$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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.