ALPHASIMPLEX GROUP, LLC historic quarter change: USA ETF, Added
In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), over 19 quarters from 2017-12-31 to 2022-09-30, ALPHASIMPLEX GROUP, LLC opened 10 positions, added to 47, reduced 63 and sold out of 26.
- Q3 2020: Stock HYG; Country of operation —; Class IBOXX HI YD ETF; Shares before 58,741.
- Q3 2020: Stock AGG; Country of operation —; Class CORE US AGGBD ET; Shares before 12,511.
- Q3 2020: Stock VO; Country of operation —; Class MID CAP ETF; Shares before 5,941.
- Q3 2020: Stock CALY; Country of operation —; Class COM; Shares before 13,156.
Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1387941), 19 quarters: Q3 2022 (2022-06-30 to 2022-09-30, filed 2022-11-08); Q2 2022 (2022-03-31 to 2022-06-30, filed 2022-08-10); Q1 2022 (2021-12-31 to 2022-03-31, filed 2022-05-10); Q4 2021 (2021-09-30 to 2021-12-31, filed 2022-02-10); Q3 2021 (2021-06-30 to 2021-09-30, filed 2021-11-15); Q2 2021 (2021-03-31 to 2021-06-30, filed 2021-08-12); Q1 2021 (2020-12-31 to 2021-03-31, filed 2021-05-12); Q4 2020 (2020-09-30 to 2020-12-31, filed 2021-02-12); Q3 2020 (2020-06-30 to 2020-09-30, filed 2020-11-13); Q2 2020 (2020-03-31 to 2020-06-30, filed 2020-08-14); Q1 2020 (2019-12-31 to 2020-03-31, filed 2020-05-13); Q4 2019 (2019-09-30 to 2019-12-31, filed 2020-02-12); Q3 2019 (2019-06-30 to 2019-09-30, filed 2019-11-12); Q2 2019 (2019-03-31 to 2019-06-30, filed 2019-08-14); Q1 2019 (2018-12-31 to 2019-03-31, filed 2019-05-13); Q4 2018 (2018-09-30 to 2018-12-31, filed 2019-02-14); Q3 2018 (2018-06-30 to 2018-09-30, filed 2018-11-14); Q2 2018 (2018-03-31 to 2018-06-30, filed 2018-08-14); Q1 2018 (2017-12-31 to 2018-03-31, filed 2018-05-15). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2006-12-31.
| Quarter | Stock | Country of operation | Class | Shares before | Shares after | Share change | Value before | Value after | Value change | Filed |
|---|---|---|---|---|---|---|---|---|---|---|
| Q3 2020 | HYG ISHARES TR | IBOXX HI YD ETF | 58,741 | 86,120 | +27,379 | $4,794,000 | $7,225,000 | +$2,431,000 | 2020-11-13 | |
| Q3 2020 | AGG ISHARES TR | CORE US AGGBD ET | 12,511 | 17,360 | +4,849 | $1,479,000 | $2,050,000 | +$571,000 | 2020-11-13 | |
| Q3 2020 | VO VANGUARD INDEX FDS | MID CAP ETF | 5,941 | 8,125 | +2,184 | $974,000 | $1,432,000 | +$458,000 | 2020-11-13 | |
| Q3 2020 | CALY CALLAWAY GOLF CO | COM | 13,156 | 33,020 | +19,864 | $230,000 | $632,000 | +$402,000 | 2020-11-13 | |
| Q3 2020 | VTV VANGUARD INDEX FDS | VALUE ETF | 10,738 | 13,423 | +2,685 | $1,069,000 | $1,403,000 | +$334,000 | 2020-11-13 | |
| Q3 2020 | VTI VANGUARD INDEX FDS | TOTAL STK MKT | 7,261 | 8,402 | +1,141 | $1,137,000 | $1,431,000 | +$294,000 | 2020-11-13 | |
| Q3 2020 | BNDX VANGUARD CHARLOTTE FDS | INTL BD IDX ETF | 12,606 | 17,432 | +4,826 | $728,000 | $1,014,000 | +$286,000 | 2020-11-13 | |
