Alphasimplex Group

Alphasimplex Group as of June 30, 2019

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 211 positions in its portfolio as reported in the June 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf (HYG) 13.4 $43M 492k 87.18
Spdr S&p 500 Etf Tr Tr Unit (SPY) 5.6 $18M 61k 293.00
Citrix Systems 1.1 $3.6M 36k 98.14
Legacytexas Financial 1.1 $3.4M 84k 40.71
Allergan SHS 1.1 $3.4M 20k 167.43
Caesars Entertainment 1.1 $3.4M 288k 11.82
Total System Services 1.1 $3.4M 27k 128.27
Mondelez Intl Cl A (MDLZ) 1.1 $3.4M 63k 53.90
SYSCO Corporation (SYY) 1.0 $3.3M 47k 70.72
Chesapeake Lodging Tr Sh Ben Int 1.0 $3.3M 115k 28.42
Tableau Software Cl A 0.9 $2.8M 17k 166.02
Procter & Gamble Company (PG) 0.8 $2.7M 25k 109.65
Vanguard Scottsdale Fds Int-term Corp (VCIT) 0.8 $2.6M 28k 89.85
Ishares Tr Core Us Aggbd Et (AGG) 0.8 $2.5M 22k 111.35
HFF Cl A 0.7 $2.2M 48k 45.48
Vanguard Index Fds Total Stk Mkt (VTI) 0.7 $2.1M 14k 150.09
Vanguard Index Fds Value Etf (VTV) 0.7 $2.1M 19k 110.92
Vanguard Index Fds Mid Cap Etf (VO) 0.7 $2.1M 13k 167.16
Sempra Energy (SRE) 0.6 $2.1M 15k 137.44
Open Text Corp (OTEX) 0.6 $2.0M 48k 41.20
FirstEnergy (FE) 0.6 $2.0M 46k 42.81
Danaher Corporation (DHR) 0.6 $1.9M 13k 142.92
Automatic Data Processing (ADP) 0.6 $1.9M 12k 165.33
Baxter International (BAX) 0.6 $1.9M 23k 81.90
Wendy's/arby's Group (WEN) 0.6 $1.9M 96k 19.58
Starbucks Corporation (SBUX) 0.6 $1.8M 22k 83.83
Bright Horizons Fam Sol In D (BFAM) 0.6 $1.8M 12k 150.87
United Technologies Corporation 0.5 $1.7M 13k 130.20
Genpact SHS (G) 0.5 $1.7M 45k 38.09
PPG Industries (PPG) 0.5 $1.7M 15k 116.71
Zimmer Holdings (ZBH) 0.5 $1.7M 15k 117.74
Honeywell International (HON) 0.5 $1.7M 9.8k 174.59
Citigroup Com New (C) 0.5 $1.7M 24k 70.03
Hilton Worldwide Holdings (HLT) 0.5 $1.7M 17k 97.74
Torchmark Corporation 0.5 $1.7M 19k 89.46
Ishares Tr Jpmorgan Usd Emg (EMB) 0.5 $1.7M 15k 113.29
Amdocs SHS (DOX) 0.5 $1.7M 27k 62.09
Pfizer (PFE) 0.5 $1.7M 38k 43.32
Us Bancorp Del Com New (USB) 0.5 $1.6M 31k 52.40
Metropcs Communications (TMUS) 0.5 $1.6M 22k 74.14
Hd Supply 0.5 $1.6M 41k 40.28
Ecolab (ECL) 0.5 $1.6M 8.3k 197.44
Jack Henry & Associates (JKHY) 0.5 $1.6M 12k 133.92
Onespaworld Holdings Ltd onespaworld hold (OSW) 0.5 $1.6M 105k 15.50
Berry Plastics (BERY) 0.5 $1.6M 31k 52.59
Berkshire Hathaway Inc Del Cl A (BRK.A) 0.5 $1.6M 5.00 318350.00
Bank of New York Mellon Corporation (BK) 0.5 $1.6M 36k 44.15
Microsoft Corporation (MSFT) 0.5 $1.6M 12k 133.96
Hercules Technology Growth Capital (HTGC) 0.5 $1.5M 120k 12.82
