ALPHASIMPLEX GROUP, LLC

Q2 2020 13F Combination Report, Stock Holdings

Signature - Title
Christopher J. Dahlberg - Deputy Chief Compliance Officer
Location
Boston, MA
Holdings as of
June 30, 2020
Value $
$133M
Num holdings
253
Date filed
8/13/2020, 05:38 PM
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).
Previous filing
Q1 2020 - May 13, 2020
Sym Weight Trade Impact Company Class Shares Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2020 Q2 compared to 2020 Q1 by default.
* 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 Boston, Massachusetts 8/13/2020

Other Included Managers (1):

Num Name File Number
1 NATIXIS ADVISORS, L.P. 028-05788