Alphasimplex Group

Alphasimplex Group as of June 30, 2020

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 253 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf (HYG) 3.6 $4.8M 59k 81.61
Danaher Corporation (DHR) 1.3 $1.7M 9.5k 176.78
At&t (T) 1.2 $1.6M 54k 30.23
Procter & Gamble Company (PG) 1.2 $1.6M 13k 119.60
TD Ameritrade Holding 1.2 $1.6M 43k 36.39
Open Text Corp (OTEX) 1.1 $1.5M 35k 42.49
Ishares Tr Core Us Aggbd Et (AGG) 1.1 $1.5M 13k 118.22
Cerner Corporation 1.1 $1.4M 21k 68.56
Baxter International (BAX) 0.9 $1.2M 14k 86.10
Allstate Corporation (ALL) 0.9 $1.2M 12k 96.95
Marsh & McLennan Companies (MMC) 0.9 $1.2M 11k 107.40
Vanguard Index Fds Total Stk Mkt (VTI) 0.9 $1.1M 7.3k 156.59
Vanguard Index Fds Value Etf (VTV) 0.8 $1.1M 11k 99.55
eBay (EBAY) 0.8 $1.1M 20k 52.44
Amazon (AMZN) 0.8 $1.0M 378.00 2759.26
Booz Allen Hamilton Hldg Cor Cl A (BAH) 0.7 $987k 13k 77.82
Vanguard Index Fds Mid Cap Etf (VO) 0.7 $974k 5.9k 163.95
IBERIABANK Corporation 0.7 $956k 21k 45.55
Chipotle Mexican Grill (CMG) 0.7 $950k 903.00 1052.05
Mondelez Intl Cl A (MDLZ) 0.7 $940k 18k 51.12
Agilent Technologies Inc C ommon (A) 0.7 $917k 10k 88.36
Altice Usa Cl A (ATUS) 0.7 $917k 41k 22.55
Accenture Plc Ireland Shs Class A (ACN) 0.7 $893k 4.2k 214.77
Nortonlifelock (GEN) 0.7 $867k 44k 19.83
Tyler Technologies (TYL) 0.6 $848k 2.4k 346.97
Old Dominion Freight Line (ODFL) 0.6 $829k 4.9k 169.56
Seagate Technology SHS 0.6 $804k 17k 48.42
Coca-Cola Company (KO) 0.6 $779k 17k 44.66
Vanguard Intl Equity Index F Ftse Europe Etf (VGK) 0.6 $766k 15k 50.34
Vanguard Intl Equity Index F Ftse Pacific Etf (VPL) 0.6 $764k 12k 63.67
Bank of New York Mellon Corporation (BK) 0.6 $764k 20k 38.65
Vanguard Tax-managed Fds Ftse Dev Mkt Etf (VEA) 0.6 $763k 20k 38.78
Starbucks Corporation (SBUX) 0.6 $756k 10k 73.60
Vanguard Scottsdale Fds Int-term Corp (VCIT) 0.6 $755k 7.9k 95.09
Hain Celestial (HAIN) 0.6 $743k 24k 31.52
Spdr Ser Tr Blomberg Intl Tr (BWX) 0.6 $740k 26k 28.92
Vanguard Charlotte Fds Intl Bd Idx Etf (BNDX) 0.5 $728k 13k 57.75
Hilton Worldwide Holdings (HLT) 0.5 $727k 9.9k 73.49
CommVault Systems (CVLT) 0.5 $717k 19k 38.69
ConAgra Foods (CAG) 0.5 $711k 20k 35.19
Ptc (PTC) 0.5 $708k 9.1k 77.76
Zendesk 0.5 $695k 7.9k 88.49
Advance Auto Parts (AAP) 0.5 $692k 4.9k 142.53
National Fuel Gas (NFG) 0.5 $682k 16k 41.91
Quest Diagnostics Incorporated (DGX) 0.5 $682k 6.0k 113.99
