0000919574-22-000772.txt : 20220210
0000919574-22-000772.hdr.sgml : 20220210
20220210125631
ACCESSION NUMBER: 0000919574-22-000772
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220210
DATE AS OF CHANGE: 20220210
EFFECTIVENESS DATE: 20220210
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: 22612687
BUSINESS ADDRESS:
STREET 1: 200 STATE STREET
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: (617) 475-7100
MAIL ADDRESS:
STREET 1: 200 STATE STREET
CITY: BOSTON
STATE: MA
ZIP: 02109
13F-HR
1
primary_doc.xml
13F-HR
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false
true
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0001387941
XXXXXXXX
12-31-2021
12-31-2021
false
ALPHASIMPLEX GROUP, LLC
200 State Street
Boston
MA
02109
13F HOLDINGS REPORT
028-12259
N
Christopher J. Dahlberg
Deputy Chief Compliance Officer
617-475-7154
/s/ Christopher J. Dahlberg
Boston
MA
02-10-2022
0
144
58695
INFORMATION TABLE
2
infotable.xml
3M CO
COM
88579Y101
511
2875
SH
SOLE
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0
0
ABBVIE INC
COM
00287Y109
383
2830
SH
SOLE
2830
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
226
545
SH
SOLE
545
0
0
ACI WORLDWIDE INC
COM
004498101
205
5907
SH
SOLE
5907
0
0
AECOM
COM
00766T100
235
3040
SH
SOLE
3040
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
353
2208
SH
SOLE
2208
0
0
AGNC INVT CORP
COM
00123Q104
378
25145
SH
SOLE
25145
0
0
ALPHABET INC
CAP STK CL A
02079K305
565
195
SH
SOLE
195
0
0
AMAZON COM INC
COM
023135106
530
159
SH
SOLE
159
0
0
AMDOCS LTD
SHS
G02602103
344
4601
SH
SOLE
4601
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
288
3240
SH
SOLE
3240
0
0
AMPHENOL CORP NEW
CL A
032095101
202
2305
SH
SOLE
2305
0
0
AON PLC
SHS CL A
G0403H108
521
1733
SH
SOLE
1733
0
0
ATHENE HOLDING LTD
CL A
G0684D107
1322
15867
SH
SOLE
15867
0
0
ATLANTIC CAP BANCSHARES INC
COM
048269203
1311
45552
SH
SOLE
45552
0
0
ATMOS ENERGY CORP
COM
049560105
301
2876
SH
SOLE
2876
0
0
ATOTECH LTD
COM
G0625A105
1284
50310
SH
SOLE
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0
BEST BUY INC
COM
086516101
200
1973
SH
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1973
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0
BLACK KNIGHT INC
COM
09215C105
222
2678
SH
SOLE
2678
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0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
636
7504
SH
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0
BRISTOL-MYERS SQUIBB CO
COM
110122108
218
3501
SH
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3501
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
532
2911
SH
SOLE
2911
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0
BROWN FORMAN CORP
CL B
115637209
360
4943
SH
SOLE
4943
0
0
BRUNSWICK CORP
COM
117043109
214
2124
SH
SOLE
2124
0
0
BRYN MAWR BK CORP
COM
117665109
1301
28905
SH
SOLE
28905
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
219
2033
SH
SOLE
2033
0
0
CBRE GROUP INC
CL A
12504L109
238
2189
SH
SOLE
2189
0
0
CDW CORP
COM
12514G108
302
1475
SH
SOLE
1475
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
310
476
SH
SOLE
476
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
411
3528
SH
SOLE
3528
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
243
2395
SH
SOLE
2395
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
236
135
SH
SOLE
135
0
0
CINTAS CORP
COM
172908105
318
718
SH
SOLE
718
0
0
CISCO SYS INC
COM
17275R102
220
3473
SH
SOLE
3473
0
0
CITIGROUP INC
COM NEW
172967424
254
4212
SH
SOLE
4212
0
0
CLOROX CO DEL
COM
189054109
275
1577
SH
SOLE
1577
0
0
CMC MATERIALS INC
COM
12571T100
1056
5507
SH
SOLE
5507
0
0
COLGATE PALMOLIVE CO
COM
194162103
241
2829
SH
SOLE
2829
0
0
COMCAST CORP NEW
CL A
20030N101
267
5300
SH
SOLE
5300
0
0
CONAGRA BRANDS INC
COM
205887102
510
14942
SH
SOLE
14942
0
0
CONSOLIDATED EDISON INC
COM
209115104
283
3312
SH
SOLE
3312
0
0
COOPER COS INC
COM NEW
216648402
211
503
SH
SOLE
503
0
0
COPART INC
COM
217204106
644
4245
SH
SOLE
4245
0
0
CORTEVA INC
COM
22052L104
222
4695
SH
SOLE
4695
0
0
CSG SYS INTL INC
COM
126349109
213
3696
SH
SOLE
3696
0
0
DANAHER CORPORATION
COM
235851102
487
1479
SH
SOLE
1479
0
0
DISNEY WALT CO
COM
254687106
269
1739
SH
SOLE
1739
0
0
DOLLAR GEN CORP NEW
COM
256677105
466
1974
SH
SOLE
1974
0
0
DOMINOS PIZZA INC
COM
25754A201
470
833
SH
SOLE
833
