$27.3 Million is the total value of ALPHASIMPLEX GROUP, LLC's 71 reported holdings in Q1 2022. The portfolio turnover from Q4 2021 to Q1 2022 was 71.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FBC | Buy | FLAGSTAR BANCORP INC | $1,348,000 | +16.9% | 31,790 | +32.2% | 4.95% | +151.9% |
| OCDX | Buy | ORTHO CLINICAL DIAGNOSTICS H | $1,198,000 | +8.0% | 64,215 | +23.9% | 4.40% | +132.7% |
| ATC | Buy | ATOTECH LTD | $1,173,000 | -8.6% | 53,455 | +6.3% | 4.30% | +96.7% |
| NP | New | NEENAH INC | $1,169,000 | – | 29,486 | +100.0% | 4.29% | – |
| CCMP | Buy | CMC MATERIALS INC | $1,166,000 | +10.4% | 6,289 | +14.2% | 4.28% | +137.9% |
| TSC | TRISTATE CAP HLDGS INC | $1,159,000 | +9.9% | 34,869 | 0.0% | 4.25% | +136.7% | |
| GS | New | GOLDMAN SACHS GROUP INC | $1,133,000 | – | 3,432 | +100.0% | 4.16% | – |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $1,125,000 | -12.0% | 75,318 | -10.7% | 4.13% | +89.6% |
| FAST | Buy | FASTENAL CO | $516,000 | +41.4% | 8,680 | +52.3% | 1.89% | +204.5% |
| AMZN | Sell | AMAZON COM INC | $482,000 | -9.1% | 148 | -6.9% | 1.77% | +95.9% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $439,000 | -22.3% | 158 | -19.0% | 1.61% | +67.3% |
| SHW | Sell | SHERWIN WILLIAMS CO | $431,000 | -38.8% | 1,725 | -13.7% | 1.58% | +31.9% |
| VRSK | New | VERISK ANALYTICS INC | $425,000 | – | 1,978 | +100.0% | 1.56% | – |
| WMT | New | WALMART INC | $397,000 | – | 2,667 | +100.0% | 1.46% | – |
| TGT | Sell | TARGET CORP | $380,000 | -15.2% | 1,790 | -7.5% | 1.39% | +82.7% |
| MSFT | Sell | MICROSOFT CORP | $372,000 | -17.3% | 1,207 | -9.7% | 1.36% | +78.0% |
| EXC | Sell | EXELON CORP | $372,000 | -26.5% | 7,812 | -10.9% | 1.36% | +58.4% |
| DHR | Sell | DANAHER CORPORATION | $370,000 | -24.0% | 1,261 | -14.7% | 1.36% | +63.6% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORcl a | $363,000 | -42.9% | 4,130 | -45.0% | 1.33% | +22.9% |
| CPRT | Sell | COPART INC | $361,000 | -43.9% | 2,875 | -32.3% | 1.32% | +20.8% |
| TMUS | New | T-MOBILE US INC | $358,000 | – | 2,792 | +100.0% | 1.31% | – |
| DG | Sell | DOLLAR GEN CORP NEW | $349,000 | -25.1% | 1,569 | -20.5% | 1.28% | +61.3% |
| DPZ | DOMINOS PIZZA INC | $339,000 | -27.9% | 833 | 0.0% | 1.24% | +55.3% | |
| ITW | Buy | ILLINOIS TOOL WKS INC | $319,000 | +13.1% | 1,524 | +33.6% | 1.17% | +144.0% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $318,000 | -22.6% | 2,303 | -34.7% | 1.17% | +66.7% |
| MMM | Sell | 3M CO | $317,000 | -38.0% | 2,127 | -26.0% | 1.16% | +33.5% |
| ABBV | Sell | ABBVIE INC | $310,000 | -19.1% | 1,914 | -32.4% | 1.14% | +74.3% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $309,000 | -55.1% | 1,815 | -54.2% | 1.13% | -3.2% |
| CAG | Sell | CONAGRA BRANDS INC | $306,000 | -40.0% | 9,106 | -39.1% | 1.12% | +29.2% |
| TSLA | New | TESLA INC | $306,000 | – | 284 | +100.0% | 1.12% | – |
| AAPL | New | APPLE INC | $303,000 | – | 1,733 | +100.0% | 1.11% | – |
| AON | Sell | AON PLC | $301,000 | -42.2% | 924 | -46.7% | 1.10% | +24.4% |
| GRMN | Sell | GARMIN LTD | $292,000 | -24.9% | 2,462 | -13.7% | 1.07% | +61.7% |
| ZTS | Sell | ZOETIS INCcl a | $290,000 | -43.9% | 1,536 | -27.5% | 1.06% | +20.8% |
| BDX | New | BECTON DICKINSON & CO | $279,000 | – | 1,048 | +100.0% | 1.02% | – |
| ORLY | Buy | OREILLY AUTOMOTIVE INC | $277,000 | +37.8% | 405 | +42.1% | 1.02% | +197.1% |
