Alphasimplex Group

Alphasimplex Group as of March 31, 2019

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 210 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 16.7 $50M 574k 86.47
SYSCO Corporation (SYY) 1.2 $3.6M 54k 66.76
Mondelez Int (MDLZ) 1.1 $3.4M 68k 49.92
Procter & Gamble Company (PG) 0.9 $2.7M 26k 104.05
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.8 $2.5M 28k 86.87
FirstEnergy (FE) 0.8 $2.4M 59k 41.61
iShares Lehman Aggregate Bond (AGG) 0.8 $2.4M 22k 109.07
Citrix Systems 0.8 $2.3M 23k 99.66
Sempra Energy (SRE) 0.7 $2.2M 18k 125.86
Open Text Corp (OTEX) 0.7 $2.1M 55k 38.43
Hd Supply 0.7 $2.1M 48k 43.35
Baxter International (BAX) 0.7 $2.1M 26k 81.31
Automatic Data Processing (ADP) 0.7 $2.1M 13k 159.74
Vanguard Mid-Cap ETF (VO) 0.7 $2.0M 13k 160.75
United Technologies Corporation 0.7 $2.0M 15k 128.89
Zimmer Holdings (ZBH) 0.6 $1.9M 15k 127.70
Danaher Corporation (DHR) 0.6 $1.9M 14k 132.02
Vanguard Total Stock Market ETF (VTI) 0.6 $1.9M 13k 144.71
Wendy's/arby's Group (WEN) 0.6 $1.9M 105k 17.89
Vanguard Value ETF (VTV) 0.6 $1.8M 17k 107.63
Investors Ban 0.6 $1.8M 154k 11.85
Bank of New York Mellon Corporation (BK) 0.6 $1.8M 36k 50.43
Starbucks Corporation (SBUX) 0.6 $1.8M 24k 74.34
Nasdaq Omx (NDAQ) 0.6 $1.8M 20k 87.49
Sonoco Products Company (SON) 0.6 $1.7M 28k 61.53
Verisk Analytics (VRSK) 0.6 $1.7M 13k 133.00
Fidelity National Information Services (FIS) 0.6 $1.7M 15k 113.10
Ecolab (ECL) 0.6 $1.7M 9.7k 176.54
McDonald's Corporation (MCD) 0.6 $1.7M 9.0k 189.90
Republic Services (RSG) 0.6 $1.7M 21k 80.38
Johnson & Johnson (JNJ) 0.6 $1.7M 12k 139.79
Pfizer (PFE) 0.6 $1.7M 40k 42.47
Brookfield Asset Management 0.6 $1.7M 37k 46.65
Brown & Brown (BRO) 0.6 $1.7M 58k 29.51
PPG Industries (PPG) 0.6 $1.7M 15k 112.87
Travelers Companies (TRV) 0.6 $1.7M 13k 137.16
Air Products & Chemicals (APD) 0.6 $1.7M 9.0k 190.96
Honeywell International (HON) 0.6 $1.7M 11k 158.92
Torchmark Corporation 0.6 $1.7M 21k 81.95
Capstead Mortgage Corporation 0.6 $1.7M 199k 8.59
Jack Henry & Associates (JKHY) 0.6 $1.7M 12k 138.74
Genpact (G) 0.6 $1.7M 49k 35.18
Aon 0.6 $1.7M 10k 170.70
Bright Horizons Fam Sol In D (BFAM) 0.6 $1.7M 14k 127.11
Chubb (CB) 0.6 $1.7M 12k 140.08
Loews Corporation (L) 0.6 $1.7M 36k 47.93
U.S. Bancorp (USB) 0.6 $1.7M 35k 48.19
AFLAC Incorporated (AFL) 0.6 $1.7M 34k 50.00
Yum! Brands (YUM) 0.6 $1.7M 17k 99.81
Allstate Corporation (ALL) 0.6 $1.7M 18k 94.18
Merck & Co (MRK) 0.6 $1.7M 20k 83.17
