SEC 13F Intelligence

Managers / Q2 2019 · view latest →

ALPHASIMPLEX GROUP, LLC

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

Reported Value
$321M
Q2 2019
Positions
211
Filings on Record
16
2019–present window
Filed
Aug 14, 2019
original filing

Summary

Alphasimplex Group, LLC reported $321M in U.S.-listed holdings across 211 positions for Q2 2019.

Its largest position, AGG, represents 14.7% of the portfolio.

Compared with Q1 2019, the fund opened 28 new positions and exited 27.

Portfolio Metrics

Turnover
+16.7%
vs prior filed quarter
Top-10 Concentration
+29.7%
share of reported value
Largest Position
+14.7%
Ishares Tr
New / Exited
28 / 27
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: 62.7%ETP: 25.3%REIT: 8.3%Other: 3.4%MLP: 0.3%
  • Common Stock · 62.7% · $201M
  • ETP · 25.3% · $81M
  • REIT · 8.3% · $27M
  • Other · 3.4% · $11M
  • MLP · 0.3% · $962,127

Quarter-over-Quarter Changes full breakdown →

vs Q1 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPYSPDR S&P 500 ETF TRNEW+61.2K61.2K+$18M$18M
LEGACY TEX FINL GROUP INCNEW+84.1K84.1K+$3M$3M
ALLERGAN PLCNEW+20.4K20.4K+$3M$3M
CAESARS ENTMT CORPNEW+287.5K287.5K+$3M$3M
TSSTOTAL SYS SVCS INCNEW+26.5K26.5K+$3M$3M
CHSPCHESAPEAKE LODGING TRNEW+114.9K114.9K+$3M$3M
DATATABLEAU SOFTWARE INCNEW+16.9K16.9K+$3M$3M
HFF INCNEW+47.8K47.8K+$2M$2M

