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 (BLK) | 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 |
