AG
Alphasimplex Group, LLC Historical SEC 13F Holdings & Archive (Q3 2022)
Alphasimplex Group, LLCCIK: 0001387941
Quality / disciplined sizingLong-term holderDiversified strategy
Total reported value
$9.9M
Reporting period: 2022-09-30 · Number of holdings: 35
ALPHASIMPLEX GROUP, LLC disclosed 35 holdings in its latest 13F filing for the period ending 2022-09-30, with total reported value of $9.9M and a quarterly turnover rate of 0.0%.
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Personality snowflake
- Concentration
- 15.39
- Portfolio Stability
- 0
- Momentum
- 50
- Sector conviction
- 61.71
- Diversification
- 70
- Sizing Uniformity
- 94.02
Alphasimplex Group, LLC's disclosed holdings carry a Herfindahl concentration index of 0.038 — mathematically equivalent to about 26 equally-sized positions, close to its 35 actual disclosed holdings. Value is spread relatively evenly across the portfolio rather than concentrated in a handful of names.
Position sizes are fairly uniform across the portfolio (a coefficient of variation of 0.60), suggesting a disciplined, rules-based approach to how much capital goes into each idea.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 37% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govNo holding changes this quarter
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | DREUSD | Duke Realty CORP | Stock-Other | 9.28% | — | — | |
| 2 | LBAIUSD | Lakeland Bancorp Inc | Stock-Other | 8.18% | — | — | |
| 3 | GILD | Gilead Sciences Inc | Stock-Healthcare | 4.68% | — | — | |
| 4 | UNH | Unitedhealth Group Inc | Stock-Healthcare | 4.62% | — | +16.93% | |
| 5 | FAST | Fastenal Co | Stock-Industrials | 4.29% | — | +78.32% | |
| 6 | WMT | Walmart Inc | Stock-Consumer Staples | 3.50% | — | — | |
| 7 | UPS | United Parcel Service-cl B | Stock-Industrials | 3.48% | — | — | |
| 8 | TMUS | T-mobile US Inc | Stock-Comm Services | 3.22% | — | -15.01% | |
| 9 | HD | Home Depot Inc | Stock-Consumer Disc | 2.97% | — | +36.49% | |
| 10 | MSFT | Microsoft CORP | Stock-Tech | 2.84% | — | — | |
| 11 | CL | Colgate-palmolive Co | Stock-Consumer Staples | 2.83% | — | — | |
| 12 | HSY | Hershey Co/the | Stock-Consumer Staples | 2.82% | — | — | |
| 13 | ITW | Illinois Tool Works | Stock-Industrials | 2.70% | — | +14.22% | |
| 14 | ABBV | Abbvie Inc | Stock-Healthcare | 2.58% | — | — | |
| 15 | MDU | Mdu Resources Group Inc | Stock-Utilities | 2.56% | — | — | |
| 16 | TSLA | Tesla Inc | Stock-Consumer Disc | 2.55% | — | +155.65% | |
| 17 | PAYX | Paychex Inc | Stock-Tech | 2.47% | — | — | |
| 18 | TGT | Target CORP | Stock-Consumer Disc | 2.40% | — | — | |
| 19 | CHNGUSD | Change Healthcare Inc | Stock-Other | 2.36% | — | -19.49% | |
| 20 | MRSH | Marsh & Mclennan Cos | Stock-Financials | 2.36% | — | -13.94% | |
| 21 | HTLD | Heartland Express Inc | Stock-Other | 2.32% | — | — | |
| 22 | FE | Firstenergy CORP | Stock-Utilities | 2.29% | — | -31.16% | |
| 23 | FCN | Fti Consulting Inc | Stock-Industrials | 2.26% | — | +14.35% | |
| 24 | ACM | Aecom | Stock-Industrials | 2.25% | — | -13.00% | |
| 25 | AME | Ametek Inc | Stock-Industrials | 2.15% | — | — | |
| 26 | LMT | Lockheed Martin CORP | Stock-Industrials | 2.11% | — | — | |
| 27 | AAPL | Apple Inc | Stock-Tech | 2.06% | — | -15.00% | |
