Alphasimplex Group

Alphasimplex Group as of Dec. 31, 2019

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 245 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 12.3 $33M 372k 87.94
Spdr S&p 500 Etf (SPY) 7.7 $20M 63k 321.86
iShares Lehman Aggregate Bond (AGG) 1.0 $2.7M 24k 112.35
Liberty Property Trust 1.0 $2.6M 44k 60.05
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 1.0 $2.6M 28k 91.34
Interxion Holding 1.0 $2.5M 30k 83.80
Allergan 0.9 $2.5M 13k 191.18
SYSCO Corporation (SYY) 0.9 $2.5M 29k 85.55
IBERIABANK Corporation 0.9 $2.5M 33k 74.83
Citrix Systems 0.9 $2.5M 22k 110.89
Mondelez Int (MDLZ) 0.9 $2.5M 45k 55.07
Vanguard Total Stock Market ETF (VTI) 0.9 $2.3M 14k 163.61
TD Ameritrade Holding 0.9 $2.3M 46k 49.69
Vanguard Value ETF (VTV) 0.9 $2.3M 19k 119.87
Vanguard Mid-Cap ETF (VO) 0.8 $2.2M 13k 178.16
Lyon William Homes cl a 0.8 $2.2M 111k 19.98
Tivo Corp 0.7 $1.8M 213k 8.48
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.6 $1.7M 15k 114.54
Procter & Gamble Company (PG) 0.6 $1.6M 13k 124.88
Hilton Worldwide Holdings (HLT) 0.6 $1.6M 14k 110.89
Danaher Corporation (DHR) 0.6 $1.6M 10k 153.47
Cbre Group Inc Cl A (CBRE) 0.6 $1.6M 26k 61.29
Hd Supply 0.6 $1.6M 39k 40.22
United Technologies Corporation 0.6 $1.5M 10k 149.80
Madison Square Garden Cl A (MSGS) 0.6 $1.5M 5.2k 294.12
Bank of New York Mellon Corporation (BK) 0.6 $1.5M 30k 50.33
Baxter International (BAX) 0.6 $1.5M 18k 83.60
Cerner Corporation 0.6 $1.5M 21k 73.41
Open Text Corp (OTEX) 0.6 $1.5M 34k 44.07
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.6 $1.5M 53k 28.81
Metropcs Communications (TMUS) 0.6 $1.5M 19k 78.42
Vanguard Charlotte Fds intl bd idx etf (BNDX) 0.6 $1.5M 26k 56.58
Starbucks Corporation (SBUX) 0.5 $1.4M 16k 87.90
Us Foods Hldg Corp call (USFD) 0.5 $1.4M 34k 41.89
AECOM Technology Corporation (ACM) 0.5 $1.4M 32k 43.15
Citigroup (C) 0.5 $1.4M 17k 79.87
Zimmer Holdings (ZBH) 0.5 $1.3M 8.9k 149.72
Johnson & Johnson (JNJ) 0.5 $1.3M 8.7k 145.86
Investors Ban 0.5 $1.3M 108k 11.91
Lowe's Companies (LOW) 0.5 $1.3M 11k 119.75
U.S. Bancorp (USB) 0.5 $1.2M 21k 59.29
Advance Auto Parts (AAP) 0.5 $1.2M 7.6k 160.14
Cheniere Energy (LNG) 0.5 $1.2M 20k 61.08
New Residential Investment (RITM) 0.5 $1.2M 75k 16.11
MGM Resorts International. (MGM) 0.5 $1.2M 36k 33.26
eBay (EBAY) 0.4 $1.2M 33k 36.12
WESCO International (WCC) 0.4 $1.2M 19k 59.39
Wendy's/arby's Group (WEN) 0.4 $1.2M 52k 22.22
Campbell Soup Company (CPB) 0.4 $1.1M 23k 49.44
SLM Corporation (SLM) 0.4 $1.1M 124k 8.91
IAC/InterActive 0.4 $1.1M 4.4k 249.04
Magellan Health Services 0.4 $1.1M 14k 78.26
Chipotle Mexican Grill (CMG) 0.4 $1.1M 1.3k 837.47
Vanguard Europe Pacific ETF (VEA) 0.4 $1.1M 25k 44.05
Vanguard European ETF (VGK) 0.4 $1.1M 19k 58.62
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.4 $1.1M 10k 111.11
Onespaworld Holdings Ltd onespaworld hold (OSW) 0.4 $1.1M 67k 16.84
