Alphasimplex Group, LLC

Quality / disciplined sizingLong-term holderDiversified strategy

Total reported value

$9.9M

Reporting period: 2022-09-30 · Number of holdings: 35

ALPHASIMPLEX GROUP, LLC disclosed 35 holdings in its latest 13F filing for the period ending 2022-09-30, with total reported value of $9.9M and a quarterly turnover rate of 0.0%.

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Personality snowflake

Concentration: 15.39
Portfolio Stability: 0
Momentum/Contrarian: 50
Sector conviction: 61.71
Diversification: 70
Sizing Uniformity: 94.02

Recent moves

No holding changes this quarter

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	DREUSD	Duke Realty CORP	Stock-Other	9.28%	—	—
2	LBAIUSD	Lakeland Bancorp INC	Stock-Other	8.18%	—	—
3	GILD	Gilead Sciences INC	Stock-Healthcare	4.68%	—	—
4	UNH	Unitedhealth Group INC	Stock-Healthcare	4.62%	—	+16.93%
5	FAST	Fastenal Co	Stock-Industrials	4.29%	—	+78.32%
6	WMT	Walmart INC	Stock-Consumer Staples	3.50%	—	—
7	UPS	United Parcel Service-cl B	Stock-Industrials	3.48%	—	—
8	TMUS	T-mobile US INC	Stock-Comm Services	3.22%	—	-15.01%
9	HD	Home Depot INC	Stock-Consumer Disc	2.97%	—	+36.49%
10	MSFT	Microsoft CORP	Stock-Tech	2.84%	—	—
11	CL	Colgate-palmolive Co	Stock-Consumer Staples	2.83%	—	—
12	HSY	Hershey Co/the	Stock-Consumer Staples	2.82%	—	—
13	ITW	Illinois Tool Works	Stock-Industrials	2.70%	—	+14.22%
14	ABBV	Abbvie INC	Stock-Healthcare	2.58%	—	—
15	MDU	Mdu Resources Group INC	Stock-Utilities	2.56%	—	—
16	TSLA	Tesla INC	Stock-Consumer Disc	2.55%	—	+155.65%
17	PAYX	Paychex INC	Stock-Tech	2.47%	—	—
18	TGT	Target CORP	Stock-Consumer Disc	2.40%	—	—
19	CHNGUSD	Change Healthcare INC	Stock-Other	2.36%	—	-19.49%
20	MRSH	Marsh & Mclennan Cos	Stock-Financials	2.36%	—	-13.94%
21	HTLD	Heartland Express INC	Stock-Other	2.32%	—	—
22	FE	Firstenergy CORP	Stock-Utilities	2.29%	—	-31.16%
23	FCN	Fti Consulting INC	Stock-Industrials	2.26%	—	+14.35%
24	ACM	Aecom	Stock-Industrials	2.25%	—	-13.00%
25	AME	Ametek INC	Stock-Industrials	2.15%	—	—
26	LMT	Lockheed Martin CORP	Stock-Industrials	2.11%	—	—
27	AAPL	Apple INC	Stock-Tech	2.06%	—	-15.00%
28	ROP	Roper Technologies INC	Stock-Tech	2.03%	—	—
29	GBDC	Golub Capital Bdc INC	Stock-Financials	1.96%	—	—
30	DX	Dynex Capital INC	Stock-Other	1.44%	—	—
31	WU	Western Union Co	Stock-Financials	1.40%	—	—
32	BCBUSD	Primo Water CORP	Stock-Other	1.38%	—	-19.13%
33	MTG	Mgic Investment CORP	Stock-Financials	1.32%	—	—
34	HN9	Hanesbrands INC	Stock-Other	1.23%	—	+45.14%
35	IRWD	Ironwood Pharmaceuticals INC	Stock-Other	1.10%	—	—