Servicenow (NOW) 0.5 $676k 1.7k 405.28
Kearny Finl Corp Md (KRNY) 0.5 $672k 82k 8.19
Ecolab (ECL) 0.5 $670k 3.4k 198.99
Columbia Finl (CLBK) 0.5 $667k 48k 13.95
Northwest Bancshares (NWBI) 0.5 $665k 65k 10.23
Ritchie Bros. Auctioneers Inco 0.5 $664k 16k 40.82
Lowe's Companies (LOW) 0.5 $663k 4.9k 135.06
McDonald's Corporation (MCD) 0.5 $663k 3.6k 184.58
Axis Capital Holdings SHS (AXS) 0.5 $660k 16k 40.57
Ihs Markit SHS 0.5 $658k 8.7k 75.47
Trinity Industries (TRN) 0.5 $658k 31k 21.28
Hp (HPQ) 0.5 $656k 38k 17.42
Alexander's (ALX) 0.5 $653k 2.7k 240.78
Toro Company (TTC) 0.5 $650k 9.8k 66.31
salesforce (CRM) 0.5 $646k 3.4k 187.41
Medtronic SHS (MDT) 0.5 $645k 7.0k 91.70
NewMarket Corporation (NEU) 0.5 $645k 1.6k 400.37
Silgan Holdings (SLGN) 0.5 $643k 20k 32.39
Aon Shs Cl A (AON) 0.5 $642k 3.3k 192.50
Jack Henry & Associates (JKHY) 0.5 $641k 3.5k 184.14
Check Point Software Tech Lt Ord (CHKP) 0.5 $640k 6.0k 107.45
Verizon Communications (VZ) 0.5 $639k 12k 55.09
Pepsi (PEP) 0.5 $639k 4.8k 132.19
Black Knight 0.5 $639k 8.8k 72.60
MarketAxess Holdings (MKTX) 0.5 $638k 1.3k 501.18
Hd Supply 0.5 $638k 18k 34.66
White Mountains Insurance Gp (WTM) 0.5 $637k 717.00 888.42
Pfizer (PFE) 0.5 $635k 19k 32.68
Archer Daniels Midland Company (ADM) 0.5 $635k 16k 39.91
Oracle Corporation (ORCL) 0.5 $635k 12k 55.26
Amdocs SHS (DOX) 0.5 $634k 10k 60.89
Lockheed Martin Corporation (LMT) 0.5 $634k 1.7k 364.79
Intercontinental Exchange (ICE) 0.5 $632k 6.9k 91.65
Radware Ord (RDWR) 0.5 $631k 27k 23.60
Maximus (MMS) 0.5 $629k 8.9k 70.44
Yum! Brands (YUM) 0.5 $628k 7.2k 86.90
Fortinet (FTNT) 0.5 $626k 4.6k 137.31
Hostess Brands Cl A 0.5 $625k 51k 12.22
Coca Cola European Partners SHS (CCEP) 0.5 $625k 17k 37.74
Raytheon Technologies Corp (RTX) 0.5 $620k 10k 61.63
Godaddy Cl A (GDDY) 0.5 $616k 8.4k 73.37
Cbre Group Cl A (CBRE) 0.5 $611k 14k 45.23
C H Robinson Worldwide Com New (CHRW) 0.4 $578k 7.3k 79.03
Adobe Systems Incorporated (ADBE) 0.4 $573k 1.3k 435.08
Rent-A-Center (UPBD) 0.4 $572k 21k 27.82
Cdw (CDW) 0.4 $567k 4.9k 116.24
W.W. Grainger (GWW) 0.4 $567k 1.8k 314.13
V.F. Corporation (VFC) 0.4 $564k 9.3k 60.89
Citrix Systems 0.4 $564k 3.8k 148.03
General Electric Company 0.4 $560k 82k 6.83
Aptar (ATR) 0.4 $559k 5.0k 112.05
Paychex (PAYX) 0.4 $558k 7.4k 75.69
Allegion Ord Shs (ALLE) 0.4 $557k 5.5k 102.15
Broadmark Rlty Cap 0.4 $554k 59k 9.47
