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Alphasimplex Group, LLC – ‘13F-HR’ for 6/30/20 – ‘INFO-TABLE’

On: Thursday, 8/13/20, at 5:38pm ET · As of: 8/14/20 · Effective: 8/14/20 · For: 6/30/20 · Accession #: 919574-20-5080 · File #: 28-12259

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 8/14/20  Alphasimplex Group, LLC           13F-HR      6/30/20    2:103K                                   Seward & Kissel LLP

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a      HTML      3K 
                Money Manager -- primary_doc.xml                                 
 2: INFO-TABLE  Portfolio Securities Holdings Info Table --         HTML      3K 
                infotable.xml

‘INFO-TABLE’ — Portfolio Securities Holdings Info Table — infotable.xml

This ‘INFO-TABLE’ Document is an XML Data File that may be rendered in various formats:

Information Table – Plain Text – SEC Website – EDGAR System – XML Data – <?xml?> File

SEC Info℠ rendering: Portfolio Securities Holdings Info Table

Alphasimplex Group, LLC
MA
· Form 13F Combination Report

§13(f) Securities Holdings · For: 6/30/20 · Assets: $133,364,000 · History: Assets Under Management

Security				Market Valueª		Shares or Principal			Investment Discretion	Other Managersº	Voting Authority
Issuer Name	Issue Class	Opt.	CUSIP/CINS	$1000s	Weight	Amount	S/P	Price	Investment Discretion	Other Managersº	Sole	Shared	None
										↓List	*(S/P Amounts or For All)*

