Alphasimplex Group

Alphasimplex Group as of Sept. 30, 2018

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 84 positions in its portfolio as reported in the September 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 27.2 $55M 635k 86.44
Spdr S&p 500 Etf (SPY) 8.6 $17M 60k 290.73
Procter & Gamble Company (PG) 1.3 $2.7M 32k 83.23
iShares Lehman Aggregate Bond (AGG) 1.3 $2.6M 25k 105.51
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 1.3 $2.6M 31k 83.54
Citrix Systems 1.2 $2.5M 22k 111.17
Automatic Data Processing (ADP) 1.2 $2.4M 16k 150.65
Baxter International (BAX) 1.1 $2.3M 30k 77.09
Mondelez Int (MDLZ) 1.1 $2.2M 52k 42.97
United Technologies Corporation 1.1 $2.2M 16k 139.81
Intercontinental Exchange (ICE) 1.1 $2.2M 29k 74.89
Investors Ban 1.1 $2.2M 177k 12.27
Vanguard Total Stock Market ETF (VTI) 1.1 $2.1M 14k 149.64
Howard Hughes 1.0 $2.1M 17k 124.25
Vanguard Mid-Cap ETF (VO) 1.0 $2.1M 13k 164.15
SYSCO Corporation (SYY) 1.0 $2.0M 28k 73.26
salesforce (CRM) 1.0 $2.0M 13k 158.99
Cbre Group Inc Cl A (CBRE) 1.0 $2.0M 46k 44.10
Dxc Technology (DXC) 1.0 $2.0M 22k 93.50
Vanguard Value ETF (VTV) 1.0 $2.0M 18k 110.67
Citigroup (C) 1.0 $2.0M 27k 71.72
Microsoft Corporation (MSFT) 1.0 $1.9M 17k 114.40
Zimmer Holdings (ZBH) 1.0 $1.9M 15k 131.47
Worldpay Ord 0.9 $1.9M 19k 101.25
Bank of New York Mellon Corporation (BK) 0.9 $1.9M 36k 50.98
Armstrong World Industries (AWI) 0.9 $1.9M 27k 69.60
FleetCor Technologies 0.9 $1.9M 8.2k 227.88
Zayo Group Hldgs 0.9 $1.8M 53k 34.72
Hd Supply 0.9 $1.8M 42k 42.78
Lowe's Companies (LOW) 0.9 $1.8M 16k 114.80
Alphabet Inc Class A cs (GOOGL) 0.9 $1.7M 1.4k 1206.78
Bank of America Corporation (BAC) 0.8 $1.7M 58k 29.47
Open Text Corp (OTEX) 0.8 $1.7M 45k 38.04
Morgan Stanley (MS) 0.8 $1.7M 36k 46.56
Cheniere Energy (LNG) 0.8 $1.7M 24k 69.51
Metropcs Communications (TMUS) 0.8 $1.7M 24k 70.17
Trinity Industries (TRN) 0.8 $1.6M 44k 36.65
Dowdupont 0.8 $1.6M 25k 64.31
Xilinx 0.8 $1.6M 20k 80.18
Wendy's/arby's Group (WEN) 0.8 $1.6M 93k 17.14
Vanguard Charlotte Fds intl bd idx etf (BNDX) 0.8 $1.6M 29k 54.54
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.8 $1.6M 15k 107.78
Alliance Data Systems Corporation (BFH) 0.8 $1.5M 6.5k 236.14
Servicenow (NOW) 0.8 $1.5M 7.8k 195.68
Altaba 0.8 $1.5M 22k 68.10
Jack in the Box (JACK) 0.7 $1.5M 18k 83.82
Paypal Holdings (PYPL) 0.7 $1.5M 17k 87.84
Aar (AIR) 0.7 $1.4M 30k 47.87
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.7 $1.4M 53k 27.39
Amc Networks Inc Cl A (AMCX) 0.7 $1.4M 21k 66.32
Univar 0.7 $1.4M 46k 30.67
Autodesk (ADSK) 0.7 $1.4M 9.0k 156.12
WESCO International (WCC) 0.7 $1.4M 23k 61.44
Itron (ITRI) 0.7 $1.4M 21k 64.21
IAC/InterActive 0.7 $1.3M 6.2k 216.64
Hess (HES) 0.7 $1.3M 19k 71.56
Mednax (MD) 0.7 $1.3M 28k 46.67
MGM Resorts International. (MGM) 0.6 $1.3M 46k 27.91
Hldgs (UAL) 0.6 $1.3M 15k 89.05
Tiffany & Co. 0.6 $1.3M 9.9k 128.93
Platform Specialty Prods Cor 0.6 $1.3M 102k 12.47
First Data 0.6 $1.3M 52k 24.46
Peabody Energy (BTU) 0.6 $1.3M 36k 35.65
Terex Corporation (TEX) 0.6 $1.3M 31k 39.92
Cars (CARS) 0.6 $1.3M 46k 27.61
Netflix (NFLX) 0.6 $1.2M 3.3k 374.20
General Electric Company 0.6 $1.2M 103k 11.29
Lions Gate Entmnt Corp cl a vtg (LGF.A) 0.6 $1.2M 48k 24.39
Advance Auto Parts (AAP) 0.6 $1.2M 6.9k 168.36
CVR Energy (CVI) 0.6 $1.2M 29k 40.23
Facebook Inc cl a (META) 0.6 $1.1M 7.0k 164.51
ON Semiconductor (ON) 0.6 $1.1M 61k 18.43
Vanguard Pacific ETF (VPL) 0.6 $1.1M 16k 71.09
Vanguard Europe Pacific ETF (VEA) 0.6 $1.1M 26k 43.26
Commscope Hldg (COMM) 0.6 $1.1M 36k 30.77
Vanguard European ETF (VGK) 0.5 $1.1M 20k 56.24
Arconic 0.5 $1.1M 49k 22.02
Astec Industries (ASTE) 0.5 $923k 18k 50.44
Imax Corp Cad (IMAX) 0.5 $922k 36k 25.80
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.4 $881k 7.9k 112.17
Rayonier Advanced Matls (RYAM) 0.4 $883k 48k 18.42
Newell Rubbermaid (NWL) 0.4 $765k 38k 20.30
Chipotle Mexican Grill (CMG) 0.4 $755k 1.7k 454.27
Loral Space & Communications 0.2 $509k 11k 45.38