- 60
- Est. +$30.7M
- Added
- 18
- Est. +$9.33M
- Reduced
- 126
- Est. −$66.4M
- Sold out
- 71
- Est. −$52.8M
Portfolio value went from $200.2M to $120.8M (−$79.4M (−39.7%)); positions from 219 to 208 (−11).
All Q3 2021 holdingsAll Q2 2021 holdings
In the shares, value and % of portfolio columns, the top figure is Q3 2021 and the gray one below is Q2 2021. For stocks that split between the two quarters, Q2 2021 shares are converted at the split ratio before comparing.
| Security | Action | Shares | Share change | Value | Est. bought or sold | % of portfolio | Weight change (pp) |
|---|---|---|---|---|---|---|---|
| CERNCERNER Corp | AddedHistory | 23,05712,533 | +10,524+84.0% | $1.63M$980.0K | +$742.2K | 1.3%0.5% | +0.86 |
| XECCimarex Energy Co | AddedHistory | 18,5634,929 | +13,634+276.6% | $1.62M$357.0K | +$1.19M | 1.3%0.2% | +1.16 |
| AAgilent Technologies, Inc. | ReducedHistory | 10,01115,751 | −5,740−36.4% | $1.58M$2.33M | −$904.2K | 1.3%1.2% | +0.14 |
| STLSterling Bancorp | AddedHistory | 62,56814,514 | +48,054+331.1% | $1.56M$360.0K | +$1.20M | 1.3%0.2% | +1.11 |
| EBSBMeridian Bancorp, Inc. | AddedHistory | 73,54916,923 | +56,626+334.6% | $1.53M$346.0K | +$1.18M | 1.3%0.2% | +1.09 |
| PBCTPeople's United Financial, Inc. | AddedHistory | 85,70520,918 | +64,787+309.7% | $1.50M$359.0K | +$1.13M | 1.2%0.2% | +1.06 |
| ISBCInvestors Bancorp, Inc. | NewHistory | 98,4090 | +98,409 | $1.49M$0 | +$1.49M | 1.2%0.0% | +1.23 |
| FMBIFirst Midwest Bancorp Inc | NewHistory | 77,3980 | +77,398 | $1.47M$0 | +$1.47M | 1.2%0.0% | +1.22 |
| FBCFlagstar Bancorp Inc | ReducedHistory | 27,92152,607 | −24,686−46.9% | $1.42M$2.22M | −$1.25M | 1.2%1.1% | +0.06 |
| BMTCBryn Mawr Bank Corp | AddedHistory | 30,4838,309 | +22,174+266.9% | $1.40M$351.0K | +$1.02M | 1.2%0.2% | +0.98 |
| Atotech LtdG0625A105 | New– | 58,0020 | +58,002 | $1.40M$0 | +$1.40M | 1.2%0.0% | +1.16 |
| RPAIRetail Properties of America, Inc. | NewHistory | 108,6780 | +108,678 | $1.40M$0 | +$1.40M | 1.2%0.0% | +1.16 |
| Athene Holding Ltd.G0684D107 | Reduced– | 19,72837,787 | −18,059−47.8% | $1.36M$2.55M | −$1.24M | 1.1%1.3% | −0.15 |
| FIVNFive9, Inc. | NewHistory | 8,4510 | +8,451 | $1.35M$0 | +$1.35M | 1.1%0.0% | +1.12 |
| TMUST-Mobile US, Inc. | ReducedHistory | 10,54612,966 | −2,420−18.7% | $1.35M$1.88M | −$309.1K | 1.1%0.9% | +0.18 |
| ACBIAtlantic Capital Bancshares, Inc. | NewHistory | 50,1540 | +50,154 | $1.33M$0 | +$1.33M | 1.1%0.0% | +1.10 |
