Alphasimplex Group as of Sept. 30, 2019
Portfolio Holdings for Alphasimplex Group
Alphasimplex Group holds 205 positions in its portfolio as reported in the September 2019 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
iShares iBoxx $ High Yid Corp Bond (HYG) | 12.4 | $32M | 372k | 87.17 | |
Spdr S&p 500 Etf (SPY) | 8.9 | $23M | 79k | 296.77 | |
Allergan | 1.1 | $2.9M | 17k | 168.31 | |
Citrix Systems | 1.1 | $2.8M | 30k | 96.53 | |
SYSCO Corporation (SYY) | 1.1 | $2.8M | 36k | 79.41 | |
Legacytexas Financial | 1.1 | $2.8M | 65k | 43.52 | |
Mondelez Int (MDLZ) | 1.0 | $2.7M | 49k | 55.32 | |
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) | 1.0 | $2.6M | 28k | 91.23 | |
Genomic Health | 1.0 | $2.5M | 38k | 67.83 | |
iShares Lehman Aggregate Bond (AGG) | 1.0 | $2.5M | 22k | 113.18 | |
Milacron Holdings | 0.9 | $2.3M | 137k | 16.67 | |
Vanguard Total Stock Market ETF (VTI) | 0.8 | $2.2M | 14k | 150.99 | |
Vanguard Value ETF (VTV) | 0.8 | $2.1M | 19k | 111.61 | |
Vanguard Mid-Cap ETF (VO) | 0.8 | $2.1M | 13k | 167.58 | |
FirstEnergy (FE) | 0.7 | $1.9M | 39k | 48.22 | |
Procter & Gamble Company (PG) | 0.7 | $1.8M | 15k | 124.41 | |
Carrizo Oil & Gas | 0.7 | $1.8M | 207k | 8.58 | |
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.6 | $1.7M | 15k | 113.38 | |
Open Text Corp (OTEX) | 0.6 | $1.6M | 39k | 40.80 | |
Hd Supply | 0.6 | $1.6M | 41k | 39.17 | |
Rudolph Technologies | 0.6 | $1.5M | 59k | 26.37 | |
Automatic Data Processing (ADP) | 0.6 | $1.5M | 9.4k | 161.39 | |
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) | 0.6 | $1.5M | 53k | 28.70 | |
Vanguard Charlotte Fds intl bd idx etf (BNDX) | 0.6 | $1.5M | 26k | 58.83 | |
Danaher Corporation (DHR) | 0.6 | $1.5M | 10k | 144.44 | |
Starbucks Corporation (SBUX) | 0.6 | $1.5M | 17k | 88.44 | |
Metropcs Communications (TMUS) | 0.6 | $1.5M | 19k | 78.80 | |
Baxter International (BAX) | 0.6 | $1.4M | 16k | 87.49 | |
PPG Industries (PPG) | 0.6 | $1.4M | 12k | 118.49 | |
United Technologies Corporation | 0.5 | $1.4M | 10k | 136.49 | |
Bank of New York Mellon Corporation (BK) | 0.5 | $1.4M | 31k | 45.22 | |
AECOM Technology Corporation (ACM) | 0.5 | $1.4M | 37k | 37.56 | |
Citigroup (C) | 0.5 | $1.4M | 20k | 69.10 | |
Advance Auto Parts (AAP) | 0.5 | $1.4M | 8.2k | 165.39 | |
Wendy's/arby's Group (WEN) | 0.5 | $1.4M | 69k | 19.98 | |
Cbre Group Inc Cl A (CBRE) | 0.5 | $1.4M | 26k | 53.03 | |
Madison Square Garden Cl A (MSGS) | 0.5 | $1.4M | 5.2k | 263.55 | |
