Institution Information
| Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
|---|---|---|---|---|
| ALPHASIMPLEX GROUP LLC | 11-08-2022 | 09-30-2022 | 35 | 9,884,000 |
Institutional Holdings
| Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
|---|---|---|---|---|---|---|---|---|---|
| HOME DEPOT INC | COM | 201 | $294,000 | 1,066 | 2.97 | 1.52 | 285 | 36.49 | 09-30-2022 |
| MICROSOFT CORP | COM | 202 | $281,000 | 1,207 | 2.84 | 2.21 | 0 | 0.00 | 09-30-2022 |
| COLGATE PALMOLIVE CO | COM | 203 | $280,000 | 3,983 | 2.83 | 3,983 | +Inf | 09-30-2022 | |
| HERSHEY CO | COM | 204 | $279,000 | 1,266 | 2.82 | 1,266 | +Inf | 09-30-2022 |