| MDLZMondelez International, Inc. | ReducedHistory | 21,97432,555 | −10,581−32.5% | $1.28M$2.03M | −$615.4K | 1.1%1.0% | +0.04 |
| VERVEREIT, Inc. | ReducedHistory | 28,10642,023 | −13,917−33.1% | $1.27M$1.93M | −$629.3K | 1.1%1.0% | +0.09 |
| GOOGLAlphabet Inc. | AddedHistory | 471450 | +21+4.7% | $1.26M$1.10M | +$56.1K | 1.0%0.5% | +0.49 |
| MRSHMarsh & McLennan Companies, Inc. | AddedHistory | 8,0396,705 | +1,334+19.9% | $1.22M$943.0K | +$202.0K | 1.0%0.5% | +0.54 |
| GBDCGolub Capital BDC, Inc. | AddedHistory | 76,45866,698 | +9,760+14.6% | $1.21M$1.03M | +$154.3K | 1.0%0.5% | +0.49 |
| AMZNAmazon Com Inc | ReducedHistory | 366661 | −295−44.6% | $1.20M$2.27M | −$968.8K | 1.0%1.1% | −0.14 |
| XLNXXilinx Inc | ReducedHistory | 7,76518,850 | −11,085−58.8% | $1.17M$2.73M | −$1.67M | 1.0%1.4% | −0.39 |
| ABBVAbbVie Inc. | ReducedHistory | 10,83914,399 | −3,560−24.7% | $1.17M$1.62M | −$384.0K | 1.0%0.8% | +0.16 |
| MCDMcDonalds Corp | ReducedHistory | 4,8296,421 | −1,592−24.8% | $1.16M$1.48M | −$383.7K | 1.0%0.7% | +0.22 |
| ALTAAltabancorp | AddedHistory | 26,0137,849 | +18,164+231.4% | $1.15M$340.0K | +$802.3K | 1.0%0.2% | +0.78 |
| BAHBooz Allen Hamilton Holding Corp | AddedHistory | 14,46711,463 | +3,004+26.2% | $1.15M$976.0K | +$238.4K | 1.0%0.5% | +0.46 |
| CMCSAComcast Corp | ReducedHistory | 20,37728,645 | −8,268−28.9% | $1.14M$1.63M | −$462.6K | 0.9%0.8% | +0.13 |
| PEPPepsiCo Inc | ReducedHistory | 7,52713,417 | −5,890−43.9% | $1.13M$1.99M | −$885.8K | 0.9%1.0% | −0.06 |
| DHRDanaher Corp | ReducedHistory | 3,41510,178 | −6,763−66.4% | $1.04M$2.73M | −$2.06M | 0.9%1.4% | −0.50 |
| RDWRRadware Ltd | ReducedHistory | 30,19554,522 | −24,327−44.6% | $1.02M$1.68M | −$820.2K | 0.8%0.8% | 0.00 |
| DGXQuest Diagnostics Inc | ReducedHistory | 6,9997,761 | −762−9.8% | $1.02M$1.02M | −$110.7K | 0.8%0.5% | +0.33 |
| CPRTCopart Inc | UnchangedHistory | 7,3177,317 | 00.0% | $1.01M$965.0K | $0 | 0.8%0.5% | +0.36 |
| AONAon plc | ReducedHistory | 3,4943,653 | −159−4.4% | $998.0K$872.0K | −$45.4K | 0.8%0.4% | +0.39 |
| MMM3M Co | AddedHistory | 5,6481,996 | +3,652+183.0% | $991.0K$396.0K | +$640.8K | 0.8%0.2% | +0.62 |
| GSKYGreenSky, Inc. | NewHistory | 83,5630 | +83,563 | $934.0K$0 | +$934.0K | 0.8%0.0% | +0.77 |
| EVAEnviva, LLC | ReducedHistory | 16,86832,727 | −15,859−48.5% | $912.0K$1.72M | −$857.4K | 0.8%0.9% | −0.10 |