Lowe's Companies (LOW) 0.6 $1.7M 16k 109.47
Markel Corporation (MKL) 0.6 $1.7M 1.7k 996.24
Arch Capital Group (ACGL) 0.6 $1.7M 53k 32.32
Amdocs Ltd ord (DOX) 0.6 $1.7M 31k 54.11
Ares Capital Corporation (ARCC) 0.6 $1.7M 99k 17.14
Quest Diagnostics Incorporated (DGX) 0.6 $1.7M 19k 89.92
Genesee & Wyoming 0.6 $1.7M 19k 87.14
Citigroup (C) 0.6 $1.7M 27k 62.22
Willis Towers Watson (WTW) 0.6 $1.7M 9.6k 175.65
Granite Pt Mtg Tr (GPMT) 0.6 $1.7M 91k 18.57
Metropcs Communications (TMUS) 0.6 $1.7M 24k 69.10
Microsoft Corporation (MSFT) 0.6 $1.6M 14k 117.94
Hercules Technology Growth Capital (HTGC) 0.6 $1.6M 129k 12.66
Cbre Group Inc Cl A (CBRE) 0.6 $1.6M 33k 49.45
Alphabet Inc Class A cs (GOOGL) 0.6 $1.6M 1.4k 1176.89
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.5 $1.6M 15k 110.06
Hilton Worldwide Holdings (HLT) 0.5 $1.6M 19k 83.11
New Mountain Finance Corp (NMFC) 0.5 $1.6M 116k 13.57
Jack in the Box (JACK) 0.5 $1.5M 19k 81.06
Berkshire Hathaway (BRK.A) 0.5 $1.5M 5.00 301215.00
WESCO International (WCC) 0.5 $1.5M 29k 53.01
Cheniere Energy (LNG) 0.5 $1.5M 22k 68.36
Marsh & McLennan Companies (MMC) 0.5 $1.5M 16k 93.90
Aptar (ATR) 0.5 $1.5M 14k 106.39
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.5 $1.5M 53k 27.89
American Financial (AFG) 0.5 $1.5M 15k 96.21
White Mountains Insurance Gp (WTM) 0.5 $1.4M 1.6k 925.48
Paypal Holdings (PYPL) 0.5 $1.4M 14k 103.84
Madison Square Garden Cl A (MSGS) 0.5 $1.5M 5.0k 293.13
Dowdupont 0.5 $1.4M 27k 53.31
Arthur J. Gallagher & Co. (AJG) 0.5 $1.4M 18k 78.10
SLM Corporation (SLM) 0.5 $1.4M 143k 9.91
Campbell Soup Company (CPB) 0.5 $1.4M 37k 38.13
Alliance Data Systems Corporation (BFH) 0.5 $1.4M 8.1k 174.98
Main Street Capital Corporation (MAIN) 0.5 $1.4M 38k 37.20
Vanguard Charlotte Fds intl bd idx etf (BNDX) 0.5 $1.4M 26k 55.77
Apollo Investment Corp. (MFIC) 0.5 $1.4M 95k 15.14
Dollar Tree (DLTR) 0.5 $1.4M 13k 105.04
Advance Auto Parts (AAP) 0.5 $1.4M 8.2k 170.53
Capitol Federal Financial (CFFN) 0.5 $1.4M 105k 13.35
Us Foods Hldg Corp call (USFD) 0.5 $1.4M 40k 34.91
ConAgra Foods (CAG) 0.5 $1.4M 50k 27.74
Tpg Specialty Lnding Inc equity 0.5 $1.4M 69k 20.00
Trinity Industries (TRN) 0.5 $1.3M 61k 21.73
Mednax (MD) 0.5 $1.3M 49k 27.17
Dxc Technology (DXC) 0.5 $1.3M 21k 64.31
Kkr Real Estate Finance Trust (KREF) 0.4 $1.3M 65k 20.02
Tiffany & Co. 0.4 $1.3M 12k 105.55
salesforce (CRM) 0.4 $1.3M 8.1k 158.37
Tcg Bdc (CGBD) 0.4 $1.3M 88k 14.48
Hess (HES) 0.4 $1.3M 21k 60.23
