Alphasimplex Group 13F annual report
Alphasimplex Group is an investment fund managing more than $9.88 million ran by Christopher Dahlberg. There are currently 35 companies in Mr. Dahlberg’s portfolio. The largest investments include Duke Realty Corp and Lakeland, together worth $1.73 million.
$9.88 million Assets Under Management (AUM)
As of 1st November 2022, Alphasimplex Group’s top holding is 19,030 shares of Duke Realty Corp currently worth over $917 thousand and making up 9.3% of the portfolio value.
Relative to the number of outstanding shares of Duke Realty Corp, Alphasimplex Group owns more than approximately 0.1% of the company.
In addition, the fund holds 50,533 shares of Lakeland worth $809 thousand, whose value fell approximately 0.1% in the past six months.
The third-largest holding is Gilead Sciences worth $463 thousand and the next is Unitedhealth Inc worth $457 thousand, with 905 shares owned.
Currently, Alphasimplex Group's portfolio is worth at least $9.88 million. The total portfolio value may be much higher due to cash
assets that are not publicly disclosed such as fixed income, real estate, or cash equivalents.
Careers at Alphasimplex Group
The Alphasimplex Group office and employees reside in Boston, Massachusetts. According to the last 13-F report filed with the SEC, Christopher Dahlberg serves as the Deputy Chief Compliance Officer at Alphasimplex Group.
Recent trades
In the most recent 13F filing, Alphasimplex Group revealed that it had opened a new position in
Duke Realty Corp and bought 19,030 shares worth $917 thousand.
This means they effectively own approximately 0.1% of the company.
Duke Realty Corp makes up
100.0%
of the fund's Real Estate sector allocation and has decreased its share price by 15.1% in the past year.
The investment fund also strengthened its position in Gilead Sciences by buying
4,672 additional shares.
This makes their stake in Gilead Sciences total 7,507 shares worth $463 thousand.
Gilead Sciences soared 23.5% in the past year.
On the other hand, there are companies that Alphasimplex Group is getting rid of from its portfolio.
Alphasimplex Group closed its position in Athene Ltd on 8th November 2022.
It sold the previously owned 15,867 shares for $1.32 million.
Christopher Dahlberg also disclosed a decreased stake in Microsoft by approximately 0.1%.
This leaves the value of the investment at $281 thousand and 1,207 shares.
One of the smallest hedge funds
The two most similar investment funds to Alphasimplex Group are Maven Ventures Partners Ii and Shoals Capital Management L.P.. They manage $9.84 million and $9.81 million respectively.
Christopher Dahlberg investment strategy
Alphasimplex Group’s portfolio is diversified across 10 sectors.
Currently, their heaviest sector is Industrials — making up 23.4% of
the total portfolio value.
The fund focuses on investments in the United States as
80.0% of the portfolio companies
are based in the United States.
The majority of the companies in the fund’s portfolio are large-cap stocks.
Stocks with a size of more than $10 billion in market cap make up
60% of the total holdings value.
On the other hand, small-cap stocks make up only 5.7% of the portfolio.
The average market cap of the portfolio companies is close to $214 billion.
The complete list of Alphasimplex Group trades based on 13F SEC filings
These positions were updated on November 8th based on the fund’s latest 13F filing. Quickly find out what the most recently closed or increased positions are.
