Using the all-atom model and 10 μs serial replica-exchange molecular dynamics (SREMD), we investigated the binding of Alzheimer's Aβ10-40 peptides to the anionic dimyristoylphosphatidylcholine/dimyristoylphosphatidylglycerol (DMPC/DMPG) lipid bilayer. Our objective was to probe de novo transmembrane Aβ10-40 aggregation and to test the utility of SREMD. Our results are threefold. First, upon binding, Aβ10-40 adopts a helical structure in the C-terminus and deeply inserts into the bilayer. Binding is primarily controlled by electrostatic interactions of the peptides with water, ions, and lipids, particularly, anionic DMPG. Second, Aβ-bilayer interactions reorganize lipids in the proximity of the bound peptides, causing an influx of DMPG lipids into the Aβ binding footprint. Third and most important, computed free energy landscapes reveal that Aβ10-40 peptides partition into monomeric and dimeric species. The dimers result from transmembrane aggregation of the peptides and induce a striking lipid density void throughout both leaflets in the bilayer. There are multiple factors stabilizing transmembrane dimers, including van der Waals and steric interactions, electrostatic interactions, and hydrogen bonding, hydration, and entropic gains originating from dimer conformations and lipid disorder. We argue that helix dipole-dipole interactions underestimated in the all-atom force field must be a contributing factor to stabilizing antiparallel transmembrane dimers. We propose that transmembrane aggregates serve as mechanistic links between the populations of extra- and intracellular Aβ peptides. From the computational perspective, SREMD is found to be a viable alternative to traditional replica-exchange simulations.