Alphasimplex

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

  • Alphasimplex was a net seller of stock by $0.

Portfolio Holdings for Alphasimplex

Companies in the Alphasimplex portfolio as of the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares iBoxx $ High Yid Corp Bond (HYG) 12.32 371962 87.94
SPDR S&P; 500 ETF (SPY) 7.68 63319 321.86
iShares Lehman Aggregate Bond (AGG) 1.03 24379 112.35
Liberty Property Trust (LRY) 0.99 43964 60.05
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.98 28378 91.34
Interxion Holding N.v shs 0.96 30322 83.80
Allergan 0.95 13176 191.18
SYSCO Corporation (SYY) 0.94 29105 85.55
IBERIABANK Corporation (IBKC) 0.94 33208 74.83
Citrix Systems (CTXS) 0.93 22266 110.89
Mondelez Int 0.93 44888 55.07
Vanguard Total Stock Market ETF (VTI) 0.88 14272 163.61
TD Ameritrade Holding (AMTD) 0.86 45961 49.69
Vanguard Value ETF (VTV) 0.86 19013 119.87
Vanguard Mid-Cap ETF (VO) 0.84 12472 178.16
Lyon William Homes cl a 0.83 110650 19.98
* Tivo Corp Com stock 0.68 213346 8.48
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.63 14650 114.54
Procter & Gamble Company (PG) 0.62 13101 124.88
Hilton Worldwide Holdings 0.60 14365 110.89
Danaher Corporation (DHR) 0.59 10191 153.47
Cbre Group Inc Cl A 0.59 25516 61.29
Hd Supply 0.59 38960 40.22
United Technologies Corporation (UTX) 0.58 10294 149.80
Madison Square Garden Cl A 0.58 5202 294.12
Bank of New York Mellon Corporation (BK) 0.57 29960 50.33
Baxter International (BAX) 0.57 18063 83.60
Cerner Corporation (CERN) 0.57 20488 73.41
Open Text Corp Com 0.57 34036 44.07
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.57 52690 28.81
Metropcs Communications 0.55 18491 78.42
Vanguard Charlotte Fds intl bd idx etf 0.55 25769 56.58
Starbucks Corporation (SBUX) 0.53 16144 87.90
Us Foods Hldg Corp call 0.53 33681 41.89
AECOM Technology Corporation (ACM) 0.52 32263 43.15
Citigroup Inc 0.52 17440 79.87
Zimmer Holdings (ZMH) 0.50 8883 149.72
Johnson & Johnson (JNJ) 0.48 8707 145.86
Investors Ban 0.48 107629 11.91
Lowe's Companies (LOW) 0.47 10480 119.75
U.S. Ban (USB) 0.46 20493 59.29
Advance Auto Parts (AAP) 0.46 7637 160.14
Cheniere Energy (LNG) 0.46 19973 61.08
New Residential Investment 0.46 75091 16.11
MGM Resorts International. (MGM) 0.45 36140 33.26
eBay (EBAY) 0.44 32526 36.12
WESCO International (WCC) 0.44 19447 59.39
Wendy's/arby's Group 0.44 52165 22.22
Campbell Soup Company (CPB) 0.43 22997 49.44
SLM Corporation (SLM) 0.42 124111 8.91
IAC/InterActive (IACI) 0.42 4445 249.04
Magellan Health Services (MGLN) 0.42 14133 78.26
Chipotle Mexican Grill (CMG) 0.42 1329 837.47
Vanguard Europe Pacific ETF (VEA) 0.42 25152 44.05
Vanguard European ETF (VGK) 0.42 19039 58.62
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.42 9972 111.11
Onespaworld Holdings Ltd onespaworld hold 0.42 66557 16.84
Loews Corporation (L) 0.41 20507 52.47
Ecolab (ECL) 0.41 5592 192.95
Magellan Midstream Partners (MMP) 0.41 17282 62.90
Capitol Federal Financial (CFFND) 0.41 79040 13.73
Vanguard Pacific ETF (VPL) 0.41 15573 69.61
Itt 0.41 14563 73.89
Columbia Finl Inc 0.41 63565 16.94
Brookfield Asset Management (BAM.A) 0.40 18343 57.79
LKQ Corporation (LKQX) 0.40 29705 35.68
Travelers Companies (TRV) 0.40 7810 137.00
Allstate Corporation (ALL) 0.40 9444 112.45
White Mountains Insurance Gp 0.40 956 1115.06
Verisk Analytics (VRSK) 0.40 7053 149.30
Amdocs Ltd ord 0.40 14706 72.22
Apple Hospitality Reit 0.40 65594 16.25
Armour Residential Reit Inc Re 0.40 59306 17.87
Chubb 0.40 6737 155.71
Mgm Growth Properties 0.40 34183 30.98
