Alphasimplex 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ADVANCE AUTO PARTS INC	COM	00751Y106	1,362	8,235	SH		SOLE		8,235	0	0
AECOM	COM	00766T100	1,401	37,302	SH		SOLE		37,302	0	0
AFLAC INC	COM	001055102	1,134	21,683	SH		SOLE		21,683	0	0
AG MTG INVT TR INC	COM	001228105	445	29,372	SH		SOLE		29,372	0	0
AGNC INVT CORP	COM	00123Q104	512	31,832	SH		SOLE		31,832	0	0
ALEXANDERS INC	COM	014752109	1,205	3,460	SH		SOLE		3,460	0	0
ALLERGAN PLC	SHS	G0177J108	2,884	17,135	SH		SOLE		17,135	0	0
ALLETE INC	COM NEW	018522300	457	5,230	SH		SOLE		5,230	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	831	6,485	SH		SOLE		6,485	0	0
ALLIANT ENERGY CORP	COM	018802108	460	8,522	SH		SOLE		8,522	0	0
ALLSTATE CORP	COM	020002101	1,183	10,889	SH		SOLE		10,889	0	0
AMDOCS LTD	SHS	G02602103	1,166	17,630	SH		SOLE		17,630	0	0
AMEREN CORP	COM	023608102	461	5,755	SH		SOLE		5,755	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	489	5,223	SH		SOLE		5,223	0	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	1,197	11,103	SH		SOLE		11,103	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	455	17,559	SH		SOLE		17,559	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	444	3,573	SH		SOLE		3,573	0	0
ANNALY CAP MGMT INC	COM	035710409	508	57,689	SH		SOLE		57,689	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	453	8,688	SH		SOLE		8,688	0	0
APOGEE ENTERPRISES INC	COM	037598109	1,015	26,024	SH		SOLE		26,024	0	0
APOLLO INVT CORP	COM NEW	03761U502	1,130	70,217	SH		SOLE		70,217	0	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	1,226	73,929	SH		SOLE		73,929	0	0
APTARGROUP INC	COM	038336103	1,105	9,332	SH		SOLE		9,332	0	0
ARCONIC INC	COM	03965L100	981	37,722	SH		SOLE		37,722	0	0
ARES CAP CORP	COM	04010L103	1,148	61,581	SH		SOLE		61,581	0	0
ARMOUR RESIDENTIAL REIT INC	COM NEW	042315507	434	25,922	SH		SOLE		25,922	0	0
ATLANTICA YIELD PLC	SHS	G0751N103	1,151	47,787	SH		SOLE		47,787	0	0
ATMOS ENERGY CORP	COM	049560105	455	3,995	SH		SOLE		3,995	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,525	9,449	SH		SOLE		9,449	0	0
AVALONBAY CMNTYS INC	COM	053484101	494	2,294	SH		SOLE		2,294	0	0
BANK NEW YORK MELLON CORP	COM	064058100	1,391	30,758	SH		SOLE		30,758	0	0
BARINGS BDC INC	COM	06759L103	377	37,162	SH		SOLE		37,162	0	0
BAXTER INTL INC	COM	071813109	1,434	16,391	SH		SOLE		16,391	0	0
BERKSHIRE HATHAWAY INC DEL	CL A	084670108	935	3	SH		SOLE		3	0	0
BLACKROCK TCP CAP CORP	COM	09259E108	1,018	75,111	SH		SOLE		75,111	0	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	475	13,261	SH		SOLE		13,261	0	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	1,126	7,385	SH		SOLE		7,385	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	1,215	22,882	SH		SOLE		22,882	0	0
BROOKFIELD INFRAST PARTNERS	LP INT UNIT	G16252101	1,288	25,965	SH		SOLE		25,965	0	0
BROWN & BROWN INC	COM	115236101	1,123	31,150	SH		SOLE		31,150	0	0