| Security | Shares Owned | Value | Allocation |
|---|---|---|---|
| Athene Holding Ltd |
Closed
15,867
|
$1,322,000 | |
| First Midwest Bancorp, Inc. |
Closed
64,498
|
$1,321,000 | |
| Peoples United Financial Inc |
Closed
73,619
|
$1,312,000 | |
| Atlantic Cap Bancshares Inc |
Closed
45,552
|
$1,311,000 | |
| Bryn Mawr Bk Corp |
Closed
28,905
|
$1,301,000 | |
| Sterling Bancorp. |
Closed
49,823
|
$1,285,000 | |
| Atotech Ltd |
Closed
50,310
|
$1,284,000 | |
| Investors Bancorp Inc |
Closed
84,355
|
$1,278,000 | |
| Phillips 66 Partners LP |
Closed
35,134
|
$1,267,000 | |
| Momentive Global Inc |
Closed
57,115
|
$1,208,000 | |
| Flagstar Bancorp, Inc. |
Closed
24,048
|
$1,153,000 | |
| Ortho Clinical Diagnostics H |
Closed
51,835
|
$1,109,000 | |
| CMC Materials Inc |
Closed
5,507
|
$1,056,000 | |
| Tristate Cap Hldgs Inc |
Closed
34,869
|
$1,055,000 | |
| GreenSky Inc |
Closed
83,563
|
$949,000 | |
| Duke Realty Corp |
Opened
19,030
|
$917,000 | 9.28% |
| Mondelez International Inc. |
Closed
12,758
|
$846,000 | |
| Lakeland Bancorp, Inc. |
Opened
50,533
|
$809,000 | 8.18% |
| Procter And Gamble Co |
Closed
4,871
|
$797,000 | |
| Sherwin-Williams Co. |
Closed
1,999
|
$704,000 | |
| Copart, Inc. |
Closed
4,245
|
$644,000 | |
| Booz Allen Hamilton Hldg Cor |
Closed
7,504
|
$636,000 | |
| Pepsico Inc |
Closed
3,470
|
$603,000 | |
| Reliant Bancorp Inc |
Closed
16,117
|
$572,000 | |
| Alphabet Inc |
Closed
195
|
$565,000 | |
| Broadridge Finl Solutions In |
Closed
2,911
|
$532,000 | |
| Amazon.com Inc. |
Closed
159
|
$530,000 | |
| Aon plc. |
Closed
1,733
|
$521,000 | |
| Zoetis Inc |
Closed
2,118
|
$517,000 | |
| 3M Co. |
Closed
2,875
|
$511,000 | |
| Conagra Brands Inc |
Closed
14,942
|
$510,000 | |
| Exelon Corp. |
Closed
8,764
|
$506,000 | |
| Danaher Corp. |
Closed
1,479
|
$487,000 | |
| Dominos Pizza Inc |
Closed
833
|
$470,000 | |
| Dollar Gen Corp New |
Closed
1,974
|
$466,000 | |
| Gilead Sciences, Inc. |
164.80%
7,507
|
$463,000 | 4.68% |
| Graco Inc. |
Closed
5,696
|
$459,000 | |
| Unitedhealth Group Inc |
Opened
905
|
$457,000 | 4.62% |
| Quest Diagnostics, Inc. |
Closed
2,454
|
$425,000 | |
| Fastenal Co. |
61.49%
9,205
|
$424,000 | 4.29% |
| Check Point Software Tech Lt |
Closed
3,528
|
$411,000 | |
| Expeditors Intl Wash Inc |
Closed
3,064
|
$411,000 | |
| Radware |
Closed
9,679
|
$403,000 | |
| Mcdonalds Corp |
Closed
1,486
|
$398,000 | |
| Waterstone Finl Inc Md |
Closed
18,226
|
$398,000 | |
| Liberty Broadband Corp |
Closed
2,464
|
$396,000 | |
| Equity Comwlth |
Closed
15,272
|
$396,000 | |
| Enviva Partners Lp |
Closed
5,556
|
$391,000 | |
| Garmin Ltd |
Closed
2,854
|
$389,000 | |
| Toro Co. |
Closed
3,842
|
$384,000 | |
| Agnc Invt Corp |
Closed
25,145
|
$378,000 | |
| Lauder Estee Cos Inc |
Closed
1,011
|
$374,000 | |
| Brown-Forman Corporation |
Closed
4,943
|
$360,000 | |
| Agilent Technologies Inc. |
Closed
2,208
|