Loews Corporation (L) 0.4 $1.1M 21k 52.47
Ecolab (ECL) 0.4 $1.1M 5.6k 192.95
Magellan Midstream Partners 0.4 $1.1M 17k 62.90
Capitol Federal Financial (CFFN) 0.4 $1.1M 79k 13.73
Vanguard Pacific ETF (VPL) 0.4 $1.1M 16k 69.61
Itt (ITT) 0.4 $1.1M 15k 73.89
Columbia Finl (CLBK) 0.4 $1.1M 64k 16.94
Brookfield Asset Management 0.4 $1.1M 18k 57.79
LKQ Corporation (LKQ) 0.4 $1.1M 30k 35.68
Travelers Companies (TRV) 0.4 $1.1M 7.8k 137.00
Allstate Corporation (ALL) 0.4 $1.1M 9.4k 112.45
White Mountains Insurance Gp (WTM) 0.4 $1.1M 956.00 1115.06
Verisk Analytics (VRSK) 0.4 $1.1M 7.1k 149.30
Amdocs Ltd ord (DOX) 0.4 $1.1M 15k 72.22
Apple Hospitality Reit (APLE) 0.4 $1.1M 66k 16.25
Armour Residential Reit Inc Re 0.4 $1.1M 59k 17.87
Chubb (CB) 0.4 $1.0M 6.7k 155.71
Mgm Growth Properties 0.4 $1.1M 34k 30.98
Atlantica Yield 0.4 $1.1M 40k 26.40
Arconic 0.4 $1.1M 35k 30.78
Harborone Bancorp (HONE) 0.4 $1.1M 96k 10.99
PennyMac Mortgage Investment Trust (PMT) 0.4 $1.0M 46k 22.30
Arthur J. Gallagher & Co. (AJG) 0.4 $1.0M 11k 95.23
McDonald's Corporation (MCD) 0.4 $1.0M 5.3k 197.57
Republic Services (RSG) 0.4 $1.0M 12k 89.67
Wal-Mart Stores (WMT) 0.4 $1.0M 8.8k 118.80
Sonoco Products Company (SON) 0.4 $1.0M 17k 61.73
AFLAC Incorporated (AFL) 0.4 $1.0M 20k 52.92
Redwood Trust (RWT) 0.4 $1.0M 62k 16.54
Jack in the Box (JACK) 0.4 $1.0M 13k 78.07
American Financial (AFG) 0.4 $1.0M 9.5k 109.68
Marsh & McLennan Companies (MMC) 0.4 $1.0M 9.4k 111.42
Aptar (ATR) 0.4 $1.0M 9.0k 115.60
Northwest Bancshares (NWBI) 0.4 $1.0M 62k 16.62
Jack Henry & Associates (JKHY) 0.4 $1.0M 7.1k 145.69
Carter Bank & Trust Martinsvil 0.4 $1.0M 43k 23.71
Graham Hldgs (GHC) 0.4 $1.0M 1.6k 639.26
Coca Cola European Partners (CCEP) 0.4 $1.0M 21k 50.89
Tpg Re Finance Trust Inc reit (TRTX) 0.4 $1.0M 51k 20.26
Ellington Financial Inc ellington financ (EFC) 0.4 $1.0M 57k 18.34
Brown & Brown (BRO) 0.4 $1.0M 26k 39.46
Callaway Golf Company (MODG) 0.4 $1.0M 48k 21.20
Berkshire Hathaway (BRK.A) 0.4 $1.0M 3.00 339666.67
Markel Corporation (MKL) 0.4 $1.0M 878.00 1143.51
salesforce (CRM) 0.4 $1.0M 6.2k 162.63
Capstead Mortgage Corporation 0.4 $999k 126k 7.92
TFS Financial Corporation (TFSL) 0.4 $1.0M 51k 19.68
Hanover Insurance (THG) 0.4 $1.0M 7.4k 136.67
Agnc Invt Corp Com reit (AGNC) 0.4 $1.0M 58k 17.68
Kkr Real Estate Finance Trust (KREF) 0.4 $1.0M 50k 20.42
Granite Pt Mtg Tr (GPMT) 0.4 $1.0M 56k 18.38
Two Hbrs Invt Corp Com New reit 0.4 $1.0M 70k 14.61
Repay Hldgs Corp (RPAY) 0.4 $1.0M 68k 14.66
Yum! Brands (YUM) 0.4 $984k 9.8k 100.69
Brookfield Infrastructure Part (BIP) 0.4 $992k 20k 49.98
W.R. Berkley Corporation (WRB) 0.4 $994k 14k 69.10
Rent-A-Center (UPBD) 0.4 $966k 34k 28.85
Western Asset Mortgage cmn 0.4 $949k 92k 10.33
Nortonlifelock (GEN) 0.4 $944k 37k 25.51
ConAgra Foods (CAG) 0.3 $936k 27k 34.22
Suburban Propane Partners (SPH) 0.3 $925k 42k 21.86
Fortinet (FTNT) 0.3 $926k 8.7k 106.71
New York Mortgage Trust 0.3 $936k 150k 6.23