2U INC	COM	–	90214J·10·1	344	0.26%	9,055	Sh.	37.99	Sole	–	Sole	–	–
ACCEL ENTERTAINMENT INC	COM CL A1	–	00436Q·10·6	138	0.10%	14,353	Sh.	9.61	Sole	–	Sole	–	–
ACCENTURE PLC IRELAND	SHS CLASS A	–	G1151C·10·1	893	0.67%	4,158	Sh.	214.77	Sole	–	Sole	–	–
ADOBE INC	COM	–	00724F·10·1	573	0.43%	1,317	Sh.	435.08	Sole	–	Sole	–	–
ADVANCE AUTO PARTS INC	COM	–	00751Y·10·6	692	0.52%	4,855	Sh.	142.53	Sole	–	Sole	–	–
ADVANCED MICRO DEVICES INC	COM	–	007903·10·7	261	0.20%	4,952	Sh.	52.71	Sole	–	Sole	–	–
AECOM	COM	–	00766T·10·0	349	0.26%	9,291	Sh.	37.56	Sole	–	Sole	–	–
AGILENT TECHNOLOGIES INC	COM	–	00846U·10·1	917	0.69%	10,378	Sh.	88.36	Sole	–	Sole	–	–
AGNICO EAGLE MINES LTD	COM	–	008474·10·8	247	0.19%	3,853	Sh.	64.11	Sole	–	Sole	–	–
ALEXANDERS INC	COM	–	014752·10·9	653	0.49%	2,712	Sh.	240.78	Sole	–	Sole	–	–
ALEXANDRIA REAL ESTATE EQ IN	COM	–	015271·10·9	231	0.17%	1,425	Sh.	162.11	Sole	–	Sole	–	–
ALLEGION PLC	ORD SHS	–	G0176J·10·9	557	0.42%	5,453	Sh.	102.15	Sole	–	Sole	–	–
ALLIANT ENERGY CORP	COM	–	018802·10·8	237	0.18%	4,960	Sh.	47.78	Sole	–	Sole	–	–
ALLSTATE CORP	COM	–	020002·10·1	1,189	0.89%	12,264	Sh.	96.95	Sole	–	Sole	–	–
ALNYLAM PHARMACEUTICALS INC	COM	–	02043Q·10·7	234	0.18%	1,577	Sh.	148.38	Sole	–	Sole	–	–
ALTICE USA INC	CL A	–	02156K·10·3	917	0.69%	40,672	Sh.	22.55	Sole	–	Sole	–	–
AMAZON COM INC	COM	–	023135·10·6	1,043	0.78%	378	Sh.	2,759.26	Sole	–	Sole	–	–
AMDOCS LTD	SHS	–	G02602·10·3	634	0.48%	10,412	Sh.	60.89	Sole	–	Sole	–	–
AMEREN CORP	COM	–	023608·10·2	237	0.18%	3,371	Sh.	70.31	Sole	–	Sole	–	–
AMERICAN ELEC PWR CO INC	COM	–	025537·10·1	233	0.17%	2,925	Sh.	79.66	Sole	–	Sole	–	–
AMERICAN HOMES 4 RENT	CL A	–	02665T·30·6	228	0.17%	8,482	Sh.	26.88	Sole	–	Sole	–	–
AMERICAN WTR WKS CO INC NEW	COM	–	030420·10·3	239	0.18%	1,859	Sh.	128.56	Sole	–	Sole	–	–
AMPHENOL CORP NEW	CL A	–	032095·10·1	521	0.39%	5,436	Sh.	95.84	Sole	–	Sole	–	–
AON PLC	SHS CL A	–	G0403H·10·8	642	0.48%	3,335	Sh.	192.50	Sole	–	Sole	–	–
APPLE INC	COM	–	037833·10·0	546	0.41%	1,496	Sh.	364.97	Sole	–	Sole	–	–
APPLIED MATLS INC	COM	–	038222·10·5	323	0.24%	5,335	Sh.	60.54	Sole	–	Sole	–	–
APTARGROUP INC	COM	–	038336·10·3	559	0.42%	4,989	Sh.	112.05	Sole	–	Sole	–	–
ARCHER DANIELS MIDLAND CO	COM	–	039483·10·2	635	0.48%	15,909	Sh.	39.91	Sole	–	Sole	–	–
AT&T INC	COM	–	00206R·10·2	1,636	1.23%	54,119	Sh.	30.23	Sole	–	Sole	–	–
ATLANTICA SUSTAINABLE INFR P	SHS	–	G0751N·10·3	238	0.18%	8,177	Sh.	29.11	Sole	–	Sole	–	–
ATLASSIAN CORP PLC	CL A	–	G06242·10·4	254	0.19%	1,409	Sh.	180.27	Sole	–	Sole	–	–
ATMOS ENERGY CORP	COM	–	049560·10·5	238	0.18%	2,389	Sh.	99.62	Sole	–	Sole	–	–
AVALONBAY CMNTYS INC	COM	–	053484·10·1	234	0.18%	1,512	Sh.	154.76	Sole	–	Sole	–	–
AVANGRID INC	COM	–	05351W·10·3	235	0.18%	5,586	Sh.	42.07	Sole	–	Sole	–	–
AVERY DENNISON CORP	COM	–	053611·10·9	523	0.39%	4,580	Sh.	114.19	Sole	–	Sole	–	–
AXIS CAPITAL HOLDINGS LTD	SHS	–	G0692U·10·9	660	0.49%	16,267	Sh.	40.57	Sole	–	Sole	–	–
BANK NEW YORK MELLON CORP	COM	–	064058·10·0	764	0.57%	19,766	Sh.	38.65	Sole	–	Sole	–	–
BARRICK GOLD CORPORATION	COM	–	067901·10·8	248	0.19%	9,190	Sh.	26.99	Sole	–	Sole	–	–