CALLAWAY GOLF CO	COM	131193104	993	51,138	SH		SOLE		51,138	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	459	4,136	SH		SOLE		4,136	0	0
CAMPBELL SOUP CO	COM	134429109	1,111	23,683	SH		SOLE		23,683	0	0
CAPITOL FED FINL INC	COM	14057J101	1,152	83,570	SH		SOLE		83,570	0	0
CARRIZO OIL & GAS INC	COM	144577103	1,774	206,648	SH		SOLE		206,648	0	0
CARS COM INC	COM	14575E105	438	48,724	SH		SOLE		48,724	0	0
CBRE GROUP INC	CL A	12504L109	1,353	25,516	SH		SOLE		25,516	0	0
CENTERPOINT ENERGY INC	COM	15189T107	504	16,706	SH		SOLE		16,706	0	0
CERNER CORP	COM	156782104	1,178	17,274	SH		SOLE		17,274	0	0
CHENIERE ENERGY INC	COM NEW	16411R208	1,259	19,973	SH		SOLE		19,973	0	0
CHIMERA INVT CORP	COM NEW	16934Q208	467	23,869	SH		SOLE		23,869	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,050	1,249	SH		SOLE		1,249	0	0
CHUBB LIMITED	COM	H1467J104	1,173	7,267	SH		SOLE		7,267	0	0
CITIGROUP INC	COM NEW	172967424	1,396	20,204	SH		SOLE		20,204	0	0
CITRIX SYS INC	COM	177376100	2,845	29,473	SH		SOLE		29,473	0	0
CMS ENERGY CORP	COM	125896100	460	7,195	SH		SOLE		7,195	0	0
COCA COLA EUROPEAN PARTNERS	SHS	G25839104	1,139	20,534	SH		SOLE		20,534	0	0
COLUMBIA FINL INC	COM	197641103	1,057	66,955	SH		SOLE		66,955	0	0
CONAGRA BRANDS INC	COM	205887102	970	31,616	SH		SOLE		31,616	0	0
CONSOLIDATED EDISON INC	COM	209115104	475	5,026	SH		SOLE		5,026	0	0
CVR ENERGY INC	COM	12662P108	925	21,014	SH		SOLE		21,014	0	0
DANAHER CORPORATION	COM	235851102	1,472	10,191	SH		SOLE		10,191	0	0
DEVON ENERGY CORP NEW	COM	25179M103	797	33,110	SH		SOLE		33,110	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	873	9,705	SH		SOLE		9,705	0	0
DOMINION ENERGY INC	COM	25746U109	462	5,695	SH		SOLE		5,695	0	0
DOUGLAS EMMETT INC	COM	25960P109	448	10,468	SH		SOLE		10,468	0	0
DTE ENERGY CO	COM	233331107	450	3,387	SH		SOLE		3,387	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	468	4,886	SH		SOLE		4,886	0	0
EAGLE MATERIALS INC	COM	26969P108	895	9,948	SH		SOLE		9,948	0	0
EASTERLY GOVT PPTYS INC	COM	27616P103	482	22,619	SH		SOLE		22,619	0	0
EBAY INC	COM	278642103	1,268	32,526	SH		SOLE		32,526	0	0
ECOLAB INC	COM	278865100	1,107	5,592	SH		SOLE		5,592	0	0
ELLINGTON FINANCIAL INC	COM	28852N109	1,173	64,929	SH		SOLE		64,929	0	0
ENTERGY CORP NEW	COM	29364G103	474	4,035	SH		SOLE		4,035	0	0
EQUITY COMWLTH	COM SH BEN INT	294628102	470	13,719	SH		SOLE		13,719	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	434	3,248	SH		SOLE		3,248	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	462	5,352	SH		SOLE		5,352	0	0
EVERGY INC	COM	30034W106	453	6,808	SH		SOLE		6,808	0	0
EVERSOURCE ENERGY	COM	30040W108	479	5,610	SH		SOLE		5,610	0	0
EXELON CORP	COM	30161N101	513	10,618	SH		SOLE		10,618	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,082	8,153	SH		SOLE		8,153	0	0