| Q3 2020 | BWX SPDR SER TR | BLOMBERG INTL TR | 25,588 | 34,083 | +8,495 | $740,000 | $1,011,000 | +$271,000 | 2020-11-13 | |
| Q3 2020 | VCIT VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 7,940 | 10,579 | +2,639 | $755,000 | $1,013,000 | +$258,000 | 2020-11-13 | |
| Q2 2020 | HYG ISHARES TR | IBOXX HI YD ETF | 52,871 | 58,741 | +5,870 | $4,075,000 | $4,794,000 | +$719,000 | 2020-08-14 | |
| Q1 2020 | VO VANGUARD INDEX FDS | MID CAP ETF | 12,472 | 12,942 | +470 | $2,222,000 | $1,704,000 | -$518,000 | 2020-05-13 | |
| Q1 2020 | EEMV ISHARES INC | MIN VOL EMRG MKT | 11,169 | 15,021 | +3,852 | $655,000 | $705,000 | +$50,000 | 2020-05-13 | |
| Q4 2019 | AGG ISHARES TR | CORE US AGGBD ET | 22,416 | 24,379 | +1,963 | $2,537,000 | $2,739,000 | +$202,000 | 2020-02-12 | |
| Q3 2019 | SPY SPDR S&P 500 ETF TR | TR UNIT | 61,219 | 78,939 | +17,720 | $17,937,370,000 | $23,427,000 | -$17,913,943,000 | 2019-11-12 | |
| Q2 2019 | VTI VANGUARD INDEX FDS | TOTAL STK MKT | 12,836 | 14,272 | +1,436 | $1,857,498,000 | $2,142,084,000 | +$284,586,000 | 2019-08-14 | |
| Q2 2019 | VTV VANGUARD INDEX FDS | VALUE ETF | 17,104 | 19,013 | +1,909 | $1,840,904,000 | $2,108,922,000 | +$268,018,000 | 2019-08-14 | |
| Q2 2019 | VEA VANGUARD TAX MANAGED INTL FD | FTSE DEV MKT ETF | 19,958 | 25,152 | +5,194 | $815,683,000 | $1,049,090,000 | +$233,407,000 | 2019-08-14 | |
| Q2 2019 | VSS VANGUARD INTL EQUITY INDEX F | FTSE SMCAP ETF | 7,847 | 9,972 | +2,125 | $817,108,000 | $1,049,653,000 | +$232,545,000 | 2019-08-14 | |
| Q2 2019 | VGK VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 15,231 | 19,039 | +3,808 | $816,534,000 | $1,045,241,000 | +$228,707,000 | 2019-08-14 | |
| Q2 2019 | VPL VANGUARD INTL EQUITY INDEX F | FTSE PACIFIC ETF | 12,408 | 15,573 | +3,165 | $817,191,000 | $1,029,064,000 | +$211,873,000 | 2019-08-14 | |
| Q2 2019 | VCIT VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 28,378 | 28,429 | +51 | $2,465,197,000 | $2,554,373,000 | +$89,176,000 | 2019-08-14 | |
| Q2 2019 | EMB ISHARES TR | JPMORGAN USD EMG | 14,650 | 14,690 | +40 | $1,612,379,000 | $1,664,268,000 | +$51,889,000 | 2019-08-14 | |
| Q1 2019 | VPL VANGUARD INTL EQUITY INDEX F | FTSE PACIFIC ETF | 4,935 | 12,408 | +7,473 | $299,000 | $817,191,000 | +$816,892,000 | 2019-05-13 | |
| Q1 2019 | VSS VANGUARD INTL EQUITY INDEX F | FTSE SMCAP ETF | 3,194 | 7,847 | +4,653 | $302,000 | $817,108,000 | +$816,806,000 | 2019-05-13 | |
| Q1 2019 | VGK VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 6,232 | 15,231 | +8,999 | $303,000 | $816,534,000 | +$816,231,000 | 2019-05-13 | |
| Q1 2019 | VEA VANGUARD TAX MANAGED INTL FD | FTSE DEV MKT ETF | 8,124 | 19,958 | +11,834 | $301,000 | $815,683,000 | +$815,382,000 | 2019-05-13 | |
