Skip to content
Disclosery

ALPHASIMPLEX GROUP, LLC

Follow

13F filer, CIK 1387941, Boston, MA

ALPHASIMPLEX GROUP, LLC reported $27,251,000 across 71 holdings for the quarter ended 2022-03-31, in a 13F-HR filed 2022-05-10. Its ten largest share positions make up 38.42% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000919574-22-003061

Period
2022-03-31
Reported value
$27.3M
Holdings
71
Top 10 weight
38.42%
New
15
Sold out
88

Part of the filer group Virtus Investment Advisers, LLC

How groups are built

Largest buys vs the previous quarter

SecurityShares changeApprox. value
NEENAH PAPER INCnew+29,486$1.17M
GSnew+3,432$1.13M
VRSKnew+1,978$425K
WMTnew+2,667$397K
TMUSnew+2,792$358K

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
ATHENE HOLDING LTDexited-15,867-$1.32M
FIRST MIDWEST BANCORP INC/ILexited-64,498-$1.32M
PEOPLE'S UNITED FINANCIAL I…exited-73,619-$1.31M
ATLANTIC CAP BANCSHARES INCexited-45,552-$1.31M
BRYN MAWR BANK CORPORATIONexited-28,905-$1.3M

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, Q1 2022

Share positions as resolved from 13F-HR 0000919574-22-003061, largest first. % of portfolio is the value over $27,251,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FLAGSTAR BANCORP INCFLAGSTAR BANCORP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 52,607 shares; 2021Q3: 27,921 shares; 2021Q4: 24,048 shares; 2022Q1: 31,790 shares 31,790$1.35M4.95%+7,742
ORTHO CLINICAL DIAGNOSTICS HORTHO CLINICAL DIAGNOSTICS HQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: 51,835 shares; 2022Q1: 64,215 shares 64,215$1.2M4.4%+12,380
ATOTECH LTDATOTECH LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 58,002 shares; 2021Q4: 50,310 shares; 2022Q1: 53,455 shares 53,455$1.17M4.3%+3,145
NEENAH PAPER INCNEENAH PAPER INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 29,486 shares 29,486$1.17M4.29%new
CMC MATERIALS INCCMC MATERIALS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: 5,507 shares; 2022Q1: 6,289 shares 6,289$1.17M4.28%+782
TRISTATE CAP HLDGS INC COMTRISTATE CAP HLDGS INC COMQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: 34,869 shares; 2022Q1: 34,869 shares 34,869$1.16M4.25%0
GSGOLDMAN SACHS GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 3,432 shares 3,432$1.13M4.16%newTimeline
INVESTORS BANCORP, INC.INVESTORS BANCORP, INC.Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 98,409 shares; 2021Q4: 84,355 shares; 2022Q1: 75,318 shares 75,318$1.12M4.13%-9,037
FASTFASTENAL COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 9,375 shares; 2021Q3: not reported; 2021Q4: 5,700 shares; 2022Q1: 8,680 shares 8,680$516K1.89%+2,980Timeline
AMZNAMAZON COM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 637 shares; 2021Q1: 661 shares; 2021Q2: 661 shares; 2021Q3: 366 shares; 2021Q4: 159 shares; 2022Q1: 148 shares 148$482K1.77%-11Timeline
GOOGLALPHABET INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 409 shares; 2021Q1: 450 shares; 2021Q2: 450 shares; 2021Q3: 471 shares; 2021Q4: 195 shares; 2022Q1: 158 shares 158$439K1.61%-37Timeline
SHWSHERWIN WILLIAMS COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 2,196 shares; 2021Q4: 1,999 shares; 2022Q1: 1,725 shares 1,725$431K1.58%-274Timeline
VRSKVERISK ANALYTICS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 11,787 shares; 2021Q1: 11,118 shares; 2021Q2: 11,118 shares; 2021Q3: 3,473 shares; 2021Q4: not reported; 2022Q1: 1,978 shares 1,978$425K1.56%newTimeline
WMTWALMART INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 9,348 shares; 2021Q1: 7,297 shares; 2021Q2: 7,297 shares; 2021Q3: 2,532 shares; 2021Q4: not reported; 2022Q1: 2,667 shares 2,667$397K1.46%newTimeline
TGTTARGET CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 1,936 shares; 2021Q4: 1,936 shares; 2022Q1: 1,790 shares 1,790$380K1.39%-146Timeline
