ALPHASIMPLEX GROUP, LLC

CIK

1387941

Location

Cambridge, MA

Portfolio Value

Micro $7,067,813

Diversification

Diversified

Filing Date

Global Rank

#6,339 / 6,687 ▼ 39

Top Industry

Drug Manufacturers - General 10.2%

3Y Alpha vs SPY

-13.1%

Period ended 3 years ago

Filed Nov 8, 2022 · 3y

11 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+24.9%

SPY

+76.3%

Annualised alpha

-13.1%

Max drawdown

−13.5%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

30 positions · as of Sep 30, 2022 · Δ vs Jun 30, 2022

Top Position

6.6%

+1.4 pts

Top 5

26.6%

+5.7 pts

Top 10

45.8%

+9.9 pts

HHI

377

Diversified+94

Portfolio Trend

11 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2022

Sector	% Portfolio	Value	Positions
Industrials	27.2%	$1,920,108	8
Healthcare	18.2%	$1,283,780	4
Technology	13.1%	$928,964	4
Consumer Defensive	12.9%	$911,053	4
Financial Services	9.8%	$695,650	4
Consumer Cyclical	7.7%	$546,404	2
Utilities	4.6%	$321,922	2
Communication Services	4.5%	$318,385	1
Real Estate	2.0%	$141,547	1

Last Quarter's Activity

Export CSV

Sep 30, 2022 vs Jun 30, 2022

Added To

Positions the filer increased

6 positions

Ticker	Company	Δ Shares	Shares	Value
FAST	Fastenal Co	+4,043	9,205	$211,899
TSLA	Tesla, Inc.	+579	951	$252,252
HD	Home Depot, Inc.	+285	1,066	$294,152
ITW	Illinois Tool Works Inc	+184	1,478	$267,000
FCN	Fti Consulting, Inc	+169	1,347	$223,211
UNH	Unitedhealth Group Inc	+131	905	$457,061
No positions match the current search.

Trimmed

Positions the filer reduced

5 positions

Ticker	Company	Δ Shares	Shares	Value
FE	Firstenergy Corp	−2,761	6,099	$225,663
ACM	Aecom	−485	3,246	$221,929
TMUS	T-Mobile US, Inc.	−419	2,373	$318,385
AAPL	Apple Inc.	−260	1,473	$203,568
MRSH	Marsh & Mclennan Companies, Inc.	−253	1,562	$233,190
No positions match the current search.

New Positions

Positions the filer opened this quarter

7 positions

Ticker	Company	Shares	Value
UPS	United Parcel Service Inc	2,132	$344,403
CL	Colgate Palmolive Co	3,983	$279,805
HSY	Hershey Co	1,266	$279,115
ABBV	AbbVie Inc.	1,898	$254,730
DX	Dynex Capital Inc	12,150	$141,547
WU	Western Union CO	10,250	$138,375
MDU	Mdu Resources Group Inc	9,256	$96,259
No positions match the current search.

Sold Out

Positions the filer fully exited

17 positions

Ticker	Company	Shares	Value
VRSK	Verisk Analytics, Inc.	1,817	$314,504
ZTS	Zoetis Inc.	1,536	$264,023
CAG	Conagra Brands Inc.	7,555	$258,683
AON	Aon plc	924	$249,184
NKE	NIKE, Inc.	2,406	$245,893
RPM	Rpm International Inc/De/	3,115	$245,212
SHW	Sherwin Williams Co	990	$221,670
PG	PROCTER & GAMBLE Co	1,532	$220,286
SUN	Sunoco LP	5,889	$219,365
EXPD	Expeditors International Of Washington Inc	2,231	$217,433
TTMI	Ttm Technologies Inc	17,361	$217,012
DOX	Amdocs Ltd	2,466	$205,442
SSNC	SS&C Technologies Holdings Inc	3,451	$200,399
MMM	3M Co	1,850	$200,174
BDX	Becton Dickinson & Co	958	$185,672
AGNC	AGNC Investment Corp.	12,922	$143,046
GOOGL	Alphabet Inc.	107	$11,659
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

