SEC 13F Intelligence

Managers / Q2 2021 · view latest →

ALPHASIMPLEX GROUP, LLC

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

Reported Value
$200M
Q2 2021
Positions
219
Filings on Record
16
2019–present window
Filed
Aug 12, 2021
original filing

Summary

Alphasimplex Group, LLC reported $200M in U.S.-listed holdings across 219 positions for Q2 2021.

Its largest position, DHR, represents 1.4% of the portfolio.

Compared with Q1 2021, the fund opened 30 new positions and exited 60.

Portfolio Metrics

Turnover
+14.5%
vs prior filed quarter
Top-10 Concentration
+12.8%
share of reported value
Largest Position
+1.4%
Danaher Corporation
New / Exited
30 / 60
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: 89.8%REIT: 5.5%Other: 4.7%
  • Common Stock · 89.8% · $180M
  • REIT · 5.5% · $11M
  • Other · 4.7% · $9M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
WRIWEINGARTEN RLTY INVSNEW+81.2K81.2K+$3M$3M
FLAGSTAR BANCORP INCNEW+52.6K52.6K+$2M$2M
MONMOUTH REAL ESTATE INVT CONEW+114.9K114.9K+$2M$2M
KNLKNOLL INCNEW+79.0K79.0K+$2M$2M
VERVEREIT INCNEW+42.0K42.0K+$2M$2M
WELBILT INCNEW+42.6K42.6K+$986,000$986,000
STXSEAGATE TECHNOLOGY HLDNGS PLNEW+10.8K10.8K+$953,000$953,000
VVISA INCNEW+2.8K2.8K+$649,000$649,000

