$14 Million is the total value of ALPHASIMPLEX GROUP, LLC's 48 reported holdings in Q2 2022. The portfolio turnover from Q1 2022 to Q2 2022 was 91.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CCMP | Sell | CMC MATERIALS INC | $1,019,000 | -12.6% | 5,841 | -7.1% | 7.26% | +69.6% |
| NP | Sell | NEENAH INC | $960,000 | -17.9% | 28,128 | -4.6% | 6.84% | +59.4% |
| CTT | New | CATCHMARK TIMBER TR INCcl a | $793,000 | – | 78,814 | +100.0% | 5.65% | – |
| RTLR | New | RATTLER MIDSTREAM LP | $742,000 | – | 54,328 | +100.0% | 5.29% | – |
| GILD | New | GILEAD SCIENCES INC | $464,000 | – | 7,507 | +100.0% | 3.31% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $398,000 | – | 774 | +100.0% | 2.84% | – |
| TMUS | T-MOBILE US INC | $376,000 | +5.0% | 2,792 | 0.0% | 2.68% | +103.9% | |
| FE | New | FIRSTENERGY CORP | $340,000 | – | 8,860 | +100.0% | 2.42% | – |
| WMT | WALMART INC | $324,000 | -18.4% | 2,667 | 0.0% | 2.31% | +58.4% | |
| VRSK | Sell | VERISK ANALYTICS INC | $315,000 | -25.9% | 1,817 | -8.1% | 2.24% | +43.8% |
| MSFT | MICROSOFT CORP | $310,000 | -16.7% | 1,207 | 0.0% | 2.21% | +61.8% | |
| MMC | MARSH & MCLENNAN COS INC | $282,000 | -8.7% | 1,815 | 0.0% | 2.01% | +77.2% | |
| ZTS | ZOETIS INCcl a | $264,000 | -9.0% | 1,536 | 0.0% | 1.88% | +76.8% | |
| CAG | Sell | CONAGRA BRANDS INC | $259,000 | -15.4% | 7,555 | -17.0% | 1.84% | +64.3% |
| FAST | Sell | FASTENAL CO | $258,000 | -50.0% | 5,162 | -40.5% | 1.84% | -3.0% |
| TSLA | Buy | TESLA INC | $251,000 | -18.0% | 372 | +31.0% | 1.79% | +59.2% |
| AON | AON PLC | $249,000 | -17.3% | 924 | 0.0% | 1.77% | +60.5% | |
| PAYX | New | PAYCHEX INC | $247,000 | – | 2,171 | +100.0% | 1.76% | – |
| NKE | New | NIKE INCcl b | $246,000 | – | 2,406 | +100.0% | 1.75% | – |
| RPM | New | RPM INTL INC | $245,000 | – | 3,115 | +100.0% | 1.74% | – |
| CHNG | New | CHANGE HEALTHCARE INC | $243,000 | – | 10,531 | +100.0% | 1.73% | – |
| ACM | Buy | AECOM | $243,000 | +3.8% | 3,731 | +22.7% | 1.73% | +101.5% |
| MMM | Sell | 3M CO | $239,000 | -24.6% | 1,850 | -13.0% | 1.70% | +46.4% |
| AAPL | APPLE INC | $237,000 | -21.8% | 1,733 | 0.0% | 1.69% | +51.8% | |
| ITW | Sell | ILLINOIS TOOL WKS INC | $236,000 | -26.0% | 1,294 | -15.1% | 1.68% | +43.6% |
| BDX | Sell | BECTON DICKINSON & CO | $236,000 | -15.4% | 958 | -8.6% | 1.68% | +64.2% |
| LMT | New | LOCKHEED MARTIN CORP | $233,000 | – | 541 | +100.0% | 1.66% | – |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $233,000 | -46.9% | 107 | -32.3% | 1.66% | +3.0% |
| TGT | Sell | TARGET CORP | $225,000 | -40.8% | 1,596 | -10.8% | 1.60% | +15.0% |
| HTLD | Buy | HEARTLAND EXPRESS INC | $223,000 | +27.4% | 16,028 | +29.1% | 1.59% | +147.5% |
| SHW | Sell | SHERWIN WILLIAMS CO | $222,000 | -48.5% | 990 | -42.6% | 1.58% | 0.0% |
| PG | Buy | PROCTER AND GAMBLE CO | $220,000 | +0.5% | 1,532 | +6.9% | 1.57% | +94.9% |
| ROP | New | ROPER TECHNOLOGIES INC | $220,000 | – | 558 | +100.0% | 1.57% | – |
| SUN | New | SUNOCO LP/SUNOCO FIN CORP | $219,000 | – | 5,889 | +100.0% | 1.56% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $217,000 | – | 17,361 | +100.0% | 1.55% | – |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $217,000 | -16.2% | 2,231 | -11.0% | 1.55% | +62.7% |
| HD | New | HOME DEPOT INC | $214,000 | – | 781 | +100.0% | 1.52% | – |
| FCN | New | FTI CONSULTING INC | $213,000 | – | 1,178 | +100.0% | 1.52% | – |
| AME | AMETEK INC | $207,000 | -17.5% | 1,881 | 0.0% | 1.48% | +60.2% | |
| DOX | Sell | AMDOCS LTD | $205,000 | -19.9% | 2,466 | -20.9% | 1.46% | +55.5% |
| GBDC | New | GOLUB CAP BDC INC | $203,000 | – | 15,691 | +100.0% | 1.45% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $200,000 | – | 3,451 | +100.0% | 1.42% | – |
| PRMW | PRIMO WATER CORPORATION | $179,000 | -6.3% | 13,390 | 0.0% | 1.28% | +81.9% | |
| AGNC | AGNC INVT CORP | $143,000 | -15.4% | 12,922 | 0.0% | 1.02% | +64.4% | |