0
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
217
7635
SH
SOLE
7635
0
0
ENVIVA PARTNERS LP
COM UNIT
29414J107
391
5556
SH
SOLE
5556
0
0
EQUITY COMWLTH
COM SH BEN INT
294628102
396
15272
SH
SOLE
15272
0
0
ERIE INDTY CO
CL A
29530P102
203
1054
SH
SOLE
1054
0
0
EXELON CORP
COM
30161N101
506
8764
SH
SOLE
8764
0
0
EXPEDITORS INTL WASH INC
COM
302130109
411
3064
SH
SOLE
3064
0
0
FASTENAL CO
COM
311900104
365
5700
SH
SOLE
5700
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
1321
64498
SH
SOLE
64498
0
0
FISERV INC
COM
337738108
253
2438
SH
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2438
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0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
1153
24048
SH
SOLE
24048
0
0
FLEX LTD
ORD
Y2573F102
210
11466
SH
SOLE
11466
0
0
GARMIN LTD
SHS
H2906T109
389
2854
SH
SOLE
2854
0
0
GENERAC HLDGS INC
COM
368736104
203
576
SH
SOLE
576
0
0
GILEAD SCIENCES INC
COM
375558103
206
2835
SH
SOLE
2835
0
0
GOLUB CAP BDC INC
COM
38173M102
387
25080
SH
SOLE
25080
0
0
GRACO INC
COM
384109104
459
5696
SH
SOLE
5696
0
0
GRAINGER W W INC
COM
384802104
209
403
SH
SOLE
403
0
0
GREENSKY INC
CL A
39572G100
949
83563
SH
SOLE
83563
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
204
4793
SH
SOLE
4793
0
0
HEARTLAND EXPRESS INC
COM
422347104
265
15739
SH
SOLE
15739
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
235
1505
SH
SOLE
1505
0
0
HOME DEPOT INC
COM
437076102
200
483
SH
SOLE
483
0
0
HOULIHAN LOKEY INC
CL A
441593100
204
1971
SH
SOLE
1971
0
0
ILLINOIS TOOL WKS INC
COM
452308109
282
1141
SH
SOLE
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0
0
INSTALLED BLDG PRODS INC
COM
45780R101
208
1491
SH
SOLE
1491
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
251
1668
SH
SOLE
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INTUIT
COM
461202103
240
373
SH
SOLE
373
0
0
INVESCO LTD
SHS
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201
8738
SH
SOLE
8738
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
1278
84355
SH
SOLE
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0
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JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
222
5294
SH
SOLE
5294
0
0
JOHNSON & JOHNSON
COM
478160104
286
1673
SH
SOLE
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0
0
KEURIG DR PEPPER INC
COM
49271V100
211
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LABORATORY CORP AMER HLDGS
COM NEW
50540R409
201
640
SH
SOLE
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LAUDER ESTEE COS INC
CL A
518439104
374
1011
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0
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LIBERTY BROADBAND CORP
COM SER A
530307107
396
2464
SH
SOLE
2464
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
207
1483
SH
SOLE
1483
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LINDE PLC
SHS
G5494J103
213
614
SH
SOLE
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LKQ CORP
COM
501889208
253
4214
SH
SOLE
4214
0
0
LOCKHEED MARTIN CORP
COM
539830109
284
799
SH
SOLE
799
0
0
LOWES COS INC
COM
548661107
259
1003
SH
SOLE
1003
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MARSH & MCLENNAN COS INC
COM
571748102
688
3960
SH
SOLE
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0
0
MASONITE INTL CORP
COM
575385109
217
1841
SH
SOLE
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0
0
MAXIMUS INC
COM
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200
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SH
SOLE
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0
0
MCDONALDS CORP
COM
580135101
398
1486
SH
SOLE
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0
0
MERIT MED SYS INC
COM
589889104
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SOLE
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META PLATFORMS INC
CL A
30303M102
230
683
SH
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MICROSOFT CORP
COM
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MOMENTIVE GLOBAL INC
COM
60878Y108
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SH
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MONDELEZ INTL INC
CL A
609207105
846
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SH
SOLE
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MONSTER BEVERAGE CORP NEW
