$9.88 Million is the total value of ALPHASIMPLEX GROUP, LLC's 35 reported holdings in Q3 2022. The portfolio turnover from Q2 2022 to Q3 2022 was 64.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DRE | New | DUKE REALTY CORP | $917,000 | – | 19,030 | +100.0% | 9.28% | – |
| LBAI | New | LAKELAND BANCORP INC | $809,000 | – | 50,533 | +100.0% | 8.18% | – |
| GILD | GILEAD SCIENCES INC | $463,000 | -0.2% | 7,507 | 0.0% | 4.68% | +41.7% | |
| UNH | Buy | UNITEDHEALTH GROUP INC | $457,000 | +14.8% | 905 | +16.9% | 4.62% | +63.1% |
| FAST | Buy | FASTENAL CO | $424,000 | +64.3% | 9,205 | +78.3% | 4.29% | +133.4% |
| WMT | WALMART INC | $346,000 | +6.8% | 2,667 | 0.0% | 3.50% | +51.7% | |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $344,000 | – | 2,132 | +100.0% | 3.48% | – |
| TMUS | Sell | T-MOBILE US INC | $318,000 | -15.4% | 2,373 | -15.0% | 3.22% | +20.1% |
| HD | Buy | HOME DEPOT INC | $294,000 | +37.4% | 1,066 | +36.5% | 2.98% | +95.1% |
| MSFT | MICROSOFT CORP | $281,000 | -9.4% | 1,207 | 0.0% | 2.84% | +28.8% | |
| CL | New | COLGATE PALMOLIVE CO | $280,000 | – | 3,983 | +100.0% | 2.83% | – |
| HSY | New | HERSHEY CO | $279,000 | – | 1,266 | +100.0% | 2.82% | – |
| ITW | Buy | ILLINOIS TOOL WKS INC | $267,000 | +13.1% | 1,478 | +14.2% | 2.70% | +60.7% |
| ABBV | New | ABBVIE INC | $255,000 | – | 1,898 | +100.0% | 2.58% | – |
| MDU | New | MDU RES GROUP INC | $253,000 | – | 9,256 | +100.0% | 2.56% | – |
| TSLA | Buy | TESLA INC | $252,000 | +0.4% | 951 | +155.6% | 2.55% | +42.6% |
| PAYX | PAYCHEX INC | $244,000 | -1.2% | 2,171 | 0.0% | 2.47% | +40.3% | |
| TGT | TARGET CORP | $237,000 | +5.3% | 1,596 | 0.0% | 2.40% | +49.6% | |
| MMC | Sell | MARSH & MCLENNAN COS INC | $233,000 | -17.4% | 1,562 | -13.9% | 2.36% | +17.3% |
| CHNG | Sell | CHANGE HEALTHCARE INC | $233,000 | -4.1% | 8,479 | -19.5% | 2.36% | +36.2% |
| HTLD | HEARTLAND EXPRESS INC | $229,000 | +2.7% | 16,028 | 0.0% | 2.32% | +45.8% | |
| FE | Sell | FIRSTENERGY CORP | $226,000 | -33.5% | 6,099 | -31.2% | 2.29% | -5.6% |
| FCN | Buy | FTI CONSULTING INC | $223,000 | +4.7% | 1,347 | +14.3% | 2.26% | +48.7% |
| ACM | Sell | AECOM | $222,000 | -8.6% | 3,246 | -13.0% | 2.25% | +29.8% |
| AME | AMETEK INC | $213,000 | +2.9% | 1,881 | 0.0% | 2.16% | +46.1% | |
| LMT | LOCKHEED MARTIN CORP | $209,000 | -10.3% | 541 | 0.0% | 2.12% | +27.4% | |
| AAPL | Sell | APPLE INC | $204,000 | -13.9% | 1,473 | -15.0% | 2.06% | +22.3% |
| ROP | ROPER TECHNOLOGIES INC | $201,000 | -8.6% | 558 | 0.0% | 2.03% | +29.8% | |
| GBDC | GOLUB CAP BDC INC | $194,000 | -4.4% | 15,691 | 0.0% | 1.96% | +35.8% | |
| DX | New | DYNEX CAP INC | $142,000 | – | 12,150 | +100.0% | 1.44% | – |
| WU | New | WESTERN UN CO | $138,000 | – | 10,250 | +100.0% | 1.40% | – |
| PRMW | Sell | PRIMO WATER CORPORATION | $136,000 | -24.0% | 10,828 | -19.1% | 1.38% | +7.9% |