| MTG | New | MGIC INVT CORP WIS | $127,000 | – | 10,115 | +100.0% | 0.90% | – |
| HBI | New | HANESBRANDS INC | $124,000 | – | 12,069 | +100.0% | 0.88% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $121,000 | – | 10,510 | +100.0% | 0.86% | – |
| ARR | New | ARMOUR RESIDENTIAL REIT INC | $96,000 | – | 13,675 | +100.0% | 0.68% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -19,246 | -100.0% | -0.36% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -4,060 | -100.0% | -0.74% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC LTD | $0 | – | -857 | -100.0% | -0.74% | – |
| FISV | Exit | FISERV INC | $0 | – | -1,991 | -100.0% | -0.74% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -1,283 | -100.0% | -0.74% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -818 | -100.0% | -0.79% | – |
| OLN | Exit | OLIN CORP | $0 | – | -4,171 | -100.0% | -0.80% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -1,577 | -100.0% | -0.80% | – |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -1,668 | -100.0% | -0.80% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -1,252 | -100.0% | -0.82% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -2,733 | -100.0% | -0.82% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -665 | -100.0% | -0.82% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,618 | -100.0% | -0.82% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -4,036 | -100.0% | -0.85% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -3,527 | -100.0% | -0.86% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -1,987 | -100.0% | -0.86% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -2,496 | -100.0% | -0.87% | – |
| TTC | Exit | TORO CO | $0 | – | -2,757 | -100.0% | -0.87% | – |
| LBRDA | Exit | LIBERTY BROADBAND CORP | $0 | – | -1,821 | -100.0% | -0.88% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -1,856 | -100.0% | -0.90% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -5,819 | -100.0% | -0.91% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -1,499 | -100.0% | -0.92% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -4,515 | -100.0% | -0.92% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -13,298 | -100.0% | -0.94% | – |
| GGG | Exit | GRACO INC | $0 | – | -3,812 | -100.0% | -0.98% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -2,019 | -100.0% | -0.98% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -1,011 | -100.0% | -1.01% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -405 | -100.0% | -1.02% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -2,462 | -100.0% | -1.07% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -1,914 | -100.0% | -1.14% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -2,303 | -100.0% | -1.17% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -833 | -100.0% | -1.24% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -1,569 | -100.0% | -1.28% | – |
| CPRT | Exit | COPART INC | $0 | – | -2,875 | -100.0% | -1.32% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORcl a | $0 | – | -4,130 | -100.0% | -1.33% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -1,261 | -100.0% | -1.36% | – |
| EXC | Exit | EXELON CORP | $0 | – | -7,812 | -100.0% | -1.36% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -148 | -100.0% | -1.77% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -75,318 | -100.0% | -4.13% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -3,432 | -100.0% | -4.16% | – |
| TSC | Exit | TRISTATE CAP HLDGS INC | $0 | – | -34,869 | -100.0% | -4.25% | – |
| ATC | Exit | ATOTECH LTD | $0 | – | -53,455 | -100.0% | -4.30% | – |
| OCDX | Exit | ORTHO CLINICAL DIAGNOSTICS H | $0 | – | -64,215 | -100.0% | -4.40% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -31,790 | -100.0% | -4.95% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-08-10
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.