| EQCEQC Liquidating Trust | NewHistory | 33,6770 | +33,677 | $875.0K$0 | +$875.0K | 0.7%0.0% | +0.72 |
| EXCExelon Corp | ReducedHistory | 17,71519,432 | −1,717−8.8% | $856.0K$861.0K | −$83.0K | 0.7%0.4% | +0.28 |
| DOXAmdocs Ltd | ReducedHistory | 11,23211,240 | −8−0.1% | $850.0K$870.0K | −$605.41 | 0.7%0.4% | +0.27 |
| EXPDExpeditors International of Washington Inc | ReducedHistory | 6,91916,190 | −9,271−57.3% | $824.0K$2.05M | −$1.10M | 0.7%1.0% | −0.34 |
| BRK.ABerkshire Hathaway Inc | ReducedHistory | 24 | −2−50.0% | $823.0K$1.67M | −$823.0K | 0.7%0.8% | −0.15 |
| LBRDALiberty Broadband Corp | NewHistory | 4,8620 | +4,862 | $819.0K$0 | +$819.0K | 0.7%0.0% | +0.68 |
| WSOWatsco Inc | ReducedHistory | 3,0815,556 | −2,475−44.5% | $815.0K$1.59M | −$654.7K | 0.7%0.8% | −0.12 |
| CHKPCheck Point Software Technologies Ltd | ReducedHistory | 7,18416,859 | −9,675−57.4% | $812.0K$1.96M | −$1.09M | 0.7%1.0% | −0.31 |
| TTCToro Co | ReducedHistory | 8,11614,627 | −6,511−44.5% | $791.0K$1.61M | −$634.6K | 0.7%0.8% | −0.15 |
| GRMNGarmin Ltd | ReducedHistory | 5,04212,263 | −7,221−58.9% | $784.0K$1.77M | −$1.12M | 0.6%0.9% | −0.24 |
| MSFTMicrosoft Corp | NewHistory | 2,7610 | +2,761 | $778.0K$0 | +$778.0K | 0.6%0.0% | +0.64 |
| HLIHoulihan Lokey, Inc. | ReducedHistory | 8,40512,640 | −4,235−33.5% | $774.0K$1.03M | −$390.0K | 0.6%0.5% | +0.12 |
| PGProcter & Gamble Co | ReducedHistory | 5,11718,434 | −13,317−72.2% | $715.0K$2.49M | −$1.86M | 0.6%1.2% | −0.65 |
| DGDollar General Corp | ReducedHistory | 3,3654,907 | −1,542−31.4% | $714.0K$1.06M | −$327.2K | 0.6%0.5% | +0.06 |
| VRSKVerisk Analytics, Inc. | ReducedHistory | 3,47311,118 | −7,645−68.8% | $696.0K$1.94M | −$1.53M | 0.6%1.0% | −0.39 |
| FISVFiserv Inc | NewHistory | 6,1370 | +6,137 | $666.0K$0 | +$666.0K | 0.6%0.0% | +0.55 |
| BRBroadridge Financial Solutions, Inc. | ReducedHistory | 3,9198,373 | −4,454−53.2% | $653.0K$1.35M | −$742.1K | 0.5%0.7% | −0.13 |
| ITWIllinois Tool Works Inc | NewHistory | 3,1060 | +3,106 | $642.0K$0 | +$642.0K | 0.5%0.0% | +0.53 |
| NEUNewmarket Corp | ReducedHistory | 1,8272,055 | −228−11.1% | $619.0K$662.0K | −$77.2K | 0.5%0.3% | +0.18 |
| HDHome Depot, Inc. | ReducedHistory | 1,8773,042 | −1,165−38.3% | $616.0K$970.0K | −$382.3K | 0.5%0.5% | +0.03 |
| SHWSherwin Williams Co | NewHistory | 2,1960 | +2,196 | $614.0K$0 | +$614.0K | 0.5%0.0% | +0.51 |
