Alphasimplex Group

Alphasimplex Group as of March 31, 2020

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 108 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 6.2 $4.1M 53k 77.07
Digital Realty Trust (DLR) 3.8 $2.5M 18k 138.89
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 3.2 $2.1M 24k 87.11
iShares Lehman Aggregate Bond (AGG) 3.1 $2.0M 18k 115.37
Tivo Corp 2.7 $1.8M 254k 7.08
Vanguard Total Stock Market ETF (VTI) 2.6 $1.7M 13k 128.89
Allergan 2.6 $1.7M 9.7k 177.08
Vanguard Mid-Cap ETF (VO) 2.6 $1.7M 13k 131.66
Vanguard Value ETF (VTV) 2.5 $1.7M 19k 89.06
TD Ameritrade Holding 2.5 $1.7M 48k 34.66
CenterState Banks 2.4 $1.6M 94k 17.23
Hexcel Corporation (HXL) 2.3 $1.5M 40k 37.18
Opus Bank 2.2 $1.5M 85k 17.33
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 1.9 $1.3M 46k 27.79
Vanguard Charlotte Fds intl bd idx etf (BNDX) 1.9 $1.3M 23k 56.27
IBERIABANK Corporation 1.8 $1.2M 33k 36.17
Vanguard Pacific ETF (VPL) 1.3 $859k 16k 55.16
Delphi Technologies 1.3 $854k 106k 8.05
Vanguard Europe Pacific ETF (VEA) 1.3 $839k 25k 33.36
Vanguard European ETF (VGK) 1.2 $824k 19k 43.28
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.2 $797k 8.2k 96.64
Citrix Systems 1.2 $788k 5.6k 141.60
Vanguard FTSE All Wld Ex USSml Cap (VSS) 1.2 $780k 10k 78.22
Cerner Corporation 1.2 $775k 12k 63.03
Danaher Corporation (DHR) 1.1 $706k 5.1k 138.43
Ishares Inc em mkt min vol (EEMV) 1.1 $705k 15k 46.93
Mondelez Int (MDLZ) 1.1 $704k 14k 50.06
Carolina Financial 1.0 $686k 27k 25.88
Tyler Technologies (TYL) 1.0 $645k 2.2k 296.69
Servicenow (NOW) 0.9 $612k 2.1k 286.65
eBay (EBAY) 0.9 $606k 20k 30.04
Chipotle Mexican Grill (CMG) 0.9 $596k 910.00 654.95
salesforce (CRM) 0.8 $548k 3.8k 143.87
Zendesk 0.8 $540k 8.4k 64.02
Baxter International (BAX) 0.8 $535k 6.6k 81.22
Open Text Corp (OTEX) 0.8 $528k 15k 34.93
Zimmer Holdings (ZBH) 0.8 $526k 5.2k 101.08
Campbell Soup Company (CPB) 0.8 $521k 11k 46.19
Nortonlifelock (GEN) 0.8 $516k 28k 18.70
Procter & Gamble Company (PG) 0.8 $503k 4.6k 109.95
Hilton Worldwide Holdings (HLT) 0.8 $497k 7.3k 68.19
AECOM Technology Corporation (ACM) 0.7 $486k 16k 29.84
Bank of New York Mellon Corporation (BK) 0.7 $482k 14k 33.68
Starbucks Corporation (SBUX) 0.7 $481k 7.3k 65.74
ConAgra Foods (CAG) 0.7 $479k 16k 29.31
Madison Square Garden Cl A (MSGS) 0.7 $471k 2.2k 211.50
Advance Auto Parts (AAP) 0.7 $471k 5.0k 93.29
Hain Celestial (HAIN) 0.7 $466k 18k 25.99
SYSCO Corporation (SYY) 0.7 $464k 10k 45.62
Ptc (PTC) 0.7 $464k 7.6k 61.27
Itt (ITT) 0.7 $445k 9.8k 45.36
Cheniere Energy (LNG) 0.7 $440k 13k 33.53