BAXTER INTL INC	COM	–	071813·10·9	1,236	0.93%	14,355	Sh.	86.10	Sole	–	Sole	–	–
BERKLEY W R CORP	COM	–	084423·10·2	233	0.17%	4,071	Sh.	57.23	Sole	–	Sole	–	–
BERKSHIRE HATHAWAY INC DEL	CL A	–	084670·10·8	535	0.40%	2	Sh.	267,500.00	Sole	–	Sole	–	–
BEST BUY INC	COM	–	086516·10·1	530	0.40%	6,070	Sh.	87.31	Sole	–	Sole	–	–
BLACK KNIGHT INC	COM	–	09215C·10·5	639	0.48%	8,802	Sh.	72.60	Sole	–	Sole	–	–
BLACKSTONE GROUP INC	COM CL A	–	09260D·10·7	255	0.19%	4,503	Sh.	56.63	Sole	–	Sole	–	–
BLOOMIN BRANDS INC	COM	–	094235·10·8	200	0.15%	18,759	Sh.	10.66	Sole	–	Sole	–	–
BOOZ ALLEN HAMILTON HLDG COR	CL A	–	099502·10·6	987	0.74%	12,683	Sh.	77.82	Sole	–	Sole	–	–
BOX INC	CL A	–	10316T·10·4	348	0.26%	16,752	Sh.	20.77	Sole	–	Sole	–	–
BROADMARK RLTY CAP INC	COM	–	11135B·10·0	554	0.42%	58,520	Sh.	9.47	Sole	–	Sole	–	–
BROADRIDGE FINL SOLUTIONS IN	COM	–	11133T·10·3	529	0.40%	4,192	Sh.	126.19	Sole	–	Sole	–	–
BROWN & BROWN INC	COM	–	115236·10·1	231	0.17%	5,658	Sh.	40.83	Sole	–	Sole	–	–
C H ROBINSON WORLDWIDE INC	COM NEW	–	12541W·20·9	578	0.43%	7,314	Sh.	79.03	Sole	–	Sole	–	–
CALLAWAY GOLF CO	COM	–	131193·10·4	230	0.17%	13,156	Sh.	17.48	Sole	–	Sole	–	–
CAMDEN PPTY TR	SH BEN INT	–	133131·10·2	236	0.18%	2,586	Sh.	91.26	Sole	–	Sole	–	–
CBRE GROUP INC	CL A	–	12504L·10·9	611	0.46%	13,510	Sh.	45.23	Sole	–	Sole	–	–
CDW CORP	COM	–	12514G·10·8	567	0.43%	4,878	Sh.	116.24	Sole	–	Sole	–	–
CENTENE CORP DEL	COM	–	15135B·10·1	535	0.40%	8,426	Sh.	63.49	Sole	–	Sole	–	–
CERNER CORP	COM	–	156782·10·4	1,425	1.07%	20,785	Sh.	68.56	Sole	–	Sole	–	–
CHECK POINT SOFTWARE TECH LT	ORD	–	M22465·10·4	640	0.48%	5,956	Sh.	107.45	Sole	–	Sole	–	–
CHIPOTLE MEXICAN GRILL INC	COM	–	169656·10·5	950	0.71%	903	Sh.	1,052.05	Sole	–	Sole	–	–
CHUBB LIMITED	COM	–	H1467J·10·4	228	0.17%	1,804	Sh.	126.39	Sole	–	Sole	–	–
CINTAS CORP	COM	–	172908·10·5	524	0.39%	1,966	Sh.	266.53	Sole	–	Sole	–	–
CITIGROUP INC	COM NEW	–	172967·42·4	314	0.24%	6,152	Sh.	51.04	Sole	–	Sole	–	–
CITRIX SYS INC	COM	–	177376·10·0	564	0.42%	3,810	Sh.	148.03	Sole	–	Sole	–	–
CMS ENERGY CORP	COM	–	125896·10·0	239	0.18%	4,086	Sh.	58.49	Sole	–	Sole	–	–
COCA COLA CO	COM	–	191216·10·0	779	0.58%	17,442	Sh.	44.66	Sole	–	Sole	–	–
COCA COLA EUROPEAN PARTNERS	SHS	–	G25839·10·4	625	0.47%	16,562	Sh.	37.74	Sole	–	Sole	–	–
COLUMBIA FINL INC	COM	–	197641·10·3	667	0.50%	47,826	Sh.	13.95	Sole	–	Sole	–	–
COMMVAULT SYSTEMS INC	COM	–	204166·10·2	717	0.54%	18,534	Sh.	38.69	Sole	–	Sole	–	–
CONAGRA BRANDS INC	COM	–	205887·10·2	711	0.53%	20,204	Sh.	35.19	Sole	–	Sole	–	–
CONSOLIDATED EDISON INC	COM	–	209115·10·4	236	0.18%	3,285	Sh.	71.84	Sole	–	Sole	–	–
COPART INC	COM	–	217204·10·6	266	0.20%	3,191	Sh.	83.36	Sole	–	Sole	–	–
CORNERSTONE ONDEMAND INC	COM	–	21925Y·10·3	381	0.29%	9,885	Sh.	38.54	Sole	–	Sole	–	–
COSTAR GROUP INC	COM	–	22160N·10·9	267	0.20%	375	Sh.	712.00	Sole	–	Sole	–	–
COSTCO WHSL CORP NEW	COM	–	22160K·10·5	525	0.39%	1,730	Sh.	303.47	Sole	–	Sole	–	–
CSX CORP	COM	–	126408·10·3	531	0.40%	7,620	Sh.	69.69	Sole	–	Sole	–	–
CUBESMART	COM	–	229663·10·9	232	0.17%	8,605	Sh.	26.96	Sole	–	Sole	–	–
CVR ENERGY INC	COM	–	12662P·10·8	222	0.17%	11,027	Sh.	20.13	Sole	–	Sole	–	–