Globe Life (GL) | 0.5 | $1.4M | 14k | 95.75 | |
Hilton Worldwide Holdings (HLT) | 0.5 | $1.3M | 14k | 93.14 | |
Lowe's Companies (LOW) | 0.5 | $1.3M | 12k | 109.97 | |
Brookfield Infrastructure Part (BIP) | 0.5 | $1.3M | 26k | 49.61 | |
Jack in the Box (JACK) | 0.5 | $1.3M | 14k | 91.15 | |
eBay (EBAY) | 0.5 | $1.3M | 33k | 38.98 | |
Cheniere Energy (LNG) | 0.5 | $1.3M | 20k | 63.04 | |
Us Foods Hldg Corp call (USFD) | 0.5 | $1.3M | 31k | 41.10 | |
Tcg Bdc (CGBD) | 0.5 | $1.2M | 87k | 14.40 | |
WESCO International (WCC) | 0.5 | $1.2M | 26k | 47.76 | |
Investors Ban | 0.5 | $1.2M | 108k | 11.36 | |
Apple Hospitality Reit (APLE) | 0.5 | $1.2M | 74k | 16.58 | |
U.S. Bancorp (USB) | 0.5 | $1.2M | 22k | 55.33 | |
Brookfield Asset Management | 0.5 | $1.2M | 23k | 53.10 | |
American Financial (AFG) | 0.5 | $1.2M | 11k | 107.81 | |
Honeywell International (HON) | 0.5 | $1.2M | 7.1k | 169.20 | |
Occidental Petroleum Corporation (OXY) | 0.5 | $1.2M | 27k | 44.45 | |
Zimmer Holdings (ZBH) | 0.5 | $1.2M | 8.9k | 137.23 | |
Hanover Insurance (THG) | 0.5 | $1.2M | 8.9k | 135.59 | |
Alexander's (ALX) | 0.5 | $1.2M | 3.5k | 348.27 | |
Loews Corporation (L) | 0.5 | $1.2M | 23k | 51.49 | |
SLM Corporation (SLM) | 0.5 | $1.2M | 133k | 8.82 | |
Cerner Corporation | 0.5 | $1.2M | 17k | 68.19 | |
Allstate Corporation (ALL) | 0.5 | $1.2M | 11k | 108.64 | |
Markel Corporation (MKL) | 0.5 | $1.2M | 998.00 | 1182.36 | |
Suburban Propane Partners (SPH) | 0.5 | $1.2M | 50k | 23.63 | |
Jack Henry & Associates (JKHY) | 0.5 | $1.2M | 8.1k | 145.91 | |
New Residential Investment (RITM) | 0.5 | $1.2M | 75k | 15.67 | |
Chubb (CB) | 0.5 | $1.2M | 7.3k | 161.41 | |
Ellington Financial Inc ellington financ (EFC) | 0.5 | $1.2M | 65k | 18.07 | |
Travelers Companies (TRV) | 0.4 | $1.2M | 7.8k | 148.66 | |
Marsh & McLennan Companies (MMC) | 0.4 | $1.2M | 12k | 100.04 | |
Verisk Analytics (VRSK) | 0.4 | $1.2M | 7.3k | 158.13 | |
Amdocs Ltd ord (DOX) | 0.4 | $1.2M | 18k | 66.14 | |
Maximus (MMS) | 0.4 | $1.1M | 15k | 77.23 | |
Ares Capital Corporation (ARCC) | 0.4 | $1.1M | 62k | 18.64 | |
Hercules Technology Growth Capital (HTGC) | 0.4 | $1.2M | 87k | 13.37 | |
Capitol Federal Financial (CFFN) | 0.4 | $1.2M | 84k | 13.78 | |
Main Street Capital Corporation (MAIN) | 0.4 | $1.2M | 27k | 43.23 | |
New Mountain Finance Corp (NMFC) | 0.4 | $1.2M | 85k | 13.63 | |
Tpg Specialty Lnding Inc equity | 0.4 | $1.1M | 55k | 20.99 | |
Atlantica Yield (AY) | 0.4 | $1.2M | 48k | 24.09 | |
