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ALPHASIMPLEX GROUP, LLC

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13F filer, CIK 1387941, Boston, MA

ALPHASIMPLEX GROUP, LLC reported $14,037,000 across 48 holdings for the quarter ended 2022-06-30, in a 13F-HR filed 2022-08-10. Its ten largest share positions make up 40.83% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000919574-22-004686

Period
2022-06-30
Reported value
$14M
Holdings
48
Top 10 weight
40.83%
New
21
Sold out
44

Part of the filer group Virtus Investment Advisers, LLC

How groups are built

Largest buys vs the previous quarter

SecurityShares changeApprox. value
CATCHMARK TIMBER TR INC CL Anew+78,814$793K
RATTLER MIDSTREAM LPnew+54,328$742K
GILDnew+7,507$464K
UNHnew+774$398K
FEnew+8,860$340K

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
FLAGSTAR BANCORP INCexited-31,790-$1.35M
ORTHO CLINICAL DIAGNOSTICS Hexited-64,215-$1.2M
ATOTECH LTDexited-53,455-$1.17M
TRISTATE CAP HLDGS INC COMexited-34,869-$1.16M
GSexited-3,432-$1.13M

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, Q2 2022

Share positions as resolved from 13F-HR 0000919574-22-004686, largest first. % of portfolio is the value over $14,037,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
CMC MATERIALS INCCMC MATERIALS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: 5,507 shares; 2022Q1: 6,289 shares; 2022Q2: 5,841 shares 5,841$1.02M7.26%-448
NEENAH PAPER INCNEENAH PAPER INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 29,486 shares; 2022Q2: 28,128 shares 28,128$960K6.84%-1,358
CATCHMARK TIMBER TR INC CL ACATCHMARK TIMBER TR INC CL AQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 78,814 shares 78,814$793K5.65%new
RATTLER MIDSTREAM LPRATTLER MIDSTREAM LPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 54,328 shares 54,328$742K5.29%new
GILDGILEAD SCIENCES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 6,177 shares; 2021Q4: 2,835 shares; 2022Q1: not reported; 2022Q2: 7,507 shares 7,507$464K3.31%newTimeline
UNHUNITEDHEALTH GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: 3,353 shares; 2021Q1: 2,802 shares; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 774 shares 774$398K2.84%newTimeline
TMUST-MOBILE US INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 2,792 shares 2,792$376K2.68%0Timeline
FEFIRSTENERGY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 8,860 shares 8,860$340K2.42%newTimeline
WMTWALMART INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 2,667 shares 2,667$324K2.31%0Timeline
VRSKVERISK ANALYTICS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 1,817 shares 1,817$315K2.24%-161Timeline
MSFTMICROSOFT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 1,207$310K2.21%0Timeline
MRSHMARSH & MCLENNAN COS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 1,815 shares 1,815$282K2.01%0Timeline
ZTSZOETIS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 1,536 shares 1,536$264K1.88%0Timeline
CAGCONAGRA BRANDS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 7,555 shares 7,555$259K1.85%-1,551Timeline
FASTFASTENAL COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 5,162$258K1.84%-3,518Timeline
TSLATESLA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: 380 shares; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 284 shares; 2022Q2: 372 shares 372$251K1.79%+88Timeline
AONAON PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 924 shares 924$249K1.77%0Timeline
PAYXPAYCHEX INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 2,171$247K1.76%newTimeline
NKENIKE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: 5,612 shares; 2021Q1: 5,612 shares; 2021Q2: 5,612 shares; 2021Q3: 3,335 shares; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 2,406 shares 2,406$246K1.75%newTimeline
RPMRPM INTL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 5,121 shares; 2021Q3: 5,121 shares; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 3,115 shares 3,115$245K1.75%newTimeline
ACMAECOMQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 3,731 shares 3,731$243K1.73%+691Timeline
CHANGE HEALTHCARE INCCHANGE HEALTHCARE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 10,531 shares 10,531$243K1.73%new
MMM3M COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: 1,996 shares; 2021Q3: 5,648 shares; 2021Q4: 2,875 shares; 2022Q1: 2,127 shares; 2022Q2: 1,850 shares 1,850$239K1.7%-277Timeline
AAPLAPPLE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 1,733 shares; 2022Q2: 1,733 shares 1,733$237K1.69%0Timeline
ITWILLINOIS TOOL WKS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 1,294$236K1.68%-230Timeline
BDXBECTON DICKINSON & COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: 3,255 shares; 2021Q1: not reported; 2021Q2: 1,989 shares; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: 1,048 shares; 2022Q2: 958 shares 958$236K1.68%-90Timeline
GOOGLALPHABET INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: 409 shares; 2021Q1: 450 shares; 2021Q2: 450 shares; 2021Q3: 471 shares; 2021Q4: 195 shares; 2022Q1: 158 shares; 2022Q2: 107 shares 107$233K1.66%-51Timeline
LMTLOCKHEED MARTIN CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 541$233K1.66%newTimeline
TGTTARGET CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 1,596$225K1.6%-194Timeline
HTLDHEARTLAND EXPRESS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 16,028 shares 16,028$223K1.59%+3,614Timeline
SHWSHERWIN WILLIAMS COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: 2,196 shares; 2021Q4: 1,999 shares; 2022Q1: 1,725 shares; 2022Q2: 990 shares 990$222K1.58%-735Timeline
PGPROCTER & GAMBLE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 1,532 shares 1,532$220K1.57%+99Timeline
ROPROPER TECHNOLOGIES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: 1,504 shares; 2021Q1: 4,375 shares; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 558 shares 558$220K1.57%newTimeline
SUNSUNOCO LP/SUNOCO FIN CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 5,889 shares 5,889$219K1.56%newTimeline
EXPDEXPEDITORS INTL WASH INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 2,231 shares 2,231$217K1.55%-277Timeline
TTMITTM TECHNOLOGIES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 17,361 shares 17,361$217K1.55%newTimeline
HDHOME DEPOT INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 781$214K1.52%newTimeline
FCNFTI CONSULTING INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 1,178 shares 1,178$213K1.52%newTimeline
AMEAMETEK INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 1,881 shares 1,881$207K1.47%0Timeline
DOXAMDOCS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 2,466 shares 2,466$205K1.46%-650Timeline
GBDCGOLUB CAP BDC INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 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 15,691$203K1.45%newTimeline
SSNCSS&C TECH HLDGSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 3,451 shares 3,451$200K1.42%newTimeline
PRIMO WATER CORPORATIONPRIMO WATER CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 13,390 shares 13,390$179K1.28%0
AGNCAGNC INVT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2022Q2: 12,922 shares 12,922$143K1.02%0Timeline
MTGMGIC INVT CORP WISQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: 109,286 shares; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 10,115 shares 10,115$127K0.9%newTimeline
HANESBRANDS INCHANESBRANDS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 12,069 shares 12,069$124K0.88%new
IRWDIRONWOOD PHARMACEUTICALS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 10,510 shares 10,510$121K0.86%newTimeline
ARMOUR RESIDENTIAL REIT INCARMOUR RESIDENTIAL REIT INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: not reported; 2021Q1: not reported; 2021Q2: not reported; 2021Q3: not reported; 2021Q4: not reported; 2022Q1: not reported; 2022Q2: 13,675 shares 13,675$96K0.68%new