Chipotle Mexican Grill (CMG) 0.4 $1.3M 1.8k 710.31
Xilinx 0.4 $1.2M 9.6k 126.79
Benchmark Electronics (BHE) 0.4 $1.2M 47k 26.25
Facebook Inc cl a (META) 0.4 $1.2M 7.2k 166.69
Servicenow (NOW) 0.4 $1.2M 4.9k 246.49
Blackrock Tcp Cap Corp (TCPC) 0.4 $1.2M 86k 14.18
Apogee Enterprises (APOG) 0.4 $1.2M 32k 37.49
Oritani Financial 0.4 $1.2M 71k 16.63
Autodesk (ADSK) 0.4 $1.2M 7.4k 155.82
Itron (ITRI) 0.4 $1.2M 25k 46.65
Alexander's (ALX) 0.4 $1.2M 3.1k 376.17
Golub Capital BDC (GBDC) 0.4 $1.1M 64k 17.88
General Electric Company 0.4 $1.1M 110k 9.99
CVR Energy (CVI) 0.4 $1.1M 26k 41.20
Terex Corporation (TEX) 0.4 $1.1M 35k 32.13
Zayo Group Hldgs 0.4 $1.1M 39k 28.42
Cars (CARS) 0.4 $1.1M 49k 22.80
ON Semiconductor (ON) 0.4 $1.1M 52k 20.57
MGM Resorts International. (MGM) 0.4 $1.1M 42k 25.66
Verra Mobility Corp verra mobility corp (VRRM) 0.4 $1.1M 89k 11.90
Element Solutions (ESI) 0.4 $1.1M 106k 10.10
IAC/InterActive 0.3 $1.0M 4.9k 210.11
Symantec Corporation 0.3 $1.0M 45k 22.99
Diamondback Energy (FANG) 0.3 $1.0M 10k 101.53
Peabody Energy (BTU) 0.3 $1.0M 37k 28.33
Zendesk 0.3 $1000k 12k 85.00
Arconic 0.3 $1.0M 53k 19.11
Hain Celestial (HAIN) 0.3 $992k 43k 23.12
Solar Cap (SLRC) 0.3 $936k 45k 20.84
Rent-A-Center (UPBD) 0.3 $930k 45k 20.87
Rayonier Advanced Matls (RYAM) 0.3 $918k 68k 13.56
Tivo Corp 0.3 $920k 99k 9.32
Magellan Health Services 0.3 $888k 14k 65.92
Vanguard Pacific ETF (VPL) 0.3 $817k 12k 65.86
Vanguard European ETF (VGK) 0.3 $817k 15k 53.61
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.3 $817k 7.8k 104.13
Vanguard Europe Pacific ETF (VEA) 0.3 $816k 20k 40.87
Lions Gate Entmnt Corp cl a vtg (LGF.A) 0.3 $814k 52k 15.64
Waitr Hldgs 0.3 $801k 65k 12.29
Loral Space & Communications 0.2 $721k 20k 36.05
PennyMac Mortgage Investment Trust (PMT) 0.2 $650k 31k 20.71
Coca-Cola Company (KO) 0.2 $652k 14k 46.86
Dominion Resources (D) 0.2 $647k 8.4k 76.66
Highwoods Properties (HIW) 0.2 $663k 14k 46.78
Ishares Inc em mkt min vol (EEMV) 0.2 $666k 11k 59.27
Armour Residential Reit Inc Re 0.2 $641k 33k 19.53
Avangrid 0.2 $643k 13k 50.35
Agnc Invt Corp Com reit (AGNC) 0.2 $643k 36k 18.00
Evergy (EVRG) 0.2 $644k 11k 58.05
Ready Cap Corp Com reit (RC) 0.2 $660k 45k 14.67
Annaly Capital Management 0.2 $625k 63k 9.99
CenterPoint Energy (CNP) 0.2 $624k 20k 30.70
UGI Corporation (UGI) 0.2 $635k 12k 55.42
National Health Investors (NHI) 0.2 $636k 8.1k 78.55
Invesco Mortgage Capital 0.2 $629k 40k 15.80
New York Mortgage Trust 0.2 $633k 104k 6.09