MSFTMICROSOFT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 2,761 shares; 2021Q4: 1,337 shares; 2022Q1: 1,207 shares 1,207$372K1.37%-130Timeline
EXCEXELON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 19,432 shares; 2021Q1: 19,432 shares; 2021Q2: 19,432 shares; 2021Q3: 17,715 shares; 2021Q4: 8,764 shares; 2022Q1: 7,812 shares 7,812$372K1.37%-952Timeline
DHRDANAHER CORP DELQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 12,000 shares; 2021Q1: 10,945 shares; 2021Q2: 10,178 shares; 2021Q3: 3,415 shares; 2021Q4: 1,479 shares; 2022Q1: 1,261 shares 1,261$370K1.36%-218Timeline
BAHBOOZ ALLEN HAMILTON HLDG CORQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 21,289 shares; 2021Q1: 14,698 shares; 2021Q2: 11,463 shares; 2021Q3: 14,467 shares; 2021Q4: 7,504 shares; 2022Q1: 4,130 shares 4,130$363K1.33%-3,374Timeline
CPRTCOPART INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 7,317 shares; 2021Q1: 7,317 shares; 2021Q2: 7,317 shares; 2021Q3: 7,317 shares; 2021Q4: 4,245 shares; 2022Q1: 2,875 shares 2,875$361K1.32%-1,370Timeline
TMUST-MOBILE US INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 12,966 shares; 2021Q1: 12,966 shares; 2021Q2: 12,966 shares; 2021Q3: 10,546 shares; 2021Q4: not reported; 2022Q1: 2,792 shares 2,792$358K1.31%newTimeline
DGDOLLAR GEN CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 6,030 shares; 2021Q1: 7,017 shares; 2021Q2: 4,907 shares; 2021Q3: 3,365 shares; 2021Q4: 1,974 shares; 2022Q1: 1,569 shares 1,569$349K1.28%-405Timeline
DPZDOMINOS PIZZA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 1,185 shares; 2021Q4: 833 shares; 2022Q1: 833 shares 833$339K1.24%0Timeline
ITWILLINOIS TOOL WKS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 3,106 shares; 2021Q4: 1,141 shares; 2022Q1: 1,524 shares 1,524$319K1.17%+383Timeline
CHKPCHECK POINT SOFTWARE TECH LTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 21,750 shares; 2021Q1: 19,949 shares; 2021Q2: 16,859 shares; 2021Q3: 7,184 shares; 2021Q4: 3,528 shares; 2022Q1: 2,303 shares 2,303$318K1.17%-1,225Timeline
MMM3M COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 1,996 shares; 2021Q3: 5,648 shares; 2021Q4: 2,875 shares; 2022Q1: 2,127 shares 2,127$317K1.16%-748Timeline
ABBVABBVIE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: 14,399 shares; 2021Q2: 14,399 shares; 2021Q3: 10,839 shares; 2021Q4: 2,830 shares; 2022Q1: 1,914 shares 1,914$310K1.14%-916Timeline
MRSHMARSH & MCLENNAN COS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 13,487 shares; 2021Q1: 6,705 shares; 2021Q2: 6,705 shares; 2021Q3: 8,039 shares; 2021Q4: 3,960 shares; 2022Q1: 1,815 shares 1,815$309K1.13%-2,145Timeline
TSLATESLA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 380 shares; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 284 shares 284$306K1.12%newTimeline
CAGCONAGRA BRANDS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 40,177 shares; 2021Q1: 40,177 shares; 2021Q2: 40,177 shares; 2021Q3: 14,942 shares; 2021Q4: 14,942 shares; 2022Q1: 9,106 shares 9,106$306K1.12%-5,836Timeline
AAPLAPPLE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 1,733 shares 1,733$303K1.11%newTimeline
AONAON PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 3,653 shares; 2021Q1: 3,653 shares; 2021Q2: 3,653 shares; 2021Q3: 3,494 shares; 2021Q4: 1,733 shares; 2022Q1: 924 shares 924$301K1.1%-809Timeline
GRMNGARMIN LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 12,945 shares; 2021Q1: 12,263 shares; 2021Q2: 12,263 shares; 2021Q3: 5,042 shares; 2021Q4: 2,854 shares; 2022Q1: 2,462 shares 2,462$292K1.07%-392Timeline