DANAHER CORPORATION	COM	–	235851·10·2	1,678	1.26%	9,492	Sh.	176.78	Sole	–	Sole	–	–
DEXCOM INC	COM	–	252131·10·7	256	0.19%	631	Sh.	405.71	Sole	–	Sole	–	–
DOCUSIGN INC	COM	–	256163·10·6	293	0.22%	1,702	Sh.	172.15	Sole	–	Sole	–	–
DOLLAR GEN CORP NEW	COM	–	256677·10·5	536	0.40%	2,815	Sh.	190.41	Sole	–	Sole	–	–
DOMINION ENERGY INC	COM	–	25746U·10·9	235	0.18%	2,894	Sh.	81.20	Sole	–	Sole	–	–
DONALDSON INC	COM	–	257651·10·9	529	0.40%	11,365	Sh.	46.55	Sole	–	Sole	–	–
DOUGLAS EMMETT INC	COM	–	25960P·10·9	231	0.17%	7,541	Sh.	30.63	Sole	–	Sole	–	–
DTE ENERGY CO	COM	–	233331·10·7	238	0.18%	2,211	Sh.	107.64	Sole	–	Sole	–	–
DUKE ENERGY CORP NEW	COM NEW	–	26441C·20·4	233	0.17%	2,919	Sh.	79.82	Sole	–	Sole	–	–
EAGLE MATERIALS INC	COM	–	26969P·10·8	516	0.39%	7,342	Sh.	70.28	Sole	–	Sole	–	–
EBAY INC.	COM	–	278642·10·3	1,057	0.79%	20,158	Sh.	52.44	Sole	–	Sole	–	–
ECOLAB INC	COM	–	278865·10·0	670	0.50%	3,367	Sh.	198.99	Sole	–	Sole	–	–
EMERSON ELEC CO	COM	–	291011·10·4	548	0.41%	8,840	Sh.	61.99	Sole	–	Sole	–	–
ENTERGY CORP NEW	COM	–	29364G·10·3	236	0.18%	2,511	Sh.	93.99	Sole	–	Sole	–	–
ENVIVA PARTNERS LP	COM UNIT	–	29414J·10·7	543	0.41%	15,075	Sh.	36.02	Sole	–	Sole	–	–
EQUITY COMWLTH	COM SH BEN INT	–	294628·10·2	478	0.36%	14,835	Sh.	32.22	Sole	–	Sole	–	–
EQUITY LIFESTYLE PPTYS INC	COM	–	29472R·10·8	229	0.17%	3,666	Sh.	62.47	Sole	–	Sole	–	–
EQUITY RESIDENTIAL	SH BEN INT	–	29476L·10·7	234	0.18%	3,972	Sh.	58.91	Sole	–	Sole	–	–
ERIE INDTY CO	CL A	–	29530P·10·2	525	0.39%	2,735	Sh.	191.96	Sole	–	Sole	–	–
ESSEX PPTY TR INC	COM	–	297178·10·5	232	0.17%	1,011	Sh.	229.48	Sole	–	Sole	–	–
EVERSOURCE ENERGY	COM	–	30040W·10·8	235	0.18%	2,818	Sh.	83.39	Sole	–	Sole	–	–
EXELON CORP	COM	–	30161N·10·1	238	0.18%	6,549	Sh.	36.34	Sole	–	Sole	–	–
EXPEDITORS INTL WASH INC	COM	–	302130·10·9	547	0.41%	7,197	Sh.	76.00	Sole	–	Sole	–	–
EXPONENT INC	COM	–	30214U·10·2	547	0.41%	6,762	Sh.	80.89	Sole	–	Sole	–	–
EXTRA SPACE STORAGE INC	COM	–	30225T·10·2	233	0.17%	2,527	Sh.	92.20	Sole	–	Sole	–	–
FIRSTCASH INC	COM	–	33767D·10·5	548	0.41%	8,116	Sh.	67.52	Sole	–	Sole	–	–
FIRSTENERGY CORP	COM	–	337932·10·7	240	0.18%	6,181	Sh.	38.83	Sole	–	Sole	–	–
FORTINET INC	COM	–	34959E·10·9	626	0.47%	4,559	Sh.	137.31	Sole	–	Sole	–	–
GENERAC HLDGS INC	COM	–	368736·10·4	522	0.39%	4,278	Sh.	122.02	Sole	–	Sole	–	–
GENERAL ELECTRIC CO	COM	–	369604·10·3	560	0.42%	81,933	Sh.	6.83	Sole	–	Sole	–	–
GODADDY INC	CL A	–	380237·10·7	616	0.46%	8,396	Sh.	73.37	Sole	–	Sole	–	–
GRAINGER W W INC	COM	–	384802·10·4	567	0.43%	1,805	Sh.	314.13	Sole	–	Sole	–	–
GREEN DOT CORP	CL A	–	39304D·10·2	393	0.29%	8,006	Sh.	49.09	Sole	–	Sole	–	–
HAIN CELESTIAL GROUP INC	COM	–	405217·10·0	743	0.56%	23,574	Sh.	31.52	Sole	–	Sole	–	–
HD SUPPLY HLDGS INC	COM	–	40416M·10·5	638	0.48%	18,407	Sh.	34.66	Sole	–	Sole	–	–
HENRY JACK & ASSOC INC	COM	–	426281·10·1	641	0.48%	3,481	Sh.	184.14	Sole	–	Sole	–	–
HERBALIFE NUTRITION LTD	COM SHS	–	G4412G·10·1	354	0.27%	7,865	Sh.	45.01	Sole	–	Sole	–	–
HILLENBRAND INC	COM	–	431571·10·8	281	0.21%	10,367	Sh.	27.11	Sole	–	Sole	–	–
