13F-HR filed by ALPHASIMPLEX GROUP, LLC
ALPHASIMPLEX GROUP, LLC filed this 13F-HR for the quarter ended 2020-03-31, filed 2020-05-13, with 108 holding rows worth $66,119,000.
- Accession
- 0000919574-20-003268
- Filer
- CIK 1387941
- Filed
- 2020-05-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2020
A combination report, 108 entries on the cover page, a total value of $66,119,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $66,119,000 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.028-05788
- included managerNATIXIS ADVISORS, L.P.028-05788
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 | 52,871 | $4,075,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 17,978 | $2,497,000 | thousands by filing date | |
| Vanguard Intermediate-Term Corporate Bond ETF | 92206C870 | SHS | 24,039 | $2,094,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 17,674 | $2,039,000 | thousands by filing date | |
| TIVO CORP | 88870P106 | COM | 253,973 | $1,798,000 | thousands by filing date | |
| VTI | 922908769 | COM | 13,298 | $1,714,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 9,651 | $1,709,000 | thousands by filing date | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 12,942 | $1,704,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 18,741 | $1,669,000 | thousands by filing date | |
| TD AMERITRADE HLDG CORP | 87236Y108 | COM | 48,032 | $1,665,000 | thousands by filing date | |
| CENTERSTATE BK CORP | 15201P109 | COM | 93,835 | $1,617,000 | thousands by filing date | |
| HEXCEL CORP NEW | 428291108 | COM | 40,237 | $1,496,000 | thousands by filing date | |
| OPUS BK IRVINE CALIF | 684000102 | COM | 84,772 | $1,469,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A516 | ST INTL BBG ETF | 46,020 | $1,279,000 | thousands by filing date | |
| Vanguard Total International Bond Index Fund ETF | 92203J407 | SHS | 22,604 | $1,272,000 | thousands by filing date | |
| IBERIABANK CORP | 450828108 | COM | 33,208 | $1,201,000 | thousands by filing date | |
| Vanguard FTSE Pacific ETF | 922042866 | SHS | 15,573 | $859,000 | thousands by filing date | |
| DELPHI TECHNOLOGIES PLC | G2709G107 | SHS | 106,078 | $854,000 | thousands by filing date | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 25,152 | $839,000 | thousands by filing date | |
| Vanguard FTSE Europe ETF | 922042874 | SHS | 19,039 | $824,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 8,247 | $797,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 5,565 | $788,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US Small-Cap ETF | 922042718 | SHS | 9,972 | $780,000 | thousands by filing date | |
| CERNER CORP | 156782104 | COM | 12,296 | $775,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 5,100 | $706,000 | thousands by filing date | |
| ISHARES INC | 464286533 | MSCI EMERG MRKT | 15,021 | $705,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 14,063 | $704,000 | thousands by filing date | |
| CAROLINA FINL CORP NEW | 143873107 | COM | 26,511 | $686,000 | thousands by filing date | |
| TYLER TECHNOLOGIES INC COM | 902252105 | Stock | 2,174 | $645,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 2,135 | $612,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 20,170 | $606,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 910 | $596,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 3,809 | $548,000 | thousands by filing date | |
| ZENDESK INC | 98936J101 | COM | 8,435 | $540,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 6,587 | $535,000 | thousands by filing date | |
| OPEN TEXT CORP COM | 683715106 | Stock | 15,114 | $528,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 5,204 | $526,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 11,280 | $521,000 | thousands by filing date | |
| GEN DIGITAL INC COM | 668771108 | Stock | 27,590 | $516,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 4,575 | $503,000 | thousands by filing date | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 7,288 | $497,000 | thousands by filing date | |
| AECOM COM | 00766T100 | Stock | 16,288 | $486,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 14,310 | $482,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 7,317 | $481,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 16,340 | $479,000 | thousands by filing date | |
| MADISON SQUARE GRDN SPRT CORP CL A | 55825T103 | Stock | 2,227 | $471,000 | thousands by filing date | |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 5,049 | $471,000 | thousands by filing date | |
| HAIN CELESTIAL GROUP INC | 405217100 | COM | 17,929 | $466,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 10,170 | $464,000 | thousands by filing date | |
| PTC INC COM | 69370C100 | Stock | 7,573 | $464,000 | thousands by filing date | |