| Q4 2018 | VO VANGUARD INDEX FDS | MID CAP ETF | 12,726 | 14,463 | +1,737 | $2,089,000 | $1,998,000 | -$91,000 | 2019-02-14 | |
| Q4 2018 | VTV VANGUARD INDEX FDS | VALUE ETF | 17,720 | 19,745 | +2,025 | $1,961,000 | $1,934,000 | -$27,000 | 2019-02-14 | |
| Q3 2018 | VCIT VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 13,920 | 31,304 | +17,384 | $1,163,000 | $2,615,000 | +$1,452,000 | 2018-11-14 | |
| Q3 2018 | AGG ISHARES TR | CORE US AGGBD ET | 11,497 | 24,662 | +13,165 | $1,222,000 | $2,602,000 | +$1,380,000 | 2018-11-14 | |
| Q3 2018 | SPY SPDR S&P 500 ETF TR | TR UNIT | 60,014 | 60,015 | +1 | $16,281,000 | $17,448,000 | +$1,167,000 | 2018-11-14 | |
| Q3 2018 | HYG ISHARES TR | IBOXX HI YD ETF | 634,655 | 635,177 | +522 | $53,996,000 | $54,905,000 | +$909,000 | 2018-11-14 | |
| Q2 2018 | SPY SPDR S&P 500 ETF TR | TR UNIT | 60,012 | 60,014 | +2 | $15,792,000 | $16,281,000 | +$489,000 | 2018-08-14 | |
| Q2 2018 | AGG ISHARES TR | CORE US AGGBD ET | 8,495 | 11,497 | +3,002 | $911,000 | $1,222,000 | +$311,000 | 2018-08-14 | |
| Q2 2018 | VCIT VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 10,716 | 13,920 | +3,204 | $909,000 | $1,163,000 | +$254,000 | 2018-08-14 | |
| Q2 2018 | VPL VANGUARD INTL EQUITY INDEX F | FTSE PACIFIC ETF | 12,676 | 16,026 | +3,350 | $925,000 | $1,122,000 | +$197,000 | 2018-08-14 | |
| Q2 2018 | VEA VANGUARD TAX MANAGED INTL FD | FTSE DEV MKT ETF | 20,419 | 25,614 | +5,195 | $904,000 | $1,099,000 | +$195,000 | 2018-08-14 | |
| Q2 2018 | VGK VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 15,645 | 19,578 | +3,933 | $910,000 | $1,099,000 | +$189,000 | 2018-08-14 | |
| Q2 2018 | EMB ISHARES TR | JPMORGAN USD EMG | 14,681 | 16,834 | +2,153 | $1,656,000 | $1,797,000 | +$141,000 | 2018-08-14 | |
| Q2 2018 | VSS VANGUARD INTL EQUITY INDEX F | FTSE SMCAP ETF | 7,854 | 7,889 | +35 | $937,000 | $910,000 | -$27,000 | 2018-08-14 | |
| Q1 2018 | SPY SPDR S&P 500 ETF TR | TR UNIT | 35,715 | 60,012 | +24,297 | $9,531,000 | $15,792,000 | +$6,261,000 | 2018-05-15 | |
| Q1 2018 | EEMV ISHARES INC | MIN VOL EMRG MKT | 10,114 | 13,661 | +3,547 | $615,000 | $852,000 | +$237,000 | 2018-05-15 | |
| Q1 2018 | VO VANGUARD INDEX FDS | MID CAP ETF | 12,541 | 14,070 | +1,529 | $1,941,000 | $2,170,000 | +$229,000 | 2018-05-15 | |
| Q1 2018 | BNDX VANGUARD CHARLOTTE FDS | INTL BD IDX ETF | 25,312 | 29,245 | +3,933 | $1,376,000 | $1,601,000 | +$225,000 | 2018-05-15 | |
| Q1 2018 | VTI VANGUARD INDEX FDS | TOTAL STK MKT | 14,273 | 15,951 | +1,678 | $1,959,000 | $2,165,000 | +$206,000 | 2018-05-15 | |
| Q1 2018 | EMB ISHARES TR | JPMORGAN USD EMG | 12,818 | 14,681 | +1,863 | $1,488,000 | $1,656,000 | +$168,000 | 2018-05-15 | |
| Q1 2018 | VTV VANGUARD INDEX FDS | VALUE ETF | 18,025 | 20,066 | +2,041 | $1,916,000 | $2,070,000 | +$154,000 | 2018-05-15 |
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