ZTSZOETIS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 5,004 shares; 2021Q1: 4,424 shares; 2021Q2: 4,424 shares; 2021Q3: 2,118 shares; 2021Q4: 2,118 shares; 2022Q1: 1,536 shares 1,536$290K1.06%-582Timeline
BDXBECTON DICKINSON & COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 3,255 shares; 2021Q1: not reported; 2021Q2: 1,989 shares; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 1,048 shares 1,048$279K1.02%newTimeline
ORLYOREILLY AUTOMOTIVE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 859 shares; 2021Q4: 285 shares; 2022Q1: 405 shares 405$277K1.02%+120Timeline
ELLAUDER ESTEE COS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 7,333 shares; 2021Q1: 3,324 shares; 2021Q2: 3,324 shares; 2021Q3: 1,981 shares; 2021Q4: 1,011 shares; 2022Q1: 1,011 shares 1,011$275K1.01%0Timeline
ICEINTERCONTINENTAL EXCHANGE INQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 4,680 shares; 2021Q1: 3,745 shares; 2021Q2: 3,745 shares; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 2,019 shares 2,019$267K0.98%newTimeline
GGGGRACO INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 7,078 shares; 2021Q3: 5,696 shares; 2021Q4: 5,696 shares; 2022Q1: 3,812 shares 3,812$266K0.98%-1,884Timeline
EXPDEXPEDITORS INTL WASH INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 28,626 shares; 2021Q1: 16,996 shares; 2021Q2: 16,190 shares; 2021Q3: 6,919 shares; 2021Q4: 3,064 shares; 2022Q1: 2,508 shares 2,508$259K0.95%-556Timeline
WSBFWATERSTONE FINL INC MDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: 18,226 shares; 2022Q1: 13,298 shares 13,298$257K0.94%-4,928Timeline
DOXAMDOCS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 22,833 shares; 2021Q1: 11,240 shares; 2021Q2: 11,240 shares; 2021Q3: 11,232 shares; 2021Q4: 4,601 shares; 2022Q1: 3,116 shares 3,116$256K0.94%-1,485Timeline
CSCOCISCO SYS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 8,138 shares; 2021Q4: 3,473 shares; 2022Q1: 4,515 shares 4,515$252K0.92%+1,042Timeline
PEPPEPSICO INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 16,462 shares; 2021Q1: 13,417 shares; 2021Q2: 13,417 shares; 2021Q3: 7,527 shares; 2021Q4: 3,470 shares; 2022Q1: 1,499 shares 1,499$251K0.92%-1,971Timeline
AMEAMETEK INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 7,041 shares; 2021Q1: 6,159 shares; 2021Q2: 3,190 shares; 2021Q3: 3,309 shares; 2021Q4: not reported; 2022Q1: 1,881 shares 1,881$251K0.92%newTimeline
OTEXOPEN TEXT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 43,497 shares; 2021Q1: 18,066 shares; 2021Q2: 18,066 shares; 2021Q3: 7,054 shares; 2021Q4: 4,251 shares; 2022Q1: 5,819 shares 5,819$247K0.91%+1,568Timeline
AAGILENT TECHNOLOGIES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 15,751 shares; 2021Q1: 15,751 shares; 2021Q2: 15,751 shares; 2021Q3: 10,011 shares; 2021Q4: 2,208 shares; 2022Q1: 1,856 shares 1,856$246K0.9%-352Timeline
LBRDALIBERTY BROADBAND CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 4,862 shares; 2021Q4: 2,464 shares; 2022Q1: 1,821 shares 1,821$239K0.88%-643Timeline
EDCONSOLIDATED EDISON INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 17,543 shares; 2021Q1: 17,543 shares; 2021Q2: 17,543 shares; 2021Q3: 8,184 shares; 2021Q4: 3,312 shares; 2022Q1: 2,496 shares 2,496$236K0.87%-816Timeline
TTCTORO COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 16,670 shares; 2021Q1: 14,627 shares; 2021Q2: 14,627 shares; 2021Q3: 8,116 shares; 2021Q4: 3,842 shares; 2022Q1: 2,757 shares 2,757$236K0.87%-1,085Timeline
ABTABBOTT LABORATORIESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: 3,533 shares; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 1,987 shares 1,987$235K0.86%newTimeline
CSGPCOSTAR GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 3,527 shares 3,527$235K0.86%newTimeline
ACMAECOMQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 17,934 shares; 2021Q1: 17,934 shares; 2021Q2: 17,934 shares; 2021Q3: 6,984 shares; 2021Q4: 3,040 shares; 2022Q1: 3,040 shares 3,040$234K0.86%0Timeline
CTVACORTEVA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 23,946 shares; 2021Q1: 22,138 shares; 2021Q2: 22,138 shares; 2021Q3: 10,622 shares; 2021Q4: 4,695 shares; 2022Q1: 4,036 shares 4,036$232K0.85%-659Timeline
ACNACCENTURE PLC IRELANDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 7,313 shares; 2021Q1: 7,313 shares; 2021Q2: 3,504 shares; 2021Q3: 1,282 shares; 2021Q4: 545 shares; 2022Q1: 665 shares 665$224K0.82%+120Timeline
LNGCHENIERE ENERGY INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 15,974 shares; 2021Q1: 15,974 shares; 2021Q2: 15,974 shares; 2021Q3: 4,928 shares; 2021Q4: 2,395 shares; 2022Q1: 1,618 shares 1,618$224K0.82%-777Timeline
SYYSYSCO CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 4,837 shares; 2021Q4: 3,259 shares; 2022Q1: 2,733 shares 2,733$223K0.82%-526Timeline
JNJJOHNSON & JOHNSONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 5,023 shares; 2021Q1: 7,460 shares; 2021Q2: 7,460 shares; 2021Q3: 3,661 shares; 2021Q4: 1,673 shares; 2022Q1: 1,252 shares 1,252$222K0.81%-421Timeline
PGPROCTER & GAMBLE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 19,598 shares; 2021Q1: 19,827 shares; 2021Q2: 18,434 shares; 2021Q3: 5,117 shares; 2021Q4: 4,871 shares; 2022Q1: 1,433 shares 1,433$219K0.8%-3,438Timeline
CLXCLOROX CO DELQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 1,742 shares; 2021Q1: 2,265 shares; 2021Q2: 2,265 shares; 2021Q3: 2,265 shares; 2021Q4: 1,577 shares; 2022Q1: 1,577 shares 1,577$219K0.8%0Timeline
IFFINTERNATIONAL FLAVORS&FRAGRAQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 2,891 shares; 2021Q4: 1,668 shares; 2022Q1: 1,668 shares 1,668$219K0.8%0Timeline
OLNOLIN CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 8,014 shares; 2021Q3: 5,279 shares; 2021Q4: 5,279 shares; 2022Q1: 4,171 shares 4,171$218K0.8%-1,108Timeline
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICAQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: 3,728 shares; 2021Q2: 3,728 shares; 2021Q3: not reported; 2021Q4: 640 shares; 2022Q1: 818 shares 818$216K0.79%+178
WMWASTE MGMT INC DELQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 3,067 shares; 2021Q1: 3,342 shares; 2021Q2: 3,342 shares; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 1,283 shares 1,283$203K0.74%newTimeline
FISVFISERV INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 6,137 shares; 2021Q4: 2,438 shares; 2022Q1: 1,991 shares 1,991$202K0.74%-447Timeline
FCXFREEPORT MCMORAN INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 4,060 shares 4,060$202K0.74%newTimeline
WTWWILLIS TOWERS WATSON PLC LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 857 shares 857$202K0.74%newTimeline
PRIMO WATER CORPORATIONPRIMO WATER CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 50,849 shares; 2021Q1: 50,849 shares; 2021Q2: 50,849 shares; 2021Q3: 36,969 shares; 2021Q4: 13,390 shares; 2022Q1: 13,390 shares 13,390$191K0.7%0
HTLDHEARTLAND EXPRESS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 41,669 shares; 2021Q1: 41,669 shares; 2021Q2: 41,669 shares; 2021Q3: 22,710 shares; 2021Q4: 15,739 shares; 2022Q1: 12,414 shares 12,414$175K0.64%-3,325Timeline
AGNCAGNC INVT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 115,143 shares; 2021Q1: 103,262 shares; 2021Q2: 47,873 shares; 2021Q3: 25,009 shares; 2021Q4: 25,145 shares; 2022Q1: 12,922 shares 12,922$169K0.62%-12,223Timeline
STKLSUNOPTA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: 62,742 shares; 2021Q1: 49,696 shares; 2021Q2: 42,475 shares; 2021Q3: 26,200 shares; 2021Q4: 19,246 shares; 2022Q1: 19,246 shares 19,246$97K0.36%0Timeline