| ITT INC COM | 45073V108 | Stock | 9,810 | $445,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 13,123 | $440,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 12,913 | $433,000 | thousands by filing date | |
| HD SUPPLY HLDGS INC | 40416M105 | COM | 15,231 | $433,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 4,249 | $430,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 58,246 | $419,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 13,187 | $419,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 4,829 | $416,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 23,818 | $413,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 1,296 | $412,000 | thousands by filing date | |
| MAGELLAN HEALTH SERVICES INC | 559079207 | COM NEW | 8,522 | $410,000 | thousands by filing date | |
| TRINITY INDS INC | 896522109 | COM | 25,467 | $409,000 | thousands by filing date | |
| LORAL SPACE & COM INC | 543881106 | COM | 24,816 | $403,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 4,178 | $394,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 48,025 | $381,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 9,898 | $373,000 | thousands by filing date | |
| ARCONIC INC | 03965L100 | COM | 23,111 | $371,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 8,014 | $367,000 | thousands by filing date | |
| UPBOUND GROUP INC COM | 76009N100 | Stock | 25,955 | $367,000 | thousands by filing date | |
| MGM GROWTH PPTYS LLC | 55303A105 | CL A COM | 15,273 | $362,000 | thousands by filing date | |
| EAGLE MATLS INC COM | 26969P108 | Stock | 6,169 | $360,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 14,976 | $354,000 | thousands by filing date | |
| LKQ CORP COM | 501889208 | Stock | 17,096 | $351,000 | thousands by filing date | |
| MASONITE INTERNATIONAL CORP | 575385109 | COMMON STOCK-FO | 7,261 | $345,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 8,021 | $338,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 17,544 | $311,000 | thousands by filing date | |
| Uber Technologies | 90353T100 | COM | 10,763 | $301,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 12,777 | $292,000 | thousands by filing date | |
| BOX INC CL A | 10316T104 | Stock | 19,683 | $276,000 | thousands by filing date | |
| MEDIFAST INC | 58470H101 | COM | 4,322 | $270,000 | thousands by filing date | |
| CALLAWAY GOLF CO | 131193104 | COM | 25,878 | $264,000 | thousands by filing date | |
| WENDYS CO COM | 95058W100 | Stock | 17,683 | $263,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 9,948 | $261,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 15,489 | $256,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 34,444 | $246,000 | thousands by filing date | |
| APOGEE ENTERPRISES INC | 037598109 | COM | 11,758 | $245,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 6,858 | $240,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 19,943 | $235,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919401 | CL A VTG | 38,565 | $234,000 | thousands by filing date | |
| GAMING & LEISURE P COM | 36467J108 | REIT | 8,348 | $231,000 | thousands by filing date | |
| 2U INC | 90214J101 | COM | 9,494 | $201,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 36,318 | $184,000 | thousands by filing date | |
| SNAP INC | 83304A106 | CL A | 13,746 | $163,000 | thousands by filing date | |
| APOLLO COML REAL ESTATE FIN | 03762U105 | COM | 21,004 | $156,000 | thousands by filing date | |
| APPLE HOSPITALITY REIT INC COM NEW | 03784Y200 | REIT | 15,683 | $144,000 | thousands by filing date | |
| VERTIV HOLDINGS CO COM CL A | 92537N108 | Stock | 16,281 | $141,000 | thousands by filing date | |
| BROADMARK RLTY CAP INC | 11135B100 | COM | 18,262 | $137,000 | thousands by filing date | |
| NORTHWEST BANCSHARES INC COM | 667340103 | Stock | 11,239 | $130,000 | thousands by filing date | |
| CAPITOL FED FINL INC COM | 14057J101 | Stock | 10,897 | $127,000 | thousands by filing date | |
| VIVINT SMART HOME INC | 928542109 | COMMON STOCK | 10,031 | $126,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 13,899 | $122,000 | thousands by filing date | |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 10,845 | $115,000 | thousands by filing date | |
| ACCEL ENTERTAINMENT INC | 00436Q106 | COMMON STOCK | 14,353 | $108,000 | thousands by filing date | |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 11,570 | $105,000 | thousands by filing date | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 20,500 | $103,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B408 | COM NEW | 24,662 | $94,000 | thousands by filing date | |
| NEW YORK MORTGAGE TRUST INC | 649604501 | COM PAR $.02 | 58,733 | $91,000 | thousands by filing date | |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 14,770 | $50,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000919574-20-003268 | this filing | 2020-05-13 | acceptance time not in the bulk data set |