Granite Pt Mtg Tr (GPMT) | 0.4 | $1.1M | 61k | 18.73 | |
Tpg Re Finance Trust Inc reit (TRTX) | 0.4 | $1.2M | 58k | 19.84 | |
Arthur J. Gallagher & Co. (AJG) | 0.4 | $1.1M | 13k | 89.60 | |
McDonald's Corporation (MCD) | 0.4 | $1.1M | 5.3k | 214.68 | |
Johnson & Johnson (JNJ) | 0.4 | $1.1M | 8.7k | 129.44 | |
Brown & Brown (BRO) | 0.4 | $1.1M | 31k | 36.05 | |
Sonoco Products Company (SON) | 0.4 | $1.1M | 19k | 58.23 | |
AFLAC Incorporated (AFL) | 0.4 | $1.1M | 22k | 52.30 | |
White Mountains Insurance Gp (WTM) | 0.4 | $1.1M | 1.1k | 1079.55 | |
Bright Horizons Fam Sol In D (BFAM) | 0.4 | $1.1M | 7.4k | 152.47 | |
Coca Cola European Partners (CCEP) | 0.4 | $1.1M | 21k | 55.47 | |
Kkr Real Estate Finance Trust (KREF) | 0.4 | $1.1M | 58k | 19.53 | |
Apollo Investment Corp. (MFIC) | 0.4 | $1.1M | 70k | 16.09 | |
Onespaworld Holdings Ltd onespaworld hold (OSW) | 0.4 | $1.1M | 73k | 15.53 | |
Ecolab (ECL) | 0.4 | $1.1M | 5.6k | 197.96 | |
Republic Services (RSG) | 0.4 | $1.1M | 13k | 86.53 | |
Redwood Trust (RWT) | 0.4 | $1.1M | 67k | 16.42 | |
Campbell Soup Company (CPB) | 0.4 | $1.1M | 24k | 46.91 | |
Yum! Brands (YUM) | 0.4 | $1.1M | 9.8k | 113.48 | |
Aptar (ATR) | 0.4 | $1.1M | 9.3k | 118.41 | |
Fidelity National Information Services (FIS) | 0.4 | $1.1M | 8.2k | 132.71 | |
Paypal Holdings (PYPL) | 0.4 | $1.1M | 10k | 103.60 | |
Chipotle Mexican Grill (CMG) | 0.4 | $1.0M | 1.2k | 840.67 | |
Genpact (G) | 0.4 | $1.1M | 27k | 38.74 | |
Columbia Finl (CLBK) | 0.4 | $1.1M | 67k | 15.79 | |
Apogee Enterprises (APOG) | 0.4 | $1.0M | 26k | 39.00 | |
Vanguard Europe Pacific ETF (VEA) | 0.4 | $1.0M | 25k | 41.07 | |
Vanguard Pacific ETF (VPL) | 0.4 | $1.0M | 16k | 66.08 | |
Vanguard European ETF (VGK) | 0.4 | $1.0M | 19k | 53.63 | |
Vanguard FTSE All Wld Ex USSml Cap (VSS) | 0.4 | $1.0M | 10k | 101.99 | |
Blackrock Tcp Cap Corp (TCPC) | 0.4 | $1.0M | 75k | 13.55 | |
Rent-A-Center (UPBD) | 0.4 | $1.0M | 39k | 25.79 | |
Callaway Golf Company (MODG) | 0.4 | $993k | 51k | 19.42 | |
Trinity Industries (TRN) | 0.4 | $998k | 51k | 19.68 | |
MGM Resorts International. (MGM) | 0.4 | $1.0M | 36k | 27.73 | |
TFS Financial Corporation (TFSL) | 0.4 | $1.0M | 56k | 18.01 | |
Golub Capital BDC (GBDC) | 0.4 | $1.0M | 53k | 18.84 | |
United Financial Ban | 0.4 | $1.0M | 74k | 13.63 | |
IAC/InterActive | 0.4 | $969k | 4.4k | 218.00 | |
ConAgra Foods (CAG) | 0.4 | $970k | 32k | 30.68 | |
Arconic | 0.4 | $981k | 38k | 26.01 | |
