ALPHASIMPLEX GROUP, LLC

Registered adviser

CIK

1387941

Location

Cambridge, MA

Portfolio Value

Micro $9,515,210

Diversification

Diversified

Filing Date

Global Rank

#6,719 / 6,827 ▲ 25 · as of Sep 2022

Top Industry

Drug Manufacturers - General 9.4%

Period ended 4 years ago

Filed Nov 8, 2022 · 4y

11 quarters · since Mar 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Registered adviser

Form ADV roster, Nov 1, 2026

Form ADV adviser

CRD 128356

Roster of Nov 1, 2026

Regulatory AUM

$3,085,939,176

Main clients

Diversified

Private funds

1 fund · Hedge funds

Focus by fund count, roster of Nov 1, 2026

$860,243,212 gross assets

LEI

LU8SRV9ICT5E29588H39

Private funds on Schedule D 7.B.(1)

As filed Oct 31, 2024; SEC's bulk Form ADV archive ends with 2024 filings.

$938,524,536 gross assets in 1 fund Hedge funds $938,524,536 (1)

Form ADV history

Monthly rosters from Dec 2019; each row is a run with the same figures, newest first.

Rosters	Regulatory AUM	Main clients
Apr 2026 to Nov 2026	$3,085,939,176	Diversified
Apr 2025 to Mar 2026	$4,340,233,892	Registered funds and BDCs (52%)
Apr 2024 to Mar 2025	$4,522,777,264	Registered funds and BDCs (61%)
May 2023 to Mar 2024	$5,775,837,398	Registered funds and BDCs (65%)
Apr 2023	$5,775,837,398	Registered funds and BDCs (65%)
Apr 2022 to Mar 2023	$3,971,969,428	Registered funds and BDCs (57%)

3 earlier changes not shown.

Portfolio style

Measured from the filed 13F common-share book for Sep 30, 2022, never from the firm's own description.

Style

Unknown

$9,515,210 of valued equity, under the $10,000,000 needed to band a style

Turnover

Medium turnover

92.4% over the last four quarters (30% to under 100%)

Horizon

Horizon unknown

The value-weighted holding period is at least 2.7 quarters, but 2.3% of the book was already held when coverage starts

Closest benchmark: the Dow Jones Industrial Average as of 2022-10-31, active share 84.1%; sector active share 28.0% against the combined 13F book's sector weights.

Over time 11 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

View clone backtest

Portfolio Concentration

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

Top Position

9.6%

+1.1 pts

Top 5

32.3%

+6.7 pts

Top 10

48.9%

+10.1 pts

HHI

407

Diversified+104

Portfolio Trend

11 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2022

Sector	% Portfolio	Value	Positions
Industrials	22.4%	$2,132,007	8
Unclassified	19.4%	$1,848,000	5
Healthcare	13.5%	$1,283,780	4
Consumer Defensive	12.0%	$1,141,659	4
Technology	9.8%	$928,964	4
Financial Services	7.3%	$695,650	4
Consumer Cyclical	5.7%	$546,404	2
Utilities	5.0%	$478,814	2
Communication Services	3.3%	$318,385	1
Real Estate	1.5%	$141,547	1

Last Quarter's Activity

Export CSV

Sep 30, 2022 vs Jun 30, 2022

Added To

Positions the filer increased

7 positions

Ticker	Company	Δ Shares	Shares	Value
—		+5,448	17,517	$122,000
FAST	Fastenal Co	+4,043	9,205	$423,798
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

7 positions

Ticker	Company	Δ Shares	Shares	Value
FE	Firstenergy Corp	−2,761	6,099	$225,663
—		−2,562	10,828	$0
—		−2,052	8,479	$0
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

9 positions

Ticker	Company	Shares	Value
—		19,030	$917,000
—		50,533	$809,000
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
MDU	Mdu Resources Group Inc	9,256	$253,151
DX	Dynex Capital Inc	12,150	$141,547
WU	Western Union CO	10,250	$138,375
No positions match the current search.

