Alphasimplex Group

Alphasimplex Group as of Sept. 30, 2020

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 272 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf (HYG) 3.3 $7.2M 86k 83.89
Maxim Integrated Products 1.4 $3.0M 44k 67.61
TD Ameritrade Holding 1.3 $2.8M 72k 39.16
Bmc Stk Hldgs 1.3 $2.8M 65k 42.82
Cerner Corporation 1.2 $2.6M 36k 72.28
At&t (T) 1.1 $2.4M 84k 28.51
Charter Communications Inc N Cl A (CHTR) 1.0 $2.3M 3.7k 624.45
Noble Energy 1.0 $2.3M 265k 8.55
Open Text Corp (OTEX) 1.0 $2.3M 53k 42.23
Procter & Gamble Company (PG) 1.0 $2.2M 16k 139.02
Vivint Solar 1.0 $2.2M 52k 42.35
Livongo Health 1.0 $2.1M 15k 140.03
Cnx Resources Corporation (CNX) 1.0 $2.1M 222k 9.44
Ishares Tr Core Us Aggbd Et (AGG) 0.9 $2.1M 17k 118.09
Danaher Corporation (DHR) 0.9 $2.0M 9.5k 215.34
Accenture Plc Ireland Shs Class A (ACN) 0.9 $2.0M 9.0k 225.95
Houlihan Lokey Cl A (HLI) 0.9 $1.9M 32k 59.05
Baxter International (BAX) 0.8 $1.9M 23k 80.44
Mondelez Intl Cl A (MDLZ) 0.7 $1.6M 27k 57.44
Broadridge Financial Solutions (BR) 0.7 $1.5M 12k 132.01
Marsh & McLennan Companies (MMC) 0.7 $1.5M 13k 114.72
Expeditors International of Washington (EXPD) 0.7 $1.4M 16k 90.55
Vanguard Index Fds Mid Cap Etf (VO) 0.7 $1.4M 8.1k 176.25
Vanguard Index Fds Total Stk Mkt (VTI) 0.7 $1.4M 8.4k 170.32
Vanguard Index Fds Value Etf (VTV) 0.6 $1.4M 13k 104.52
Amazon (AMZN) 0.6 $1.4M 443.00 3148.98
Nortonlifelock (GEN) 0.6 $1.4M 67k 20.84
Booz Allen Hamilton Hldg Cor Cl A (BAH) 0.6 $1.3M 16k 83.00
eBay (EBAY) 0.6 $1.3M 24k 52.12
Agilent Technologies Inc C ommon (A) 0.6 $1.3M 12k 100.90
Tyler Technologies (TYL) 0.6 $1.2M 3.5k 348.69
Immatics SHS (IMTX) 0.5 $1.2M 114k 10.61
Exelon Corporation (EXC) 0.5 $1.2M 33k 35.77
ConAgra Foods (CAG) 0.5 $1.2M 33k 35.72
Costco Wholesale Corporation (COST) 0.5 $1.2M 3.3k 354.89
Hanover Insurance (THG) 0.5 $1.2M 13k 93.22
Dime Community Bancshares 0.5 $1.2M 103k 11.31
White Mountains Insurance Gp (WTM) 0.5 $1.2M 1.5k 778.74
Broadmark Rlty Cap 0.5 $1.2M 117k 9.86
Morningstar (MORN) 0.5 $1.1M 7.2k 160.68
Citrix Systems 0.5 $1.1M 8.3k 137.70
Agnc Invt Corp Com reit (AGNC) 0.5 $1.1M 83k 13.91
Kkr Real Estate Finance Trust (KREF) 0.5 $1.1M 69k 16.54
Hain Celestial (HAIN) 0.5 $1.1M 33k 34.31
Maximus (MMS) 0.5 $1.1M 17k 68.39
TFS Financial Corporation (TFSL) 0.5 $1.1M 77k 14.70
Starbucks Corporation (SBUX) 0.5 $1.1M 13k 85.95
Post Holdings Inc Common (POST) 0.5 $1.1M 13k 86.02
Yum! Brands (YUM) 0.5 $1.1M 12k 91.26
Amdocs SHS (DOX) 0.5 $1.1M 19k 57.42
Ecolab (ECL) 0.5 $1.1M 5.5k 199.82
Seagate Technology SHS 0.5 $1.1M 22k 49.29
Metropcs Communications (TMUS) 0.5 $1.1M 9.6k 114.35
Black Knight 0.5 $1.1M 13k 87.07
Oracle Corporation (ORCL) 0.5 $1.1M 18k 59.70
MarketAxess Holdings (MKTX) 0.5 $1.1M 2.2k 481.63
Open Lending Corp Com Cl A (LPRO) 0.5 $1.1M 41k 25.49
Pepsi (PEP) 0.5 $1.1M 7.6k 138.66
Generac Holdings (GNRC) 0.5 $1.0M 5.3k 193.65
Vanguard Charlotte Fds Intl Bd Idx Etf (BNDX) 0.5 $1.0M 17k 58.17