Tootsie Roll Industries (TR) 0.4 $551k 16k 34.29
Houlihan Lokey Cl A (HLI) 0.4 $551k 9.9k 55.61
Verisk Analytics (VRSK) 0.4 $550k 3.2k 170.33
SEI Investments Company (SEIC) 0.4 $550k 10k 54.97
Emerson Electric (EMR) 0.4 $548k 8.8k 61.99
Firstcash 0.4 $548k 8.1k 67.52
Expeditors International of Washington (EXPD) 0.4 $547k 7.2k 76.00
Exponent (EXPO) 0.4 $547k 6.8k 80.89
Apple (AAPL) 0.4 $546k 1.5k 364.97
Enviva Partners Com Unit 0.4 $543k 15k 36.02
Ishares Tr Jpmorgan Usd Emg (EMB) 0.4 $542k 5.0k 109.32
Lincoln Electric Holdings (LECO) 0.4 $540k 6.4k 84.28
Murphy Usa (MUSA) 0.4 $538k 4.8k 112.55
Dollar General (DG) 0.4 $536k 2.8k 190.41
Berkshire Hathaway Inc Del Cl A (BRK.A) 0.4 $535k 2.00 267500.00
Centene Corporation (CNC) 0.4 $535k 8.4k 63.49
Progressive Corporation (PGR) 0.4 $533k 6.7k 80.09
Nasdaq Omx (NDAQ) 0.4 $533k 4.5k 119.48
Hormel Foods Corporation (HRL) 0.4 $532k 11k 48.23
Suburban Propane Partners L Unit Ltd Partn (SPH) 0.4 $532k 37k 14.30
Steris Shs Usd (STE) 0.4 $531k 3.5k 153.42
CSX Corporation (CSX) 0.4 $531k 7.6k 69.69
Best Buy (BBY) 0.4 $530k 6.1k 87.31
Donaldson Company (DCI) 0.4 $529k 11k 46.55
Broadridge Financial Solutions (BR) 0.4 $529k 4.2k 126.19
Merck & Co (MRK) 0.4 $526k 6.8k 77.36
Union Pacific Corporation (UNP) 0.4 $525k 3.1k 168.97
Costco Wholesale Corporation (COST) 0.4 $525k 1.7k 303.47
Erie Indty Cl A (ERIE) 0.4 $525k 2.7k 191.96
Kellogg Company (K) 0.4 $525k 8.0k 66.04
Cintas Corporation (CTAS) 0.4 $524k 2.0k 266.53
Packaging Corporation of America (PKG) 0.4 $524k 5.3k 99.79
Avery Dennison Corporation (AVY) 0.4 $523k 4.6k 114.19
Tractor Supply Company (TSCO) 0.4 $522k 4.0k 131.69
Generac Holdings (GNRC) 0.4 $522k 4.3k 122.02
Amphenol Corp Cl A (APH) 0.4 $521k 5.4k 95.84
Johnson & Johnson (JNJ) 0.4 $519k 3.7k 140.69
Lauder Estee Cos Cl A (EL) 0.4 $517k 2.7k 188.75
Eagle Materials (EXP) 0.4 $516k 7.3k 70.28
Wal-Mart Stores (WMT) 0.4 $514k 4.3k 119.87
Morningstar (MORN) 0.4 $504k 3.6k 140.90
Landstar System (LSTR) 0.4 $493k 4.4k 112.22
Equity Comwlth Com Sh Ben Int (EQC) 0.4 $478k 15k 32.22
Merit Medical Systems (MMSI) 0.4 $473k 10k 45.66
Premier Cl A (PINC) 0.3 $455k 13k 34.26
Rollins (ROL) 0.3 $451k 11k 42.38
Medifast (MED) 0.3 $439k 3.2k 138.66
Green Dot Corp Cl A (GDOT) 0.3 $393k 8.0k 49.09
Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) 0.3 $389k 9.8k 39.62
Cornerstone Ondemand 0.3 $381k 9.9k 38.54
