ALPHASIMPLEX GROUP, LLC

Q1 2020 13F Combination Report, Stock Holdings

Signature - Title
Christopher J. Dahlberg - Deputy Chief Compliance Officer
Location
Boston, MA
Holdings as of
31 Mar 2020
Value $
$66,119,000
Num holdings
108
Filing time
13 May 2020, 12:34:58 UTC
Form type
13F-HR
Description
A portion of the US holdings for this investor are reported in this report and a portion are reported by other reporting manager(s). Top holdings included HYG, DLR, VCIT, AGG, and TIVO.
Previous filing
Q4 2019 - 12 Feb 2020
Next filing
Q2 2020 - 14 Aug 2020
SEC
View on sec.gov
Sym Weight Trade Impact Company Class Share Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2020 Q1 compared to 2019 Q4 - Restatement by default. Changes are calculated vs the previous SEC filing.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Christopher J. Dahlberg Deputy Chief Compliance Officer Cambridge, Massachusetts 13 May 2020

List of Other Managers Reporting for ALPHASIMPLEX GROUP, LLC:

Name Holdings Value Location File Number
NATIXIS ADVISORS, LLC $70,397,667,000 Boston, MA 028-05788

Other Included Managers (1):

Num Name Location File Number
1 NATIXIS ADVISORS, LLC Boston, MA 028-05788