HILTON WORLDWIDE HLDGS INC	COM	–	43300A·20·3	727	0.55%	9,892	Sh.	73.49	Sole	–	Sole	–	–
HORMEL FOODS CORP	COM	–	440452·10·0	532	0.40%	11,030	Sh.	48.23	Sole	–	Sole	–	–
HOSTESS BRANDS INC	CL A	–	44109J·10·6	625	0.47%	51,150	Sh.	12.22	Sole	–	Sole	–	–
HOULIHAN LOKEY INC	CL A	–	441593·10·0	551	0.41%	9,909	Sh.	55.61	Sole	–	Sole	–	–
HP INC	COM	–	40434L·10·5	656	0.49%	37,649	Sh.	17.42	Sole	–	Sole	–	–
IBERIABANK CORP	COM	–	450828·10·8	956	0.72%	20,987	Sh.	45.55	Sole	–	Sole	–	–
IDACORP INC	COM	–	451107·10·6	236	0.18%	2,705	Sh.	87.25	Sole	–	Sole	–	–
IHS MARKIT LTD	SHS	–	G47567·10·5	658	0.49%	8,719	Sh.	75.47	Sole	–	Sole	–	–
INSULET CORP	COM	–	45784P·10·1	262	0.20%	1,350	Sh.	194.07	Sole	–	Sole	–	–
INTERCONTINENTAL EXCHANGE IN	COM	–	45866F·10·4	632	0.47%	6,896	Sh.	91.65	Sole	–	Sole	–	–
ISHARES INC	MIN VOL EMRG MKT	–	464286·53·3	362	0.27%	6,965	Sh.	51.97	Sole	–	Sole	–	–
ISHARES TR	CORE US AGGBD ET	–	464287·22·6	1,479	1.11%	12,511	Sh.	118.22	Sole	–	Sole	–	–
ISHARES TR	IBOXX HI YD ETF	–	464288·51·3	4,794	3.59%	58,741	Sh.	81.61	Sole	–	Sole	–	–
ISHARES TR	JPMORGAN USD EMG	–	464288·28·1	542	0.41%	4,958	Sh.	109.32	Sole	–	Sole	–	–
JOHNSON & JOHNSON	COM	–	478160·10·4	519	0.39%	3,689	Sh.	140.69	Sole	–	Sole	–	–
KEARNY FINL CORP MD	COM	–	48716P·10·8	672	0.50%	82,096	Sh.	8.19	Sole	–	Sole	–	–
KELLOGG CO	COM	–	487836·10·8	525	0.39%	7,950	Sh.	66.04	Sole	–	Sole	–	–
KEYSIGHT TECHNOLOGIES INC	COM	–	49338L·10·3	248	0.19%	2,463	Sh.	100.69	Sole	–	Sole	–	–
KILROY RLTY CORP	COM	–	49427F·10·8	231	0.17%	3,929	Sh.	58.79	Sole	–	Sole	–	–
KLA CORP	COM NEW	–	482480·10·0	259	0.19%	1,330	Sh.	194.74	Sole	–	Sole	–	–
LAM RESEARCH CORP	COM	–	512807·10·8	286	0.21%	884	Sh.	323.53	Sole	–	Sole	–	–
LANDSTAR SYS INC	COM	–	515098·10·1	493	0.37%	4,393	Sh.	112.22	Sole	–	Sole	–	–
LAUDER ESTEE COS INC	CL A	–	518439·10·4	517	0.39%	2,739	Sh.	188.76	Sole	–	Sole	–	–
LIFE STORAGE INC	COM	–	53223X·10·7	237	0.18%	2,501	Sh.	94.76	Sole	–	Sole	–	–
LINCOLN ELEC HLDGS INC	COM	–	533900·10·6	540	0.40%	6,407	Sh.	84.28	Sole	–	Sole	–	–
LIONS GATE ENTMNT CORP	CL A VTG	–	535919·40·1	286	0.21%	38,565	Sh.	7.42	Sole	–	Sole	–	–
LKQ CORP	COM	–	501889·20·8	306	0.23%	11,686	Sh.	26.19	Sole	–	Sole	–	–
LOCKHEED MARTIN CORP	COM	–	539830·10·9	634	0.48%	1,738	Sh.	364.79	Sole	–	Sole	–	–
LORAL SPACE & COMMUNICATNS I	COM	–	543881·10·6	286	0.21%	14,668	Sh.	19.50	Sole	–	Sole	–	–
LOWES COS INC	COM	–	548661·10·7	663	0.50%	4,909	Sh.	135.06	Sole	–	Sole	–	–
LULULEMON ATHLETICA INC	COM	–	550021·10·9	274	0.21%	878	Sh.	312.07	Sole	–	Sole	–	–
MADISON SQUARE GRDN SPRT COR	CL A	–	55825T·10·3	235	0.18%	1,601	Sh.	146.78	Sole	–	Sole	–	–
MAGELLAN HEALTH INC	COM NEW	–	559079·20·7	330	0.25%	4,527	Sh.	72.90	Sole	–	Sole	–	–
MARKETAXESS HLDGS INC	COM	–	57060D·10·8	638	0.48%	1,273	Sh.	501.18	Sole	–	Sole	–	–
MARSH & MCLENNAN COS INC	COM	–	571748·10·2	1,178	0.88%	10,968	Sh.	107.40	Sole	–	Sole	–	–
MASONITE INTL CORP NEW	COM	–	575385·10·9	342	0.26%	4,403	Sh.	77.67	Sole	–	Sole	–	–
MAXIMUS INC	COM	–	577933·10·4	629	0.47%	8,930	Sh.	70.44	Sole	–	Sole	–	–
MCDONALDS CORP	COM	–	580135·10·1	663	0.50%	3,592	Sh.	184.58	Sole	–	Sole	–	–
MEDIFAST INC	COM	–	58470H·10·1	439	0.33%	3,166	Sh.	138.66	Sole	–	Sole	–	–
