0000919574-19-001445.txt : 20190214
0000919574-19-001445.hdr.sgml : 20190214
20190214100135
ACCESSION NUMBER: 0000919574-19-001445
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190214
DATE AS OF CHANGE: 20190214
EFFECTIVENESS DATE: 20190214
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: 19601902
BUSINESS ADDRESS:
STREET 1: 255 MAIN STREET
CITY: CAMBRIDGE
STATE: MA
ZIP: 02142
BUSINESS PHONE: (617) 475-7100
MAIL ADDRESS:
STREET 1: 255 MAIN STREET
CITY: CAMBRIDGE
STATE: MA
ZIP: 02142
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001387941
XXXXXXXX
12-31-2018
12-31-2018
false
ALPHASIMPLEX GROUP, LLC
255 Main Street
Cambridge
MA
02142
13F COMBINATION REPORT
028-12259
0001018331
NATIXIS ADVISORS, L.P.
N
Arnout M. Eikeboom
Chief Compliance Officer
617-475-7107
/s/ Arnout M. Eikeboom
Cambridge
MA
02-14-2019
0
84
110594
INFORMATION TABLE
2
infotable.xml
ADVANCE AUTO PARTS INC
COM
00751Y106
1086
6896
SH
SOLE
6896
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
1147
7641
SH
SOLE
7641
0
0
ALPHABET INC
CAP STK CL A
02079K305
1511
1446
SH
SOLE
1446
0
0
ALTABA INC
COM
021346101
1290
22261
SH
SOLE
22261
0
0
AMC NETWORKS INC
CL A
00164V103
1173
21380
SH
SOLE
21380
0
0
ARCONIC INC
COM
03965L100
817
48462
SH
SOLE
48462
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
1632
28035
SH
SOLE
28035
0
0
AUTODESK INC
COM
052769106
1152
8961
SH
SOLE
8961
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
1914
14596
SH
SOLE
14596
0
0
BANK AMER CORP
COM
060505104
1474
59813
SH
SOLE
59813
0
0
BANK NEW YORK MELLON CORP
COM
064058100
1714
36405
SH
SOLE
36405
0
0
BAXTER INTL INC
COM
071813109
1983
30134
SH
SOLE
30134
0
0
CAMPBELL SOUP CO
COM
134429109
1122
34013
SH
SOLE
34013
0
0
CARS COM INC
COM
14575E105
982
45676
SH
SOLE
45676
0
0
CBRE GROUP INC
CL A
12504L109
1837
45891
SH
SOLE
45891
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
1433
24213
SH
SOLE
24213
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
718
1662
SH
SOLE
1662
0
0
CITIGROUP INC
COM NEW
172967424
1481
28446
SH
SOLE
28446
0
0
CITRIX SYS INC
COM
177376100
2316
22604
SH
SOLE
22604
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
739
45088
SH
SOLE
45088
0
0
CONAGRA BRANDS INC
COM
205887102
1157
54182
SH
SOLE
54182
0
0
CVR ENERGY INC
COM
12662P108
986
28607
SH
SOLE
28607
0
0
DOWDUPONT INC
COM
26078J100
1454
27180
SH
SOLE
27180
0
0
DXC TECHNOLOGY CO
COM
23355L106
1146
21550
SH
SOLE
21550
0
0
FACEBOOK INC
CL A
30303M102
912
6960
SH
SOLE
6960
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
879
51958
SH
SOLE
51958
0
0
FIRSTENERGY CORP
COM
337932107
1938
51619
SH
SOLE
51619
0
0
GENERAL ELECTRIC CO
COM
369604103
836
110385
SH
SOLE
110385
0
0
GENESEE & WYO INC
CL A
371559105
1528
20646
SH
SOLE
20646
0
0
HD SUPPLY HLDGS INC
COM
40416M105
1697
45221
SH
SOLE
45221
0
0
HESS CORP
COM
42809H107
837
20670
SH
SOLE
20670
0
0
HOWARD HUGHES CORP
COM
44267D107
1697
17383
SH
SOLE
17383
0
0
IAC INTERACTIVECORP
COM
44919P508
1133
6190
SH
SOLE
6190
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
2167
28762
SH
SOLE
28762
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
1801
173168
SH
SOLE
173168
0
0
ISHARES TR
JPMORGAN USD EMG
464288281
1522