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

Holdings — Q2 2021

219 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1DHRDANAHER CORPORATIONhistory →COM1.36%$3M10.2K
2XILINX INCCOM1.36%$3M18.9K
3MXIMMAXIM INTEGRATED PRODS INChistory →COM1.34%$3M25.5K
4PRAHPRA HEALTH SCIENCES INChistory →COM1.34%$3M16.2K
5CHTRCHARTER COMMUNICATIONS INC Nhistory →CL A1.32%$3M3.7K
6WRIWEINGARTEN RLTY INVShistory →SH BEN INT1.30%$3M81.2K
7ATHENE HOLDING LTDCL A1.27%$3M37.8K
8PGPROCTER AND GAMBLE COhistory →COM1.24%$2M18.4K
9AAGILENT TECHNOLOGIES INChistory →COM1.16%$2M15.8K
10AMZNAMAZON COM INChistory →COM1.14%$2M661
11WORKSLACK TECHNOLOGIES INChistory →COM CL A1.12%$2M50.6K
12COHERENT INCCOM1.11%$2M8.4K
13FLAGSTAR BANCORP INCCOM PAR .0011.11%$2M52.6K
14MONMOUTH REAL ESTATE INVT COCL A1.08%$2M114.9K
15KNLKNOLL INChistory →COM NEW1.03%$2M79.0K
16EXPDEXPEDITORS INTL WASH INChistory →COM1.02%$2M16.2K
17MDLZMONDELEZ INTL INChistory →CL A1.02%$2M32.6K
18PEPPEPSICO INCCOM0.99%$2M13.4K
19CHKPCHECK POINT SOFTWARE TECH LTORD0.98%$2M16.9K
20VRSKVERISK ANALYTICS INCCOM0.97%$2M11.1K
21VERVEREIT INCCOM0.96%$2M42.0K
22TMUST-MOBILE US INCCOM0.94%$2M13.0K
23GRMNGARMIN LTDSHS0.89%$2M12.3K
24ENVIVA PARTNERS LPCOM UNIT0.86%$2M32.7K
25RADWARE LTDORD0.84%$2M54.5K
26BRK/ABERKSHIRE HATHAWAY INC DELCL A0.84%$2M4
27CMCSACOMCAST CORP NEWCL A0.82%$2M28.6K
28ABBVABBVIE INCCOM0.81%$2M14.4K
29TTCTORO COCOM0.80%$2M14.6K
30WSOWATSCO INCCOM0.80%$2M5.6K
31TYLTYLER TECHNOLOGIES INCCOM0.79%$2M3.5K
32GENNORTONLIFELOCK INCCOM0.78%$2M57.1K
33MCDMCDONALDS CORPCOM0.74%$1M6.4K
34CAGCONAGRA BRANDS INCCOM0.73%$1M40.2K
35CVLTCOMMVAULT SYS INCCOM0.72%$1M18.3K
36LNGCHENIERE ENERGY INCCOM NEW0.69%$1M16.0K
37RSGREPUBLIC SVCS INCCOM0.68%$1M12.3K
38BRBROADRIDGE FINL SOLUTIONS INCOM0.68%$1M8.4K
39LMTLOCKHEED MARTIN CORPCOM0.67%$1M3.6K
40AEPAMERICAN ELEC PWR CO INCCOM0.63%$1M15.0K
41EDCONSOLIDATED EDISON INCCOM0.63%$1M17.5K
42ATOATMOS ENERGY CORPCOM0.62%$1M13.0K
43JNJJOHNSON & JOHNSONCOM0.61%$1M7.5K
44ACMAECOMCOM0.57%$1M17.9K
45VZVERIZON COMMUNICATIONS INCCOM0.56%$1M20.1K
46GOOGLALPHABET INCCAP STK CL A0.55%$1M450
47JANUS HENDERSON GROUP PLCORD SHS0.55%$1M28.1K
48JCIJOHNSON CTLS INTL PLCSHS0.53%$1M15.5K
49DGDOLLAR GEN CORP NEWCOM0.53%$1M4.9K
50ELLAUDER ESTEE COS INCCL A0.53%$1M3.3K
51MORNMORNINGSTAR INCCOM0.52%$1M4.1K
52HLIHOULIHAN LOKEY INCCL A0.52%$1M12.6K
53EHCENCOMPASS HEALTH CORPCOM0.52%$1M13.2K
54ACNACCENTURE PLC IRELANDSHS CLASS A0.52%$1M3.5K
55WMTWALMART INCCOM0.51%$1M7.3K
56GBDCGOLUB CAP BDC INCCOM0.51%$1M66.7K
57LABORATORY CORP AMER HLDGSCOM NEW0.51%$1M3.7K
58DGXQUEST DIAGNOSTICS INCCOM0.51%$1M7.8K
59PTCPTC INCCOM0.51%$1M7.2K
60ELANELANCO ANIMAL HEALTH INCCOM0.50%$1M29.1K
61OPTUALTICE USA INCCL A0.50%$998,00029.2K
62PEGAPEGASYSTEMS INCCOM0.50%$997,0007.2K
63AWKAMERICAN WTR WKS CO INC NEWCOM0.50%$996,0006.5K
64HLTHILTON WORLDWIDE HLDGS INCCOM0.50%$995,0008.2K
65AZOAUTOZONE INCCOM0.50%$994,000666
66DISDISNEY WALT COCOM0.50%$993,0005.6K
67WELBILT INCCOM0.49%$986,00042.6K
68LKQLKQ CORPCOM0.49%$984,00020.0K
69CTVACORTEVA INCCOM0.49%$982,00022.1K
70CERNER CORPCOM0.49%$980,00012.5K
71BAHBOOZ ALLEN HAMILTON HLDG CORCL A0.49%$976,00011.5K
72HDHOME DEPOT INCCOM0.48%$970,0003.0K
73CPRTCOPART INCCOM0.48%$965,0007.3K
74MMSIMERIT MED SYS INCCOM0.48%$958,00014.8K
75ORCLORACLE CORPCOM0.48%$957,00012.3K
76CLBKCOLUMBIA FINL INCCOM0.48%$955,00055.4K
77HAINHAIN CELESTIAL GROUP INCCOM0.48%$954,00023.8K
78STXSEAGATE TECHNOLOGY HLDNGS PLORD SHS0.48%$953,00010.8K
79MRSHMARSH & MCLENNAN COS INCCOM0.47%$943,0006.7K
80GNRCGENERAC HLDGS INCCOM0.46%$930,0002.2K
81PMPHILIP MORRIS INTL INCCOM0.46%$928,0009.4K
82CBRECBRE GROUP INCCL A0.46%$928,00010.8K
83OTEXOPEN TEXT CORPCOM0.46%$918,00018.1K
84GOLFACUSHNET HLDGS CORPCOM0.46%$911,00018.4K
85LOWLOWES COS INCCOM0.46%$911,0004.7K
86CACCCREDIT ACCEP CORP MICHCOM0.45%$900,0002.0K
87RSRELIANCE STEEL & ALUMINUM COCOM0.44%$885,0005.9K
88SEICSEI INVTS COCOM0.44%$882,00014.2K
89BOXBOX INCCL A0.44%$879,00034.4K
90AONAON PLCSHS CL A0.44%$872,0003.7K
91DOXAMDOCS LTDSHS0.43%$870,00011.2K
92NKENIKE INCCL B0.43%$867,0005.6K
93EXCEXELON CORPCOM0.43%$861,00019.4K
94CTASCINTAS CORPCOM0.43%$861,0002.3K
95NIELSEN HLDGS PLCSHS EUR0.43%$851,00034.5K
96PRIMO WATER CORPORATIONCOM0.43%$851,00050.8K
97DLBDOLBY LABORATORIES INCCOM CL A0.42%$849,0008.6K
98POSTPOST HLDGS INCCOM0.42%$845,0007.8K
99NNINELNET INCCL A0.42%$834,00011.1K
100MDTMEDTRONIC PLCSHS0.41%$825,0006.6K

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 ↗.