MEDTRONIC PLC	SHS	–	G5960L·10·3	645	0.48%	7,034	Sh.	91.70	Sole	–	Sole	–	–
MERCK & CO. INC	COM	–	58933Y·10·5	526	0.39%	6,799	Sh.	77.36	Sole	–	Sole	–	–
MERIT MED SYS INC	COM	–	589889·10·4	473	0.35%	10,360	Sh.	45.66	Sole	–	Sole	–	–
MGM GROWTH PPTYS LLC	CL A COM	–	55303A·10·5	272	0.20%	9,989	Sh.	27.23	Sole	–	Sole	–	–
MID-AMER APT CMNTYS INC	COM	–	59522J·10·3	239	0.18%	2,083	Sh.	114.74	Sole	–	Sole	–	–
MONDELEZ INTL INC	CL A	–	609207·10·5	940	0.70%	18,388	Sh.	51.12	Sole	–	Sole	–	–
MORNINGSTAR INC	COM	–	617700·10·9	504	0.38%	3,577	Sh.	140.90	Sole	–	Sole	–	–
MURPHY USA INC	COM	–	626755·10·2	538	0.40%	4,780	Sh.	112.55	Sole	–	Sole	–	–
NASDAQ INC	COM	–	631103·10·8	533	0.40%	4,461	Sh.	119.48	Sole	–	Sole	–	–
NATIONAL FUEL GAS CO N J	COM	–	636180·10·1	682	0.51%	16,272	Sh.	41.91	Sole	–	Sole	–	–
NEW RELIC INC	COM	–	64829B·10·0	286	0.21%	4,153	Sh.	68.87	Sole	–	Sole	–	–
NEWMARKET CORP	COM	–	651587·10·7	645	0.48%	1,611	Sh.	400.37	Sole	–	Sole	–	–
NEXTERA ENERGY INC	COM	–	65339F·10·1	234	0.18%	976	Sh.	239.75	Sole	–	Sole	–	–
NIELSEN HLDGS PLC	SHS EUR	–	G6518L·10·8	316	0.24%	21,260	Sh.	14.86	Sole	–	Sole	–	–
NISOURCE INC	COM	–	65473P·10·5	236	0.18%	10,389	Sh.	22.72	Sole	–	Sole	–	–
NORTHWEST BANCSHARES INC MD	COM	–	667340·10·3	665	0.50%	65,028	Sh.	10.23	Sole	–	Sole	–	–
NORTHWESTERN CORP	COM NEW	–	668074·30·5	242	0.18%	4,440	Sh.	54.50	Sole	–	Sole	–	–
NORTONLIFELOCK INC	COM	–	668771·10·8	867	0.65%	43,714	Sh.	19.83	Sole	–	Sole	–	–
NVR INC	COM	–	62944T·10·5	264	0.20%	81	Sh.	3,259.26	Sole	–	Sole	–	–
OGE ENERGY CORP	COM	–	670837·10·3	234	0.18%	7,717	Sh.	30.32	Sole	–	Sole	–	–
OKTA INC	CL A	–	679295·10·5	218	0.16%	1,087	Sh.	200.55	Sole	–	Sole	–	–
OLD DOMINION FREIGHT LINE IN	COM	–	679580·10·0	829	0.62%	4,889	Sh.	169.56	Sole	–	Sole	–	–
OLIN CORP	COM PAR $1	–	680665·20·5	174	0.13%	15,105	Sh.	11.52	Sole	–	Sole	–	–
OPEN TEXT CORP	COM	–	683715·10·6	1,492	1.12%	35,112	Sh.	42.49	Sole	–	Sole	–	–
ORACLE CORP	COM	–	68389X·10·5	635	0.48%	11,491	Sh.	55.26	Sole	–	Sole	–	–
PACKAGING CORP AMER	COM	–	695156·10·9	524	0.39%	5,251	Sh.	99.79	Sole	–	Sole	–	–
PAYCHEX INC	COM	–	704326·10·7	558	0.42%	7,372	Sh.	75.69	Sole	–	Sole	–	–
PAYCOM SOFTWARE INC	COM	–	70432V·10·2	274	0.21%	885	Sh.	309.60	Sole	–	Sole	–	–
PEPSICO INC	COM	–	713448·10·8	639	0.48%	4,834	Sh.	132.19	Sole	–	Sole	–	–
PFIZER INC	COM	–	717081·10·3	635	0.48%	19,433	Sh.	32.68	Sole	–	Sole	–	–
PINNACLE WEST CAP CORP	COM	–	723484·10·1	238	0.18%	3,251	Sh.	73.21	Sole	–	Sole	–	–
PORTLAND GEN ELEC CO	COM NEW	–	736508·84·7	235	0.18%	5,625	Sh.	41.78	Sole	–	Sole	–	–
PREMIER INC	CL A	–	74051N·10·2	455	0.34%	13,282	Sh.	34.26	Sole	–	Sole	–	–
PROCTER AND GAMBLE CO	COM	–	742718·10·9	1,607	1.20%	13,437	Sh.	119.60	Sole	–	Sole	–	–
PROGRESSIVE CORP OHIO	COM	–	743315·10·3	533	0.40%	6,655	Sh.	80.09	Sole	–	Sole	–	–
PTC INC	COM	–	69370C·10·0	708	0.53%	9,105	Sh.	77.76	Sole	–	Sole	–	–
PUBLIC STORAGE	COM	–	74460D·10·9	234	0.18%	1,218	Sh.	192.12	Sole	–	Sole	–	–
PUBLIC SVC ENTERPRISE GRP IN	COM	–	744573·10·6	238	0.18%	4,836	Sh.	49.21	Sole	–	Sole	–	–
QUEST DIAGNOSTICS INC	COM	–	74834L·10·0	682	0.51%	5,983	Sh.	113.99	Sole	–	Sole	–	–
