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Disclosery

ALPHASIMPLEX GROUP, LLC

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13F filer, CIK 1387941, Boston, MA

ALPHASIMPLEX GROUP, LLC reported $9,884,000 across 35 holdings for the quarter ended 2022-09-30, in a 13F-HR filed 2022-11-08. Its ten largest share positions make up 47.08% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000919574-22-006293

Period
2022-09-30
Reported value
$9.88M
Holdings
35
Top 10 weight
47.08%
New
9
Sold out
22

Part of the filer group Virtus Investment Advisers, LLC

How groups are built

Largest buys vs the previous quarter

SecurityShares changeApprox. value
DUKE REALTY CORPnew+19,030$917K
LAKELAND BANCORP INCnew+50,533$809K
UPSnew+2,132$344K
CLnew+3,983$280K
HSYnew+1,266$279K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
CMC MATERIALS INCexited-5,841-$1.02M
NEENAH PAPER INCexited-28,128-$960K
CATCHMARK TIMBER TR INC CL Aexited-78,814-$793K
RATTLER MIDSTREAM LPexited-54,328-$742K
VRSKexited-1,817-$315K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q3 2022

Share positions as resolved from 13F-HR 0000919574-22-006293, largest first. % of portfolio is the value over $9,884,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
DUKE REALTY CORPDUKE REALTY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 7,213 shares; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 19,030 shares 19,030$917K9.28%new
LAKELAND BANCORP INCLAKELAND BANCORP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 50,533 shares 50,533$809K8.18%new
GILDGILEAD SCIENCES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 6,177 shares; 2021Q4: 2,835 shares; 2022Q1: not reported; 2022Q2: 7,507 shares; 2022Q3: 7,507 shares 7,507$463K4.68%0Timeline
UNHUNITEDHEALTH GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 3,353 shares; 2021Q1: 2,802 shares; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 774 shares; 2022Q3: 905 shares 905$457K4.62%+131Timeline
FASTFASTENAL COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 9,375 shares; 2021Q3: not reported; 2021Q4: 5,700 shares; 2022Q1: 8,680 shares; 2022Q2: 5,162 shares; 2022Q3: 9,205 shares 9,205$424K4.29%+4,043Timeline
WMTWALMART INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 9,348 shares; 2021Q1: 7,297 shares; 2021Q2: 7,297 shares; 2021Q3: 2,532 shares; 2021Q4: not reported; 2022Q1: 2,667 shares; 2022Q2: 2,667 shares; 2022Q3: 2,667 shares 2,667$346K3.5%0Timeline
UPSUNITED PARCEL SVCS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 2,132 shares 2,132$344K3.48%newTimeline
TMUST-MOBILE US INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 12,966 shares; 2021Q1: 12,966 shares; 2021Q2: 12,966 shares; 2021Q3: 10,546 shares; 2021Q4: not reported; 2022Q1: 2,792 shares; 2022Q2: 2,792 shares; 2022Q3: 2,373 shares 2,373$318K3.22%-419Timeline
HDHOME DEPOT INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 2,311 shares; 2021Q1: 3,364 shares; 2021Q2: 3,042 shares; 2021Q3: 1,877 shares; 2021Q4: 483 shares; 2022Q1: not reported; 2022Q2: 781 shares; 2022Q3: 1,066 shares 1,066$294K2.97%+285Timeline
MSFTMICROSOFT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 2,761 shares; 2021Q4: 1,337 shares; 2022Q1: 1,207 shares; 2022Q2: 1,207 shares; 2022Q3: 1,207 shares 1,207$281K2.84%0Timeline
CLCOLGATE PALMOLIVE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 11,831 shares; 2021Q1: 5,954 shares; 2021Q2: 5,954 shares; 2021Q3: 7,935 shares; 2021Q4: 2,829 shares; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 3,983 shares 3,983$280K2.83%newTimeline
HSYHERSHEY COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 2,326 shares; 2021Q1: 2,326 shares; 2021Q2: 2,326 shares; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 1,266 shares 1,266$279K2.82%newTimeline
ITWILLINOIS TOOL WKS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 3,106 shares; 2021Q4: 1,141 shares; 2022Q1: 1,524 shares; 2022Q2: 1,294 shares; 2022Q3: 1,478 shares 1,478$267K2.7%+184Timeline
ABBVABBVIE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: 14,399 shares; 2021Q2: 14,399 shares; 2021Q3: 10,839 shares; 2021Q4: 2,830 shares; 2022Q1: 1,914 shares; 2022Q2: not reported; 2022Q3: 1,898 shares 1,898$255K2.58%newTimeline