| LMTLockheed Martin Corp | ReducedHistory | 1,7673,552 | −1,785−50.3% | $610.0K$1.34M | −$616.2K | 0.5%0.7% | −0.17 |
| VZVerizon Communications Inc | ReducedHistory | 11,27220,104 | −8,832−43.9% | $609.0K$1.13M | −$477.2K | 0.5%0.6% | −0.06 |
| BAXBaxter International Inc | AddedHistory | 7,5543,807 | +3,747+98.4% | $608.0K$306.0K | +$301.6K | 0.5%0.2% | +0.35 |
| CLColgate Palmolive Co | AddedHistory | 7,9355,954 | +1,981+33.3% | $600.0K$484.0K | +$149.8K | 0.5%0.2% | +0.25 |
| MDTMedtronic plc | ReducedHistory | 4,7526,648 | −1,896−28.5% | $596.0K$825.0K | −$237.8K | 0.5%0.4% | +0.08 |
| EDConsolidated Edison Inc | ReducedHistory | 8,18417,543 | −9,359−53.3% | $594.0K$1.26M | −$679.3K | 0.5%0.6% | −0.14 |
| ELEstee Lauder Companies Inc | ReducedHistory | 1,9813,324 | −1,343−40.4% | $594.0K$1.06M | −$402.7K | 0.5%0.5% | −0.04 |
| RSGRepublic Services, Inc. | ReducedHistory | 4,92012,303 | −7,383−60.0% | $591.0K$1.35M | −$886.9K | 0.5%0.7% | −0.19 |
| JNJJohnson & Johnson | ReducedHistory | 3,6617,460 | −3,799−50.9% | $591.0K$1.23M | −$613.3K | 0.5%0.6% | −0.12 |
| ORCLOracle Corp | ReducedHistory | 6,78112,295 | −5,514−44.8% | $591.0K$957.0K | −$480.6K | 0.5%0.5% | +0.01 |
| KDPKeurig Dr Pepper Inc. | ReducedHistory | 17,28219,155 | −1,873−9.8% | $590.0K$675.0K | −$63.9K | 0.5%0.3% | +0.15 |
| IVZInvesco Ltd. | UnchangedHistory | 24,43424,434 | 00.0% | $589.0K$653.0K | $0 | 0.5%0.3% | +0.16 |
| PFEPfizer Inc | ReducedHistory | 13,66919,649 | −5,980−30.4% | $588.0K$769.0K | −$257.2K | 0.5%0.4% | +0.10 |
| BMYBristol Myers Squibb Co | ReducedHistory | 9,87112,156 | −2,285−18.8% | $584.0K$812.0K | −$135.2K | 0.5%0.4% | +0.08 |
| INTUIntuit Inc. | NewHistory | 1,0830 | +1,083 | $584.0K$0 | +$584.0K | 0.5%0.0% | +0.48 |
| PRMWPrimo Water Corp | ReducedHistory | 36,96950,849 | −13,880−27.3% | $581.0K$851.0K | −$218.1K | 0.5%0.4% | +0.06 |
| ATRAptargroup, Inc. | AddedHistory | 4,8572,851 | +2,006+70.4% | $580.0K$402.0K | +$239.5K | 0.5%0.2% | +0.28 |
| ATOAtmos Energy Corp | ReducedHistory | 6,56412,982 | −6,418−49.4% | $579.0K$1.25M | −$566.1K | 0.5%0.6% | −0.14 |
| VRSNVerisign Inc | NewHistory | 2,8170 | +2,817 | $578.0K$0 | +$578.0K | 0.5%0.0% | +0.48 |
| MNSTMonster Beverage Corp | NewHistory | 6,3590 | +6,359 | $565.0K$0 | +$565.0K | 0.5%0.0% | +0.47 |
| DPZDominos Pizza Inc | NewHistory | 1,1850 | +1,185 | $565.0K$0 | +$565.0K | 0.5%0.0% | +0.47 |