Hd Supply 0.7 $433k 15k 28.43
Vanguard Emerging Markets ETF (VWO) 0.7 $433k 13k 33.53
Fortinet (FTNT) 0.7 $430k 4.2k 101.20
Cornerstone Ondemand 0.6 $419k 13k 31.77
SLM Corporation (SLM) 0.6 $419k 58k 7.19
Lowe's Companies (LOW) 0.6 $416k 4.8k 86.15
Hp (HPQ) 0.6 $413k 24k 17.34
Adobe Systems Incorporated (ADBE) 0.6 $412k 1.3k 317.90
Magellan Health Services 0.6 $410k 8.5k 48.11
Trinity Industries (TRN) 0.6 $409k 26k 16.06
Loral Space & Communications 0.6 $403k 25k 16.24
United Technologies Corporation 0.6 $394k 4.2k 94.30
General Electric Company 0.6 $381k 48k 7.93
Cbre Group Inc Cl A (CBRE) 0.6 $373k 9.9k 37.68
Arconic 0.6 $371k 23k 16.05
Rent-A-Center (UPBD) 0.6 $367k 26k 14.14
Applied Materials (AMAT) 0.6 $367k 8.0k 45.79
Mgm Growth Properties 0.5 $362k 15k 23.70
Eagle Materials (EXP) 0.5 $360k 6.2k 58.36
Marathon Petroleum Corp (MPC) 0.5 $354k 15k 23.64
LKQ Corporation (LKQ) 0.5 $351k 17k 20.53
Masonite International 0.5 $345k 7.3k 47.51
Citigroup (C) 0.5 $338k 8.0k 42.14
Us Foods Hldg Corp call (USFD) 0.5 $311k 18k 17.73
Uber Technologies (UBER) 0.5 $301k 11k 27.97
WESCO International (WCC) 0.4 $292k 13k 22.85
Box Inc cl a (BOX) 0.4 $276k 20k 14.02
Medifast (MED) 0.4 $270k 4.3k 62.47
Callaway Golf Company (MODG) 0.4 $264k 26k 10.20
Wendy's/arby's Group (WEN) 0.4 $263k 18k 14.87
Diamondback Energy (FANG) 0.4 $261k 9.9k 26.24
CVR Energy (CVI) 0.4 $256k 16k 16.53
Bloomin Brands (BLMN) 0.4 $246k 34k 7.14
Apogee Enterprises (APOG) 0.4 $245k 12k 20.84
Jack in the Box (JACK) 0.4 $240k 6.9k 35.00
MGM Resorts International. (MGM) 0.4 $235k 20k 11.78
Lions Gate Entmnt Corp cl a vtg (LGF.A) 0.4 $234k 39k 6.07
Gaming & Leisure Pptys (GLPI) 0.3 $231k 8.3k 27.67
2u 0.3 $201k 9.5k 21.17
Annaly Capital Management 0.3 $184k 36k 5.07
Snap Inc cl a (SNAP) 0.2 $163k 14k 11.86
Apollo Commercial Real Est. Finance (ARI) 0.2 $156k 21k 7.43
Apple Hospitality Reit (APLE) 0.2 $144k 16k 9.18
Vertiv Holdings Llc vertiv holdings (VRT) 0.2 $141k 16k 8.66
Broadmark Rlty Cap 0.2 $137k 18k 7.50
Northwest Bancshares (NWBI) 0.2 $130k 11k 11.57
Capitol Federal Financial (CFFN) 0.2 $127k 11k 11.65
Vivint Smart Home Inc Com Cl A 0.2 $126k 10k 12.56
Armour Residential Reit Inc Re 0.2 $122k 14k 8.78
PennyMac Mortgage Investment Trust (PMT) 0.2 $115k 11k 10.60
Accel Entmt (ACEL) 0.2 $108k 14k 7.52
Chimera Investment Corp etf 0.2 $105k 12k 9.08
New Residential Investment (RITM) 0.2 $103k 21k 5.02
Two Hbrs Invt Corp Com New reit 0.1 $94k 25k 3.81
New York Mortgage Trust 0.1 $91k 59k 1.55
Invesco Mortgage Capital 0.1 $50k 15k 3.39