Sold out in Q1 2022

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

SecurityShares beforeValue beforeType
ATHENE HOLDING LTDATHENE HOLDING LTD15,867$1.32Mshares
FIRST MIDWEST BANCORP INC/ILFIRST MIDWEST BANCORP INC/IL64,498$1.32Mshares
PEOPLE'S UNITED FINANCIAL I…PEOPLE'S UNITED FINANCIAL INC73,619$1.31Mshares
ATLANTIC CAP BANCSHARES INCATLANTIC CAP BANCSHARES INC45,552$1.31Mshares
BRYN MAWR BANK CORPORATIONBRYN MAWR BANK CORPORATION28,905$1.3Mshares
STERLING BANCORP DELSTERLING BANCORP DEL49,823$1.28Mshares
Phillips 66 Partners LPPhillips 66 Partners LP35,134$1.27Mshares
MOMENTIVE GLOBAL INCMOMENTIVE GLOBAL INC57,115$1.21Mshares
GREENSKY INCGREENSKY INC83,563$949Kshares
MDLZMONDELEZ INTL INC12,758$846Kshares
RELIANT BANCORP INCRELIANT BANCORP INC16,117$572Kshares
BRBROADRIDGE FINL SOLUTIONS IN2,911$532Kshares
DGXQUEST DIAGNOSTICS INC2,454$425Kshares
RDWRRADWARE LTD9,679$403Kshares
MCDMCDONALDS CORP1,486$398Kshares
EQCEQUITY COMMONWEALTH15,272$396Kshares
ENVIVA PARTNERS LPENVIVA PARTNERS LP5,556$391Kshares
GBDCGOLUB CAP BDC INC25,080$387Kshares
BF-BBROWN FORMAN CORP4,943$360Kshares
CTASCINTAS CORP718$318Kshares
VVISA INC1,454$315Kshares
CHTRCHARTER COMMUNICATIONS INC476$310Kshares
CDWCDW CORP1,475$302Kshares
ATOATMOS ENERGY CORP2,876$301Kshares
PAYXPAYCHEX INC2,168$296Kshares
PGRPROGRESSIVE CORP2,860$294Kshares
AEPAMERICAN ELEC PWR CO INC3,240$288Kshares
LMTLOCKHEED MARTIN CORP799$284Kshares
UNPUNION PAC CORP1,127$284Kshares
PMPHILIP MORRIS INTL INC2,984$283Kshares
RSGREPUBLIC SVCS INC1,970$275Kshares
VZVERIZON COMMUNICATIONS INC5,188$270Kshares
DISDISNEY WALT CO1,739$269Kshares
CMCSACOMCAST CORP NEW5,300$267Kshares
LOWLOWES COS INC1,003$259Kshares
CCITIGROUP INC4,212$254Kshares
LKQLKQ CORP4,214$253Kshares
NWLNEWELL BRANDS INC11,115$243Kshares
CLCOLGATE PALMOLIVE CO2,829$241Kshares
INTUINTUIT373$240Kshares
SEICSEI INVTS CO3,921$239Kshares
CBRECBRE GROUP INC2,189$238Kshares