Waste Management (WM) 0.3 $902k 7.9k 114.00
Trinity Industries (TRN) 0.3 $907k 41k 22.16
Apollo Commercial Real Est. Finance (ARI) 0.3 $907k 50k 18.30
Diamondback Energy (FANG) 0.3 $901k 9.7k 92.84
Godaddy Inc cl a (GDDY) 0.3 $907k 13k 67.88
Eagle Materials (EXP) 0.3 $866k 9.6k 90.62
Hess (HES) 0.3 $851k 13k 66.84
Apogee Enterprises (APOG) 0.3 $846k 26k 32.51
CVR Energy (CVI) 0.3 $850k 21k 40.45
Marathon Petroleum Corp (MPC) 0.3 $849k 14k 60.28
Bloomin Brands (BLMN) 0.3 $845k 38k 22.08
General Electric Company 0.3 $832k 75k 11.16
Devon Energy Corporation (DVN) 0.3 $807k 31k 25.98
ON Semiconductor (ON) 0.3 $794k 33k 24.39
Terex Corporation (TEX) 0.3 $801k 27k 29.76
Ag Mtg Invt Tr 0.3 $788k 51k 15.41
Alliance Data Systems Corporation (BFH) 0.3 $768k 6.8k 112.13
Carolina Financial 0.3 $751k 17k 43.21
Ready Cap Corp Com reit (RC) 0.3 $731k 47k 15.43
Occidental Petroleum Corporation (OXY) 0.3 $728k 18k 41.20
World Wrestling Entertainment 0.3 $728k 11k 64.83
Ishares Inc em mkt min vol (EEMV) 0.2 $655k 11k 58.64
Lions Gate Entmnt Corp cl a vtg (LGF.A) 0.2 $608k 57k 10.66
Medifast (MED) 0.2 $575k 5.2k 109.67
Vanguard Emerging Markets ETF (VWO) 0.2 $574k 13k 44.45
Waterstone Financial (WSBF) 0.2 $557k 29k 19.03
Westlake Chemical Partners master ltd part (WLKP) 0.2 $549k 21k 26.44
Hain Celestial (HAIN) 0.2 $533k 21k 25.96
CenterPoint Energy (CNP) 0.2 $503k 19k 27.25
Hawaiian Electric Industries (HE) 0.2 $465k 9.9k 46.89
Exelon Corporation (EXC) 0.2 $484k 11k 45.58
Alliant Energy Corporation (LNT) 0.2 $466k 8.5k 54.68
Invesco Mortgage Capital 0.2 $467k 28k 16.65
Knot Offshore Partners (KNOP) 0.2 $470k 24k 19.79
Gaming & Leisure Pptys (GLPI) 0.2 $467k 11k 43.09
One Gas (OGS) 0.2 $476k 5.1k 93.63
Eversource Energy (ES) 0.2 $477k 5.6k 85.03
Easterly Government Properti reit 0.2 $468k 20k 23.73
CMS Energy Corporation (CMS) 0.2 $452k 7.2k 62.82
Portland General Electric Company (POR) 0.2 $440k 7.9k 55.82
Ameren Corporation (AEE) 0.2 $442k 5.8k 76.80
Consolidated Edison (ED) 0.2 $455k 5.0k 90.53
Dominion Resources (D) 0.2 $441k 5.3k 82.74
FirstEnergy (FE) 0.2 $446k 9.2k 48.59
Nextera Energy (NEE) 0.2 $454k 1.9k 242.00
Pepsi (PEP) 0.2 $459k 3.4k 136.53
American Electric Power Company (AEP) 0.2 $458k 4.8k 94.59
Southern Company (SO) 0.2 $461k 7.2k 63.73
AvalonBay Communities (AVB) 0.2 $440k 2.1k 209.82
Public Service Enterprise (PEG) 0.2 $447k 7.6k 59.08
Xcel Energy (XEL) 0.2 $453k 7.1k 63.55
Entergy Corporation (ETR) 0.2 $451k 3.8k 119.91
Loral Space & Communications 0.2 $453k 14k 32.29
American Campus Communities 0.2 $450k 9.6k 47.08
Atmos Energy Corporation (ATO) 0.2 $447k 4.0k 111.89
Douglas Emmett (DEI) 0.2 $460k 11k 43.94
DTE Energy Company (DTE) 0.2 $440k 3.4k 129.91
Oge Energy Corp (OGE) 0.2 $456k 10k 44.43
UGI Corporation (UGI) 0.2 $446k 9.9k 45.17
EastGroup Properties (EGP) 0.2 $440k 3.3k 132.77
NorthWestern Corporation (NWE) 0.2 $438k 6.1k 71.62
