ALPHASIMPLEX GROUP, LLC

Q4 2017 13F Combination Report, Stock Holdings

Signature - Title
Arnout M. Eikeboom - Chief Compliance Officer
Location
Boston, MA
Holdings as of
31 Dec 2017
Value $
$93,894,000
Num holdings
16
Filing time
13 Feb 2018, 15:10:25 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, SPY, VCIT, AGG, and VTI.
Next filing
Q1 2018 - 15 May 2018
Sym Weight Trade Impact Company Class Share Change Activity Value Change $ Value $ * Price $ Shares Principal
* 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
Arnout M. Eikeboom Chief Compliance Officer Cambridge, Massachusetts 13 Feb 2018

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