| MTG | MGIC INVT CORP WIS | $130,000 | +2.4% | 10,115 | 0.0% | 1.32% | +45.3% | |
| HBI | Buy | HANESBRANDS INC | $122,000 | -1.6% | 17,517 | +45.1% | 1.23% | +39.8% |
| IRWD | IRONWOOD PHARMACEUTICALS INC | $109,000 | -9.9% | 10,510 | 0.0% | 1.10% | +28.0% | |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC | $0 | – | -13,675 | -100.0% | -0.68% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -12,922 | -100.0% | -1.02% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -3,451 | -100.0% | -1.42% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -2,466 | -100.0% | -1.46% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -2,231 | -100.0% | -1.55% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -17,361 | -100.0% | -1.55% | – |
| SUN | Exit | SUNOCO LP/SUNOCO FIN CORP | $0 | – | -5,889 | -100.0% | -1.56% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -1,532 | -100.0% | -1.57% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -990 | -100.0% | -1.58% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -107 | -100.0% | -1.66% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -958 | -100.0% | -1.68% | – |
| MMM | Exit | 3M CO | $0 | – | -1,850 | -100.0% | -1.70% | – |
| RPM | Exit | RPM INTL INC | $0 | – | -3,115 | -100.0% | -1.74% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -2,406 | -100.0% | -1.75% | – |
| AON | Exit | AON PLC | $0 | – | -924 | -100.0% | -1.77% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -7,555 | -100.0% | -1.84% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -1,536 | -100.0% | -1.88% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -1,817 | -100.0% | -2.24% | – |
| RTLR | Exit | RATTLER MIDSTREAM LP | $0 | – | -54,328 | -100.0% | -5.29% | – |
| CTT | Exit | CATCHMARK TIMBER TR INCcl a | $0 | – | -78,814 | -100.0% | -5.65% | – |
| NP | Exit | NEENAH INC | $0 | – | -28,128 | -100.0% | -6.84% | – |
| CCMP | Exit | CMC MATERIALS INC | $0 | – | -5,841 | -100.0% | -7.26% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-11-08
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| PROCTER & GAMBLE CO | 18 | Q2 2022 | 2.1% |
| OPEN TEXT CORP | 17 | Q1 2022 | 1.4% |
| MONDELEZ INTL INC | 16 | Q4 2021 | 1.9% |
| CBRE GROUP INC | 16 | Q4 2021 | 1.7% |
| CHENIERE ENERGY INC | 16 | Q1 2022 | 1.3% |
| LOWES COS INC | 16 | Q4 2021 | 1.3% |
| CONAGRA BRANDS INC | 15 | Q2 2022 | 1.8% |
| CITIGROUP INC | 15 | Q4 2021 | 1.3% |
| TRINITY INDS INC | 15 | Q3 2021 | 1.1% |
| LIONS GATE ENTMNT CORP | 15 | Q3 2021 | 0.7% |
View ALPHASIMPLEX GROUP, LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2022-11-08 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-10 |
| 13F-HR | 2022-02-10 |
| 13F-HR | 2021-11-15 |
| 13F-HR | 2021-08-12 |
| 13F-HR | 2021-05-12 |
| 13F-HR | 2021-02-12 |
| 13F-HR | 2020-11-13 |
| 13F-HR | 2020-08-14 |
View ALPHASIMPLEX GROUP, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.