* Atlantica Yield Plc Shs stock 0.40 40304 26.40
Arconic Inc Com stock 0.40 34637 30.78
Harborone Bancorp Inc 0.40 96054 10.99
PennyMac Mortgage Investment Trust (PMT) 0.39 46153 22.30
Arthur J. Gallagher & Co. (AJG) 0.39 10942 95.23
McDonald's Corporation (MCD) 0.39 5259 197.57
Republic Services (RSG) 0.39 11665 89.67
Wal-Mart Stores (WMT) 0.39 8771 118.80
Sonoco Products Company (SON) 0.39 16879 61.73
AFLAC Incorporated (AFL) 0.39 19558 52.92
Redwood Trust (RWT) 0.39 62330 16.54
Jack in the Box (JACK) 0.39 13104 78.07
American Financial (AFG) 0.39 9464 109.68
Marsh & McLennan Companies (MMC) 0.39 9388 111.42
Aptar (ATR) 0.39 9040 115.60
Northwest Bancshares (NWBI) 0.39 61843 16.62
Jack Henry & Associates (JKHY) 0.39 7070 145.69
Carter Bank & Trust Martinsvil 0.39 43434 23.71
Graham Hldgs 0.39 1630 639.26
Coca Cola European Partners shs 0.39 20534 50.89
Tpg Re Finance Trust Inc reit 0.39 50737 20.26
Ellington Financial Inc ellington financ 0.39 56825 18.34
Brown & Brown (BRO) 0.38 25822 39.46
Callaway Golf Company (ELY) 0.38 47555 21.20
Berkshire Hathaway (BRK.A) 0.38 3 339666.67
Markel Corporation (MKL) 0.38 878 1143.51
salesforce (CRM) 0.38 6241 162.63
Capstead Mortgage Corporation (CMO) 0.38 126137 7.92
TFS Financial Corporation (TFSL) 0.38 50969 19.68
Hanover Insurance (THG) 0.38 7434 136.67
Agnc Invt Corp Com reit 0.38 57802 17.68
Kkr Real Estate Finance Trust 0.38 49912 20.42
Granite Pt Mtg Tr 0.38 55490 18.38
Two Hbrs Invt Corp Com New reit 0.38 69865 14.61
Repay Hldgs Corp 0.38 68431 14.66
Yum! Brands (YUM) 0.37 9773 100.69
Brookfield Infrastructure Part 0.37 19849 49.98
W.R. Berkley Corporation (WRB) 0.37 14384 69.10
Rent-A-Center (RCII) 0.36 33487 28.85
Western Asset Mortgage cmn 0.36 91844 10.33
Nortonlifelock 0.36 37003 25.51
ConAgra Foods (CAG) 0.35 27350 34.22
Suburban Propane Partners (SPH) 0.35 42315 21.86
Fortinet (FTNT) 0.35 8678 106.71
New York Mortgage Trust (NYMT) 0.35 150240 6.23
Waste Management (WM) 0.34 7912 114.00
Trinity Industries (TRN) 0.34 40938 22.16
Apollo Commercial Real Est. Finance (ARI) 0.34 49567 18.30
Diamondback Energy 0.34 9705 92.84
Godaddy Inc cl a 0.34 13361 67.88
Eagle Materials (EXP) 0.33 9556 90.62
Hess (HES) 0.32 12731 66.84
Apogee Enterprises (APOG) 0.32 26024 32.51
CVR Energy (CVI) 0.32 21014 40.45
Marathon Petroleum Corp 0.32 14085 60.28
Bloomin Brands 0.32 38267 22.08
General Electric Company (GE) 0.31 74555 11.16
Devon Energy Corporation (DVN) 0.30 31058 25.98
ON Semiconductor (ONNN) 0.30 32552 24.39
Terex Corporation (TEX) 0.30 26912 29.76
Ag Mtg Invt Tr 0.30 51121 15.41
Alliance Data Systems Corporation (ADS) 0.29 6849 112.13
Carolina Financial 0.28 17380 43.21
Ready Cap Corp Com reit 0.28 47375 15.43
Occidental Petroleum Corporation (OXY) 0.27 17670 41.20
World Wrestling Entertainment (WWE) 0.27 11230 64.83
Ishares Inc em mkt min vol 0.25 11169 58.64
Lions Gate Entmnt Corp cl a vtg 0.23 57055 10.66
Medifast (MED) 0.22 5243 109.67
Vanguard Emerging Markets ETF (VWO) 0.22 12913 44.45
Waterstone Financial 0.21 29266 19.03
Westlake Chemical Partners master ltd part 0.21 20765 26.44
Hain Celestial (HAIN) 0.20 20530 25.96
CenterPoint Energy (CNP) 0.19 18459 27.25
Hawaiian Electric Industries (HE) 0.18 9917 46.89
Exelon Corporation (EXC) 0.18 10618 45.58
Alliant Energy Corporation (LNT) 0.18 8522 54.68
Invesco Mortgage Capital (IVR) 0.18 28041 16.65
Knot Offshore Partners 0.18 23750 19.79
Gaming & Leisure Pptys 0.18 10838 43.09
One Gas 0.18 5084 93.63
Eversource Energy 0.18 5610 85.03
Easterly Government Properti reit 0.18 19718 23.73
