SEC 13F Intelligence

Managers / Q2 2022 · view latest →

ALPHASIMPLEX GROUP, LLC

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

Reported Value
$14M
Q2 2022
Positions
48
Filings on Record
16
2019–present window
Filed
Aug 10, 2022
original filing

Summary

Alphasimplex Group, LLC reported $14M in U.S.-listed holdings across 48 positions for Q2 2022.

Its largest position, CCMP, represents 7.3% of the portfolio.

Compared with Q1 2022, the fund opened 21 new positions and exited 44.

Portfolio Metrics

Turnover
+29.0%
vs prior filed quarter
Top-10 Concentration
+40.8%
share of reported value
Largest Position
+7.3%
Cmc Materials
New / Exited
21 / 44
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: 85.8%REIT: 7.4%Ltd Part: 5.3%MLP: 1.6%
  • Common Stock · 85.8% · $12M
  • REIT · 7.4% · $1M
  • Ltd Part · 5.3% · $742,000
  • MLP · 1.6% · $219,000

Quarter-over-Quarter Changes full breakdown →

vs Q1 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
CATCHMARK TIMBER TR INCNEW+78.8K78.8K+$793,000$793,000
RATTLER MIDSTREAM LPNEW+54.3K54.3K+$742,000$742,000
GILDGILEAD SCIENCES INCNEW+7.5K7.5K+$464,000$464,000
UNHUNITEDHEALTH GROUP INCNEW+774774+$398,000$398,000
FEFIRSTENERGY CORPNEW+8.9K8.9K+$340,000$340,000
PAYXPAYCHEX INCNEW+2.2K2.2K+$247,000$247,000
NKENIKE INCNEW+2.4K2.4K+$246,000$246,000
RPMRPM INTL INCNEW+3.1K3.1K+$245,000$245,000

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

Holdings — Q2 2022

48 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1CCMPCMC MATERIALS INChistory →COM7.26%$1M5.8K
2NPEURNEENAH INChistory →COM6.84%$960,00028.1K
3CATCHMARK TIMBER TR INCCL A5.65%$793,00078.8K
4RATTLER MIDSTREAM LPCOM UNITS5.29%$742,00054.3K
5GILDGILEAD SCIENCES INChistory →COM3.31%$464,0007.5K
6UNHUNITEDHEALTH GROUP INChistory →COM2.84%$398,000774
7TMUST-MOBILE US INChistory →COM2.68%$376,0002.8K
8FEFIRSTENERGY CORPhistory →COM2.42%$340,0008.9K
9WMTWALMART INChistory →COM2.31%$324,0002.7K
10VRSKVERISK ANALYTICS INChistory →COM2.24%$315,0001.8K
11MSFTMICROSOFT CORPhistory →COM2.21%$310,0001.2K
12MRSHMARSH & MCLENNAN COS INChistory →COM2.01%$282,0001.8K
13ZTSZOETIS INChistory →CL A1.88%$264,0001.5K
14CAGCONAGRA BRANDS INChistory →COM1.85%$259,0007.6K
15FASTFASTENAL COhistory →COM1.84%$258,0005.2K
16TSLATESLA INChistory →COM1.79%$251,000372
17AONAON PLChistory →SHS CL A1.77%$249,000924
18PAYXPAYCHEX INChistory →COM1.76%$247,0002.2K
19NKENIKE INChistory →CL B1.75%$246,0002.4K
20RPMRPM INTL INChistory →COM1.75%$245,0003.1K
21CHANGE HEALTHCARE INCCOM1.73%$243,00010.5K
22ACMAECOMhistory →COM1.73%$243,0003.7K
23MMM3M COhistory →COM1.70%$239,0001.9K
24AAPLAPPLE INChistory →COM1.69%$237,0001.7K
25ITWILLINOIS TOOL WKS INChistory →COM1.68%$236,0001.3K
26BDXBECTON DICKINSON & COhistory →COM1.68%$236,000958
27LMTLOCKHEED MARTIN CORPhistory →COM1.66%$233,000541
28GOOGLALPHABET INChistory →CAP STK CL A1.66%$233,000107
29TGTTARGET CORPhistory →COM1.60%$225,0001.6K
30HTLDHEARTLAND EXPRESS INChistory →COM1.59%$223,00016.0K
31SHWSHERWIN WILLIAMS COhistory →COM1.58%$222,000990
32PGPROCTER AND GAMBLE COhistory →COM1.57%$220,0001.5K
33ROPROPER TECHNOLOGIES INChistory →COM1.57%$220,000558
34SUNSUNOCO LP/SUNOCO FIN CORPhistory →COM UT REP LP1.56%$219,0005.9K
35TTMITTM TECHNOLOGIES INChistory →COM1.55%$217,00017.4K
36EXPDEXPEDITORS INTL WASH INChistory →COM1.55%$217,0002.2K
37HDHOME DEPOT INChistory →COM1.52%$214,000781
38FCNFTI CONSULTING INChistory →COM1.52%$213,0001.2K
39AMEAMETEK INChistory →COM1.47%$207,0001.9K
40DOXAMDOCS LTDhistory →SHS1.46%$205,0002.5K
41GBDCGOLUB CAP BDC INChistory →COM1.45%$203,00015.7K
42SSNCSS&C TECHNOLOGIES HLDGS INChistory →COM1.42%$200,0003.5K
43PRIMO WATER CORPORATIONCOM1.28%$179,00013.4K
44AGNCAGNC INVT CORPhistory →COM1.02%$143,00012.9K
45MTGMGIC INVT CORP WISCOM0.90%$127,00010.1K
46HANESBRANDS INCCOM0.88%$124,00012.1K
47IRWDIRONWOOD PHARMACEUTICALS INCCOM CL A0.86%$121,00010.5K
48ARMOUR RESIDENTIAL REIT INCCOM NEW0.68%$96,00013.7K

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 ↗.