ALPHASIMPLEX GROUP, LLC

13F Portfolio Filings

Latest 13F report
Q3 2022 - Nov 8, 2022
Value $
$9.88M
Signature - Title
Christopher J. Dahlberg - Deputy Chief Compliance Officer
Location
200 State Street, Boston, MA
Holdings Value
Quarter Holdings Value $ Bought Sold Net Top Holdings Form Type Date Filed
Q3 2022 35 $9.88M +$4M -$354K +$3.65M DRE, LBAI, GILD, UNH, FAST 13F-HR 11/8/2022, 04:17 PM
Q2 2022 48 $14M +$6.07M -$866K +$5.21M CCMP, NP, CTT, RTLR, GILD 13F-HR 8/10/2022, 04:32 PM
Q1 2022 71 $27.3M +$7.29M -$4.63M +$2.66M FBC, OCDX, ATC, NP, CCMP 13F-HR 5/9/2022, 06:59 PM
Q4 2021 144 $58.7M +$9.47M -$38.9M -$29.5M ATH, FMBI, PBCT, ACBI, BMTC 13F-HR 2/10/2022, 11:56 AM
Q3 2021 208 $121M +$40M -$119M -$79.2M CERN, XEC, A, STL, EBSB 13F-HR 11/15/2021, 09:46 AM
Q2 2021 219 $200M +$23.3M -$74.4M -$51.1M DHR, XLNX, MXIM, PRAH, CHTR 13F-HR 8/11/2021, 05:50 PM
Q1 2021 249 $239M +$38.1M -$94.6M -$56.6M TCF, IPHI, PRAH, PG, PBCT 13F-HR 5/12/2021, 02:30 PM
Q4 2020 297 $286M +$111M -$32.8M +$78M HYG, CHKP, BMCH, PG, EXPD 13F-HR 2/12/2021, 11:13 AM
Q3 2020 271 $219M +$106M -$2.75M +$103M HYG, MXIM, AMTD, BMCH, CERN 13F-HR 11/13/2020, 11:26 AM
Q2 2020 253 $133M +$89.5M -$13.1M +$76.4M HYG, DHR, T, PG, AMTD 13F-HR 8/13/2020, 05:38 PM
Q1 2020 108 $66.1M +$14.5M -$53.1M -$38.7M HYG, DLR, VCIT, AGG, TIVO 13F-HR 5/13/2020, 12:34 PM
Q4 2019 245 $265M +$54.8M -$19.3M +$35.5M HYG, SPY, AGG, LPT, VCIT Restatement 2/12/2020, 11:54 AM
Q3 2019 205 $262M +$35M -$49M -$14.1M HYG, SPY, AGN, CTXS, SYY 13F-HR 11/12/2019, 02:17 PM
Q2 2019 211 $321M +$73.3M -$29.6M +$43.7M HYG, SPY, CTXS, LTXB, AGN 13F-HR 8/13/2019, 07:53 PM
Q1 2019 210 $297M +$197M -$6.61M +$190M HYG, SYY, MDLZ, PG, VCIT 13F-HR 5/13/2019, 04:48 PM
Q4 2018 84 $111M +$13.1M -$4.8M +$8.33M AGG, VCIT, CTXS, PG, ICE 13F-HR 2/14/2019, 09:01 AM
Q3 2018 84 $202M +$19.7M -$4.15M +$15.5M HYG, SPY, PG, VCIT, AGG 13F-HR 11/14/2018, 11:25 AM
Q2 2018 90 $200M +$38M -$1.17M +$36.8M HYG, SPY, PG, FCEA, STZ 13F-HR 8/13/2018, 05:59 PM
Q1 2018 85 $171M +$90.2M -$11.8M +$78.4M HYG, SPY, PG, VO, VTI 13F-HR 5/14/2018, 06:09 PM
Q4 2017 16 $93.9M HYG, SPY, VCIT, AGG, VTI 13F-HR 2/13/2018, 02:10 PM