MDUMDU RES GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 9,256 shares 9,256$253K2.56%newTimeline
TSLATESLA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 380 shares; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 284 shares; 2022Q2: 372 shares; 2022Q3: 951 shares 951$252K2.55%+579Timeline
PAYXPAYCHEX INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 12,178 shares; 2021Q1: 10,082 shares; 2021Q2: 7,571 shares; 2021Q3: 2,965 shares; 2021Q4: 2,168 shares; 2022Q1: not reported; 2022Q2: 2,171 shares; 2022Q3: 2,171 shares 2,171$244K2.47%0Timeline
TGTTARGET CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 1,936 shares; 2021Q4: 1,936 shares; 2022Q1: 1,790 shares; 2022Q2: 1,596 shares; 2022Q3: 1,596 shares 1,596$237K2.4%0Timeline
MRSHMARSH & MCLENNAN COS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 13,487 shares; 2021Q1: 6,705 shares; 2021Q2: 6,705 shares; 2021Q3: 8,039 shares; 2021Q4: 3,960 shares; 2022Q1: 1,815 shares; 2022Q2: 1,815 shares; 2022Q3: 1,562 shares 1,562$233K2.36%-253Timeline
CHANGE HEALTHCARE INCCHANGE HEALTHCARE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 10,531 shares; 2022Q3: 8,479 shares 8,479$233K2.36%-2,052
HTLDHEARTLAND EXPRESS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 41,669 shares; 2021Q1: 41,669 shares; 2021Q2: 41,669 shares; 2021Q3: 22,710 shares; 2021Q4: 15,739 shares; 2022Q1: 12,414 shares; 2022Q2: 16,028 shares; 2022Q3: 16,028 shares 16,028$229K2.32%0Timeline
FEFIRSTENERGY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 8,860 shares; 2022Q3: 6,099 shares 6,099$226K2.29%-2,761Timeline
FCNFTI CONSULTING INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 1,178 shares; 2022Q3: 1,347 shares 1,347$223K2.26%+169Timeline
ACMAECOMQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 17,934 shares; 2021Q1: 17,934 shares; 2021Q2: 17,934 shares; 2021Q3: 6,984 shares; 2021Q4: 3,040 shares; 2022Q1: 3,040 shares; 2022Q2: 3,731 shares; 2022Q3: 3,246 shares 3,246$222K2.25%-485Timeline
AMEAMETEK INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 7,041 shares; 2021Q1: 6,159 shares; 2021Q2: 3,190 shares; 2021Q3: 3,309 shares; 2021Q4: not reported; 2022Q1: 1,881 shares; 2022Q2: 1,881 shares; 2022Q3: 1,881 shares 1,881$213K2.15%0Timeline
LMTLOCKHEED MARTIN CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 2,187 shares; 2021Q1: 3,552 shares; 2021Q2: 3,552 shares; 2021Q3: 1,767 shares; 2021Q4: 799 shares; 2022Q1: not reported; 2022Q2: 541 shares; 2022Q3: 541 shares 541$209K2.11%0Timeline
AAPLAPPLE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 1,733 shares; 2022Q2: 1,733 shares; 2022Q3: 1,473 shares 1,473$204K2.06%-260Timeline
ROPROPER TECHNOLOGIES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 1,504 shares; 2021Q1: 4,375 shares; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 558 shares; 2022Q3: 558 shares 558$201K2.03%0Timeline
GBDCGOLUB CAP BDC INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: 71,261 shares; 2021Q2: 66,698 shares; 2021Q3: 76,458 shares; 2021Q4: 25,080 shares; 2022Q1: not reported; 2022Q2: 15,691 shares; 2022Q3: 15,691 shares 15,691$194K1.96%0Timeline
DXDYNEX CAP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 12,150 shares 12,150$142K1.44%newTimeline
WUWESTERN UN COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 10,250 shares 10,250$138K1.4%newTimeline
PRIMO WATER CORPORATIONPRIMO WATER CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 50,849 shares; 2021Q1: 50,849 shares; 2021Q2: 50,849 shares; 2021Q3: 36,969 shares; 2021Q4: 13,390 shares; 2022Q1: 13,390 shares; 2022Q2: 13,390 shares; 2022Q3: 10,828 shares 10,828$136K1.38%-2,562
MTGMGIC INVT CORP WISQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: 109,286 shares; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 10,115 shares; 2022Q3: 10,115 shares 10,115$130K1.32%0Timeline
HANESBRANDS INCHANESBRANDS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 12,069 shares; 2022Q3: 17,517 shares 17,517$122K1.23%+5,448
IRWDIRONWOOD PHARMACEUTICALS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 10,510 shares; 2022Q3: 10,510 shares 10,510$109K1.1%0Timeline

