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