0000919574-18-001111.txt : 20180213 0000919574-18-001111.hdr.sgml : 20180213 20180213151025 ACCESSION NUMBER: 0000919574-18-001111 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180213 DATE AS OF CHANGE: 20180213 EFFECTIVENESS DATE: 20180213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ALPHASIMPLEX GROUP, LLC CENTRAL INDEX KEY: 0001387941 IRS NUMBER: 043488687 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12259 FILM NUMBER: 18602655 BUSINESS ADDRESS: STREET 1: 225 MAIN STREET CITY: CAMBRIDGE STATE: MA ZIP: 02142 BUSINESS PHONE: (617) 475-7100 MAIL ADDRESS: STREET 1: 225 MAIN STREET CITY: CAMBRIDGE STATE: MA ZIP: 02142 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001387941 XXXXXXXX 12-31-2017 12-31-2017 false ALPHASIMPLEX GROUP, LLC

225 Main Street Cambridge MA 02142

13F COMBINATION REPORT 028-12259 0001018331 NGAM ADVISORS, L.P. N Arnout M. Eikeboom 617-475-7107 /s/ Arnout M. Eikeboom Cambridge MA 02-13-2018 0 16 93894 INFORMATION TABLE 2 infotable.xml ISHARES INC MIN VOL EMRG MKT 464286533 615 10114 SH SOLE 10114 0 0 ISHARES TR CORE US AGGBD ET 464287226 2373 21705 SH SOLE 21705 0 0 ISHARES TR JPMORGAN USD EMG 464288281 1488 12818 SH SOLE 12818 0 0 ISHARES TR IBOXX HI YD ETF 464288513 64496 739125 SH SOLE 739125 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 9531 35715 SH SOLE 35715 0 0 SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 1498 52690 SH SOLE 52690 0 0 VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 916 20419 SH SOLE 20419 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 941 7891 SH SOLE 7891 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 620 13494 SH SOLE 13494 0 0 VANGUARD INTL EQUITY INDEX F FTSE FACIFIC ETF 922042866 924 12676 SH SOLE 12676 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 925 15645 SH SOLE 15645 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 1941 12541 SH SOLE 12541 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 1916 18025 SH SOLE 18025 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 1959 14273 SH SOLE 14273 0 0 VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 1376 25312 SH SOLE 25312 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2375 27173 SH SOLE 27173 0 0