SEC 13F Intelligence

Managers / Q3 2022

ALPHASIMPLEX GROUP, LLC

CIK 0001387941 · 200 STATE STREET, BOSTON, MA, 02109 · (617) 475-7100

Reported Value
$10M
Q3 2022
Positions
35
Filings on Record
16
2019–present window
Filed
Nov 8, 2022
original filing

Summary

Alphasimplex Group, LLC reported $10M in U.S.-listed holdings across 35 positions for Q3 2022.

Its largest position, Duke Realty, represents 9.3% of the portfolio.

Compared with Q2 2022, the fund opened 9 new positions and exited 22.

Portfolio Metrics

Turnover
+31.9%
vs prior filed quarter
Top-10 Concentration
+47.1%
share of reported value
Largest Position
+9.3%
Duke Realty
New / Exited
9 / 22
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q1 ’19: $297MQ1 ’19Q2 ’19: $321MQ3 ’19: $262MQ3 ’19Q4 ’19: $265MQ1 ’20: $66MQ1 ’20Q2 ’20: $133MQ3 ’20: $220MQ3 ’20Q4 ’20: $286MQ1 ’21: $239MQ1 ’21Q2 ’21: $200MQ3 ’21: $121MQ3 ’21Q4 ’21: $59MQ1 ’22: $27MQ1 ’22Q2 ’22: $14MQ3 ’22: $10MQ3 ’22filingsflow.com

Portfolio Composition

By security type
Common Stock: 89.3%REIT: 10.7%
  • Common Stock · 89.3% · $9M
  • REIT · 10.7% · $1M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
DUKE REALTY CORPNEW+19.0K19.0K+$917,000$917,000
LAKELAND BANCORP INCNEW+50.5K50.5K+$809,000$809,000
UPSUNITED PARCEL SERVICE INCNEW+2.1K2.1K+$344,000$344,000
CLCOLGATE PALMOLIVE CONEW+4.0K4.0K+$280,000$280,000
HSYHERSHEY CONEW+1.3K1.3K+$279,000$279,000
ABBVABBVIE INCNEW+1.9K1.9K+$255,000$255,000
MDUMDU RES GROUP INCNEW+9.3K9.3K+$253,000$253,000
DXDYNEX CAP INCNEW+12.2K12.2K+$142,000$142,000

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2022

35 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1DUKE REALTY CORPCOM NEW9.28%$917,00019.0K
2LAKELAND BANCORP INCCOM8.18%$809,00050.5K
3GILDGILEAD SCIENCES INChistory →COM4.68%$463,0007.5K
4UNHUNITEDHEALTH GROUP INChistory →COM4.62%$457,000905
5FASTFASTENAL COhistory →COM4.29%$424,0009.2K
6WMTWALMART INChistory →COM3.50%$346,0002.7K
7UPSUNITED PARCEL SERVICE INChistory →CL B3.48%$344,0002.1K
8TMUST-MOBILE US INChistory →COM3.22%$318,0002.4K
9HDHOME DEPOT INChistory →COM2.97%$294,0001.1K
10MSFTMICROSOFT CORPhistory →COM2.84%$281,0001.2K
11CLCOLGATE PALMOLIVE COhistory →COM2.83%$280,0004.0K
12HSYHERSHEY COhistory →COM2.82%$279,0001.3K
13ITWILLINOIS TOOL WKS INChistory →COM2.70%$267,0001.5K
14ABBVABBVIE INChistory →COM2.58%$255,0001.9K
15MDUMDU RES GROUP INChistory →COM2.56%$253,0009.3K
16TSLATESLA INChistory →COM2.55%$252,000951
17PAYXPAYCHEX INChistory →COM2.47%$244,0002.2K
18TGTTARGET CORPhistory →COM2.40%$237,0001.6K
19CHANGE HEALTHCARE INCCOM2.36%$233,0008.5K
20MRSHMARSH & MCLENNAN COS INChistory →COM2.36%$233,0001.6K
21HTLDHEARTLAND EXPRESS INChistory →COM2.32%$229,00016.0K
22FEFIRSTENERGY CORPhistory →COM2.29%$226,0006.1K
23FCNFTI CONSULTING INChistory →COM2.26%$223,0001.3K
24ACMAECOMhistory →COM2.25%$222,0003.2K
25AMEAMETEK INChistory →COM2.15%$213,0001.9K
26LMTLOCKHEED MARTIN CORPhistory →COM2.11%$209,000541
27AAPLAPPLE INChistory →COM2.06%$204,0001.5K
28ROPROPER TECHNOLOGIES INChistory →COM2.03%$201,000558
29GBDCGOLUB CAP BDC INChistory →COM1.96%$194,00015.7K
30DXDYNEX CAP INChistory →COM1.44%$142,00012.2K
31WUWESTERN UN COhistory →COM1.40%$138,00010.3K
32PRIMO WATER CORPORATIONCOM1.38%$136,00010.8K
33MTGMGIC INVT CORP WIShistory →COM1.32%$130,00010.1K
34HANESBRANDS INCCOM1.23%$122,00017.5K
35IRWDIRONWOOD PHARMACEUTICALS INChistory →COM CL A1.10%$109,00010.5K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q3 2022$10M35Nov 8, 202213F-HRchanges · EDGAR ↗
Q2 2022$14M48Aug 10, 202213F-HRchanges · EDGAR ↗
Q1 2022$27M71May 10, 202213F-HRchanges · EDGAR ↗
Q4 2021$59M144Feb 10, 202213F-HRchanges · EDGAR ↗
Q3 2021$121M208Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$200M219Aug 12, 202113F-HRchanges · EDGAR ↗
Q1 2021$239M249May 12, 202113F-HRchanges · EDGAR ↗
Q4 2020$286M297Feb 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$220M272Nov 13, 202013F-HRchanges · EDGAR ↗
Q2 2020$133M253Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$66M108May 13, 202013F-HRchanges · EDGAR ↗
Q4 2019$265M245Feb 12, 2020RESTATEMENTchanges · EDGAR ↗
Q3 2019$262M205Nov 12, 201913F-HRchanges · EDGAR ↗
Q2 2019$321M211Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$297M210May 13, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.