Sold out in Q2 2022

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

SecurityShares beforeValue beforeType
FLAGSTAR BANCORP INCFLAGSTAR BANCORP INC31,790$1.35Mshares
ORTHO CLINICAL DIAGNOSTICS HORTHO CLINICAL DIAGNOSTICS H64,215$1.2Mshares
ATOTECH LTDATOTECH LTD53,455$1.17Mshares
TRISTATE CAP HLDGS INC COMTRISTATE CAP HLDGS INC COM34,869$1.16Mshares
GSGOLDMAN SACHS GROUP INC3,432$1.13Mshares
INVESTORS BANCORP, INC.INVESTORS BANCORP, INC.75,318$1.12Mshares
AMZNAMAZON COM INC148$482Kshares
EXCEXELON CORP7,812$372Kshares
DHRDANAHER CORP DEL1,261$370Kshares
BAHBOOZ ALLEN HAMILTON HLDG COR4,130$363Kshares
CPRTCOPART INC2,875$361Kshares
DGDOLLAR GEN CORP1,569$349Kshares
DPZDOMINOS PIZZA INC833$339Kshares
CHKPCHECK POINT SOFTWARE TECH LT2,303$318Kshares
ABBVABBVIE INC1,914$310Kshares
GRMNGARMIN LTD2,462$292Kshares
ORLYOREILLY AUTOMOTIVE INC405$277Kshares
ELLAUDER ESTEE COS INC1,011$275Kshares
ICEINTERCONTINENTAL EXCHANGE IN2,019$267Kshares
GGGGRACO INC3,812$266Kshares
WSBFWATERSTONE FINL INC MD13,298$257Kshares
CSCOCISCO SYS INC4,515$252Kshares
PEPPEPSICO INC1,499$251Kshares
OTEXOPEN TEXT CORP5,819$247Kshares
AAGILENT TECHNOLOGIES INC1,856$246Kshares
LBRDALIBERTY BROADBAND CORP1,821$239Kshares
EDCONSOLIDATED EDISON INC2,496$236Kshares
TTCTORO CO2,757$236Kshares
ABTABBOTT LABORATORIES1,987$235Kshares
CSGPCOSTAR GROUP INC3,527$235Kshares
CTVACORTEVA INC4,036$232Kshares
ACNACCENTURE PLC IRELAND665$224Kshares
LNGCHENIERE ENERGY INC1,618$224Kshares
SYYSYSCO CORP2,733$223Kshares
JNJJOHNSON & JOHNSON1,252$222Kshares
CLXCLOROX CO DEL1,577$219Kshares
IFFINTERNATIONAL FLAVORS&FRAGRA1,668$219Kshares
OLNOLIN CORP4,171$218Kshares
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICA818$216Kshares
WMWASTE MGMT INC DEL1,283$203Kshares
FISVFISERV INC1,991$202Kshares
FCXFREEPORT MCMORAN INC4,060$202Kshares
WTWWILLIS TOWERS WATSON PLC LTD857$202Kshares
STKLSUNOPTA INC19,246$97Kshares

How Q2 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 0000919574-22-004686 base2022-08-10acceptance time not in the bulk data set