Sold out in Q3 2022

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
CMC MATERIALS INCCMC MATERIALS INC5,841$1.02Mshares
NEENAH PAPER INCNEENAH PAPER INC28,128$960Kshares
CATCHMARK TIMBER TR INC CL ACATCHMARK TIMBER TR INC CL A78,814$793Kshares
RATTLER MIDSTREAM LPRATTLER MIDSTREAM LP54,328$742Kshares
VRSKVERISK ANALYTICS INC1,817$315Kshares
ZTSZOETIS INC1,536$264Kshares
CAGCONAGRA BRANDS INC7,555$259Kshares
AONAON PLC924$249Kshares
NKENIKE INC2,406$246Kshares
RPMRPM INTL INC3,115$245Kshares
MMM3M CO1,850$239Kshares
BDXBECTON DICKINSON & CO958$236Kshares
GOOGLALPHABET INC107$233Kshares
SHWSHERWIN WILLIAMS CO990$222Kshares
PGPROCTER & GAMBLE CO1,532$220Kshares
SUNSUNOCO LP/SUNOCO FIN CORP5,889$219Kshares
EXPDEXPEDITORS INTL WASH INC2,231$217Kshares
TTMITTM TECHNOLOGIES INC17,361$217Kshares
DOXAMDOCS LTD2,466$205Kshares
SSNCSS&C TECH HLDGS3,451$200Kshares
AGNCAGNC INVT CORP12,922$143Kshares
ARMOUR RESIDENTIAL REIT INCARMOUR RESIDENTIAL REIT INC13,675$96Kshares

How Q3 2022 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0000919574-22-006293 base2022-11-08acceptance time not in the bulk data set

Filings

Every filing of this filer: 13F reports and notices, the 13D and 13G it filed or is a reporting person of, and Forms 3, 4 and 5 it reported as an owner.

FilingSubjectFiledAcceptedIngested
13F-HR 0000919574-22-006293 Quarter ended 2022-09-302022-11-08acceptance time not in the bulk data set
13F-HR 0000919574-22-004686 Quarter ended 2022-06-302022-08-10acceptance time not in the bulk data set
13F-HR 0000919574-22-003061 Quarter ended 2022-03-312022-05-10acceptance time not in the bulk data set
13F-HR 0000919574-22-000772 Quarter ended 2021-12-312022-02-10acceptance time not in the bulk data set
13F-HR 0000919574-21-006990 Quarter ended 2021-09-302021-11-15acceptance time not in the bulk data set
13F-HR 0000919574-21-004985 Quarter ended 2021-06-302021-08-12acceptance time not in the bulk data set
13F-HR 0000919574-21-003355 Quarter ended 2021-03-312021-05-12acceptance time not in the bulk data set
13F-HR 0000919574-21-000946 Quarter ended 2020-12-312021-02-12acceptance time not in the bulk data set
13F-HR 0000919574-20-006877 Quarter ended 2020-09-302020-11-13acceptance time not in the bulk data set
13F-HR 0000919574-20-005080 Quarter ended 2020-06-302020-08-14acceptance time not in the bulk data set
13F-HR 0000919574-20-003268 Quarter ended 2020-03-312020-05-13acceptance time not in the bulk data set
13F-HR/A 0000919574-20-000954 Quarter ended 2019-12-312020-02-12acceptance time not in the bulk data set
13F-HR 0000919574-20-000906 Quarter ended 2019-12-312020-02-11acceptance time not in the bulk data set
13F-HR 0000919574-19-006833 Quarter ended 2019-09-302019-11-12acceptance time not in the bulk data set
13F-HR 0000919574-19-005185 Quarter ended 2019-06-302019-08-14acceptance time not in the bulk data set
13F-HR 0000919574-19-003292 Quarter ended 2019-03-312019-05-13acceptance time not in the bulk data set
13F-HR 0000919574-19-001445 Quarter ended 2018-12-312019-02-14acceptance time not in the bulk data set
13F-HR 0000919574-18-007379 Quarter ended 2018-09-302018-11-14acceptance time not in the bulk data set
13F-HR 0000919574-18-005358 Quarter ended 2018-06-302018-08-14acceptance time not in the bulk data set
13F-HR 0000919574-18-003545 Quarter ended 2018-03-312018-05-15acceptance time not in the bulk data set
13F-HR 0000919574-18-001111 Quarter ended 2017-12-312018-02-13acceptance time not in the bulk data set