Alphasimplex Group as of March 31, 2018
Portfolio Holdings for Alphasimplex Group
Alphasimplex Group holds 85 positions in its portfolio as reported in the March 2018 quarterly 13F filing
Company (Ticker) |
Portfolio Weight |
Valued At |
Change in Shares |
Share Count |
Share Price |
|---|---|---|---|---|---|
| iShares iBoxx $ High Yid Corp Bond (HYG) | 31.8 | $54M | 635k | 85.64 | |
| Spdr S&p 500 Etf (SPY) | 9.2 | $16M | 60k | 263.15 | |
| Procter & Gamble Company (PG) | 1.3 | $2.3M | 29k | 79.27 | |
| Vanguard Total Stock Market ETF (VTI) | 1.3 | $2.2M | 16k | 135.73 | |
| Vanguard Mid-Cap ETF (VO) | 1.3 | $2.2M | 14k | 154.23 | |
| Vanguard Value ETF (VTV) | 1.2 | $2.1M | 20k | 103.16 | |
| Constellation Brands (STZ) | 1.2 | $2.0M | 8.8k | 227.88 | |
| Cognizant Technology Solutions (CTSH) | 1.1 | $1.9M | 24k | 80.49 | |
| Howard Hughes | 1.1 | $1.8M | 13k | 139.10 | |
| American International (AIG) | 1.0 | $1.8M | 33k | 54.41 | |
| Baxter International (BAX) | 1.0 | $1.7M | 27k | 65.05 | |
| Mondelez Int (MDLZ) | 1.0 | $1.8M | 42k | 41.72 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 1.0 | $1.7M | 15k | 112.80 | |
| SYSCO Corporation (SYY) | 1.0 | $1.6M | 27k | 59.97 | |
| Bank of New York Mellon Corporation (BK) | 0.9 | $1.6M | 31k | 51.52 | |
| Vanguard Charlotte Fds intl bd idx etf (BNDX) | 0.9 | $1.6M | 29k | 54.74 | |
| Cdk Global Inc equities | 0.9 | $1.6M | 25k | 63.33 | |
| SPDR Barclays Capital Intl Tresy Bd ETF (BWX) | 0.9 | $1.6M | 53k | 29.51 | |
| BlackRock | 0.9 | $1.5M | 2.8k | 541.68 | |
| salesforce (CRM) | 0.9 | $1.5M | 13k | 116.31 | |
| Cbre Group Inc Cl A (CBRE) | 0.9 | $1.5M | 33k | 47.23 | |
| Citrix Systems | 0.9 | $1.5M | 16k | 92.80 | |
| Alphabet Inc Class A cs (GOOGL) | 0.8 | $1.4M | 1.4k | 1036.90 | |
| Dxc Technology (DXC) | 0.8 | $1.4M | 14k | 100.55 | |
| Microsoft Corporation (MSFT) | 0.8 | $1.4M | 15k | 91.29 | |
| Zayo Group Hldgs | 0.8 | $1.4M | 41k | 34.17 | |
| Zimmer Holdings (ZBH) | 0.8 | $1.4M | 13k | 109.03 | |
| Investors Ban | 0.8 | $1.4M | 99k | 13.64 | |
| Automatic Data Processing (ADP) | 0.8 | $1.3M | 12k | 113.44 | |
| Bank of America Corporation (BAC) | 0.8 | $1.3M | 44k | 29.99 | |
| Morgan Stanley (MS) | 0.8 | $1.3M | 24k | 53.94 | |
| Tiffany & Co. | 0.8 | $1.3M | 13k | 97.67 | |
| Facebook Inc cl a (META) | 0.8 | $1.3M | 8.1k | 159.77 | |
| Dowdupont | 0.8 | $1.3M | 20k | 63.72 | |
| Nike (NKE) | 0.7 | $1.3M | 19k | 66.43 | |
| Fortinet (FTNT) | 0.7 | $1.3M | 24k | 53.57 | |
| Comcast Corporation (CMCSA) | 0.7 | $1.3M | 37k | 34.16 | |
| Wendy's/arby's Group (WEN) | 0.7 | $1.2M | 69k | 17.55 | |
| Lowe's Companies (LOW) | 0.7 | $1.2M | 14k | 87.72 | |