| AEPAmerican Electric Power Co Inc | ReducedHistory | 6,88214,960 | −8,078−54.0% | $559.0K$1.26M | −$656.1K | 0.5%0.6% | −0.17 |
| RACEFerrari N.V. | ReducedHistory | 2,5153,454 | −939−27.2% | $526.0K$712.0K | −$196.4K | 0.4%0.4% | +0.08 |
| ORLYO Reilly Automotive Inc | NewHistory | 8590 | +859 | $525.0K$0 | +$525.0K | 0.4%0.0% | +0.43 |
| CAGConagra Brands Inc. | ReducedHistory | 14,94240,177 | −25,235−62.8% | $506.0K$1.46M | −$854.6K | 0.4%0.7% | −0.31 |
| COSTCostco Wholesale Corp | NewHistory | 1,0950 | +1,095 | $492.0K$0 | +$492.0K | 0.4%0.0% | +0.41 |
| NKENIKE, Inc. | ReducedHistory | 3,3355,612 | −2,277−40.6% | $484.0K$867.0K | −$330.5K | 0.4%0.4% | −0.03 |
| LNGCheniere Energy, Inc. | ReducedHistory | 4,92815,974 | −11,046−69.1% | $481.0K$1.39M | −$1.08M | 0.4%0.7% | −0.29 |
| PMPhilip Morris International Inc. | ReducedHistory | 5,0279,364 | −4,337−46.3% | $477.0K$928.0K | −$411.5K | 0.4%0.5% | −0.07 |
| TWNKHostess Brands, Inc. | ReducedHistory | 27,23840,622 | −13,384−32.9% | $473.0K$658.0K | −$232.4K | 0.4%0.3% | +0.06 |
| NOMDNomad Foods Ltd | ReducedHistory | 16,67423,966 | −7,292−30.4% | $460.0K$678.0K | −$201.2K | 0.4%0.3% | +0.04 |
| GNTXGentex Corp | ReducedHistory | 13,83122,561 | −8,730−38.7% | $456.0K$747.0K | −$287.8K | 0.4%0.4% | 0.00 |
| CONECyrusOne Holdco LLC | NewHistory | 5,8650 | +5,865 | $454.0K$0 | +$454.0K | 0.4%0.0% | +0.38 |
| POSTPost Holdings, Inc. | ReducedHistory | 4,0957,790 | −3,695−47.4% | $451.0K$845.0K | −$406.9K | 0.4%0.4% | −0.05 |
| CALMCal-Maine Foods Inc | ReducedHistory | 12,44014,823 | −2,383−16.1% | $450.0K$537.0K | −$86.2K | 0.4%0.3% | +0.10 |
| CSGSCSG Systems International Inc | NewHistory | 9,2920 | +9,292 | $448.0K$0 | +$448.0K | 0.4%0.0% | +0.37 |
| CTVACorteva, Inc. | ReducedHistory | 10,62222,138 | −11,516−52.0% | $447.0K$982.0K | −$484.6K | 0.4%0.5% | −0.12 |
| WABCWestamerica Bancorporation | ReducedHistory | 7,91712,528 | −4,611−36.8% | $445.0K$727.0K | −$259.2K | 0.4%0.4% | +0.01 |
| CSCOCisco Systems, Inc. | NewHistory | 8,1380 | +8,138 | $443.0K$0 | +$443.0K | 0.4%0.0% | +0.37 |
| TGTTarget Corp | NewHistory | 1,9360 | +1,936 | $443.0K$0 | +$443.0K | 0.4%0.0% | +0.37 |
| GPCGenuine Parts Co | NewHistory | 3,6460 | +3,646 | $442.0K$0 | +$442.0K | 0.4%0.0% | +0.37 |
| ACMAecom | ReducedHistory | 6,98417,934 | −10,950−61.1% | $441.0K$1.14M | −$691.4K | 0.4%0.6% | −0.20 |
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.