Cbre Group Cl A (CBRE) 0.5 $1.5M 30k 51.30
Spdr Series Trust Blomberg Intl Tr (BWX) 0.5 $1.5M 53k 28.92
White Mountains Insurance Gp (WTM) 0.5 $1.5M 1.5k 1021.46
Investors Ban 0.5 $1.5M 133k 11.15
Vanguard Charlotte Fds Intl Bd Idx Etf (BNDX) 0.5 $1.5M 26k 57.30
Hershey Company (HSY) 0.5 $1.5M 11k 134.03
Lowe's Companies (LOW) 0.5 $1.5M 15k 100.91
Cheniere Energy Com New (LNG) 0.5 $1.5M 22k 68.45
Aptar (ATR) 0.5 $1.5M 12k 124.34
Allstate Corporation (ALL) 0.5 $1.5M 14k 101.69
Brown & Brown (BRO) 0.5 $1.5M 43k 33.50
WESCO International (WCC) 0.5 $1.5M 29k 50.65
Aon Shs Cl A 0.5 $1.5M 7.5k 192.98
Alphabet Cap Stk Cl A (GOOGL) 0.5 $1.4M 1.3k 1082.80
Markel Corporation (MKL) 0.5 $1.4M 1.3k 1089.60
Granite Pt Mtg Tr (GPMT) 0.5 $1.4M 75k 19.19
Sonoco Products Company (SON) 0.5 $1.4M 22k 65.34
Verisk Analytics (VRSK) 0.5 $1.4M 9.9k 146.46
American Financial (AFG) 0.4 $1.4M 14k 102.47
McDonald's Corporation (MCD) 0.4 $1.4M 6.9k 207.66
Air Products & Chemicals (APD) 0.4 $1.4M 6.4k 226.37
Yum! Brands (YUM) 0.4 $1.4M 13k 110.67
Johnson & Johnson (JNJ) 0.4 $1.4M 10k 139.28
Tcg Bdc (CGBD) 0.4 $1.4M 94k 15.24
AFLAC Incorporated (AFL) 0.4 $1.4M 26k 54.81
Loews Corporation (L) 0.4 $1.4M 26k 54.67
Main Street Capital Corporation (MAIN) 0.4 $1.4M 35k 41.12
Ares Capital Corporation (ARCC) 0.4 $1.4M 80k 17.94
Brookfield Infrast Partners Lp Int Unit (BIP) 0.4 $1.4M 33k 42.94
Republic Services (RSG) 0.4 $1.4M 17k 86.64
Cerner Corporation 0.4 $1.4M 20k 73.30
Brookfield Asset Mgmt Cl A Ltd Vt Sh 0.4 $1.4M 30k 47.78
Fidelity National Information Services (FIS) 0.4 $1.4M 12k 122.68
Nasdaq Omx (NDAQ) 0.4 $1.4M 15k 96.17
Marsh & McLennan Companies (MMC) 0.4 $1.4M 14k 99.75
Chubb (CB) 0.4 $1.4M 9.6k 147.29
Arthur J. Gallagher & Co. (AJG) 0.4 $1.4M 16k 87.59
eBay (EBAY) 0.4 $1.4M 36k 39.50
Tpg Re Finance Trust Inc reit (TRTX) 0.4 $1.4M 74k 19.29
Rudolph Technologies 0.4 $1.4M 51k 27.63
Tpg Specialty Lnding Inc equity 0.4 $1.4M 71k 19.60
Capstead Mtg Corp Com No Par 0.4 $1.4M 167k 8.35
SLM Corporation (SLM) 0.4 $1.4M 143k 9.72
Jack in the Box (JACK) 0.4 $1.4M 17k 81.39
Kkr Real Estate Finance Trust (KREF) 0.4 $1.4M 70k 19.92
Us Foods Hldg Corp call (USFD) 0.4 $1.4M 39k 35.76
Verra Mobility Corp verra mobility corp (VRRM) 0.4 $1.4M 105k 13.09
Apogee Enterprises (APOG) 0.4 $1.4M 32k 43.44
Apollo Invt Corp Com New (MFIC) 0.4 $1.4M 87k 15.80
Genesee & Wyo Cl A 0.4 $1.4M 14k 100.00
Dollar Tree (DLTR) 0.4 $1.3M 13k 107.39
Fortune Brands (FBIN) 0.4 $1.3M 23k 57.13
Madison Square Garden Cl A (MSGS) 0.4 $1.3M 4.6k 279.94
Paypal Holdings (PYPL) 0.4 $1.3M 11k 114.46
