Alphasimplex Group as of June 30, 2018
Portfolio Holdings for Alphasimplex Group
Alphasimplex Group holds 90 positions in its portfolio as reported in the June 2018 quarterly 13F filing
Company (Ticker) |
Portfolio Weight |
Valued At |
Change in Shares |
Share Count |
Share Price |
|---|---|---|---|---|---|
| iShares iBoxx $ High Yid Corp Bond (HYG) | 27.0 | $54M | 635k | 85.08 | |
| Spdr S&p 500 Etf (SPY) | 8.1 | $16M | 60k | 271.29 | |
| Procter & Gamble Company (PG) | 1.4 | $2.9M | 37k | 78.06 | |
| Forest City Realty Trust Inc Class A | 1.2 | $2.5M | 108k | 22.81 | |
| Constellation Brands (STZ) | 1.2 | $2.3M | 11k | 218.87 | |
| Vanguard Total Stock Market ETF (VTI) | 1.1 | $2.2M | 16k | 140.43 | |
| Howard Hughes | 1.1 | $2.2M | 17k | 132.52 | |
| Vanguard Mid-Cap ETF (VO) | 1.1 | $2.2M | 14k | 157.66 | |
| Mondelez Int (MDLZ) | 1.1 | $2.2M | 53k | 41.01 | |
| Citrix Systems | 1.1 | $2.1M | 21k | 104.83 | |
| SYSCO Corporation (SYY) | 1.1 | $2.1M | 31k | 68.29 | |
| Cbre Group Inc Cl A (CBRE) | 1.1 | $2.1M | 45k | 47.75 | |
| Baxter International (BAX) | 1.1 | $2.1M | 28k | 73.85 | |
| Vanguard Value ETF (VTV) | 1.0 | $2.1M | 20k | 103.81 | |
| Intercontinental Exchange (ICE) | 1.0 | $2.1M | 28k | 73.56 | |
| Cdk Global Inc equities | 1.0 | $2.1M | 32k | 65.04 | |
| United Technologies Corporation | 1.0 | $2.0M | 16k | 125.02 | |
| Investors Ban | 1.0 | $2.0M | 156k | 12.79 | |
| salesforce (CRM) | 0.9 | $1.9M | 14k | 136.38 | |
| Citigroup (C) | 0.9 | $1.9M | 28k | 66.90 | |
| Zayo Group Hldgs | 0.9 | $1.9M | 52k | 36.49 | |
| Bank of New York Mellon Corporation (BK) | 0.9 | $1.8M | 34k | 53.94 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.9 | $1.8M | 17k | 106.75 | |
| Worldpay Ord | 0.9 | $1.8M | 22k | 81.78 | |
| Automatic Data Processing (ADP) | 0.9 | $1.8M | 13k | 134.14 | |
| Zimmer Holdings (ZBH) | 0.9 | $1.8M | 16k | 111.44 | |
| Hd Supply | 0.9 | $1.8M | 41k | 42.88 | |
| Bemis Company | 0.9 | $1.7M | 41k | 42.21 | |
| BlackRock | 0.8 | $1.7M | 3.4k | 498.96 | |
| Wendy's/arby's Group (WEN) | 0.8 | $1.7M | 97k | 17.18 | |
| Microsoft Corporation (MSFT) | 0.8 | $1.7M | 17k | 98.59 | |
| Jack in the Box (JACK) | 0.8 | $1.7M | 20k | 85.11 | |
| Armstrong World Industries (AWI) | 0.8 | $1.7M | 26k | 63.18 | |
| Alphabet Inc Class A cs (GOOGL) | 0.8 | $1.7M | 1.5k | 1129.40 | |
| Alliance Data Systems Corporation (BFH) | 0.8 | $1.6M | 7.1k | 233.20 | |
| Bank of America Corporation (BAC) | 0.8 | $1.6M | 58k | 28.20 | |
| Dxc Technology (DXC) | 0.8 | $1.6M | 20k | 80.59 | |
| Fortinet (FTNT) | 0.8 | $1.6M | 26k | 62.42 | |
| Vanguard Charlotte Fds intl bd idx etf (BNDX) | 0.8 | $1.6M | 29k | 54.71 | |
| Open Text Corp (OTEX) | 0.8 | $1.6M | 45k | 35.20 | |
| Dowdupont | 0.8 | $1.6M | 24k | 65.92 | |
| Trinity Industries (TRN) | 0.8 | $1.5M | 45k | 34.25 | |
