CIK: 0001387941
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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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.
No holding changes 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% | — | — |
Not enough priced holdings yet to compute performance
| Period | Holdings | Total value | Stability | Top holdings |
|---|---|---|---|---|
| 2022-09-30 | 35 | $9.9M | 0 | |
| 2022-06-30 | 48 | $14.0M | 0 | |
| 2022-03-31 | 71 | $27.3M | 0 | |
| 2021-12-31 | 144 | $58.7M | 0 | |
| 2021-09-30 | 208 | $120.8M | 0 | |
| 2021-06-30 | 219 | $200.2M | 100 | |
| 2021-03-31 | 249 | $239.1M | 51 | |
| 2020-12-31 | 297 | $286.3M | 70 | |
| 2020-09-30 | 272 | $219.9M | 79 | |
| 2020-06-30 | 253 | $133.4M | 100 | |
| 2020-03-31 | 108 | $66.1M | 100 | |
| 2019-12-31 | 245 | $265.5M | 43 | |
| 2019-09-30 | 205 | $262.2M | 44 | |
| 2019-06-30 | 211 | $320.7M | 41 | |
| 2019-03-31 | 210 | $296.8M | 100 | |
| 2018-12-31 | 84 | $110.6M | 72 | |
| 2018-09-30 | 84 | $202.0M | 24 | |
| 2018-06-30 | 90 | $200.0M | 29 | |
| 2018-03-31 | 85 | $170.8M | 78 | |
| 2017-12-31 | 16 | $93.9M | 0 |
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|
| Period | Filed | Type | EDGAR |
|---|---|---|---|
| 2022-09-30 | 2022-11-08 | 13F-HR | View on EDGAR |
| 2022-06-30 | 2022-08-10 | 13F-HR | View on EDGAR |
| 2022-03-31 | 2022-05-10 | 13F-HR | View on EDGAR |
| 2021-12-31 | 2022-02-10 | 13F-HR | View on EDGAR |
| 2021-09-30 | 2021-11-15 | 13F-HR | View on EDGAR |
| 2021-06-30 | 2021-08-12 | 13F-HR | View on EDGAR |
| 2021-03-31 | 2021-05-12 | 13F-HR | View on EDGAR |
| 2020-12-31 | 2021-02-12 | 13F-HR | View on EDGAR |
| 2020-09-30 | 2020-11-13 | 13F-HR | View on EDGAR |
| 2020-06-30 | 2020-08-14 | 13F-HR | View on EDGAR |
| 2020-03-31 | 2020-05-13 | 13F-HR | View on EDGAR |
| 2019-12-31 | 2020-02-12 | Amendment | View on EDGAR |
| 2019-12-31 | 2020-02-11 | 13F-HR | View on EDGAR |
| 2019-09-30 | 2019-11-12 | 13F-HR | View on EDGAR |
| 2019-06-30 | 2019-08-14 | 13F-HR | View on EDGAR |
| 2019-03-31 | 2019-05-13 | 13F-HR | View on EDGAR |
| 2018-12-31 | 2019-02-14 | 13F-HR | View on EDGAR |
| 2018-09-30 | 2018-11-14 | 13F-HR | View on EDGAR |
| 2018-06-30 | 2018-08-14 | 13F-HR | View on EDGAR |
| 2018-03-31 | 2018-05-15 | 13F-HR | View on EDGAR |
| 2017-12-31 | 2018-02-13 | 13F-HR | View on EDGAR |
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