30 positions · $7,067,813 total · as of Sep 30, 2022

All sectors Communication Services Consumer Cyclical Consumer Defensive Financial Services Healthcare Industrials Real Estate Technology Utilities

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
GILD	Gilead Sciences, Inc. Healthcare	Held	7,507	0	$463,106	−0.2%	6.55%
UNH	Unitedhealth Group Inc Healthcare	Added	905	+131	$457,061	+15.0%	6.47%
UPS	United Parcel Service Inc Industrials	NEW	2,132	NEW	$344,403	NEW	4.87%
TMUS	T-Mobile US, Inc. Communication Services	Reduced	2,373	-419	$318,385	−15.2%	4.50%
HD	Home Depot, Inc. Consumer Cyclical	Added	1,066	+285	$294,152	+37.3%	4.16%
MSFT	Microsoft Corp Technology	Held	1,207	0	$281,110	−9.3%	3.98%
CL	Colgate Palmolive Co Consumer Defensive	NEW	3,983	NEW	$279,805	NEW	3.96%
HSY	Hershey Co Consumer Defensive	NEW	1,266	NEW	$279,115	NEW	3.95%
ITW	Illinois Tool Works Inc Industrials	Added	1,478	+184	$267,000	+13.2%	3.78%
ABBV	AbbVie Inc. Healthcare	NEW	1,898	NEW	$254,730	NEW	3.60%
TSLA	Tesla, Inc. Consumer Cyclical	Added	951	+579	$252,252	+202.1%	3.57%
PAYX	Paychex Inc Technology	Held	2,171	0	$243,607	−1.5%	3.45%
TGT	Target Corp Consumer Defensive	Held	1,596	0	$236,830	+5.1%	3.35%
MRSH	Marsh & Mclennan Companies, Inc. Financial Services	Reduced	1,562	-253	$233,190	−17.2%	3.30%
HTLD	Heartland Express Inc Industrials	Held	16,028	0	$229,360	+2.9%	3.25%
FE	Firstenergy Corp Utilities	Reduced	6,099	-2,761	$225,663	−33.7%	3.19%
FCN	Fti Consulting, Inc Industrials	Added	1,347	+169	$223,211	+4.8%	3.16%
ACM	Aecom Industrials	Reduced	3,246	-485	$221,929	−8.8%	3.14%
AME	Ametek Inc/ Industrials	Held	1,881	0	$213,324	+3.2%	3.02%
FAST	Fastenal Co Industrials	Added	9,205	+4,043	$211,899	+64.5%	3.00%
LMT	Lockheed Martin Corp Industrials	Held	541	0	$208,982	−10.2%	2.96%
AAPL	Apple Inc. Technology	Reduced	1,473	-260	$203,568	−14.1%	2.88%
ROP	Roper Technologies Inc Technology	Held	558	0	$200,679	−8.9%	2.84%
GBDC	GOLUB CAPITAL BDC, Inc. Financial Services	Held	15,691	0	$194,411	−4.4%	2.75%
DX	Dynex Capital Inc Real Estate	NEW	12,150	NEW	$141,547	NEW	2.00%
WU	Western Union CO Financial Services	NEW	10,250	NEW	$138,375	NEW	1.96%
MTG	Mgic Investment Corp Financial Services	Held	10,115	0	$129,674	+1.7%	1.83%
WMT	Walmart Inc. Consumer Defensive	Held	2,667	0	$115,303	+6.7%	1.63%
IRWD	Ironwood Pharmaceuticals Inc Healthcare	Held	10,510	0	$108,883	−10.1%	1.54%
MDU	Mdu Resources Group Inc Utilities	NEW	9,256	NEW	$96,259	NEW	1.36%