Ishares Min Vol Emrg Mkt (EEMV) 0.3 $362k 7.0k 51.97
Herbalife Nutrition Com Shs (HLF) 0.3 $354k 7.9k 45.01
AECOM Technology Corporation (ACM) 0.3 $349k 9.3k 37.56
Box Cl A (BOX) 0.3 $348k 17k 20.77
2u 0.3 $344k 9.1k 37.99
Masonite International 0.3 $342k 4.4k 77.67
Magellan Health Com New 0.2 $330k 4.5k 72.90
Applied Materials (AMAT) 0.2 $323k 5.3k 60.54
Vanguard Intl Equity Index F Ftse Smcap Etf (VSS) 0.2 $320k 3.3k 96.62
Nielsen Hldgs Shs Eur 0.2 $316k 21k 14.86
Citigroup Com New (C) 0.2 $314k 6.2k 51.04
SYSCO Corporation (SYY) 0.2 $310k 5.7k 54.63
LKQ Corporation (LKQ) 0.2 $306k 12k 26.19
Docusign (DOCU) 0.2 $293k 1.7k 172.15
Lions Gate Entmnt Corp Cl A Vtg (LGF.A) 0.2 $286k 39k 7.42
New Relic 0.2 $286k 4.2k 68.87
Lam Research Corporation 0.2 $286k 884.00 323.53
Loral Space & Communications 0.2 $286k 15k 19.50
Hillenbrand (HI) 0.2 $281k 10k 27.11
Lululemon Athletica (LULU) 0.2 $274k 878.00 312.07
Paycom Software (PAYC) 0.2 $274k 885.00 309.60
Twitter 0.2 $274k 9.2k 29.74
Mgm Growth Pptys Cl A Com 0.2 $272k 10k 27.23
Teradyne (TER) 0.2 $270k 3.2k 84.67
CoStar (CSGP) 0.2 $267k 375.00 712.00
Copart (CPRT) 0.2 $266k 3.2k 83.36
NVR (NVR) 0.2 $264k 81.00 3259.26
Insulet Corporation (PODD) 0.2 $262k 1.4k 194.07
Advanced Micro Devices (AMD) 0.2 $261k 5.0k 52.71
Kla Corp Com New (KLAC) 0.2 $259k 1.3k 194.74
Dex (DXCM) 0.2 $256k 631.00 405.71
Blackstone Group Com Cl A (BX) 0.2 $255k 4.5k 56.63
Atlassian Corp Cl A 0.2 $254k 1.4k 180.27
Regeneron Pharmaceuticals (REGN) 0.2 $254k 408.00 622.55
Barrick Gold Corp (GOLD) 0.2 $248k 9.2k 26.99
Keysight Technologies (KEYS) 0.2 $248k 2.5k 100.69
Agnico (AEM) 0.2 $247k 3.9k 64.11
Snap Cl A (SNAP) 0.2 $247k 11k 23.51
Northwestern Corp Com New (NWE) 0.2 $242k 4.4k 54.50
Wendy's/arby's Group (WEN) 0.2 $241k 11k 21.80
FirstEnergy (FE) 0.2 $240k 6.2k 38.83
Waste Management (WM) 0.2 $240k 2.3k 105.96
Mid-America Apartment (MAA) 0.2 $239k 2.1k 114.74
CMS Energy Corporation (CMS) 0.2 $239k 4.1k 58.49
American Water Works (AWK) 0.2 $239k 1.9k 128.56
Spire (SR) 0.2 $238k 3.6k 65.62
Atmos Energy Corporation (ATO) 0.2 $238k 2.4k 99.62
DTE Energy Company (DTE) 0.2 $238k 2.2k 107.64
Rexford Industrial Realty Inc reit (REXR) 0.2 $238k 5.7k 41.46
Public Service Enterprise (PEG) 0.2 $238k 4.8k 49.21
Pinnacle West Capital Corporation (PNW) 0.2 $238k 3.3k 73.21
Exelon Corporation (EXC) 0.2 $238k 6.5k 36.34
Atlantica Sustainable Infr P SHS 0.2 $238k 8.2k 29.11