$353,000 | |
| Walmart Inc |
Opened
2,667
|
$346,000 | 3.50% |
| United Parcel Service, Inc. |
Opened
2,132
|
$344,000 | 3.48% |
| Amdocs Ltd |
Closed
4,601
|
$344,000 | |
| T-Mobile US, Inc. |
Opened
2,373
|
$318,000 | 3.22% |
| Cintas Corporation |
Closed
718
|
$318,000 | |
| Visa Inc |
Closed
1,454
|
$315,000 | |
| Charter Communications Inc N |
Closed
476
|
$310,000 | |
| Olin Corp. |
Closed
5,279
|
$304,000 | |
| CDW Corp |
Closed
1,475
|
$302,000 | |
| Atmos Energy Corp. |
Closed
2,876
|
$301,000 | |
| Progressive Corp. |
Closed
2,860
|
$294,000 | |
| Home Depot, Inc. |
120.70%
1,066
|
$294,000 | 2.97% |
| American Elec Pwr Co Inc |
Closed
3,240
|
$288,000 | |
| Johnson & Johnson |
Closed
1,673
|
$286,000 | |
| Union Pac Corp |
Closed
1,127
|
$284,000 | |
| Philip Morris International Inc |
Closed
2,984
|
$283,000 | |
| Consolidated Edison, Inc. |
Closed
3,312
|
$283,000 | |
| Microsoft Corporation |
9.72%
1,207
|
$281,000 | 2.84% |
| Colgate-Palmolive Co. |
40.79%
3,983
|
$280,000 | 2.83% |
| Hershey Company |
Opened
1,266
|
$279,000 | 2.82% |
| Republic Svcs Inc |
Closed
1,970
|
$275,000 | |
| Clorox Co. |
Closed
1,577
|
$275,000 | |
| Verizon Communications Inc |
Closed
5,188
|
$270,000 | |
| Disney Walt Co |
Closed
1,739
|
$269,000 | |
| Illinois Tool Wks Inc |
29.54%
1,478
|
$267,000 | 2.70% |
| Comcast Corp New |
Closed
5,300
|
$267,000 | |
| Lowes Cos Inc |
Closed
1,003
|
$259,000 | |
| Sysco Corp. |
Closed
3,259
|
$256,000 | |
| Abbvie Inc |
32.93%
1,898
|
$255,000 | 2.58% |
| Citigroup Inc |
Closed
4,212
|
$254,000 | |
| Mdu Res Group Inc |
Opened
9,256
|
$253,000 | 2.56% |
| LKQ Corp |
Closed
4,214
|
$253,000 | |
| Fiserv, Inc. |
Closed
2,438
|
$253,000 | |
| Tesla Inc |
Opened
951
|
$252,000 | 2.55% |
| International Flavors&fragra |
Closed
1,668
|
$251,000 | |
| Paychex Inc. |
0.14%
2,171
|
$244,000 | 2.47% |
| Cheniere Energy Inc. |
Closed
2,395
|
$243,000 | |
| Newell Brands Inc. |
Closed
11,115
|
$243,000 | |
| Intuit Inc |
Closed
373
|
$240,000 | |
| Sei Invts Co |
Closed
3,921
|
$239,000 | |
| CBRE Group Inc |
Closed
2,189
|
$238,000 | |
| Target Corp |
17.56%
1,596
|
$237,000 | 2.40% |
| Chipotle Mexican Grill |
Closed
135
|
$236,000 | |
| Hilton Worldwide Holdings Inc |
Closed
1,505
|
$235,000 | |
| NortonLifeLock Inc |
Closed
9,013
|
$234,000 | |
| Change Healthcare Inc. |
Opened
8,479
|
$233,000 | 2.36% |
| Marsh & McLennan Cos., Inc. |
60.56%
1,562
|
$233,000 | 2.36% |
| Meta Platforms Inc |
Closed
683
|
$230,000 | |
| Heartland Express, Inc. |
1.84%
16,028
|
$229,000 | 2.32% |
| Post Holdings Inc |
Closed
2,026
|
$228,000 | |
| Pegasystems Inc. |
Closed
2,034
|
$227,000 | |
| Firstenergy Corp. |
Opened
6,099
|
$226,000 | 2.29% |
| Accenture Plc Ireland |
Closed
545
|
$226,000 | |
| FTI Consulting Inc. |
Opened
1,347
|
$223,000 | 2.26% |
| Corteva Inc |
Closed
4,695
|
$222,000 | |
| AECOM |
6.78%
3,246
|
