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 |