| EL | LAUDER ESTEE COS INCcl a | $275,000 | -26.5% | 1,011 | 0.0% | 1.01% | +58.4% | |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $267,000 | – | 2,019 | +100.0% | 0.98% | – |
| GGG | Sell | GRACO INC | $266,000 | -42.0% | 3,812 | -33.1% | 0.98% | +24.8% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $259,000 | -37.0% | 2,508 | -18.1% | 0.95% | +35.7% |
| WSBF | Sell | WATERSTONE FINL INC MD | $257,000 | -35.4% | 13,298 | -27.0% | 0.94% | +39.1% |
| DOX | Sell | AMDOCS LTD | $256,000 | -25.6% | 3,116 | -32.3% | 0.94% | +60.2% |
| CSCO | Buy | CISCO SYS INC | $252,000 | +14.5% | 4,515 | +30.0% | 0.92% | +146.7% |
| AME | New | AMETEK INC | $251,000 | – | 1,881 | +100.0% | 0.92% | – |
| PEP | Sell | PEPSICO INC | $251,000 | -58.4% | 1,499 | -56.8% | 0.92% | -10.3% |
| OTEX | Buy | OPEN TEXT CORP | $247,000 | +22.3% | 5,819 | +36.9% | 0.91% | +163.4% |
| A | Sell | AGILENT TECHNOLOGIES INC | $246,000 | -30.3% | 1,856 | -15.9% | 0.90% | +50.2% |
| LBRDA | Sell | LIBERTY BROADBAND CORP | $239,000 | -39.6% | 1,821 | -26.1% | 0.88% | +29.9% |
| TTC | Sell | TORO CO | $236,000 | -38.5% | 2,757 | -28.2% | 0.87% | +32.4% |
| ED | Sell | CONSOLIDATED EDISON INC | $236,000 | -16.6% | 2,496 | -24.6% | 0.87% | +79.7% |
| ABT | New | ABBOTT LABS | $235,000 | – | 1,987 | +100.0% | 0.86% | – |
| CSGP | New | COSTAR GROUP INC | $235,000 | – | 3,527 | +100.0% | 0.86% | – |
| ACM | AECOM | $234,000 | -0.4% | 3,040 | 0.0% | 0.86% | +114.8% | |
| CTVA | Sell | CORTEVA INC | $232,000 | +4.5% | 4,036 | -14.0% | 0.85% | +125.1% |
| LNG | Sell | CHENIERE ENERGY INC | $224,000 | -7.8% | 1,618 | -32.4% | 0.82% | +98.6% |
| ACN | Buy | ACCENTURE PLC IRELAND | $224,000 | -0.9% | 665 | +22.0% | 0.82% | +113.5% |
| SYY | Sell | SYSCO CORP | $223,000 | -12.9% | 2,733 | -16.1% | 0.82% | +87.6% |
| JNJ | Sell | JOHNSON & JOHNSON | $222,000 | -22.4% | 1,252 | -25.2% | 0.82% | +67.4% |
| PG | Sell | PROCTER AND GAMBLE CO | $219,000 | -72.5% | 1,433 | -70.6% | 0.80% | -40.8% |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | $219,000 | -12.7% | 1,668 | 0.0% | 0.80% | +87.9% | |
| CLX | CLOROX CO DEL | $219,000 | -20.4% | 1,577 | 0.0% | 0.80% | +71.4% | |
| OLN | Sell | OLIN CORP | $218,000 | -28.3% | 4,171 | -21.0% | 0.80% | +54.4% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $216,000 | +7.5% | 818 | +27.8% | 0.79% | +131.9% |
| WM | New | WASTE MGMT INC DEL | $203,000 | – | 1,283 | +100.0% | 0.74% | – |
| FISV | Sell | FISERV INC | $202,000 | -20.2% | 1,991 | -18.3% | 0.74% | +71.9% |
| FCX | New | FREEPORT-MCMORAN INCcl b | $202,000 | – | 4,060 | +100.0% | 0.74% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $202,000 | – | 857 | +100.0% | 0.74% | – |
| PRMW | PRIMO WATER CORPORATION | $191,000 | -19.1% | 13,390 | 0.0% | 0.70% | +74.4% | |
| HTLD | Sell | HEARTLAND EXPRESS INC | $175,000 | -34.0% | 12,414 | -21.1% | 0.64% | +42.4% |
| AGNC | Sell | AGNC INVT CORP | $169,000 | -55.3% | 12,922 | -48.6% | 0.62% | -3.7% |
| STKL | SUNOPTA INC | $97,000 | -27.6% | 19,246 | 0.0% | 0.36% | +56.1% | |
| BBY | Exit | BEST BUY INC | $0 | – | -1,973 | -100.0% | -0.34% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -2,516 | -100.0% | -0.34% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -483 | -100.0% | -0.34% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -8,738 | -100.0% | -0.34% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -2,305 | -100.0% | -0.34% | – |
