13F-HR filed by ALPHASIMPLEX GROUP, LLC
ALPHASIMPLEX GROUP, LLC filed this 13F-HR for the quarter ended 2018-06-30, filed 2018-08-14, with 90 holding rows worth $199,984,000.
- Accession
- 0000919574-18-005358
- Filer
- CIK 1387941
- Filed
- 2018-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2018
A combination report, 90 entries on the cover page, a total value of $199,984,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $199,981,000 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 filerNATIXIS 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 | 634,655 | $53,996,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 60,014 | $16,281,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 36,703 | $2,865,000 | thousands by filing date | |
| FOREST CITY RLTY TR INC | 345605109 | COM CL A | 107,548 | $2,453,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 10,696 | $2,341,000 | thousands by filing date | |
| VTI | 922908769 | COM | 15,951 | $2,240,000 | thousands by filing date | |
| HOWARD HUGHES CORPORATION | 44267D107 | COMMON STOCK | 16,903 | $2,240,000 | thousands by filing date | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 14,049 | $2,215,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 53,284 | $2,185,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 20,500 | $2,149,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 44,586 | $2,129,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 31,030 | $2,119,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 28,436 | $2,100,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 20,066 | $2,083,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 28,005 | $2,060,000 | thousands by filing date | |
| CDK GLOBAL INC | 12508E101 | COM | 31,548 | $2,052,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 16,070 | $2,009,000 | thousands by filing date | |
| INVESTORS BANCORP, INC. | 46146L101 | COMMON STOCK | 155,579 | $1,990,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 13,851 | $1,889,000 | thousands by filing date | |
| ZAYO GROUP HLDGS INC COM | 98919V105 | Stock | 51,774 | $1,889,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 28,025 | $1,875,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 33,704 | $1,818,000 | thousands by filing date | |
| WORLDPAY INC | 981558109 | CL A | 22,035 | $1,802,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 16,834 | $1,797,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 15,838 | $1,765,000 | thousands by filing date | |
| Automatic Data Processing,Inc. | 053015103 | COM | 13,136 | $1,762,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 40,998 | $1,758,000 | thousands by filing date | |
| BEMIS INC | 081437105 | COM | 41,344 | $1,745,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 3,359 | $1,676,000 | thousands by filing date | |
| WENDYS CO COM | 95058W100 | Stock | 97,260 | $1,671,000 | thousands by filing date | |
| ARMSTRONG WORLD INDS INC NEW | 04247X102 | COM | 26,416 | $1,669,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,476 | $1,667,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 16,848 | $1,661,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 19,493 | $1,659,000 | thousands by filing date | |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 7,054 | $1,645,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 57,526 | $1,622,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 20,002 | $1,612,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 25,760 | $1,608,000 | thousands by filing date | |
| Vanguard Total International Bond Index Fund ETF | 92203J407 | SHS | 29,245 | $1,600,000 | thousands by filing date | |
| OPEN TEXT CORP COM | 683715106 | Stock | 45,028 | $1,585,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 23,544 | $1,552,000 | thousands by filing date | |
| TRINITY INDS INC | 896522109 | COM | 44,900 | $1,538,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 31,638 | $1,500,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A516 | ST INTL BBG ETF | 52,690 | $1,462,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 7,368 | $1,432,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 21,605 | $1,408,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 24,621 | $1,399,000 | thousands by filing date | |
| ITRON INC COM | 465741106 | Stock | 23,095 | $1,387,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CLASS CLASS C | 24703L103 | CLASS C | 16,378 | $1,385,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 21,962 | $1,366,000 | thousands by filing date | |
| AAR CORP | 000361105 | COM | 29,140 | $1,355,000 | thousands by filing date | |
| FIRST DATA CORP NEW COM CL A | 32008D106 | Stock | 64,351 | $1,347,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 14,089 | $1,346,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 7,669 | $1,323,000 | thousands by filing date | |
| ENERGEN CORP | 29265N108 | COM | 18,134 | $1,321,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 20,089 | $1,311,000 | thousands by filing date | |
| PEABODY ENGR CORP | 704551100 | COM | 28,759 | $1,308,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 30,651 | $1,293,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 92,774 | $1,263,000 | thousands by filing date | |
| CARS COM INC | 14575E105 | COM | 44,057 | $1,251,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 11,497 | $1,222,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 8,992 | $1,183,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 16,861 | $1,176,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919401 | CL A VTG | 47,241 | $1,173,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 17,522 | $1,172,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 58,180 | $1,169,000 | thousands by filing date | |
| Vanguard Intermediate-Term Corporate Bond ETF | 92206C870 | SHS | 13,920 | $1,163,000 | thousands by filing date | |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 97,931 | $1,136,000 | thousands by filing date | |
| Vanguard FTSE Pacific ETF | 922042866 | SHS | 16,026 | $1,122,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 8,547 | $1,120,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 2,851 | $1,116,000 | thousands by filing date | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 25,614 | $1,099,000 | thousands by filing date | |
| Vanguard FTSE Europe ETF | 922042874 | SHS | 19,578 | $1,099,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 7,144 | $1,089,000 | thousands by filing date | |
| PEDIATRIX MEDICAL GROUP INC | 58502B106 | COM | 24,197 | $1,047,000 | thousands by filing date | |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 25,325 | $1,031,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 44,534 | $990,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 33,667 | $983,000 | thousands by filing date | |
| ARCONIC INC | 03965L100 | COM | 56,229 | $956,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 53,680 | $917,000 | thousands by filing date | |
| NEWELL BRANDS INC COM | 651229106 | Stock | 35,384 | $913,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US Small-Cap ETF | 922042718 | SHS | 7,889 | $910,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 24,335 | $900,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 52,072 | $899,000 | thousands by filing date | |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 6,603 | $896,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 1,864 | $804,000 | thousands by filing date | |
| ISHARES INC | 464286533 | MSCI EMERG MRKT | 13,661 | $790,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 13,494 | $569,000 | thousands by filing date | |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 27,293 | $293,000 | thousands by filing date | |
| LORAL SPACE & COM INC | 543881106 | COM | 5,721 | $215,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000919574-18-005358 | this filing | 2018-08-14 | acceptance time not in the bulk data set |