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 |