National Health Investors (NHI) 0.2 $442k 5.4k 81.43
American Water Works (AWK) 0.2 $439k 3.6k 122.87
Regency Centers Corporation (REG) 0.2 $459k 7.3k 63.10
Camden Property Trust (CPT) 0.2 $439k 4.1k 106.14
Duke Energy (DUK) 0.2 $446k 4.9k 91.28
Blackstone Mtg Tr (BXMT) 0.2 $457k 12k 37.26
Equity Commonwealth (EQC) 0.2 $450k 14k 32.80
Wec Energy Group (WEC) 0.2 $447k 4.8k 92.18
Invitation Homes (INVH) 0.2 $441k 15k 29.95
Evergy (EVRG) 0.2 $443k 6.8k 65.07
Apartment Invt And Mgmt Co -a 0.2 $449k 8.7k 51.68
Mid-America Apartment (MAA) 0.2 $429k 3.3k 131.92
Equity Residential (EQR) 0.2 $433k 5.4k 80.90
First Industrial Realty Trust (FR) 0.2 $435k 11k 41.52
Gladstone Commercial Corporation (GOOD) 0.2 $425k 20k 21.84
Kilroy Realty Corporation (KRC) 0.2 $414k 4.9k 83.96
Ida (IDA) 0.2 $437k 4.1k 106.79
Allete (ALE) 0.2 $425k 5.2k 81.26
Equity Lifestyle Properties (ELS) 0.2 $424k 6.0k 70.41
Federal Realty Inv. Trust 0.2 $425k 3.3k 128.79
Pinnacle West Capital Corporation (PNW) 0.2 $420k 4.7k 90.03
Udr (UDR) 0.2 $433k 9.3k 46.67
Sun Communities (SUI) 0.2 $424k 2.8k 150.25
Terreno Realty Corporation (TRNO) 0.2 $423k 7.8k 54.12
Wp Carey (WPC) 0.2 $436k 5.5k 79.99
American Homes 4 Rent-a reit (AMH) 0.2 $427k 16k 26.21
Store Capital Corp reit 0.2 $415k 11k 37.25
Life Storage Inc reit 0.2 $434k 4.0k 108.28
MDU Resources (MDU) 0.1 $408k 14k 29.68
Avangrid 0.1 $411k 8.0k 51.20
Public Storage (PSA) 0.1 $371k 1.7k 213.10
Essex Property Trust (ESS) 0.1 $346k 1.2k 300.61
KLA-Tencor Corporation (KLAC) 0.1 $285k 1.6k 178.01
EXACT Sciences Corporation (EXAS) 0.1 $279k 3.0k 92.51
Paycom Software (PAYC) 0.1 $281k 1.1k 264.35
Peabody Energy (BTU) 0.1 $297k 33k 9.11
Universal Display Corporation (OLED) 0.1 $264k 1.3k 206.41
MarketAxess Holdings (MKTX) 0.1 $256k 676.00 378.70
O'reilly Automotive (ORLY) 0.1 $256k 585.00 437.61
Workday Inc cl a (WDAY) 0.1 $260k 1.6k 164.56
Ringcentral (RNG) 0.1 $258k 1.5k 168.63
Zendesk 0.1 $264k 3.4k 76.63
Ubiquiti (UI) 0.1 $257k 1.4k 189.11
Barrick Gold Corp (GOLD) 0.1 $234k 13k 18.62
AutoZone (AZO) 0.1 $251k 211.00 1189.57
VMware 0.1 $235k 1.6k 151.52
Servicenow (NOW) 0.1 $226k 801.00 282.15
Veeva Sys Inc cl a (VEEV) 0.1 $242k 1.7k 140.94
Twitter 0.1 $228k 7.1k 32.03
Keysight Technologies (KEYS) 0.1 $247k 2.4k 102.49
Ionis Pharmaceuticals (IONS) 0.1 $244k 4.0k 60.44
Square Inc cl a (XYZ) 0.1 $248k 4.0k 62.50
Atlassian Corp Plc cl a 0.1 $243k 2.0k 120.54
Okta Inc cl a (OKTA) 0.1 $252k 2.2k 115.54
Zebra Technologies (ZBRA) 0.1 $224k 876.00 255.71
Xilinx 0.1 $217k 2.2k 97.62
MercadoLibre (MELI) 0.1 $216k 378.00 571.43
Fair Isaac Corporation (FICO) 0.1 $224k 598.00 374.58
Lululemon Athletica (LULU) 0.1 $223k 964.00 231.33
Molina Healthcare (MOH) 0.1 $218k 1.6k 135.83
Agnico (AEM) 0.1 $219k 3.6k 61.66
Dex (DXCM) 0.1 $219k 999.00 219.22
Five Below (FIVE) 0.1 $222k 1.7k 127.59
Blackstone Group Inc Com Cl A (BX) 0.1 $214k 3.8k 55.87