Alphasimplex Group

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 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 0.2 $467k 24k 19.57
Easterly Government Properti reit 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