Sold Out

Positions the filer fully exited

20 positions

Ticker	Company	Shares	Value
—		5,841	$1,019,000
—		78,814	$793,000
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	3,115	$245,212
MMM	3M Co	1,850	$239,408
BDX	Becton Dickinson & Co	958	$236,175
GOOGL	Alphabet Inc.	107	$233,180
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
AGNC	AGNC Investment Corp.	12,922	$143,046
ARR	Armour Residential REIT, Inc.	13,675	$96,272
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

35 tracked positions · $9,515,210 total · filing declares 35 positions · $9,884,000 · 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	Held (qtrs)	Est. cost/share	% of Portfolio
		NEW	19,030	NEW	$917,000	NEW	1	unpriced	9.64%
		NEW	50,533	NEW	$809,000	NEW	1	unpriced	8.50%
GILD	Gilead Sciences, Inc. Healthcare	Held	7,507	0	$463,106	−0.2%	2	$61.91	4.87%
UNH	Unitedhealth Group Inc Healthcare	Added	905	+131	$457,061	+15.0%	2	$505.61	4.80%
FAST	Fastenal Co Industrials	Added	9,205	+4,043	$423,798	+64.5%	4	$54.62	4.45%
WMT	Walmart Inc. Consumer Defensive	Held	2,667	0	$345,909	+6.7%	3	$140.84	3.64%
UPS	United Parcel Service Inc Industrials	NEW	2,132	NEW	$344,403	NEW	1	$189.34	3.62%
TMUS	T-Mobile US, Inc. Communication Services	Reduced	2,373	-419	$318,385	−15.2%	3	$119.11	3.35%
HD	Home Depot, Inc. Consumer Cyclical	Added	1,066	+285	$294,152	+37.3%	2	$295.22	3.09%
MSFT	Microsoft Corp Technology	Held	1,207	0	$281,110	−9.3%	5	$290.95	2.95%
CL	Colgate Palmolive Co Consumer Defensive	NEW	3,983	NEW	$279,805	NEW	1	$78.41	2.94%
HSY	Hershey Co Consumer Defensive	NEW	1,266	NEW	$279,115	NEW	1	$224.11	2.93%
ITW	Illinois Tool Works Inc Industrials	Added	1,478	+184	$267,000	+13.2%	5	$221.62	2.81%
ABBV	AbbVie Inc. Healthcare	NEW	1,898	NEW	$254,730	NEW	1	$143.50	2.68%
MDU	Mdu Resources Group Inc Utilities	NEW	9,256	NEW	$253,151	NEW	1	$29.04	2.66%
TSLA	Tesla, Inc. Consumer Cyclical	Added	951	+579	$252,252	+0.7%	3	$302.36	2.65%
PAYX	Paychex Inc Technology	Held	2,171	0	$243,607	−1.5%	2	$125.59	2.56%
TGT	Target Corp Consumer Defensive	Held	1,596	0	$236,830	+5.1%	5	$250.51	2.49%
MRSH	Marsh & Mclennan Companies, Inc. Financial Services	Reduced	1,562	-253	$233,190	−17.2%	10	$111.56	2.45%
HTLD	Heartland Express Inc Industrials	Held	16,028	0	$229,360	+2.9%	8	$17.72	2.41%
FE	Firstenergy Corp Utilities	Reduced	6,099	-2,761	$225,663	−33.7%	2	$42.69	2.37%
FCN	Fti Consulting, Inc Industrials	Added	1,347	+169	$223,211	+4.8%	2	$165.37	2.35%
ACM	Aecom Industrials	Reduced	3,246	-485	$221,929	−8.8%	11+	before history	2.33%
AME	Ametek Inc Industrials	Held	1,881	0	$213,324	+3.2%	3	$134.35	2.24%
LMT	Lockheed Martin Corp Industrials	Held	541	0	$208,982	−10.2%	2	$439.09	2.20%
AAPL	Apple Inc. Technology	Reduced	1,473	-260	$203,568	−14.1%	3	$168.16	2.14%
ROP	Roper Technologies Inc Technology	Held	558	0	$200,679	−8.9%	2	$434.78	2.11%
GBDC	GOLUB CAPITAL BDC, Inc. Financial Services	Held	15,691	0	$194,411	−4.4%	2	$14.32	2.04%
DX	Dynex Capital Inc Real Estate	NEW	12,150	NEW	$141,547	NEW	1	$15.63	1.49%
WU	Western Union CO Financial Services	NEW	10,250	NEW	$138,375	NEW	1	$15.67	1.45%
MTG	Mgic Investment Corp Financial Services	Held	10,115	0	$129,674	+1.7%	2	$13.15	1.36%
		Added	17,517	+5,448	$122,000	−1.6%	2	unpriced	1.28%
IRWD	Ironwood Pharmaceuticals Inc Healthcare	Held	10,510	0	$108,883	−10.1%	2	$11.78	1.14%
		Reduced	10,828	-2,562	$0	—	8	unpriced	0.00%
		Reduced	8,479	-2,052	$0	—	2	unpriced	0.00%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.