RADWARE LTD	ORD	–	M81873·10·7	631	0.47%	26,733	Sh.	23.60	Sole	–	Sole	–	–
RAYTHEON TECHNOLOGIES CORP	COM	–	75513E·10·1	620	0.46%	10,060	Sh.	61.63	Sole	–	Sole	–	–
REGENERON PHARMACEUTICALS	COM	–	75886F·10·7	254	0.19%	408	Sh.	622.55	Sole	–	Sole	–	–
RENT A CTR INC NEW	COM	–	76009N·10·0	572	0.43%	20,558	Sh.	27.82	Sole	–	Sole	–	–
REPUBLIC SVCS INC	COM	–	760759·10·0	237	0.18%	2,894	Sh.	81.89	Sole	–	Sole	–	–
REXFORD INDL RLTY INC	COM	–	76169C·10·0	238	0.18%	5,740	Sh.	41.46	Sole	–	Sole	–	–
RINGCENTRAL INC	CL A	–	76680R·20·6	235	0.18%	824	Sh.	285.19	Sole	–	Sole	–	–
RITCHIE BROS AUCTIONEERS	COM	–	767744·10·5	664	0.50%	16,265	Sh.	40.82	Sole	–	Sole	–	–
ROLLINS INC	COM	–	775711·10·4	451	0.34%	10,641	Sh.	42.38	Sole	–	Sole	–	–
SALESFORCE COM INC	COM	–	79466L·30·2	646	0.48%	3,447	Sh.	187.41	Sole	–	Sole	–	–
SEAGATE TECHNOLOGY PLC	SHS	–	G7945M·10·7	804	0.60%	16,604	Sh.	48.42	Sole	–	Sole	–	–
SEATTLE GENETICS INC	COM	–	812578·10·2	230	0.17%	1,356	Sh.	169.62	Sole	–	Sole	–	–
SEI INVTS CO	COM	–	784117·10·3	550	0.41%	10,005	Sh.	54.97	Sole	–	Sole	–	–
SEMPRA ENERGY	COM	–	816851·10·9	232	0.17%	1,977	Sh.	117.35	Sole	–	Sole	–	–
SERVICENOW INC	COM	–	81762P·10·2	676	0.51%	1,668	Sh.	405.28	Sole	–	Sole	–	–
SILGAN HOLDINGS INC	COM	–	827048·10·9	643	0.48%	19,853	Sh.	32.39	Sole	–	Sole	–	–
SNAP INC	CL A	–	83304A·10·6	247	0.19%	10,508	Sh.	23.51	Sole	–	Sole	–	–
SOUTHERN CO	COM	–	842587·10·7	235	0.18%	4,526	Sh.	51.92	Sole	–	Sole	–	–
SPDR SER TR	BLOMBERG INTL TR	–	78464A·51·6	740	0.55%	25,588	Sh.	28.92	Sole	–	Sole	–	–
SPIRE INC	COM	–	84857L·10·1	238	0.18%	3,627	Sh.	65.62	Sole	–	Sole	–	–
STARBUCKS CORP	COM	–	855244·10·9	756	0.57%	10,272	Sh.	73.60	Sole	–	Sole	–	–
STERIS PLC	SHS USD	–	G8473T·10·0	531	0.40%	3,461	Sh.	153.42	Sole	–	Sole	–	–
SUBURBAN PROPANE PARTNERS L	UNIT LTD PARTN	–	864482·10·4	532	0.40%	37,204	Sh.	14.30	Sole	–	Sole	–	–
SUN CMNTYS INC	COM	–	866674·10·4	224	0.17%	1,652	Sh.	135.59	Sole	–	Sole	–	–
SYSCO CORP	COM	–	871829·10·7	310	0.23%	5,675	Sh.	54.63	Sole	–	Sole	–	–
TD AMERITRADE HLDG CORP	COM	–	87236Y·10·8	1,564	1.17%	42,978	Sh.	36.39	Sole	–	Sole	–	–
TERADYNE INC	COM	–	880770·10·2	270	0.20%	3,189	Sh.	84.67	Sole	–	Sole	–	–
TOOTSIE ROLL INDS INC	COM	–	890516·10·7	551	0.41%	16,068	Sh.	34.29	Sole	–	Sole	–	–
TORO CO	COM	–	891092·10·8	650	0.49%	9,802	Sh.	66.31	Sole	–	Sole	–	–
TRACTOR SUPPLY CO	COM	–	892356·10·6	522	0.39%	3,964	Sh.	131.69	Sole	–	Sole	–	–
TRAVELERS COMPANIES INC	COM	–	89417E·10·9	231	0.17%	2,024	Sh.	114.13	Sole	–	Sole	–	–
TRINITY INDS INC	COM	–	896522·10·9	658	0.49%	30,922	Sh.	21.28	Sole	–	Sole	–	–
TWITTER INC	COM	–	90184L·10·2	274	0.21%	9,212	Sh.	29.74	Sole	–	Sole	–	–
TYLER TECHNOLOGIES INC	COM	–	902252·10·5	848	0.64%	2,444	Sh.	346.97	Sole	–	Sole	–	–
UBER TECHNOLOGIES INC	COM	–	90353T·10·0	236	0.18%	7,582	Sh.	31.13	Sole	–	Sole	–	–
UBIQUITI INC	COM	–	90353W·10·3	235	0.18%	1,348	Sh.	174.33	Sole	–	Sole	–	–
UNION PAC CORP	COM	–	907818·10·8	525	0.39%	3,107	Sh.	168.97	Sole	–	Sole	–	–
US FOODS HLDG CORP	COM	–	912008·10·9	198	0.15%	10,016	Sh.	19.77	Sole	–	Sole	–	–
