Alphasimplex Group

Alphasimplex Group as of Dec. 31, 2017

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 16 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 68.7 $65M 739k 87.26
Spdr S&p 500 Etf (SPY) 10.2 $9.5M 36k 266.86
iShares Lehman Aggregate Bond (AGG) 2.5 $2.4M 22k 109.33
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 2.5 $2.4M 27k 87.40
Vanguard Total Stock Market ETF (VTI) 2.1 $2.0M 14k 137.25
Vanguard Mid-Cap ETF (VO) 2.1 $1.9M 13k 154.77
Vanguard Value ETF (VTV) 2.0 $1.9M 18k 106.30
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 1.6 $1.5M 53k 28.43
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.6 $1.5M 13k 116.09
Vanguard Charlotte Fds intl bd idx etf (BNDX) 1.5 $1.4M 25k 54.36
Vanguard FTSE All Wld Ex USSml Cap (VSS) 1.0 $941k 7.9k 119.25
Vanguard European ETF (VGK) 1.0 $925k 16k 59.12
Vanguard Europe Pacific ETF (VEA) 1.0 $916k 20k 44.86
Vanguard Pacific ETF (VPL) 1.0 $924k 13k 72.89
Vanguard Emerging Markets ETF (VWO) 0.7 $620k 14k 45.95
Ishares Inc em mkt min vol (EEMV) 0.7 $615k 10k 60.81