| ERIE | Exit | ERIE INDTY COcl a | $0 | – | -1,054 | -100.0% | -0.35% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -2,302 | -100.0% | -0.35% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -576 | -100.0% | -0.35% | – |
| HLI | Exit | HOULIHAN LOKEY INCcl a | $0 | – | -1,971 | -100.0% | -0.35% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -4,793 | -100.0% | -0.35% | – |
| NTST | Exit | NETSTREIT CORP | $0 | – | -8,923 | -100.0% | -0.35% | – |
| MMSI | Exit | MERIT MED SYS INC | $0 | – | -3,281 | -100.0% | -0.35% | – |
| ACIW | Exit | ACI WORLDWIDE INC | $0 | – | -5,907 | -100.0% | -0.35% | – |
| NNI | Exit | NELNET INCcl a | $0 | – | -2,102 | -100.0% | -0.35% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -2,835 | -100.0% | -0.35% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -1,096 | -100.0% | -0.35% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -1,483 | -100.0% | -0.35% | – |
| IBP | Exit | INSTALLED BLDG PRODS INC | $0 | – | -1,491 | -100.0% | -0.35% | – |
| GWW | Exit | GRAINGER W W INC | $0 | – | -403 | -100.0% | -0.36% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -645 | -100.0% | -0.36% | – |
| NOMD | Exit | NOMAD FOODS LTD | $0 | – | -8,217 | -100.0% | -0.36% | – |
| FLEX | Exit | FLEX LTDord | $0 | – | -11,466 | -100.0% | -0.36% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -826 | -100.0% | -0.36% | – |
| KDP | Exit | KEURIG DR PEPPER INC | $0 | – | -5,721 | -100.0% | -0.36% | – |
| COO | Exit | COOPER COS INC | $0 | – | -503 | -100.0% | -0.36% | – |
| LIN | Exit | LINDE PLC | $0 | – | -614 | -100.0% | -0.36% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -3,696 | -100.0% | -0.36% | – |
| MORN | Exit | MORNINGSTAR INC | $0 | – | -627 | -100.0% | -0.36% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -2,225 | -100.0% | -0.36% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -2,124 | -100.0% | -0.36% | – |
| ZS | Exit | ZSCALER INC | $0 | – | -672 | -100.0% | -0.37% | – |
| DOOR | Exit | MASONITE INTL CORP | $0 | – | -1,841 | -100.0% | -0.37% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -7,635 | -100.0% | -0.37% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -335 | -100.0% | -0.37% | – |
| TRNO | Exit | TERRENO RLTY CORP | $0 | – | -2,553 | -100.0% | -0.37% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -3,501 | -100.0% | -0.37% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -2,033 | -100.0% | -0.37% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -1,579 | -100.0% | -0.37% | – |
| JHG | Exit | JANUS HENDERSON GROUP PLC | $0 | – | -5,294 | -100.0% | -0.38% | – |
| BKI | Exit | BLACK KNIGHT INC | $0 | – | -2,678 | -100.0% | -0.38% | – |
| PEGA | Exit | PEGASYSTEMS INC | $0 | – | -2,034 | -100.0% | -0.39% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -2,026 | -100.0% | -0.39% | – |
| FB | Exit | META PLATFORMS INCcl a | $0 | – | -683 | -100.0% | -0.39% | – |
| NLOK | Exit | NORTONLIFELOCK INC | $0 | – | -9,013 | -100.0% | -0.40% | – |
| HLT | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -1,505 | -100.0% | -0.40% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -135 | -100.0% | -0.40% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -2,189 | -100.0% | -0.40% | – |
