Alphasimplex

Latest statistics and disclosures from Alphasimplex's latest quarterly 13F-HR filing:

Companies in the Alphasimplex portfolio as of March 2019 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares iBoxx $ High Yid Corp Bond (HYG) 16.73 574347 NEW 86.47
SYSCO Corporation (SYY) 1.22 54165 +97% 66.76
Mondelez Int 1.15 68437 +31% 49.92
Procter & Gamble Company (PG) 0.92 26185 +4% 104.05
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.83 28378 86.87
FirstEnergy (FE) 0.82 58615 +13% 41.61
iShares Lehman Aggregate Bond (AGG) 0.82 22416 109.07
Citrix Systems (CTXS) 0.76 22604 99.66
Sempra Energy (SRE) 0.74 17490 +18% 125.86
Open Text Corp Com 0.72 55246 +17% 38.43
Hd Supply 0.71 48343 +6% 43.35
Baxter International (BAX) 0.70 25627 -14% 81.31
Automatic Data Processing (ADP) 0.70 13084 -10% 159.74
Vanguard Mid-Cap ETF (VO) 0.68 12472 -13% 160.75
United Technologies Corporation (UTX) 0.67 15361 -2% 128.89
Zimmer Holdings (ZMH) 0.64 14783 127.70
Danaher Corporation (DHR) 0.63 14233 NEW 132.02
Vanguard Total Stock Market ETF (VTI) 0.63 12836 -10% 144.71
Wendy's/arby's Group 0.63 105157 +9% 17.89
Vanguard Value ETF (VTV) 0.62 17104 -13% 107.63
Investors Ban 0.62 154111 -11% 11.85
Bank of New York Mellon Corporation (BK) 0.61 35950 50.43
Starbucks Corporation (SBUX) 0.60 24151 NEW 74.34
NASDAQ OMX (NDAQ) 0.59 20057 NEW 87.49
Sonoco Products Company (SON) 0.59 28374 NEW 61.53
Verisk Analytics (VRSK) 0.59 13054 NEW 133.00
Fidelity National Information Services (FIS) 0.58 15239 NEW 113.10
Ecolab (ECL) 0.58 9704 NEW 176.54
McDonald's Corporation (MCD) 0.58 9007 NEW 189.90
Republic Services (RSG) 0.58 21326 NEW 80.38
Johnson & Johnson (JNJ) 0.58 12290 NEW 139.79
Pfizer (PFE) 0.58 40206 NEW 42.47
Brookfield Asset Management (BAM.A) 0.58 36650 NEW 46.65
Brown & Brown (BRO) 0.58 58262 NEW 29.51
PPG Industries (PPG) 0.58 15304 NEW 112.87
Travelers Companies (TRV) 0.58 12473 NEW 137.16
Air Products & Chemicals (APD) 0.58 9031 NEW 190.96
Honeywell International (HON) 0.58 10797 NEW 158.92
Torchmark Corporation (TMK) 0.58 20951 NEW 81.95
Capstead Mortgage Corporation (CMO) 0.58 199330 NEW 8.59
Jack Henry & Associates (JKHY) 0.58 12393 NEW 138.74
Genpact Limited shs 0.58 49315 NEW 35.18
Aon 0.58 10117 NEW 170.70
Bright Horizons Fam Sol In D 0.58 13580 NEW 127.11
Chubb 0.58 12316 NEW 140.08
Loews Corporation (L) 0.57 35551 NEW 47.93
U.S. Ban (USB) 0.57 34851 NEW 48.19
AFLAC Incorporated (AFL) 0.57 34020 NEW 50.00
Yum! Brands (YUM) 0.57 17001 NEW 99.81
Allstate Corporation (ALL) 0.57 17868 NEW 94.18
Merck & Co (MRK) 0.57 20447 NEW 83.17
Lowe's Companies (LOW) 0.57 15470 109.47
Markel Corporation (MKL) 0.57 1709 NEW 996.24
Arch Capital Group Ltd 0.57 52483 NEW 32.32
Amdocs Ltd ord 0.57 31258 NEW 54.11
Ares Capital Corporation (ARCC) 0.57 98978 NEW 17.14
Quest Diagnostics Incorporated (DGX) 0.57 18855 NEW 89.92
Genesee & Wyoming (GWR) 0.57 19267 -6% 87.14
Citigroup Inc 0.57 26991 -5% 62.22
Willis Towers Watson 0.57 9636 NEW 175.65
Granite Pt Mtg Tr 0.57 90512 NEW 18.57
Metropcs Communications 0.56 23885 69.10
Microsoft Corporation (MSFT) 0.55 13877 -15% 117.94
Hercules Technology Growth Capital (HTGC) 0.55 129445 NEW 12.66
Cbre Group Inc Cl A 0.55 33059 -27% 49.45
Alphabet Inc Class A cs 0.55 1376 -4% 1176.89
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.54 14650 110.06
