Managers / Q3 2019 · view latest →
ALPHASIMPLEX GROUP, LLC
CIK 0001387941 · 200 STATE STREET, BOSTON, MA, 02109 · (617) 475-7100
Summary
Alphasimplex Group, LLC reported $262M in U.S.-listed holdings across 205 positions for Q3 2019.
Its largest position, AGG, represents 14.0% of the portfolio.
Compared with Q2 2019, the fund opened 27 new positions and exited 33.
Portfolio Metrics
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
Portfolio Composition
- Common Stock · 58.6% · $154M
- ETP · 29.0% · $76M
- REIT · 9.0% · $24M
- Other · 2.9% · $8M
- MLP · 0.4% · $1M
Quarter-over-Quarter Changes full breakdown →
vs Q2 2019 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| GHDXGENOMIC HEALTH INC | NEW | +37.5K | 37.5K | +$3M | $3M |
| MCRNMILACRON HLDGS CORP | NEW | +137.2K | 137.2K | +$2M | $2M |
| CARRIZO OIL & GAS INC | NEW | +206.6K | 206.6K | +$2M | $2M |
| ACMAECOM | NEW | +37.3K | 37.3K | +$1M | $1M |
| GLGLOBE LIFE INC | NEW | +14.1K | 14.1K | +$1M | $1M |
| APLEAPPLE HOSPITALITY REIT INC | NEW | +73.9K | 73.9K | +$1M | $1M |
| OXYOCCIDENTAL PETE CORP | NEW | +27.3K | 27.3K | +$1M | $1M |
| THGHANOVER INS GROUP INC | NEW | +8.9K | 8.9K | +$1M | $1M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q3 2019
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q3 2022 | $10M | 35 | Nov 8, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q2 2022 | $14M | 48 | Aug 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q1 2022 | $27M | 71 | May 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q4 2021 | $59M | 144 | Feb 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q3 2021 | $121M | 208 | Nov 15, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q2 2021 | $200M | 219 | Aug 12, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q1 2021 | $239M | 249 | May 12, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q4 2020 | $286M | 297 | Feb 12, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q3 2020 | $220M | 272 | Nov 13, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q2 2020 | $133M | 253 | Aug 14, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q1 2020 | $66M | 108 | May 13, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q4 2019 | $265M | 245 | Feb 12, 2020 | RESTATEMENT | changes · EDGAR ↗ |
| Q3 2019 | $262M | 205 | Nov 12, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q2 2019 | $321M | 211 | Aug 14, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q1 2019 | $297M | 210 | May 13, 2019 | 13F-HR | changes · 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 ↗.