Alliant Energy Corporation (LNT) 0.2 $237k 5.0k 47.78
Republic Services (RSG) 0.2 $237k 2.9k 81.89
Life Storage Inc reit 0.2 $237k 2.5k 94.76
Ameren Corporation (AEE) 0.2 $237k 3.4k 70.31
Uber Technologies (UBER) 0.2 $236k 7.6k 31.13
Entergy Corporation (ETR) 0.2 $236k 2.5k 93.99
Wec Energy Group (WEC) 0.2 $236k 2.7k 87.54
Consolidated Edison (ED) 0.2 $236k 3.3k 71.84
Camden Ppty Tr Sh Ben Int (CPT) 0.2 $236k 2.6k 91.26
Ida (IDA) 0.2 $236k 2.7k 87.25
NiSource (NI) 0.2 $236k 10k 22.72
Avangrid 0.2 $235k 5.6k 42.07
Portland Gen Elec Com New (POR) 0.2 $235k 5.6k 41.78
Eversource Energy (ES) 0.2 $235k 2.8k 83.39
Madison Square Grdn Sprt Cor Cl A (MSGS) 0.2 $235k 1.6k 146.78
Dominion Resources (D) 0.2 $235k 2.9k 81.20
Ringcentral Cl A (RNG) 0.2 $235k 824.00 285.19
Ubiquiti (UI) 0.2 $235k 1.3k 174.33
Southern Company (SO) 0.2 $235k 4.5k 51.92
Oge Energy Corp (OGE) 0.2 $234k 7.7k 30.32
Equity Residential Sh Ben Int (EQR) 0.2 $234k 4.0k 58.91
Nextera Energy (NEE) 0.2 $234k 976.00 239.75
AvalonBay Communities (AVB) 0.2 $234k 1.5k 154.76
Alnylam Pharmaceuticals (ALNY) 0.2 $234k 1.6k 148.38
Public Storage (PSA) 0.2 $234k 1.2k 192.12
Duke Energy Corp Com New (DUK) 0.2 $233k 2.9k 79.82
W.R. Berkley Corporation (WRB) 0.2 $233k 4.1k 57.23
Extra Space Storage (EXR) 0.2 $233k 2.5k 92.20
Veeva Sys Cl A Com (VEEV) 0.2 $233k 996.00 233.94
American Electric Power Company (AEP) 0.2 $233k 2.9k 79.66
Cubesmart (CUBE) 0.2 $232k 8.6k 26.96
Essex Property Trust (ESS) 0.2 $232k 1.0k 229.48
Sempra Energy (SRE) 0.2 $232k 2.0k 117.35
Kilroy Realty Corporation (KRC) 0.2 $231k 3.9k 58.79
Alexandria Real Estate Equities (ARE) 0.2 $231k 1.4k 162.11
Travelers Companies (TRV) 0.2 $231k 2.0k 114.13
Brown & Brown (BRO) 0.2 $231k 5.7k 40.83
Douglas Emmett (DEI) 0.2 $231k 7.5k 30.63
Seattle Genetics 0.2 $230k 1.4k 169.62
Callaway Golf Company (MODG) 0.2 $230k 13k 17.48
Equity Lifestyle Properties (ELS) 0.2 $229k 3.7k 62.47
American Homes 4 Rent Cl A (AMH) 0.2 $228k 8.5k 26.88
Chubb (CB) 0.2 $228k 1.8k 126.39
Sun Communities (SUI) 0.2 $224k 1.7k 135.59
CVR Energy (CVI) 0.2 $222k 11k 20.13
Okta Cl A (OKTA) 0.2 $218k 1.1k 200.55
Bloomin Brands (BLMN) 0.1 $200k 19k 10.66
Us Foods Hldg Corp call (USFD) 0.1 $198k 10k 19.77
Olin Corp Com Par $1 (OLN) 0.1 $174k 15k 11.52
Vertiv Holdings Com Cl A (VRT) 0.1 $168k 12k 13.55
Accel Entertainment Com Cl A1 (ACEL) 0.1 $138k 14k 9.61