ALPHASIMPLEX GROUP, LLC

Q4 2019 13F Detailed Holdings

Location
Cambridge, MA
Holdings as of
12/31/2019
Value ($000)
$265,464
Num holdings
245
Date filed
2/12/2020
Form type
13F-HR/A - RESTATEMENT
Prev filing
11/12/2019
Next filing
5/13/2020
Note
Holdings broken out by “other managers” reported in original SEC filing, see here for holdings aggregated across other managers
Sym Issuer Name Cl CUSIP Value ($000) % Shares Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 NATIXIS ADVISORS, L.P.