Hilton Worldwide Holdings 0.54 19248 NEW 83.11
New Mountain Finance Corp 0.53 116409 NEW 13.57
Jack in the Box (JACK) 0.52 19081 +6% 81.06
Berkshire Hathaway (BRK.A) 0.51 5 NEW 301215.00
WESCO International (WCC) 0.51 28656 +4% 53.01
Cheniere Energy (LNG) 0.51 22130 -8% 68.36
Marsh & McLennan Companies (MMC) 0.50 15667 NEW 93.90
Aptar (ATR) 0.50 13892 NEW 106.39
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.50 52690 27.89
American Financial (AFG) 0.49 15230 NEW 96.21
White Mountains Insurance Gp 0.49 1560 NEW 925.48
Paypal Holdings 0.49 13861 -18% 103.84
Madison Square Garden Cl A 0.49 4959 NEW 293.13
Dowdupont Inc 0.49 27180 53.31
Arthur J. Gallagher & Co. (AJG) 0.48 18286 NEW 78.10
SLM Corporation (SLM) 0.48 142995 NEW 9.91
Campbell Soup Company (CPB) 0.48 37124 +9% 38.13
Alliance Data Systems Corporation (ADS) 0.48 8143 +6% 174.98
Main Street Capital Corporation (MAIN) 0.48 38311 NEW 37.20
Vanguard Charlotte Fds intl bd idx etf 0.48 25769 55.77
Apollo Investment Corp. 0.48 94729 NEW 15.14
Dollar Tree (DLTR) 0.47 13192 NEW 105.04
Advance Auto Parts (AAP) 0.47 8235 +19% 170.53
Capitol Federal Financial (CFFND) 0.47 104966 NEW 13.35
Us Foods Hldg Corp call 0.47 39579 +2% 34.91
ConAgra Foods (CAG) 0.46 49696 -8% 27.74
Tpg Specialty Lnding Inc equity 0.46 68511 NEW 20.00
Trinity Industries (TRN) 0.45 60794 +5% 21.73
Mednax (MD) 0.45 48693 +24% 27.17
Dxc Technology 0.45 20992 -2% 64.31
Kkr Real Estate Finance Trust 0.44 64569 NEW 20.02
Tiffany & Co. (TIF) 0.43 12228 +12% 105.55
salesforce (CRM) 0.43 8149 -22% 158.37
Tcg Bdc 0.43 87871 NEW 14.48
Hess (HES) 0.42 20805 60.23
Chipotle Mexican Grill (CMG) 0.42 1774 +6% 710.31
Xilinx (XLNX) 0.41 9606 -39% 126.79
Benchmark Electronics (BHE) 0.41 46517 NEW 26.25
Facebook Inc cl a 0.41 7226 +3% 166.69
Servicenow 0.41 4932 -31% 246.49
Blackrock Tcp Cap Corp 0.41 86019 NEW 14.18
Apogee Enterprises (APOG) 0.40 31642 NEW 37.49
Oritani Financial (ORIT) 0.40 70743 NEW 16.63
Autodesk (ADSK) 0.39 7438 -16% 155.82
Itron (ITRI) 0.39 24729 -2% 46.65
Alexander's (ALX) 0.39 3099 NEW 376.17
Golub Capital BDC (GBDC) 0.38 63541 NEW 17.88
General Electric Company (GE) 0.37 110385 9.99
CVR Energy (CVI) 0.37 26349 -7% 41.20
Terex Corporation (TEX) 0.37 34548 +9% 32.13
Zayo Group Hldgs 0.37 38480 -24% 28.42
Cars 0.37 48724 +6% 22.80
ON Semiconductor (ONNN) 0.36 52355 -17% 20.57
MGM Resorts International. (MGM) 0.36 41976 -8% 25.66
Verra Mobility Corp verra mobility corp 0.36 89414 NEW 11.90
Element Solutions Inc. 0.36 105975 NEW 10.10
IAC/InterActive (IACI) 0.35 4883 -21% 210.11
Symantec Corporation (SYMC) 0.35 45254 +14% 22.99
Diamondback Energy 0.35 10153 NEW 101.53
Peabody Energy 0.35 36860 +3% 28.33
Zendesk 0.34 11763 NEW 85.00
Arconic Inc Com stock 0.34 53065 +9% 19.11
Hain Celestial (HAIN) 0.33 42892 NEW 23.12
Solar Cap Ltd 0.32 44897 NEW 20.84
Rent-A-Center (RCII) 0.31 44575 NEW 20.87
Rayonier Advanced Matls 0.31 67720 +41% 13.56
* Tivo Corp Com stock 0.31 98740 NEW 9.32
Magellan Health Services (MGLN) 0.30 13467 NEW 65.92
Vanguard Pacific ETF (VPL) 0.28 12408 +151% 65.86
Vanguard European ETF (VGK) 0.28 15231 +144% 53.61
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.28 7847 +145% 104.13
Vanguard Europe Pacific ETF (VEA) 0.27 19958 +145% 40.87
Lions Gate Entmnt Corp cl a vtg 0.27 52060 +7% 15.64
Waitr Hldgs Inc 0.27 65151 NEW 12.29