| Armstrong World Industries (AWI) | 0.7 | $1.2M | 21k | 56.29 | |
| Trinity Industries (TRN) | 0.7 | $1.2M | 37k | 32.64 | |
| First Data | 0.7 | $1.2M | 75k | 16.00 | |
| Forest City Realty Trust Inc Class A | 0.7 | $1.2M | 58k | 20.26 | |
| Cheniere Energy (LNG) | 0.7 | $1.2M | 22k | 53.43 | |
| Bemis Company | 0.7 | $1.1M | 26k | 43.53 | |
| Xilinx | 0.7 | $1.1M | 16k | 72.23 | |
| General Electric Company | 0.7 | $1.1M | 82k | 13.48 | |
| Dell Technologies Inc Class V equity | 0.7 | $1.1M | 15k | 73.23 | |
| Fox News | 0.6 | $1.1M | 30k | 36.37 | |
| Commscope Hldg (COMM) | 0.6 | $1.1M | 27k | 39.96 | |
| Alliance Data Systems Corporation (BFH) | 0.6 | $1.0M | 4.8k | 212.83 | |
| Amc Networks Inc Cl A (AMCX) | 0.6 | $1.0M | 19k | 51.72 | |
| Hd Supply | 0.6 | $1.0M | 27k | 37.93 | |
| IAC/InterActive | 0.6 | $975k | 6.2k | 156.35 | |
| Brink's Company (BCO) | 0.6 | $975k | 14k | 71.34 | |
| Terex Corporation (TEX) | 0.6 | $963k | 26k | 37.41 | |
| Energen Corporation | 0.6 | $942k | 15k | 62.88 | |
| Vanguard FTSE All Wld Ex USSml Cap (VSS) | 0.6 | $937k | 7.9k | 119.30 | |
| Arconic | 0.6 | $937k | 41k | 23.04 | |
| Open Text Corp (OTEX) | 0.5 | $914k | 26k | 34.80 | |
| Hldgs (UAL) | 0.5 | $927k | 13k | 69.51 | |
| Vanguard Pacific ETF (VPL) | 0.5 | $925k | 13k | 72.97 | |
| Platform Specialty Prods Cor | 0.5 | $917k | 95k | 9.64 | |
| Peabody Energy (BTU) | 0.5 | $926k | 25k | 36.49 | |
| EQT Corporation (EQT) | 0.5 | $912k | 19k | 47.53 | |
| iShares Lehman Aggregate Bond (AGG) | 0.5 | $911k | 8.5k | 107.24 | |
| Vanguard Europe Pacific ETF (VEA) | 0.5 | $904k | 20k | 44.27 | |
| Vanguard European ETF (VGK) | 0.5 | $910k | 16k | 58.17 | |
| Vanguard Intermediate Tm Cpte Bd ETF (VCIT) | 0.5 | $909k | 11k | 84.83 | |
| Cars (CARS) | 0.5 | $908k | 32k | 28.34 | |
| Lions Gate Entmnt Corp cl a vtg (LGF.A) | 0.5 | $883k | 34k | 25.82 | |
| Hess (HES) | 0.5 | $867k | 17k | 50.63 | |
| Deckers Outdoor Corporation (DECK) | 0.5 | $862k | 9.6k | 90.02 | |
| Mednax (MD) | 0.5 | $862k | 16k | 55.63 | |
| Ishares Inc em mkt min vol (EEMV) | 0.5 | $852k | 14k | 62.37 | |
| Itron (ITRI) | 0.5 | $801k | 11k | 71.59 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.5 | $768k | 44k | 17.56 | |
| Chipotle Mexican Grill (CMG) | 0.5 | $769k | 2.4k | 322.97 | |
| Navistar International Corporation | 0.5 | $775k | 22k | 34.97 | |
| CVR Energy (CVI) | 0.4 | $750k | 25k | 30.23 | |
| NRG Energy (NRG) | 0.4 | $691k | 23k | 30.54 | |
| Advance Auto Parts (AAP) | 0.4 | $682k | 5.8k | 118.57 | |
| Medicines Company | 0.4 | $668k | 20k | 32.95 | |
| Vanguard Emerging Markets ETF (VWO) | 0.4 | $634k | 14k | 46.98 | |
| Aar (AIR) | 0.3 | $565k | 13k | 44.12 |
