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 |