FIRSTENERGY CORP	COM	337932107	1,873	38,841	SH		SOLE		38,841	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	1,139	12,712	SH		SOLE		12,712	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	454	11,863	SH		SOLE		11,863	0	0
GENERAL ELECTRIC CO	COM	369604103	744	83,255	SH		SOLE		83,255	0	0
GENOMIC HEALTH INC	COM	37244C101	2,546	37,537	SH		SOLE		37,537	0	0
GENPACT LIMITED	SHS	G3922B107	1,060	27,359	SH		SOLE		27,359	0	0
GLOBE LIFE INC	COM	37959E102	1,351	14,109	SH		SOLE		14,109	0	0
GOLUB CAP BDC INC	COM	38173M102	1,003	53,249	SH		SOLE		53,249	0	0
GRANITE PT MTG TR INC	COM	38741L107	1,150	61,383	SH		SOLE		61,383	0	0
HAIN CELESTIAL GROUP INC	COM	405217100	833	38,787	SH		SOLE		38,787	0	0
HANOVER INS GROUP INC	COM	410867105	1,212	8,939	SH		SOLE		8,939	0	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	452	9,917	SH		SOLE		9,917	0	0
HD SUPPLY HLDGS INC	COM	40416M105	1,598	40,799	SH		SOLE		40,799	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,188	8,142	SH		SOLE		8,142	0	0
HERCULES CAPITAL INC	COM	427096508	1,164	87,065	SH		SOLE		87,065	0	0
HESS CORP	COM	42809H107	884	14,619	SH		SOLE		14,619	0	0
HIGHWOODS PPTYS INC	COM	431284108	476	10,591	SH		SOLE		10,591	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	1,338	14,365	SH		SOLE		14,365	0	0
HONEYWELL INTL INC	COM	438516106	1,201	7,098	SH		SOLE		7,098	0	0
IAC INTERACTIVECORP	COM	44919P508	969	4,445	SH		SOLE		4,445	0	0
IDACORP INC	COM	451107106	461	4,092	SH		SOLE		4,092	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	440	28,724	SH		SOLE		28,724	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	1,223	107,629	SH		SOLE		107,629	0	0
INVITATION HOMES INC	COM	46187W107	526	17,750	SH		SOLE		17,750	0	0
ISHARES TR	JPMORGAN USD EMG	464288281	1,661	14,650	SH		SOLE		14,650	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	32,424	371,962	SH		SOLE		371,962	0	0
ISHARES TR	CORE US AGGBD ET	464287226	2,537	22,416	SH		SOLE		22,416	0	0
JACK IN THE BOX INC	COM	466367109	1,259	13,812	SH		SOLE		13,812	0	0
JOHNSON & JOHNSON	COM	478160104	1,127	8,707	SH		SOLE		8,707	0	0
KKR REAL ESTATE FIN TR INC	COM	48251K100	1,136	58,153	SH		SOLE		58,153	0	0
LEGACY TEX FINL GROUP INC	COM	52471Y106	2,813	64,631	SH		SOLE		64,631	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	431	8,390	SH		SOLE		8,390	0	0
LIFE STORAGE INC	COM	53223X107	485	4,603	SH		SOLE		4,603	0	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	592	63,965	SH		SOLE		63,965	0	0
LOEWS CORP	COM	540424108	1,173	22,781	SH		SOLE		22,781	0	0
LORAL SPACE & COMMUNICATNS I	COM	543881106	495	11,955	SH		SOLE		11,955	0	0
LOWES COS INC	COM	548661107	1,278	11,621	SH		SOLE		11,621	0	0
MADISON SQUARE GARDEN CO NEW	CL A	55825T103	1,371	5,202	SH		SOLE		5,202	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	930	14,983	SH		SOLE		14,983	0	0
MAIN STREET CAPITAL CORP	COM	56035L104	1,161	26,859	SH		SOLE		26,859	0	0
MARKEL CORP	COM	570535104	1,180	998	SH		SOLE		998	0	0