| SEIC | Exit | SEI INVTS CO | $0 | – | -3,921 | -100.0% | -0.41% | – |
| INTU | Exit | INTUIT | $0 | – | -373 | -100.0% | -0.41% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -2,829 | -100.0% | -0.41% | – |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -11,115 | -100.0% | -0.41% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -4,214 | -100.0% | -0.43% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,212 | -100.0% | -0.43% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,003 | -100.0% | -0.44% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -5,300 | -100.0% | -0.46% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -1,739 | -100.0% | -0.46% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -5,188 | -100.0% | -0.46% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -1,970 | -100.0% | -0.47% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -2,984 | -100.0% | -0.48% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -799 | -100.0% | -0.48% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -1,127 | -100.0% | -0.48% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -3,240 | -100.0% | -0.49% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -2,860 | -100.0% | -0.50% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -2,168 | -100.0% | -0.50% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -2,876 | -100.0% | -0.51% | – |
| CDW | Exit | CDW CORP | $0 | – | -1,475 | -100.0% | -0.52% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -476 | -100.0% | -0.53% | – |
| V | Exit | VISA INC | $0 | – | -1,454 | -100.0% | -0.54% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -718 | -100.0% | -0.54% | – |
| BFB | Exit | BROWN FORMAN CORPcl b | $0 | – | -4,943 | -100.0% | -0.61% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -25,080 | -100.0% | -0.66% | – |
| EVA | Exit | ENVIVA PARTNERS LP | $0 | – | -5,556 | -100.0% | -0.67% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -15,272 | -100.0% | -0.68% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -1,486 | -100.0% | -0.68% | – |
| RDWR | Exit | RADWARE LTDord | $0 | – | -9,679 | -100.0% | -0.69% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -2,454 | -100.0% | -0.72% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -2,911 | -100.0% | -0.91% | – |
| RBNC | Exit | RELIANT BANCORP INC | $0 | – | -16,117 | -100.0% | -0.98% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -12,758 | -100.0% | -1.44% | – |
| GSKY | Exit | GREENSKY INCcl a | $0 | – | -83,563 | -100.0% | -1.62% | – |
| MNTV | Exit | MOMENTIVE GLOBAL INC | $0 | – | -57,115 | -100.0% | -2.06% | – |
| PSXP | Exit | PHILLIPS 66 PARTNERS LP | $0 | – | -35,134 | -100.0% | -2.16% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -49,823 | -100.0% | -2.19% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -28,905 | -100.0% | -2.22% | – |
| ACBI | Exit | ATLANTIC CAP BANCSHARES INC | $0 | – | -45,552 | -100.0% | -2.23% | – |
| PBCT | Exit | PEOPLES UNITED FINANCIAL INC | $0 | – | -73,619 | -100.0% | -2.24% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -64,498 | -100.0% | -2.25% | – |
| ATH | Exit | ATHENE HOLDING LTDcl a | $0 | – | -15,867 | -100.0% | -2.25% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-05-10
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.