CMGCHIPOTLE MEXICAN GRILL INC135$236Kshares
HLTHILTON WORLDWIDE HLDGS INC1,505$235Kshares
GENGEN DIGITAL INC9,013$234Kshares
METAMETA PLATFORMS INC683$230Kshares
POSTPOST HLDGS INC2,026$228Kshares
PEGAPEGASYSTEMS INC2,034$227Kshares
JHGJANUS HENDERSON GROUP PLC5,294$222Kshares
BLACK KNIGHT INC COMBLACK KNIGHT INC COM2,678$222Kshares
CHRWC H ROBINSON WORLDWIDE IN2,033$219Kshares
YUMYUM BRANDS INC1,579$219Kshares
BMYBRISTOL-MYERS SQUIBB CO3,501$218Kshares
TRNOTERRENO RLTY CORP2,553$218Kshares
NOWSERVICENOW INC335$217Kshares
ELANELANCO ANIMAL HEALTH INC7,635$217Kshares
MASONITE INTERNATIONAL CORPMASONITE INTERNATIONAL CORP1,841$217Kshares
ZSZSCALER INC672$216Kshares
MORNMORNINGSTAR INC627$214Kshares
MNSTMONSTER BEVERAGE CORP NEW2,225$214Kshares
BCBRUNSWICK CORP2,124$214Kshares
LINDE PLC/OLDLINDE PLC/OLD614$213Kshares
CSGSCSG SYS INTL INC3,696$213Kshares
KDPKEURIG DR PEPPER INC5,721$211Kshares
THE COOPER COMPANIESTHE COOPER COMPANIES503$211Kshares
VRSNVERISIGN INC826$210Kshares
FLEXFLEX LTD11,466$210Kshares
GWWWW GRAINGER INC403$209Kshares
NOMDNOMAD FOODS LTD8,217$209Kshares
SBNYSIGNATURE BANK645$209Kshares
IBPINSTALLED BLDG PRODS INC1,491$208Kshares
TXNTEXAS INSTRS INC1,096$207Kshares
LECOLINCOLN ELEC HLDGS INC1,483$207Kshares
GILDGILEAD SCIENCES INC2,835$206Kshares
ACIWACI WORLDWIDE INC5,907$205Kshares
NNINELNET INC2,102$205Kshares
HLIHOULIHAN LOKEY INC1,971$204Kshares
MMSIMERIT MED SYS INC3,281$204Kshares
NTSTNETSTREIT CORP8,923$204Kshares
HAINHAIN CELESTIAL GROUP INC4,793$204Kshares
ERIEERIE INDTY CO1,054$203Kshares
PCARPACCAR INC2,302$203Kshares
GNRCGENERAC HLDGS INC576$203Kshares
APHAMPHENOL CORP2,305$202Kshares
IVZINVESCO LTD8,738$201Kshares
HDHOME DEPOT INC483$200Kshares
BBYBEST BUY INC1,973$200Kshares
MMSMAXIMUS INC2,516$200Kshares

How Q1 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 0000919574-22-003061 base2022-05-10acceptance time not in the bulk data set