Berkshire Hathaway (BRK.A) | 0.4 | $935k | 3.00 | 311666.67 | |
Oritani Financial | 0.4 | $952k | 54k | 17.70 | |
Magellan Health Services | 0.3 | $930k | 15k | 62.07 | |
salesforce (CRM) | 0.3 | $926k | 6.2k | 148.37 | |
CVR Energy (CVI) | 0.3 | $925k | 21k | 44.02 | |
Hess (HES) | 0.3 | $884k | 15k | 60.47 | |
Eagle Materials (EXP) | 0.3 | $895k | 9.9k | 89.97 | |
ON Semiconductor (ON) | 0.3 | $899k | 47k | 19.22 | |
Terex Corporation (TEX) | 0.3 | $897k | 35k | 25.96 | |
Symantec Corporation | 0.3 | $874k | 37k | 23.62 | |
Diamondback Energy (FANG) | 0.3 | $873k | 9.7k | 89.95 | |
Ready Cap Corp Com reit (RC) | 0.3 | $863k | 54k | 15.92 | |
Alliance Data Systems Corporation (BFH) | 0.3 | $831k | 6.5k | 128.14 | |
Hain Celestial (HAIN) | 0.3 | $833k | 39k | 21.48 | |
Devon Energy Corporation (DVN) | 0.3 | $797k | 33k | 24.07 | |
Peabody Energy (BTU) | 0.3 | $792k | 54k | 14.72 | |
General Electric Company | 0.3 | $744k | 83k | 8.94 | |
Lions Gate Entmnt Corp cl a vtg (LGF.A) | 0.2 | $592k | 64k | 9.26 | |
Exelon Corporation (EXC) | 0.2 | $513k | 11k | 48.31 | |
Solar Cap (SLRC) | 0.2 | $517k | 25k | 20.67 | |
Agnc Invt Corp Com reit (AGNC) | 0.2 | $512k | 32k | 16.08 | |
Invitation Homes (INVH) | 0.2 | $526k | 18k | 29.63 | |
Annaly Capital Management | 0.2 | $508k | 58k | 8.81 | |
Pepsi (PEP) | 0.2 | $503k | 3.7k | 137.13 | |
American Electric Power Company (AEP) | 0.2 | $489k | 5.2k | 93.62 | |
Southern Company (SO) | 0.2 | $504k | 8.2k | 61.77 | |
AvalonBay Communities (AVB) | 0.2 | $494k | 2.3k | 215.34 | |
Loral Space & Communications | 0.2 | $495k | 12k | 41.41 | |
CenterPoint Energy (CNP) | 0.2 | $504k | 17k | 30.17 | |
UGI Corporation (UGI) | 0.2 | $496k | 9.9k | 50.23 | |
NorthWestern Corporation (NWE) | 0.2 | $492k | 6.6k | 75.10 | |
Wp Carey (WPC) | 0.2 | $488k | 5.5k | 89.52 | |
Store Capital Corp reit | 0.2 | $510k | 14k | 37.43 | |
CMS Energy Corporation (CMS) | 0.2 | $460k | 7.2k | 63.93 | |
Starwood Property Trust (STWD) | 0.2 | $481k | 20k | 24.22 | |
Ameren Corporation (AEE) | 0.2 | $461k | 5.8k | 80.10 | |
Consolidated Edison (ED) | 0.2 | $475k | 5.0k | 94.51 | |
Dominion Resources (D) | 0.2 | $462k | 5.7k | 81.12 | |
Equity Residential (EQR) | 0.2 | $462k | 5.4k | 86.32 | |
Nextera Energy (NEE) | 0.2 | $471k | 2.0k | 232.82 | |
Public Service Enterprise (PEG) | 0.2 | $470k | 7.6k | 62.12 | |
Xcel Energy (XEL) | 0.2 | $463k | 7.1k | 64.96 | |
Highwoods Properties (HIW) | 0.2 | $476k | 11k | 44.94 | |