| 28 | ROP | Roper Technologies Inc | Stock-Tech | 2.03% | — | — | |
| 29 | GBDC | Golub Capital Bdc Inc | Stock-Financials | 1.96% | — | — | |
| 30 | DX | Dynex Capital Inc | Stock-Other | 1.44% | — | — | |
| 31 | WU | Western Union Co | Stock-Financials | 1.40% | — | — | |
| 32 | BCBUSD | Primo Water CORP | Stock-Other | 1.38% | — | -19.13% | |
| 33 | MTG | Mgic Investment CORP | Stock-Financials | 1.32% | — | — | |
| 34 | HN9 | Hanesbrands Inc | Stock-Other | 1.23% | — | +45.14% | |
| 35 | IRWD | Ironwood Pharmaceuticals Inc | Stock-Other | 1.10% | — | — |
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2022 Q3 | 35 | $9.9M | 0 | ||
| 2022 Q2 | 48 | $14.0M | 0 | ||
| 2022 Q1 | 71 | $27.3M | 0 | ||
| 2021 Q4 | 144 | $58.7M | 0 | ||
| 2021 Q3 | 208 | $120.8M | 0 | ||
| 2021 Q2 | 219 | $200.2M | 100 | ||
| 2021 Q1 | 249 | $239.1M | 51 | ||
| 2020 Q4 | 297 | $286.3M | 70 | ||
| 2020 Q3 | 272 | $219.9M | 79 | ||
| 2020 Q2 | 253 | $133.4M | 100 | ||
| 2020 Q1 | 108 | $66.1M | 100 | ||
| 2019 Q4 | 245 | $265.5M | 43 | ||
| 2019 Q3 | 205 | $262.2M | 44 | ||
| 2019 Q2 | 211 | $320.7M | 41 | ||
| 2019 Q1 | 210 | $296.8M | 100 | ||
| 2018 Q4 | 84 | $110.6M | 72 | ||
| 2018 Q3 | 84 | $202.0M | 24 | ||
| 2018 Q2 | 90 | $200.0M | 29 | ||
| 2018 Q1 | 85 | $170.8M | 78 | ||
| 2017 Q4 | 16 | $93.9M | 0 |
Holding changes this quarter
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|
Filing History
FAQ
What is Alphasimplex Group, LLC and what type of investor is it?
Alphasimplex Group, LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2022-09-30), the firm manages a tracked equity portfolio valued at approximately $9.9M, spread across 35 disclosed positions.
What are Alphasimplex Group, LLC's largest equity positions?
Based on the latest 13F filing, Alphasimplex Group, LLC's top holdings by market value are:
1. Duke Realty CORP (DREUSD) — $917.0K (9.3%)
2. Lakeland Bancorp Inc (LBAIUSD) — $809.0K (8.2%)
3. Gilead Sciences Inc (GILD) — $463.0K (4.7%)
4. Unitedhealth Group Inc (UNH) — $457.0K (4.6%)
5. Fastenal Co (FAST) — $424.0K (4.3%)
What changes did Alphasimplex Group, LLC make in its most recent portfolio filing?
No notable portfolio changes were recorded for Alphasimplex Group, LLC in the most recent quarter. Holdings appear to have remained relatively stable.
What sectors does Alphasimplex Group, LLC focus on?
Alphasimplex Group, LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Health Care: 32.1%
• Consumer Discretionary: 21.4%
• Industrials: 15.1%
• Information Technology: 13.3%
• Consumer Staples: 9.4%
• Communication Services: 8.7%
💡
Data Source Notice: AlphaSMO is the web's most authoritative 13F / Inside Trader database. Institutional holdings and insider trades presented here are precisely computed to deliver accurate portfolio reporting.
Investment Profile
Alphasimplex Group, LLC's portfolio is broadly diversified and long-term-holding, with 32.1% of the portfolio concentrated in Health Care.
It has added to its HTLD position over the past two quarters (+$54.0K, now $229.0K), while trimming AAPL over the same stretch (-$99.0K, still holding $204.0K).
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Developer Access
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