MARSH & MCLENNAN COS INC	COM	571748102	1,151	11,505	SH		SOLE		11,505	0	0
MAXIMUS INC	COM	577933104	1,149	14,878	SH		SOLE		14,878	0	0
MCDONALDS CORP	COM	580135101	1,129	5,259	SH		SOLE		5,259	0	0
MFA FINL INC	COM	55272X102	447	60,688	SH		SOLE		60,688	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	1,002	36,140	SH		SOLE		36,140	0	0
MID AMER APT CMNTYS INC	COM	59522J103	456	3,506	SH		SOLE		3,506	0	0
MILACRON HLDGS CORP	COM	59870L106	2,288	137,235	SH		SOLE		137,235	0	0
MONDELEZ INTL INC	CL A	609207105	2,692	48,663	SH		SOLE		48,663	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	480	5,821	SH		SOLE		5,821	0	0
NEW MTN FIN CORP	COM	647551100	1,155	84,748	SH		SOLE		84,748	0	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	1,177	75,091	SH		SOLE		75,091	0	0
NEXTERA ENERGY INC	COM	65339F101	471	2,023	SH		SOLE		2,023	0	0
NORTHWESTERN CORP	COM NEW	668074305	492	6,551	SH		SOLE		6,551	0	0
OCCIDENTAL PETE CORP	COM	674599105	1,213	27,287	SH		SOLE		27,287	0	0
OGE ENERGY CORP	COM	670837103	466	10,264	SH		SOLE		10,264	0	0
ON SEMICONDUCTOR CORP	COM	682189105	899	46,779	SH		SOLE		46,779	0	0
ONE GAS INC	COM	68235P108	467	4,864	SH		SOLE		4,864	0	0
ONESPAWORLD HOLDINGS LIMITED	COM	P73684113	1,137	73,196	SH		SOLE		73,196	0	0
OPEN TEXT CORP	COM	683715106	1,595	39,095	SH		SOLE		39,095	0	0
ORITANI FINL CORP DEL	COM	68633D103	952	53,780	SH		SOLE		53,780	0	0
PAYPAL HLDGS INC	COM	70450Y103	1,079	10,415	SH		SOLE		10,415	0	0
PEABODY ENERGY CORP NEW	COM	704551100	792	53,813	SH		SOLE		53,813	0	0
PEPSICO INC	COM	713448108	503	3,668	SH		SOLE		3,668	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	481	23,060	SH		SOLE		23,060	0	0
PINNACLE WEST CAP CORP	COM	723484101	453	4,665	SH		SOLE		4,665	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	444	7,883	SH		SOLE		7,883	0	0
PPG INDS INC	COM	693506107	1,436	12,119	SH		SOLE		12,119	0	0
PROCTER & GAMBLE CO	COM	742718109	1,799	14,460	SH		SOLE		14,460	0	0
PUBLIC STORAGE	COM	74460D109	427	1,741	SH		SOLE		1,741	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	470	7,566	SH		SOLE		7,566	0	0
READY CAP CORP	COM	75574U101	863	54,195	SH		SOLE		54,195	0	0
REDWOOD TR INC	COM	758075402	1,095	66,704	SH		SOLE		66,704	0	0
RENT A CTR INC NEW	COM	76009N100	1,008	39,090	SH		SOLE		39,090	0	0
REPUBLIC SVCS INC	COM	760759100	1,105	12,770	SH		SOLE		12,770	0	0
RUDOLPH TECHNOLOGIES INC	COM	781270103	1,543	58,524	SH		SOLE		58,524	0	0
SALESFORCE COM INC	COM	79466L302	926	6,241	SH		SOLE		6,241	0	0
SLM CORP	COM	78442P106	1,172	132,827	SH		SOLE		132,827	0	0
SOLAR CAP LTD	COM	83413U100	517	25,014	SH		SOLE		25,014	0	0
SONOCO PRODS CO	COM	835495102	1,128	19,372	SH		SOLE		19,372	0	0
SOUTHERN CO	COM	842587107	504	8,159	SH		SOLE		8,159	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	23,427	78,939	SH		SOLE		78,939	0	0
SPDR SERIES TRUST	BLOMBERG INTL TR	78464A516	1,512	52,690	SH		SOLE		52,690	0	0