Loral Space & Communications (LORL) 0.24 20003 +78% 36.05
PennyMac Mortgage Investment Trust (PMT) 0.22 31368 NEW 20.71
Coca-Cola Company (KO) 0.22 13922 NEW 46.86
Dominion Resources (D) 0.22 8439 NEW 76.66
Highwoods Properties (HIW) 0.22 14172 NEW 46.78
Ishares Inc em mkt min vol 0.22 11234 NEW 59.27
Armour Residential Reit Inc Re 0.22 32797 NEW 19.53
Avangrid 0.22 12771 NEW 50.35
Agnc Invt Corp Com reit 0.22 35702 NEW 18.00
Evergy Inc 0.22 11087 NEW 58.05
Ready Cap Corp Com reit 0.22 45001 NEW 14.67
Annaly Capital Management (NLY) 0.21 62523 NEW 9.99
CenterPoint Energy (CNP) 0.21 20330 NEW 30.70
UGI Corporation (UGI) 0.21 11452 NEW 55.42
National Health Investors (NHI) 0.21 8093 NEW 78.55
Invesco Mortgage Capital (IVR) 0.21 39780 NEW 15.80
New York Mortgage Trust (NYMT) 0.21 103867 NEW 6.09
Ag Mtg Invt Tr 0.21 36725 NEW 16.84
Chimera Investment Corp etf 0.21 33570 NEW 18.74
Two Hbrs Invt Corp Com New reit 0.21 46473 NEW 13.53
Barings Bdc Inc 0.21 62464 NEW 9.81
Vanguard Emerging Markets ETF (VWO) 0.20 13667 NEW 42.50
Pennantpark Floating Rate Capi 0.20 46896 NEW 12.81
Ellington Financial Inc ellington financ 0.18 29121 NEW 17.90
Wp Carey 0.17 6517 NEW 78.33
American Homes 4 Rent-a reit 0.17 22438 NEW 22.72
Hawaiian Electric Industries (HE) 0.14 9846 NEW 40.77
Mid-America Apartment (MAA) 0.14 3702 NEW 109.33
Equity Residential (EQR) 0.14 5394 NEW 75.32
Nextera Energy Inc C om 0.14 2074 NEW 193.32
Pepsi (PEP) 0.14 3324 NEW 122.55
AvalonBay Communities (AVB) 0.14 2017 NEW 200.73
Entergy Corporation (ETR) 0.14 4192 NEW 95.63
Atmos Energy Corporation (ATO) 0.14 3902 NEW 102.93
Douglas Emmett (DEI) 0.14 9985 NEW 40.42
Equity Lifestyle Properties (ELS) 0.14 3514 NEW 114.30
Liberty Property Trust (LRY) 0.14 8326 NEW 48.42
UDR (UDR) 0.14 8913 NEW 45.46
Camden Property Trust (CPT) 0.14 4014 NEW 101.50
Sun Communities (SUI) 0.14 3407 NEW 118.52
Equity Commonwealth 0.14 12304 NEW 32.69
Apartment Invt And Mgmt Co -a 0.14 8207 NEW 50.29
CMS Energy Corporation (CMS) 0.13 7195 NEW 55.54
Portland General Electric Company (POR) 0.13 7715 NEW 51.84
Starwood Property Trust (STWD) 0.13 17775 NEW 22.35
Ameren Corporation (AEE) 0.13 5406 NEW 73.55
Consolidated Edison (ED) 0.13 4501 NEW 84.81
Colgate-Palmolive Company (CL) 0.13 5738 NEW 68.54
American Electric Power Company (AEP) 0.13 4708 NEW 83.75
Exelon Corporation (EXC) 0.13 7974 NEW 50.13
Southern Company (SO) 0.13 7718 NEW 51.68
Public Service Enterprise (PEG) 0.13 6742 NEW 59.41
Xcel Energy (XEL) 0.13 7039 NEW 56.21
DTE Energy Company (DTE) 0.13 3211 NEW 124.74
Alliant Energy Corporation (LNT) 0.13 8441 NEW 47.13
Oge Energy Corp (holding Co) Com Stk 0.13 9262 NEW 43.12
IDA (IDA) 0.13 4005 NEW 99.54
Aqua America (WTR) 0.13 10784 NEW 36.44
ALLETE (ALE) 0.13 4858 NEW 82.23
NorthWestern Corporation (NWE) 0.13 5640 NEW 70.41
American Water Works (AWK) 0.13 3765 NEW 104.26
Pinnacle West Capital Corporation (PNW) 0.13 4164 NEW 95.58
Duke Energy 0.13 4425 NEW 90.00
Blackstone Mtg Tr 0.13 11574 NEW 34.56
One Gas 0.13 4466 NEW 89.03
Eversource Energy 0.13 5597 NEW 70.95
Wec Energy Group Inc Com stock 0.13 5050 NEW 79.08
Altus Midstream Co altus midstream co -a 0.12 58803 NEW 5.90
Vanguard Total Bond Market ETF (BND) 0.10 3754 NEW 81.20

Past 13F-HR SEC Filings by Alphasimplex

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