| Morgan Stanley (MS) | 0.8 | $1.5M | 32k | 47.41 | |
| SPDR Barclays Capital Intl Tresy Bd ETF (BWX) | 0.7 | $1.5M | 53k | 27.75 | |
| Facebook Inc cl a (META) | 0.7 | $1.4M | 7.4k | 194.35 | |
| Cheniere Energy (LNG) | 0.7 | $1.4M | 22k | 65.17 | |
| Macerich Company (MAC) | 0.7 | $1.4M | 25k | 56.82 | |
| Itron (ITRI) | 0.7 | $1.4M | 23k | 60.06 | |
| Dell Technologies Inc Class V equity | 0.7 | $1.4M | 16k | 84.56 | |
| Aar (AIR) | 0.7 | $1.4M | 29k | 46.50 | |
| Amc Networks Inc Cl A (AMCX) | 0.7 | $1.4M | 22k | 62.20 | |
| Lowe's Companies (LOW) | 0.7 | $1.3M | 14k | 95.54 | |
| First Data | 0.7 | $1.3M | 64k | 20.93 | |
| Xilinx | 0.7 | $1.3M | 20k | 65.26 | |
| Energen Corporation | 0.7 | $1.3M | 18k | 72.85 | |
| Servicenow (NOW) | 0.7 | $1.3M | 7.7k | 172.51 | |
| Terex Corporation (TEX) | 0.7 | $1.3M | 31k | 42.18 | |
| Peabody Energy (BTU) | 0.7 | $1.3M | 29k | 45.48 | |
| General Electric Company | 0.6 | $1.3M | 93k | 13.61 | |
| Cars (CARS) | 0.6 | $1.3M | 44k | 28.40 | |
| iShares Lehman Aggregate Bond (AGG) | 0.6 | $1.2M | 12k | 106.29 | |
| Tiffany & Co. | 0.6 | $1.2M | 9.0k | 131.56 | |
| Hess (HES) | 0.6 | $1.2M | 18k | 66.89 | |
| Hldgs (UAL) | 0.6 | $1.2M | 17k | 69.75 | |
| Lions Gate Entmnt Corp cl a vtg (LGF.A) | 0.6 | $1.2M | 47k | 24.83 | |
| Vanguard Intermediate Tm Cpte Bd ETF (VCIT) | 0.6 | $1.2M | 14k | 83.55 | |
| Bloomin Brands (BLMN) | 0.6 | $1.2M | 58k | 20.09 | |
| Platform Specialty Prods Cor | 0.6 | $1.1M | 98k | 11.60 | |
| Autodesk (ADSK) | 0.6 | $1.1M | 8.5k | 131.04 | |
| Netflix (NFLX) | 0.6 | $1.1M | 2.9k | 391.44 | |
| Vanguard Pacific ETF (VPL) | 0.6 | $1.1M | 16k | 70.01 | |
| Vanguard Europe Pacific ETF (VEA) | 0.6 | $1.1M | 26k | 42.91 | |
| Vanguard European ETF (VGK) | 0.6 | $1.1M | 20k | 56.13 | |
| IAC/InterActive | 0.5 | $1.1M | 7.1k | 152.44 | |
| Navistar International Corporation | 0.5 | $1.0M | 25k | 40.71 | |
| Mednax (MD) | 0.5 | $1.0M | 24k | 43.27 | |
| ON Semiconductor (ON) | 0.5 | $990k | 45k | 22.23 | |
| Commscope Hldg (COMM) | 0.5 | $983k | 34k | 29.20 | |
| Arconic | 0.5 | $956k | 56k | 17.00 | |
| Newell Rubbermaid (NWL) | 0.5 | $913k | 35k | 25.80 | |
| Vanguard FTSE All Wld Ex USSml Cap (VSS) | 0.5 | $910k | 7.9k | 115.35 | |
| Rayonier Advanced Matls (RYAM) | 0.5 | $917k | 54k | 17.08 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.5 | $899k | 52k | 17.26 | |
| Advance Auto Parts (AAP) | 0.5 | $896k | 6.6k | 135.70 | |
| CVR Energy (CVI) | 0.5 | $900k | 24k | 36.98 | |
| Chipotle Mexican Grill (CMG) | 0.4 | $804k | 1.9k | 431.33 | |
| Ishares Inc em mkt min vol (EEMV) | 0.4 | $790k | 14k | 57.83 | |
| Vanguard Emerging Markets ETF (VWO) | 0.3 | $569k | 14k | 42.17 | |
| Titan International (TWI) | 0.1 | $293k | 27k | 10.74 | |
| Loral Space & Communications | 0.1 | $215k | 5.7k | 37.58 |
