13F-HR filed by ALPHASIMPLEX GROUP, LLC
ALPHASIMPLEX GROUP, LLC filed this 13F-HR for the quarter ended 2017-12-31, filed 2018-02-13, with 16 holding rows worth $93,894,000.
- Accession
- 0000919574-18-001111
- Filer
- CIK 1387941
- Filed
- 2018-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2017
A combination report, 16 entries on the cover page, a total value of $93,894,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $93,894,000 with VALUE read as thousands by filing date, 13F file number 028-12259. The quarter's positions are built on this report. The resolved quarter.
Other managers
- reports for this filerNGAM ADVISORS, L.P.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 739,125 | $64,496,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 35,715 | $9,531,000 | thousands by filing date | |
| Vanguard Intermediate-Term Corporate Bond ETF | 92206C870 | SHS | 27,173 | $2,375,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 21,705 | $2,373,000 | thousands by filing date | |
| VTI | 922908769 | COM | 14,273 | $1,959,000 | thousands by filing date | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 12,541 | $1,941,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 18,025 | $1,916,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A516 | ST INTL BBG ETF | 52,690 | $1,498,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 12,818 | $1,488,000 | thousands by filing date | |
| Vanguard Total International Bond Index Fund ETF | 92203J407 | SHS | 25,312 | $1,376,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US Small-Cap ETF | 922042718 | SHS | 7,891 | $941,000 | thousands by filing date | |
| Vanguard FTSE Europe ETF | 922042874 | SHS | 15,645 | $925,000 | thousands by filing date | |
| Vanguard FTSE Pacific ETF | 922042866 | SHS | 12,676 | $924,000 | thousands by filing date | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 20,419 | $916,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 13,494 | $620,000 | thousands by filing date | |
| ISHARES INC | 464286533 | MSCI EMERG MRKT | 10,114 | $615,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000919574-18-001111 | this filing | 2018-02-13 | acceptance time not in the bulk data set |