V F CORP	COM	–	918204·10·8	564	0.42%	9,262	Sh.	60.89	Sole	–	Sole	–	–
VANGUARD CHARLOTTE FDS	INTL BD IDX ETF	–	92203J·40·7	728	0.55%	12,606	Sh.	57.75	Sole	–	Sole	–	–
VANGUARD INDEX FDS	MID CAP ETF	–	922908·62·9	974	0.73%	5,941	Sh.	163.95	Sole	–	Sole	–	–
VANGUARD INDEX FDS	TOTAL STK MKT	–	922908·76·9	1,137	0.85%	7,261	Sh.	156.59	Sole	–	Sole	–	–
VANGUARD INDEX FDS	VALUE ETF	–	922908·74·4	1,069	0.80%	10,738	Sh.	99.55	Sole	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	–	922042·85·8	389	0.29%	9,818	Sh.	39.62	Sole	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	FTSE EUROPE ETF	–	922042·87·4	766	0.57%	15,218	Sh.	50.34	Sole	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	FTSE PACIFIC ETF	–	922042·86·6	764	0.57%	11,999	Sh.	63.67	Sole	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	FTSE SMCAP ETF	–	922042·71·8	320	0.24%	3,312	Sh.	96.62	Sole	–	Sole	–	–
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	–	92206C·87·0	755	0.57%	7,940	Sh.	95.09	Sole	–	Sole	–	–
VANGUARD TAX-MANAGED FDS	FTSE DEV MKT ETF	–	921943·85·8	763	0.57%	19,676	Sh.	38.78	Sole	–	Sole	–	–
VEEVA SYS INC	CL A COM	–	922475·10·8	233	0.17%	996	Sh.	233.94	Sole	–	Sole	–	–
VERISK ANALYTICS INC	COM	–	92345Y·10·6	550	0.41%	3,229	Sh.	170.33	Sole	–	Sole	–	–
VERIZON COMMUNICATIONS INC	COM	–	92343V·10·4	639	0.48%	11,599	Sh.	55.09	Sole	–	Sole	–	–
VERTIV HOLDINGS CO	COM CL A	–	92537N·10·8	168	0.13%	12,402	Sh.	13.55	Sole	–	Sole	–	–
WALMART INC	COM	–	931142·10·3	514	0.39%	4,288	Sh.	119.87	Sole	–	Sole	–	–
WASTE MGMT INC DEL	COM	–	94106L·10·9	240	0.18%	2,265	Sh.	105.96	Sole	–	Sole	–	–
WEC ENERGY GROUP INC	COM	–	92939U·10·6	236	0.18%	2,696	Sh.	87.54	Sole	–	Sole	–	–
WENDYS CO	COM	–	95058W·10·0	241	0.18%	11,055	Sh.	21.80	Sole	–	Sole	–	–
WHITE MTNS INS GROUP LTD	COM	–	G9618E·10·7	637	0.48%	717	Sh.	888.42	Sole	–	Sole	–	–
YUM BRANDS INC	COM	–	988498·10·1	628	0.47%	7,227	Sh.	86.90	Sole	–	Sole	–	–
ZENDESK INC	COM	–	98936J·10·1	695	0.52%	7,854	Sh.	88.49	Sole	–	Sole	–	–
— 247 Issuers —	— 253 Issues —			— 253 Holdings: $133,364,000 —					— Sole Manager —
____________ ª No market value of any Holding was adjusted. º Other Included Managers with whom investment discretion is shared as to any Holding: No Other Included Managers [ 1 Not Allocated Above ]

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Filing Submission 0000919574-20-005080 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Alphasimplex Group, LLC – ‘13F-HR’ for 6/30/20 – ‘INFO-TABLE’

On: Thursday, 8/13/20, at 5:38pm ET · As of: 8/14/20 · Effective: 8/14/20 · For: 6/30/20 · Accession #: 919574-20-5080 · File #: 28-12259

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Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

‘INFO-TABLE’ — Portfolio Securities Holdings Info Table — infotable.xml

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Alphasimplex Group, LLC MA · Form 13F Combination Report

§13(f) Securities Holdings · For: 6/30/20 · Assets: $133,364,000 · History: Assets Under Management

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Alphasimplex Group, LLC
MA
· Form 13F Combination Report