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

Holdings — Q2 2019

205 positions (from 211 filing rows — )
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1AGGISHARES TRIBOXX HI YD ETF · CORE US AGGBD ET · JPMORGAN USD EMG14.68%$47M529.5K
2SPYSPDR S&P 500 ETF TRhistory →TR UNIT5.59%$18M61.2K
3VTIVANGUARD INDEX FDSTOTAL STK MKT · VALUE ETF · MID CAP ETF1.98%$6M45.8K
4CITRIX SYS INCCOM1.11%$4M36.2K
5LEGACY TEX FINL GROUP INCCOM1.07%$3M84.1K
6ALLERGAN PLCSHS1.06%$3M20.4K
7CAESARS ENTMT CORPCOM1.06%$3M287.5K
8TSSTOTAL SYS SVCS INChistory →COM1.06%$3M26.5K
9MDLZMONDELEZ INTL INChistory →CL A1.06%$3M62.9K
10SYYSYSCO CORPhistory →COM1.03%$3M46.5K
11CHSPCHESAPEAKE LODGING TRhistory →SH BEN INT1.02%$3M114.9K
12VGKVANGUARD INTL EQUITY INDEX FFTSE SMCAP ETF · FTSE EUROPE ETF · FTSE PACIFIC ETF0.97%$3M44.6K
13DATATABLEAU SOFTWARE INCCL A0.87%$3M16.9K
14PGPROCTER AND GAMBLE COCOM0.84%$3M24.6K
15VCITVANGUARD SCOTTSDALE FDSINT-TERM CORP0.80%$3M28.4K
16HFF INCCL A0.68%$2M47.8K
17SRESEMPRA ENERGYCOM0.64%$2M14.9K
18OTEXOPEN TEXT CORPCOM0.62%$2M48.1K
19FEFIRSTENERGY CORPCOM0.61%$2M45.7K
20DHRDANAHER CORPORATIONCOM0.60%$2M13.4K
21ADPAUTOMATIC DATA PROCESSING INCOM0.60%$2M11.6K
22BAXBAXTER INTL INCCOM0.60%$2M23.3K
23WENWENDYS COCOM0.59%$2M96.2K
24SBUXSTARBUCKS CORPCOM0.56%$2M21.5K
25BFAMBRIGHT HORIZONS FAM SOL IN DCOM0.55%$2M11.7K
26UTXZUNITED TECHNOLOGIES CORPCOM0.54%$2M13.4K
27GGENPACT LIMITEDSHS0.54%$2M45.3K
28PPGPPG INDS INCCOM0.54%$2M14.7K
29ZBHZIMMER BIOMET HLDGS INCCOM0.53%$2M14.5K
30HONHONEYWELL INTL INCCOM0.53%$2M9.8K
31CCITIGROUP INCCOM NEW0.53%$2M24.1K
32HLTHILTON WORLDWIDE HLDGS INCCOM0.52%$2M17.2K
33TMKTORCHMARK CORPCOM0.52%$2M18.7K
34DOXAMDOCS LTDSHS0.52%$2M26.7K
35PFEPFIZER INCCOM0.52%$2M38.3K
36USBUS BANCORP DELCOM NEW0.51%$2M31.4K
37TMUST MOBILE US INCCOM0.51%$2M22.2K
38HD SUPPLY HLDGS INCCOM0.51%$2M40.8K
39ECLECOLAB INCCOM0.51%$2M8.3K
40JKHYHENRY JACK & ASSOC INCCOM0.51%$2M12.1K
41OSWONESPAWORLD HOLDINGS LIMITEDCOM0.51%$2M104.5K
42BERRY GLOBAL GROUP INCCOM0.50%$2M30.7K
43BRK/ABERKSHIRE HATHAWAY INC DELCL A0.50%$2M5
44BNYBANK NEW YORK MELLON CORPCOM0.49%$2M36.0K
45MSFTMICROSOFT CORPCOM0.49%$2M11.7K
46HTGCHERCULES CAPITAL INCCOM0.48%$2M120.0K
47CBRECBRE GROUP INCCL A0.48%$2M30.0K
48BWXSPDR SERIES TRUSTBLOMBERG INTL TR0.48%$2M52.7K
49WHITE MTNS INS GROUP LTDCOM0.46%$1M1.5K
50INVESTORS BANCORP INC NEWCOM0.46%$1M132.5K
51BNDXVANGUARD CHARLOTTE FDSINTL BD IDX ETF0.46%$1M25.8K
52HSYHERSHEY COCOM0.46%$1M11.0K
53LOWLOWES COS INCCOM0.46%$1M14.6K
54LNGCHENIERE ENERGY INCCOM NEW0.46%$1M21.5K
55ATRAPTARGROUP INCCOM0.46%$1M11.7K
56ALLALLSTATE CORPCOM0.45%$1M14.3K
57BROBROWN & BROWN INCCOM0.45%$1M43.4K
58WCCWESCO INTL INCCOM0.45%$1M28.7K
59AON PLCSHS CL A0.45%$1M7.5K
60GOOGLALPHABET INCCAP STK CL A0.45%$1M1.3K
61MKLMARKEL CORPCOM0.45%$1M1.3K
62GPMTGRANITE PT MTG TR INCCOM0.45%$1M75.3K
63SONSONOCO PRODS COCOM0.45%$1M22.1K
64VRSKVERISK ANALYTICS INCCOM0.45%$1M9.9K
65AFGAMERICAN FINL GROUP INC OHIOCOM0.45%$1M14.1K
66MCDMCDONALDS CORPCOM0.45%$1M6.9K
67APDAIR PRODS & CHEMS INCCOM0.45%$1M6.4K
68YUMYUM BRANDS INCCOM0.45%$1M13.0K
69JNJJOHNSON & JOHNSONCOM0.45%$1M10.3K
70CGBDTCG BDC INCCOM0.45%$1M94.3K
71AFLAFLAC INCCOM0.45%$1M26.2K
72LLOEWS CORPCOM0.45%$1M26.3K
73MAINMAIN STREET CAPITAL CORPCOM0.45%$1M34.9K
74ARCCARES CAP CORPCOM0.45%$1M79.9K
75BIPCBROOKFIELD INFRAST PARTNERSLP INT UNIT0.45%$1M33.4K
76RSGREPUBLIC SVCS INCCOM0.45%$1M16.5K
77CERNER CORPCOM0.44%$1M19.5K
78BROOKFIELD ASSET MGMT INCCL A LTD VT SH0.44%$1M29.8K
79FISFIDELITY NATL INFORMATION SVCOM0.44%$1M11.6K
80NDAQNASDAQ INCCOM0.44%$1M14.8K
81MRSHMARSH & MCLENNAN COS INCCOM0.44%$1M14.3K
82CBCHUBB LIMITEDCOM0.44%$1M9.6K
83AJGGALLAGHER ARTHUR J & COCOM0.44%$1M16.2K
84EBAYEBAY INCCOM0.44%$1M35.9K
85TRTXTPG RE FIN TR INCCOM0.44%$1M73.5K
86RUDOLPH TECHNOLOGIES INCCOM0.44%$1M51.1K
87TPG SPECIALTY LENDING INCCOM0.44%$1M71.3K
88CMOCAPSTEAD MTG CORPCOM NO PAR0.44%$1M167.1K
89SLMSLM CORPCOM0.43%$1M143.0K
90JACKJACK IN THE BOX INCCOM0.43%$1M17.1K
91KREFKKR REAL ESTATE FIN TR INCCOM0.43%$1M69.6K
92USFDUS FOODS HLDG CORPCOM0.43%$1M38.6K
93VRRMVERRA MOBILITY CORPCOM0.43%$1M105.1K
94APOGAPOGEE ENTERPRISES INCCOM0.43%$1M31.6K
95MFICAPOLLO INVT CORPCOM NEW0.43%$1M86.5K
96GENESEE & WYO INCCL A0.42%$1M13.6K
97DLTRDOLLAR TREE INCCOM0.42%$1M12.6K
98FBINFORTUNE BRANDS HOME & SEC INCOM0.41%$1M23.3K
99MSGSMADISON SQUARE GARDEN CO NEWCL A0.41%$1M4.6K
100PYPLPAYPAL HLDGS INCCOM0.40%$1M11.3K

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 ↗

Other Included Managers

This filing reports holdings on behalf of 1 additional manager.

  • NATIXIS ADVISORS, L.P.

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 ↗.