CMS Energy Corporation (CMS) 0.17 7195 62.82
Portland General Electric Company (POR) 0.17 7883 55.82
Ameren Corporation (AEE) 0.17 5755 76.80
Consolidated Edison (ED) 0.17 5026 90.53
Dominion Resources (D) 0.17 5330 82.74
FirstEnergy (FE) 0.17 9179 48.59
Nextera Energy Inc C om 0.17 1876 242.00
Pepsi (PEP) 0.17 3362 136.53
American Electric Power Company (AEP) 0.17 4842 94.59
Southern Company (SO) 0.17 7234 63.73
AvalonBay Communities (AVB) 0.17 2097 209.82
Public Service Enterprise (PEG) 0.17 7566 59.08
Xcel Energy (XEL) 0.17 7128 63.55
Entergy Corporation (ETR) 0.17 3761 119.91
Loral Space & Communications (LORL) 0.17 14028 32.29
American Campus Communities (ACC) 0.17 9559 47.08
Atmos Energy Corporation (ATO) 0.17 3995 111.89
Douglas Emmett (DEI) 0.17 10468 43.94
DTE Energy Company (DTE) 0.17 3387 129.91
Oge Energy Corp (holding Co) Com Stk 0.17 10264 44.43
UGI Corporation (UGI) 0.17 9874 45.17
EastGroup Properties (EGP) 0.17 3314 132.77
NorthWestern Corporation (NWE) 0.17 6116 71.62
National Health Investors (NHI) 0.17 5428 81.43
American Water Works (AWK) 0.17 3573 122.87
Regency Centers Corporation (REG) 0.17 7274 63.10
Camden Property Trust (CPT) 0.17 4136 106.14
Duke Energy 0.17 4886 91.28
Blackstone Mtg Tr 0.17 12266 37.26
Equity Commonwealth 0.17 13719 32.80
Wec Energy Group Inc Com stock 0.17 4849 92.18
Invitation Homes 0.17 14725 29.95
Evergy Inc 0.17 6808 65.07
Apartment Invt And Mgmt Co -a 0.17 8688 51.68
Mid-America Apartment (MAA) 0.16 3252 131.92
Equity Residential (EQR) 0.16 5352 80.90
First Industrial Realty Trust (FR) 0.16 10476 41.52
Gladstone Commercial Corporation (GOOD) 0.16 19456 21.84
Kilroy Realty Corporation (KRC) 0.16 4931 83.96
IDA (IDA) 0.16 4092 106.79
ALLETE (ALE) 0.16 5230 81.26
Equity Lifestyle Properties (ELS) 0.16 6022 70.41
Federal Realty Inv. Trust (FRT) 0.16 3300 128.79
Pinnacle West Capital Corporation (PNW) 0.16 4665 90.03
UDR (UDR) 0.16 9278 46.67
Sun Communities (SUI) 0.16 2822 150.25
Terreno Realty Corporation (TRNO) 0.16 7816 54.12
Wp Carey 0.16 5451 79.99
American Homes 4 Rent-a reit 0.16 16294 26.21
Store Capital Corp reit 0.16 11140 37.25
Life Storage Inc reit 0.16 4008 108.28
MDU Resources (MDU) 0.15 13747 29.68
Avangrid 0.15 8027 51.20
Public Storage (PSA) 0.14 1741 213.10
Essex Property Trust (ESS) 0.13 1151 300.61
KLA-Tencor Corporation (KLAC) 0.11 1601 178.01
EXACT Sciences Corporation (EXAS) 0.11 3016 92.51
Paycom Software 0.11 1063 264.35
Peabody Energy 0.11 32601 9.11
Universal Display Corporation (PANL) 0.10 1279 206.41
MarketAxess Holdings (MKTX) 0.10 676 378.70
O'reilly Automotive Inc 0.10 585 437.61
Workday Inc cl a 0.10 1580 164.56
Ringcentral 0.10 1530 168.63
Zendesk 0.10 3445 76.63
Ubiquiti Inc 0.10 1359 189.11
* Barrick Gold Corp 0.09 12568 18.62
AutoZone (AZO) 0.09 211 1189.57
VMware (VMW) 0.09 1551 151.52
Servicenow 0.09 801 282.15
Veeva Sys Inc cl a 0.09 1717 140.94
Twitter 0.09 7119 32.03
Keysight Technologies 0.09 2410 102.49
Ionis Pharmaceuticals 0.09 4037 60.44
Square Inc cl a 0.09 3968 62.50
Atlassian Corp Plc cl a 0.09 2016 120.54
Okta Inc cl a 0.09 2181 115.54
Zebra Technologies (ZBRA) 0.08 876 255.71
Xilinx (XLNX) 0.08 2223 97.62
MercadoLibre (MELI) 0.08 378 571.43
Fair Isaac Corporation (FICO) 0.08 598 374.58
Lululemon Athletica Inc 0.08 964 231.33
Molina Healthcare (MOH) 0.08 1605 135.83
Agnico Com 0.08 3552 61.66
Dex (DXCM) 0.08 999 219.22
Five Below 0.08 1740 127.59
Blackstone Group Inc Com Cl A stock 0.08 3830 55.87

Past Filings by Alphasimplex

View past SEC 13F filings by Alphasimplex

View all filings