Entergy Corporation (ETR) | 0.2 | $474k | 4.0k | 117.47 | |
Alliant Energy Corporation (LNT) | 0.2 | $460k | 8.5k | 53.98 | |
Oge Energy Corp (OGE) | 0.2 | $466k | 10k | 45.40 | |
Ida (IDA) | 0.2 | $461k | 4.1k | 112.66 | |
National Health Investors (NHI) | 0.2 | $480k | 5.8k | 82.46 | |
Camden Property Trust (CPT) | 0.2 | $459k | 4.1k | 110.98 | |
Piedmont Office Realty Trust (PDM) | 0.2 | $481k | 23k | 20.86 | |
Terreno Realty Corporation (TRNO) | 0.2 | $461k | 9.0k | 51.04 | |
Duke Energy (DUK) | 0.2 | $468k | 4.9k | 95.78 | |
Blackstone Mtg Tr (BXMT) | 0.2 | $475k | 13k | 35.82 | |
One Gas (OGS) | 0.2 | $467k | 4.9k | 96.01 | |
Equity Commonwealth (EQC) | 0.2 | $470k | 14k | 34.26 | |
Eversource Energy (ES) | 0.2 | $479k | 5.6k | 85.38 | |
Chimera Investment Corp etf (CIM) | 0.2 | $467k | 24k | 19.57 | |
Easterly Government Properti reit (DEA) | 0.2 | $482k | 23k | 21.31 | |
Wec Energy Group (WEC) | 0.2 | $461k | 4.8k | 95.07 | |
Life Storage Inc reit | 0.2 | $485k | 4.6k | 105.37 | |
Two Hbrs Invt Corp Com New reit | 0.2 | $465k | 35k | 13.12 | |
Portland General Electric Company (POR) | 0.2 | $444k | 7.9k | 56.32 | |
Hawaiian Electric Industries (HE) | 0.2 | $452k | 9.9k | 45.58 | |
Mid-America Apartment (MAA) | 0.2 | $456k | 3.5k | 130.06 | |
Atmos Energy Corporation (ATO) | 0.2 | $455k | 4.0k | 113.89 | |
Douglas Emmett (DEI) | 0.2 | $448k | 11k | 42.80 | |
DTE Energy Company (DTE) | 0.2 | $450k | 3.4k | 132.86 | |
MFA Mortgage Investments | 0.2 | $447k | 61k | 7.37 | |
Allete (ALE) | 0.2 | $457k | 5.2k | 87.38 | |
Equity Lifestyle Properties (ELS) | 0.2 | $434k | 3.2k | 133.62 | |
American Water Works (AWK) | 0.2 | $444k | 3.6k | 124.27 | |
Pinnacle West Capital Corporation (PNW) | 0.2 | $453k | 4.7k | 97.11 | |
Udr (UDR) | 0.2 | $450k | 9.3k | 48.50 | |
Invesco Mortgage Capital | 0.2 | $440k | 29k | 15.32 | |
Sun Communities (SUI) | 0.2 | $448k | 3.0k | 148.39 | |
Ag Mtg Invt Tr | 0.2 | $445k | 29k | 15.15 | |
American Homes 4 Rent-a reit (AMH) | 0.2 | $455k | 18k | 25.91 | |
Gaming & Leisure Pptys (GLPI) | 0.2 | $454k | 12k | 38.27 | |
Armour Residential Reit Inc Re | 0.2 | $434k | 26k | 16.74 | |
Cars (CARS) | 0.2 | $438k | 49k | 8.99 | |
Evergy (EVRG) | 0.2 | $453k | 6.8k | 66.54 | |
Apartment Invt And Mgmt Co -a | 0.2 | $453k | 8.7k | 52.14 | |
Public Storage (PSA) | 0.2 | $427k | 1.7k | 245.26 | |
Liberty Property Trust | 0.2 | $431k | 8.4k | 51.37 | |
Barings Bdc (BBDC) | 0.1 | $377k | 37k | 10.14 |