Advance Auto Parts (AAP) 0.4 $1.3M 8.2k 154.14
Capitol Federal Financial (CFFN) 0.4 $1.3M 92k 13.77
Chipotle Mexican Grill (CMG) 0.4 $1.2M 1.7k 732.88
New Mountain Finance Corp (NMFC) 0.4 $1.2M 86k 13.97
MGM Resorts International. (MGM) 0.4 $1.2M 42k 28.57
CVR Energy (CVI) 0.4 $1.2M 23k 49.99
Alliance Data Systems Corporation (BFH) 0.4 $1.1M 8.1k 140.13
Dxc Technology (DXC) 0.4 $1.1M 20k 55.15
Hess (HES) 0.3 $1.1M 18k 63.57
Adobe Systems Incorporated (ADBE) 0.3 $1.1M 3.8k 294.65
Diamondback Energy (FANG) 0.3 $1.1M 10k 108.97
Eagle Materials (EXP) 0.3 $1.1M 12k 92.70
Terex Corporation (TEX) 0.3 $1.1M 35k 31.40
Alexander's (ALX) 0.3 $1.1M 2.9k 370.30
Campbell Soup Company (CPB) 0.3 $1.1M 27k 40.07
IAC/InterActive 0.3 $1.1M 4.9k 217.53
Tiffany & Co. 0.3 $1.1M 11k 93.64
Vanguard Intl Equity Index F Ftse Smcap Etf (VSS) 0.3 $1.0M 10k 105.26
Vanguard Tax Managed Intl Ftse Dev Mkt Etf (VEA) 0.3 $1.0M 25k 41.71
Vanguard Intl Equity Index F Ftse Europe Etf (VGK) 0.3 $1.0M 19k 54.90
Centene Corporation (CNC) 0.3 $1.0M 20k 52.44
Golub Capital BDC (GBDC) 0.3 $1.0M 59k 17.80
Arconic 0.3 $1.0M 40k 25.82
Vanguard Intl Equity Index F Ftse Pacific Etf (VPL) 0.3 $1.0M 16k 66.08
Rent-A-Center (UPBD) 0.3 $1.0M 39k 26.63
TFS Financial Corporation (TFSL) 0.3 $1.0M 56k 18.07
Trinity Industries (TRN) 0.3 $1.0M 49k 20.75
Univar 0.3 $1.0M 46k 22.04
Magellan Health Com New 0.3 $1000k 14k 74.23
Symantec Corporation 0.3 $989k 45k 21.76
General Electric Company 0.3 $985k 94k 10.50
ON Semiconductor (ON) 0.3 $982k 49k 20.21
Ready Cap Corp Com reit (RC) 0.3 $965k 65k 14.90
Suburban Propane Partners L Unit Ltd Partn (SPH) 0.3 $962k 40k 24.29
Cars (CARS) 0.3 $961k 49k 19.72
Oritani Financial 0.3 $954k 54k 17.74
Devon Energy Corporation (DVN) 0.3 $944k 33k 28.52
Hain Celestial (HAIN) 0.3 $939k 43k 21.90
Ellington Financial Inc ellington financ (EFC) 0.3 $917k 51k 17.97
ConAgra Foods (CAG) 0.3 $900k 34k 26.52
Peabody Energy (BTU) 0.3 $888k 37k 24.10
Dupont De Nemours (DD) 0.3 $843k 11k 75.07
Blackrock Tcp Cap Corp (TCPC) 0.3 $822k 58k 14.25
Western Asset Mortgage cmn 0.2 $670k 67k 9.98
Columbia Finl (CLBK) 0.2 $666k 44k 15.10
New York Mtg Tr Com Par $.02 0.2 $644k 104k 6.20
Invesco Mortgage Capital 0.2 $641k 40k 16.12
Lions Gate Entmnt Corp Cl A Vtg (LGF.A) 0.2 $638k 52k 12.25
PennyMac Mortgage Investment Trust (PMT) 0.2 $625k 29k 21.83
Dominion Resources (D) 0.2 $617k 8.0k 77.32
Barings Bdc (BBDC) 0.2 $615k 63k 9.84
UGI Corporation (UGI) 0.2 $612k 12k 53.41
Armour Residential Reit Com New 0.2 $611k 33k 18.64