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2022-09-30	35	$9.9M	0	1DREUSD 2LBAIUSD 3GILD Top holdings2022-09-30 1.DREUSD 2.LBAIUSD 3.GILD 4.UNH 5.FAST 6.WMT 7.UPS 8.TMUS 9.HD 10.MSFT
2022-06-30	48	$14.0M	0	1CCMP 2NPEUR 3CTT1USD Top holdings2022-06-30 1.CCMP 2.NPEUR 3.CTT1USD 4.RTLRUSD 5.GILD 6.UNH 7.TMUS 8.FE 9.WMT 10.VRSK
2022-03-31	71	$27.3M	0	1FBCUSD 2OFIX3G0625A Top holdings2022-03-31 1.FBCUSD 2.OFIX 3.G0625A 4.NPEUR 5.CCMP 6.TSCUSD 7.GS 8.ISBCUSD 9.FAST 10.AMZN
2021-12-31	144	$58.7M	0	1ATHS 2FMBIUSD 3PBCTEUR Top holdings2021-12-31 1.ATHS 2.FMBIUSD 3.PBCTEUR 4.ACBIUSD 5.BMTCUSD 6.STL 7.G0625A 8.ISBCUSD 9.PSXPUSD 10.60878Y
2021-09-30	208	$120.8M	0	1CERNCHF 2XECEUR 3A Top holdings2021-09-30 1.CERNCHF 2.XECEUR 3.A 4.STL 5.EBSB 6.PBCTEUR 7.ISBCUSD 8.FMBIUSD 9.FBCUSD 10.G0625A
2021-06-30	219	$200.2M	100	1DHR 2XLNXEUR 3MXIM Top holdings2021-06-30 1.DHR 2.XLNXEUR 3.MXIM 4.PRAH 5.CHTR 6.WRI 7.ATHS 8.PG 9.A 10.AMZN
2021-03-31	249	$239.1M	51	1TCF 2IPHI 3PRAH Top holdings2021-03-31 1.TCF 2.IPHI 3.PRAH 4.PG 5.PBCTEUR 6.DHR 7.MXIM 8.XLNXEUR 9.ATHS 10.BRK-A
2020-12-31	297	$286.3M	70	1HYG 2CHKP 3BMCH Top holdings2020-12-31 1.HYG 2.CHKP 3.BMCH 4.PG 5.EXPD 6.TCF 7.DHR 8.IPHI 9.CXOEUR 10.XLNXEUR
2020-09-30	272	$219.9M	79	1HYG 2MXIM 3AMT Top holdings2020-09-30 1.HYG 2.MXIM 3.AMT 4.BMCH 5.CERNCHF 6.T 7.CHTR 8.NBL2EUR 9.OTEX 10.PG
2020-06-30	253	$133.4M	100	1HYG 2DHR 3T Top holdings2020-06-30 1.HYG 2.DHR 3.T 4.PG 5.AMT 6.OTEX 7.AGG 8.CERNCHF 9.BAX 10.ALL
2020-03-31	108	$66.1M	100	1HYG 2DLR 3VCIT Top holdings2020-03-31 1.HYG 2.DLR 3.VCIT 4.AGG 5.TIVOEUR 6.VTI 7.G0177J 8.VO 9.VTV 10.AMT
2019-12-31	245	$265.5M	43	1HYG 2SPY 3AGG Top holdings2019-12-31 1.HYG 2.SPY 3.AGG 4.LPTUSD 5.VCIT 6.N47279 7.G0177J 8.SYY 9.450828 10.MDLZ
2019-09-30	205	$262.2M	44	1HYG 2SPY3G0177J Top holdings2019-09-30 1.HYG 2.SPY 3.G0177J 4.CTXSEUR 5.SYY 6.LTXBUSD 7.MDLZ 8.VCIT 9.GHDX 10.AGG
2019-06-30	211	$320.7M	41	1HYG 2SPY 3CTXSEUR Top holdings2019-06-30 1.HYG 2.SPY 3.CTXSEUR 4.LTXBUSD 5.G0177J 6.CZREUR 7.TSS 8.MDLZ 9.SYY 10.CHSP
2019-03-31	210	$296.8M	100	1HYG 2SYY 3MDLZ Top holdings2019-03-31 1.HYG 2.SYY 3.MDLZ 4.PG 5.VCIT 6.AGG 7.FE 8.CTXSEUR 9.SRE 10.OTEX
2018-12-31	84	$110.6M	72	1AGG 2VCIT 3CTXSEUR Top holdings2018-12-31 1.AGG 2.VCIT 3.CTXSEUR 4.PG 5.ICE 6.MDLZ 7.VO 8.BAX 9.FE 10.VTV
2018-09-30	84	$202.0M	24	1HYG 2SPY 3PG Top holdings2018-09-30 1.HYG 2.SPY 3.PG 4.VCIT 5.AGG 6.CTXSEUR 7.ADP 8.BAX 9.MDLZ 10.UTXZ
2018-06-30	90	$200.0M	29	1HYG 2SPY 3PG Top holdings2018-06-30 1.HYG 2.SPY 3.PG 4.345605 5.STZ 6.VTI 7.HHC* 8.VO 9.MDLZ 10.CTXSEUR
2018-03-31	85	$170.8M	78	1HYG 2SPY 3PG Top holdings2018-03-31 1.HYG 2.SPY 3.PG 4.VO 5.VTI 6.VTV 7.STZ 8.CTSH 9.HHC* 10.AIG
2017-12-31	16	$93.9M	0	1HYG 2SPY 3VCIT Top holdings2017-12-31 1.HYG 2.SPY 3.VCIT 4.AGG 5.VTI 6.VO 7.VTV 8.BWX 9.EMB 10.BNDX

Holding changes this quarter

Position changes disclosed by Alphasimplex Group, LLC for the quarter ending 2022-09-30, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action

FAQ

What is Alphasimplex Group, LLC and what type of investor is it?

Alphasimplex Group, LLC is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2022-09-30), the firm manages a tracked equity portfolio valued at approximately $9.9M, spread across 35 disclosed positions.

What are Alphasimplex Group, LLC's largest equity positions?

Based on the latest 13F filing, Alphasimplex Group, LLC's top holdings by market value are: 1. Duke Realty CORP (DREUSD) — $917.0K (9.3%) 2. Lakeland Bancorp INC (LBAIUSD) — $809.0K (8.2%) 3. Gilead Sciences INC (GILD) — $463.0K (4.7%) 4. Unitedhealth Group INC (UNH) — $457.0K (4.6%) 5. Fastenal Co (FAST) — $424.0K (4.3%)

What changes did Alphasimplex Group, LLC make in its most recent portfolio filing?

No notable portfolio changes were recorded for Alphasimplex Group, LLC in the most recent quarter. Holdings appear to have remained relatively stable.

What sectors does Alphasimplex Group, LLC focus on?

Alphasimplex Group, LLC is concentrated in the following sectors based on its current disclosed equity portfolio: • Health Care: 32.1% • Consumer Discretionary: 21.4% • Industrials: 15.1% • Information Technology: 13.3% • Consumer Staples: 9.4% • Communication Services: 8.7%