STARBUCKS CORP	COM	855244109	1,469	16,610	SH		SOLE		16,610	0	0
STARWOOD PPTY TR INC	COM	85571B105	481	19,863	SH		SOLE		19,863	0	0
STORE CAP CORP	COM	862121100	510	13,624	SH		SOLE		13,624	0	0
SUBURBAN PROPANE PARTNERS L	UNIT LTD PARTN	864482104	1,177	49,813	SH		SOLE		49,813	0	0
SUN CMNTYS INC	COM	866674104	448	3,019	SH		SOLE		3,019	0	0
SYMANTEC CORP	COM	871503108	874	37,003	SH		SOLE		37,003	0	0
SYSCO CORP	COM	871829107	2,841	35,775	SH		SOLE		35,775	0	0
T MOBILE US INC	COM	872590104	1,457	18,491	SH		SOLE		18,491	0	0
TCG BDC INC	COM	872280102	1,246	86,537	SH		SOLE		86,537	0	0
TEREX CORP NEW	COM	880779103	897	34,548	SH		SOLE		34,548	0	0
TERRENO RLTY CORP	COM	88146M101	461	9,033	SH		SOLE		9,033	0	0
TFS FINL CORP	COM	87240R107	1,007	55,902	SH		SOLE		55,902	0	0
TPG RE FIN TR INC	COM	87266M107	1,155	58,205	SH		SOLE		58,205	0	0
TPG SPECIALTY LENDING INC	COM	87265K102	1,143	54,467	SH		SOLE		54,467	0	0
TRAVELERS COMPANIES INC	COM	89417E109	1,161	7,810	SH		SOLE		7,810	0	0
TRINITY INDS INC	COM	896522109	998	50,700	SH		SOLE		50,700	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	465	35,433	SH		SOLE		35,433	0	0
UDR INC	COM	902653104	450	9,278	SH		SOLE		9,278	0	0
UGI CORP NEW	COM	902681105	496	9,874	SH		SOLE		9,874	0	0
UNITED FINL BANCORP INC NEW	COM	910304104	1,009	74,030	SH		SOLE		74,030	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	1,405	10,294	SH		SOLE		10,294	0	0
US BANCORP DEL	COM NEW	902973304	1,198	21,651	SH		SOLE		21,651	0	0
US FOODS HLDG CORP	COM	912008109	1,253	30,489	SH		SOLE		30,489	0	0
VANGUARD CHARLOTTE FDS	INTL BD IDX ETF	92203J407	1,516	25,769	SH		SOLE		25,769	0	0
VANGUARD INDEX FDS	MID CAP ETF	922908629	2,090	12,472	SH		SOLE		12,472	0	0
VANGUARD INDEX FDS	TOTAL STK MKT	922908769	2,155	14,272	SH		SOLE		14,272	0	0
VANGUARD INDEX FDS	VALUE ETF	922908744	2,122	19,013	SH		SOLE		19,013	0	0
VANGUARD INTL EQUITY INDEX F	FTSE PACIFIC ETF	922042866	1,029	15,573	SH		SOLE		15,573	0	0
VANGUARD INTL EQUITY INDEX F	FTSE SMCAP ETF	922042718	1,017	9,972	SH		SOLE		9,972	0	0
VANGUARD INTL EQUITY INDEX F	FTSE EUROPE ETF	922042874	1,021	19,039	SH		SOLE		19,039	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	2,589	28,378	SH		SOLE		28,378	0	0
VANGUARD TAX MANAGED INTL FD	FTSE DEV MKT ETF	921943858	1,033	25,152	SH		SOLE		25,152	0	0
VERISK ANALYTICS INC	COM	92345Y106	1,161	7,342	SH		SOLE		7,342	0	0
W P CAREY INC	COM	92936U109	488	5,451	SH		SOLE		5,451	0	0
WEC ENERGY GROUP INC	COM	92939U106	461	4,849	SH		SOLE		4,849	0	0
WENDYS CO	COM	95058W100	1,372	68,670	SH		SOLE		68,670	0	0
WESCO INTL INC	COM	95082P105	1,243	26,028	SH		SOLE		26,028	0	0
WHITE MTNS INS GROUP LTD	COM	G9618E107	1,140	1,056	SH		SOLE		1,056	0	0
XCEL ENERGY INC	COM	98389B100	463	7,128	SH		SOLE		7,128	0	0
YUM BRANDS INC	COM	988498101	1,109	9,773	SH		SOLE		9,773	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	1,219	8,883	SH		SOLE		8,883	0	0