Ag Mtg Invt Tr 0.2 $618k 37k 16.84
Chimera Investment Corp etf 0.2 $629k 34k 18.74
Two Hbrs Invt Corp Com New reit 0.2 $629k 47k 13.53
Barings Bdc (BBDC) 0.2 $613k 63k 9.81
Vanguard Emerging Markets ETF (VWO) 0.2 $581k 14k 42.50
Pennantpark Floating Rate Capi (PFLT) 0.2 $601k 47k 12.81
Ellington Financial Inc ellington financ (EFC) 0.2 $521k 29k 17.90
Wp Carey (WPC) 0.2 $511k 6.5k 78.33
American Homes 4 Rent-a reit (AMH) 0.2 $510k 22k 22.72
Hawaiian Electric Industries (HE) 0.1 $401k 9.8k 40.77
Mid-America Apartment (MAA) 0.1 $405k 3.7k 109.33
Equity Residential (EQR) 0.1 $406k 5.4k 75.32
Nextera Energy (NEE) 0.1 $401k 2.1k 193.32
Pepsi (PEP) 0.1 $407k 3.3k 122.55
AvalonBay Communities (AVB) 0.1 $405k 2.0k 200.73
Entergy Corporation (ETR) 0.1 $401k 4.2k 95.63
Atmos Energy Corporation (ATO) 0.1 $402k 3.9k 102.93
Douglas Emmett (DEI) 0.1 $404k 10k 40.42
Equity Lifestyle Properties (ELS) 0.1 $402k 3.5k 114.30
Liberty Property Trust 0.1 $403k 8.3k 48.42
Udr (UDR) 0.1 $405k 8.9k 45.46
Camden Property Trust (CPT) 0.1 $407k 4.0k 101.50
Sun Communities (SUI) 0.1 $404k 3.4k 118.52
Equity Commonwealth (EQC) 0.1 $402k 12k 32.69
Apartment Invt And Mgmt Co -a 0.1 $413k 8.2k 50.29
CMS Energy Corporation (CMS) 0.1 $400k 7.2k 55.54
Portland General Electric Company (POR) 0.1 $400k 7.7k 51.84
Starwood Property Trust (STWD) 0.1 $397k 18k 22.35
Ameren Corporation (AEE) 0.1 $398k 5.4k 73.55
Consolidated Edison (ED) 0.1 $382k 4.5k 84.81
Colgate-Palmolive Company (CL) 0.1 $393k 5.7k 68.54
American Electric Power Company (AEP) 0.1 $394k 4.7k 83.75
Exelon Corporation (EXC) 0.1 $400k 8.0k 50.13
Southern Company (SO) 0.1 $399k 7.7k 51.68
Public Service Enterprise (PEG) 0.1 $401k 6.7k 59.41
Xcel Energy (XEL) 0.1 $396k 7.0k 56.21
DTE Energy Company (DTE) 0.1 $401k 3.2k 124.74
Alliant Energy Corporation (LNT) 0.1 $398k 8.4k 47.13
Oge Energy Corp (OGE) 0.1 $399k 9.3k 43.12
Ida (IDA) 0.1 $399k 4.0k 99.54
Aqua America 0.1 $393k 11k 36.44
Allete (ALE) 0.1 $400k 4.9k 82.23
NorthWestern Corporation (NWE) 0.1 $397k 5.6k 70.41
American Water Works (AWK) 0.1 $393k 3.8k 104.26
Pinnacle West Capital Corporation (PNW) 0.1 $398k 4.2k 95.58
Duke Energy (DUK) 0.1 $398k 4.4k 90.00
Blackstone Mtg Tr (BXMT) 0.1 $400k 12k 34.56
One Gas (OGS) 0.1 $398k 4.5k 89.03
Eversource Energy (ES) 0.1 $397k 5.6k 70.95
Wec Energy Group (WEC) 0.1 $399k 5.1k 79.08
Altus Midstream Co altus midstream co -a 0.1 $347k 59k 5.90
Vanguard Total Bond Market ETF (BND) 0.1 $305k 3.8k 81.20