$222,000 | 2.25% |
| Janus Henderson Group plc |
Closed
5,294
|
$222,000 | |
| Black Knight Inc |
Closed
2,678
|
$222,000 | |
| Cisco Sys Inc |
Closed
3,473
|
$220,000 | |
| Yum Brands Inc. |
Closed
1,579
|
$219,000 | |
| C.H. Robinson Worldwide, Inc. |
Closed
2,033
|
$219,000 | |
| Bristol-Myers Squibb Co. |
Closed
3,501
|
$218,000 | |
| Terreno Rlty Corp |
Closed
2,553
|
$218,000 | |
| Elanco Animal Health Inc |
Closed
7,635
|
$217,000 | |
| ServiceNow Inc |
Closed
335
|
$217,000 | |
| Masonite Intl Corp |
Closed
1,841
|
$217,000 | |
| Zscaler Inc |
Closed
672
|
$216,000 | |
| Brunswick Corp. |
Closed
2,124
|
$214,000 | |
| Monster Beverage Corp. |
Closed
2,225
|
$214,000 | |
| Morningstar Inc |
Closed
627
|
$214,000 | |
| Ametek Inc |
Opened
1,881
|
$213,000 | 2.15% |
| Csg Sys Intl Inc |
Closed
3,696
|
$213,000 | |
| Linde Plc |
Closed
614
|
$213,000 | |
| Keurig Dr Pepper Inc |
Closed
5,721
|
$211,000 | |
| Cooper Cos Inc |
Closed
503
|
$211,000 | |
| Verisign Inc. |
Closed
826
|
$210,000 | |
| Flex Ltd |
Closed
11,466
|
$210,000 | |
| Grainger W W Inc |
Closed
403
|
$209,000 | |
| Nomad Foods Ltd |
Closed
8,217
|
$209,000 | |
| Signature Bk New York N Y |
Closed
645
|
$209,000 | |
| Lockheed Martin Corp. |
32.29%
541
|
$209,000 | 2.11% |
| Installed Bldg Prods Inc |
Closed
1,491
|
$208,000 | |
| Lincoln Elec Hldgs Inc |
Closed
1,483
|
$207,000 | |
| Texas Instrs Inc |
Closed
1,096
|
$207,000 | |
| ACI Worldwide Inc |
Closed
5,907
|
$205,000 | |
| Nelnet Inc |
Closed
2,102
|
$205,000 | |
| Houlihan Lokey Inc |
Closed
1,971
|
$204,000 | |
| Merit Med Sys Inc |
Closed
3,281
|
$204,000 | |
| Hain Celestial Group Inc |
Closed
4,793
|
$204,000 | |
| Apple Inc |
Opened
1,473
|
$204,000 | 2.06% |
| NetSTREIT Corp. |
Closed
8,923
|
$204,000 | |
| Generac Holdings Inc |
Closed
576
|
$203,000 | |
| Erie Indty Co |
Closed
1,054
|
$203,000 | |
| Paccar Inc. |
Closed
2,302
|
$203,000 | |
| Amphenol Corp. |
Closed
2,305
|
$202,000 | |
| Open Text Corp |
Closed
4,251
|
$202,000 | |
| Oreilly Automotive Inc |
Closed
285
|
$201,000 | |
| Roper Technologies Inc |
Opened
558
|
$201,000 | 2.03% |
| Laboratory Corp Amer Hldgs |
Closed
640
|
$201,000 | |
| Invesco Ltd |
Closed
8,738
|
$201,000 | |
| Best Buy Co. Inc. |
Closed
1,973
|
$200,000 | |
| Maximus Inc. |
Closed
2,516
|
$200,000 | |
| Golub Cap Bdc Inc |
37.44%
15,691
|
$194,000 | 1.96% |
| Dynex Cap Inc |
Opened
12,150
|
$142,000 | 1.44% |
| Western Un Co |
Opened
10,250
|
$138,000 | 1.40% |
| Primo Water Corporation |
19.13%
10,828
|
$136,000 | 1.38% |
| Sunopta, Inc. |
Closed
19,246
|
$134,000 | |
| Mgic Invt Corp Wis |
Opened
10,115
|
$130,000 | 1.32% |
| Hanesbrands Inc |
Opened
17,517
|
$122,000 | 1.23% |
| Ironwood Pharmaceuticals Inc |
Opened
10,510
|
$109,000 | 1.10% |
| No transactions found | |||
| Showing first 500 out of 164 holdings | |||
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