COM
61174X109
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MORNINGSTAR INC
COM
617700109
214
627
SH
SOLE
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NELNET INC
CL A
64031N108
205
2102
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SOLE
2102
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NETSTREIT CORP
COM
64119V303
204
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SOLE
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NEWELL BRANDS INC
COM
651229106
243
11115
SH
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NOMAD FOODS LTD
USD ORD SHS
G6564A105
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8217
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NORTONLIFELOCK INC
COM
668771108
234
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SH
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OLIN CORP
COM PAR $1
680665205
304
5279
SH
SOLE
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0
0
OPEN TEXT CORP
COM
683715106
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4251
SH
SOLE
4251
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OREILLY AUTOMOTIVE INC
COM
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SH
SOLE
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0
0
ORTHO CLINICAL DIAGNOSTICS H
ORD SHS
G6829J107
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51835
SH
SOLE
51835
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0
PACCAR INC
COM
693718108
203
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SH
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2302
0
0
PAYCHEX INC
COM
704326107
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2168
SH
SOLE
2168
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0
PEGASYSTEMS INC
COM
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2034
SH
SOLE
2034
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0
PEOPLES UNITED FINANCIAL INC
COM
712704105
1312
73619
SH
SOLE
73619
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PEPSICO INC
COM
713448108
603
3470
SH
SOLE
3470
0
0
PHILIP MORRIS INTL INC
COM
718172109
283
2984
SH
SOLE
2984
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
1267
35134
SH
SOLE
35134
0
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POST HLDGS INC
COM
737446104
228
2026
SH
SOLE
2026
0
0
PRIMO WATER CORPORATION
COM
74167P108
236
13390
SH
SOLE
13390
0
0
PROCTER AND GAMBLE CO
COM
742718109
797
4871
SH
SOLE
4871
0
0
PROGRESSIVE CORP
COM
743315103
294
2860
SH
SOLE
2860
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
425
2454
SH
SOLE
2454
0
0
RADWARE LTD
ORD
M81873107
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SH
SOLE
9679
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RELIANT BANCORP INC
COM
75956B101
572
16117
SH
SOLE
16117
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REPUBLIC SVCS INC
COM
760759100
275
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SH
SOLE
1970
0
0
SEI INVTS CO
COM
784117103
239
3921
SH
SOLE
3921
0
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SERVICENOW INC
COM
81762P102
217
335
SH
SOLE
335
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SHERWIN WILLIAMS CO
COM
824348106
704
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SH
SOLE
1999
0
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SIGNATURE BK NEW YORK N Y
COM
82669G104
209
645
SH
SOLE
645
0
0
STERLING BANCORP DEL
COM
85917A100
1285
49823
SH
SOLE
49823
0
0
SUNOPTA INC
COM
8676EP108
134
19246
SH
SOLE
19246
0
0
SYSCO CORP
COM
871829107
256
3259
SH
SOLE
3259
0
0
TARGET CORP
COM
87612E106
448
1936
SH
SOLE
1936
0
0
TERRENO RLTY CORP
COM
88146M101
218
2553
SH
SOLE
2553
0
0
TEXAS INSTRS INC
COM
882508104
207
1096
SH
SOLE
1096
0
0
TORO CO
COM
891092108
384
3842
SH
SOLE
3842
0
0
TRISTATE CAP HLDGS INC
COM
89678F100
1055
34869
SH
SOLE
34869
0
0
UNION PAC CORP
COM
907818108
284
1127
SH
SOLE
1127
0
0
VERISIGN INC
COM
92343E102
210
826
SH
SOLE
826
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
270
5188
SH
SOLE
5188
0
0
VISA INC
COM CL A
92826C839
315
1454
SH
SOLE
1454
0
0
WATERSTONE FINL INC MD
COM
94188P101
398
18226
SH
SOLE
18226
0
0
YUM BRANDS INC
COM
988498101
219
1579
SH
SOLE
1579
0
0
ZOETIS INC
CL A
98978V103
517
2118
SH
SOLE
2118
0
0
ZSCALER INC
COM
98980G102
216
672
SH
SOLE
672
0
0