14650
SH
SOLE
14650
0
0
ISHARES TR
CORE US AGGBD ET
464287226
2387
22416
SH
SOLE
22416
0
0
ITRON INC
COM
465741106
1198
25329
SH
SOLE
25329
0
0
JACK IN THE BOX INC
COM
466367109
1386
17848
SH
SOLE
17848
0
0
LIONS GATE ENTMNT CORP
CL A VTG
535919401
777
48290
SH
SOLE
48290
0
0
LORAL SPACE & COMMUNICATNS I
COM
543881106
418
11217
SH
SOLE
11217
0
0
LOWES COS INC
COM
548661107
1429
15470
SH
SOLE
15470
0
0
MEDNAX INC
COM
58502B106
1291
39123
SH
SOLE
39123
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
1119
46115
SH
SOLE
46115
0
0
MICROSOFT CORP
COM
594918104
1659
16329
SH
SOLE
16329
0
0
MOHAWK INDS INC
COM
608190104
957
8180
SH
SOLE
8180
0
0
MONDELEZ INTL INC
CL A
609207105
2078
51901
SH
SOLE
51901
0
0
NETFLIX INC
COM
64110L106
873
3263
SH
SOLE
3263
0
0
ON SEMICONDUCTOR CORP
COM
682189105
1053
63786
SH
SOLE
63786
0
0
OPEN TEXT CORP
COM
683715106
1535
47095
SH
SOLE
47095
0
0
PAYPAL HLDGS INC
COM
70450Y103
1434
17054
SH
SOLE
17054
0
0
PEABODY ENERGY CORP NEW
COM
704551100
1082
35513
SH
SOLE
35513
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
1055
102178
SH
SOLE
102178
0
0
PROCTER AND GAMBLE CO
COM
742718109
2313
25165
SH
SOLE
25165
0
0
RAYONIER ADVANCED MATLS INC
COM
75508B104
511
47936
SH
SOLE
47936
0
0
SALESFORCE COM INC
COM
79466L302
1439
10507
SH
SOLE
10507
0
0
SEMPRA ENERGY
COM
816851109
1596
14756
SH
SOLE
14756
0
0
SERVICENOW INC
COM
81762P102
1284
7211
SH
SOLE
7211
0
0
SPDR SERIES TRUST
BLOMBERG INTL TR
78464A516
1455
52690
SH
SOLE
52690
0
0
SYMANTEC CORP
COM
871503108
746
39504
SH
SOLE
39504
0
0
SYSCO CORP
COM
871829107
1721
27462
SH
SOLE
27462
0
0
T MOBILE US INC
COM
872590104
1519
23885
SH
SOLE
23885
0
0
TEREX CORP NEW
COM
880779103
866
31414
SH
SOLE
31414
0
0
TIFFANY & CO NEW
COM
886547108
875
10874
SH
SOLE
10874
0
0
TRINITY INDS INC
COM
896522109
1187
57658
SH
SOLE
57658
0
0
UNITED CONTL HLDGS INC
COM
910047109
1219
14554
SH
SOLE
14554
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
1677
15750
SH
SOLE
15750
0
0
UNIVAR INC
COM
91336L107
1018
57390
SH
SOLE
57390
0
0
US FOODS HLDG CORP
COM
912008109
1221
38590
SH
SOLE
38590
0
0
VANGUARD CHARLOTTE FDS
INTL BD IDX ETF
92203J407
1398
25769
SH
SOLE
25769
0
0
VANGUARD INDEX FDS
VALUE ETF
922908744
1934
19745
SH
SOLE
19745
0
0
VANGUARD INDEX FDS
TOTAL STK MKT
922908769
1826
14308
SH
SOLE
14308
0
0
VANGUARD INDEX FDS
MID CAP ETF
922908629
1998
14463
SH
SOLE
14463
0
0
VANGUARD INTL EQUITY INDEX F
FTSE PACIFIC ETF
922042866
299
4935
SH
SOLE
4935
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EUROPE ETF
922042874
303
6232
SH
SOLE
6232
0
0
VANGUARD INTL EQUITY INDEX F
FTSE SMCAP ETF
922042718
302
3194
SH
SOLE
3194
0
0
VANGUARD SCOTTSDALE FDS
INT-TERM CORP
92206C870
2351
28378
SH
SOLE
28378
0
0
VANGUARD TAX MANAGED INTL FD
FTSE DEV MKT ETF
921943858
301
8124
SH
SOLE
8124
0
0
WENDYS CO
COM
95058W100
1495
95779
SH
SOLE
95779
0
0
WESCO INTL INC
COM
95082P105
1313
27350
SH
SOLE
27350
0
0
WORLDPAY INC
CL A
981558109
1447
18934
SH
SOLE
18934
0
0
XILINX INC
COM
983919101
1344
15782
SH
SOLE
15782
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
1157
50671
SH
SOLE
50671
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
1534
14787
SH
SOLE
14787
0
0