Entergy Corporation (ETR) 0.2 $610k 5.9k 102.93
Nextera Energy (NEE) 0.2 $609k 3.0k 204.86
Wec Energy Group (WEC) 0.2 $608k 7.3k 83.37
MFA Mortgage Investments 0.2 $605k 84k 7.18
Liberty Ppty Tr Sh Ben Int 0.2 $603k 12k 50.04
Camden Ppty Tr Sh Ben Int (CPT) 0.2 $603k 5.8k 104.39
Xcel Energy (XEL) 0.2 $603k 10k 59.49
Pepsi (PEP) 0.2 $602k 4.6k 131.13
Agnc Invt Corp Com reit (AGNC) 0.2 $601k 36k 16.82
Hawaiian Electric Industries (HE) 0.2 $599k 14k 43.55
Southern Company (SO) 0.2 $599k 11k 55.28
Pennantpark Floating Rate Capi (PFLT) 0.2 $599k 52k 11.56
Chimera Invt Corp Com New 0.2 $597k 32k 18.87
CMS Energy Corporation (CMS) 0.2 $597k 10k 57.91
Mid-America Apartment (MAA) 0.2 $595k 5.1k 117.76
Starwood Property Trust (STWD) 0.2 $595k 26k 22.72
Alliant Energy Corporation (LNT) 0.2 $595k 12k 49.08
Equity Comwlth Com Sh Ben Int (EQC) 0.2 $593k 18k 32.52
Portland Gen Elec Com New (POR) 0.2 $592k 11k 54.17
National Health Investors (NHI) 0.2 $592k 7.6k 78.03
Colgate-Palmolive Company (CL) 0.2 $590k 8.2k 71.67
Atmos Energy Corporation (ATO) 0.2 $589k 5.6k 105.56
Ameren Corporation (AEE) 0.2 $589k 7.8k 75.11
Two Hbrs Invt Corp Com New 0.2 $589k 47k 12.67
American Homes 4 Rent Cl A (AMH) 0.2 $588k 24k 24.31
Sun Communities (SUI) 0.2 $586k 4.6k 128.19
Consolidated Edison (ED) 0.2 $586k 6.7k 87.68
Oge Energy Corp (OGE) 0.2 $585k 14k 42.56
Highwoods Properties (HIW) 0.2 $585k 14k 41.30
Ag Mtg Invt Tr 0.2 $584k 37k 15.90
Apartment Invt & Mgmt Cl A 0.2 $583k 12k 50.12
DTE Energy Company (DTE) 0.2 $583k 4.6k 127.88
CenterPoint Energy (CNP) 0.2 $582k 20k 28.63
One Gas (OGS) 0.2 $582k 6.4k 90.30
Equity Lifestyle Properties (ELS) 0.2 $582k 4.8k 121.34
Wp Carey (WPC) 0.2 $581k 7.2k 81.18
Northwestern Corp Com New (NWE) 0.2 $580k 8.0k 72.15
Evergy (EVRG) 0.2 $579k 9.6k 60.15
Coca-Cola Company (KO) 0.2 $577k 11k 50.92
Loral Space & Communications 0.2 $577k 17k 34.51
Blackstone Mtg Tr Com Cl A (BXMT) 0.2 $577k 16k 35.58
American Water Works (AWK) 0.2 $576k 5.0k 116.00
Ida (IDA) 0.2 $575k 5.7k 100.43
Eversource Energy (ES) 0.2 $575k 7.6k 75.76
Annaly Capital Management 0.2 $571k 63k 9.13
Avangrid 0.2 $569k 11k 50.50
AvalonBay Communities (AVB) 0.2 $563k 2.8k 203.18
Pinnacle West Capital Corporation (PNW) 0.2 $560k 6.0k 94.09
Equity Residential Sh Ben Int (EQR) 0.2 $558k 7.3k 75.92
Udr (UDR) 0.2 $555k 12k 44.89
Public Service Enterprise (PEG) 0.2 $555k 9.4k 58.82
Duke Energy Corp Com New (DUK) 0.2 $550k 6.2k 88.24
Exelon Corporation (EXC) 0.2 $542k 11k 47.94
Douglas Emmett (DEI) 0.2 $539k 14k 39.84
Solar Cap (SLRC) 0.2 $514k 25k 20.53