Vanguard Scottsdale Fds Int-term Corp (VCIT) 0.5 $1.0M 11k 95.76
Spdr Ser Tr Blomberg Intl Tr (BWX) 0.5 $1.0M 34k 29.66
Fidelity National Information Services (FIS) 0.4 $986k 6.7k 147.21
Pjt Partners Com Cl A (PJT) 0.4 $982k 16k 60.63
Aon Shs Cl A (AON) 0.4 $980k 4.8k 206.32
AECOM Technology Corporation (ACM) 0.4 $977k 23k 41.84
Alexander's (ALX) 0.4 $976k 4.0k 245.29
Coca-Cola Company (KO) 0.4 $965k 20k 49.39
Toro Company (TTC) 0.4 $965k 12k 83.96
Verizon Communications (VZ) 0.4 $960k 16k 59.51
Berkshire Hathaway Inc Del Cl A (BRK.A) 0.4 $960k 3.00 320000.00
Bristol Myers Squibb (BMY) 0.4 $957k 16k 60.26
Johnson & Johnson (JNJ) 0.4 $957k 6.4k 148.93
Columbia Finl (CLBK) 0.4 $952k 86k 11.10
Silgan Holdings (SLGN) 0.4 $950k 26k 36.76
Disney Walt Com Disney (DIS) 0.4 $948k 7.6k 124.12
salesforce (CRM) 0.4 $944k 3.8k 251.33
Check Point Software Tech Lt Ord (CHKP) 0.4 $944k 7.8k 120.29
Ptc (PTC) 0.4 $943k 11k 82.76
Watsco, Incorporated (WSO) 0.4 $943k 4.1k 232.78
Ihs Markit SHS 0.4 $940k 12k 78.47
McDonald's Corporation (MCD) 0.4 $932k 4.2k 219.55
CommVault Systems (CVLT) 0.4 $930k 23k 40.79
Ritchie Bros. Auctioneers Inco 0.4 $929k 16k 59.28
NewMarket Corporation (NEU) 0.4 $920k 2.7k 342.39
Hilton Worldwide Holdings (HLT) 0.4 $914k 11k 85.30
Radware Ord (RDWR) 0.4 $902k 37k 24.25
C H Robinson Worldwide Com New (CHRW) 0.4 $900k 8.8k 102.17
WD-40 Company (WDFC) 0.4 $896k 4.7k 189.27
Keurig Dr Pepper (KDP) 0.4 $894k 32k 27.60
Advance Auto Parts (AAP) 0.4 $888k 5.8k 153.45
Lowe's Companies (LOW) 0.4 $887k 5.4k 165.79
Altice Usa Cl A (ATUS) 0.4 $886k 34k 26.00
Enviva Partners Com Unit 0.4 $882k 22k 40.28
Dollar General (DG) 0.4 $882k 4.2k 209.70
Wal-Mart Stores (WMT) 0.4 $881k 6.3k 139.86
Quest Diagnostics Incorporated (DGX) 0.4 $876k 7.6k 114.55
Nomad Foods Usd Ord Shs (NOMD) 0.4 $868k 34k 25.48
Jack Henry & Associates (JKHY) 0.4 $868k 5.3k 162.52
Pegasystems (PEGA) 0.4 $867k 7.2k 121.02
Cbre Group Cl A (CBRE) 0.4 $864k 18k 46.98
Eagle Materials (EXP) 0.4 $863k 10k 86.30
Medtronic SHS (MDT) 0.4 $857k 8.2k 103.94
Tootsie Roll Industries (TR) 0.4 $857k 28k 30.91
Trinity Industries (TRN) 0.4 $855k 44k 19.49
Lockheed Martin Corporation (LMT) 0.4 $845k 2.2k 383.22
Eli Lilly & Co. (LLY) 0.4 $845k 5.7k 148.04
Hostess Brands Cl A 0.4 $844k 68k 12.34
Pfizer (PFE) 0.4 $841k 23k 36.72
Servicenow (NOW) 0.4 $837k 1.7k 485.22
Nielsen Hldgs Shs Eur 0.4 $825k 58k 14.18
Raytheon Technologies Corp (RTX) 0.4 $821k 14k 57.53
Vanguard Intl Equity Index F Ftse Pacific Etf (VPL) 0.4 $817k 12k 68.09
Equity Comwlth Com Sh Ben Int (EQC) 0.4 $809k 30k 26.62
Vanguard Tax-managed Intl Ftse Dev Mkt Etf (VEA) 0.4 $805k 20k 40.91
Vanguard Intl Equity Index F Ftse Europe Etf (VGK) 0.4 $798k 15k 52.44
Hd Supply 0.4 $796k 19k 41.26
Old Dominion Freight Line (ODFL) 0.4 $780k 4.3k 180.89
Cheniere Energy Com New (LNG) 0.3 $767k 17k 46.30
Perspecta 0.3 $759k 39k 19.46
Axalta Coating Sys (AXTA) 0.3 $756k 34k 22.17
Iaa 0.3 $753k 15k 52.08
Orion Engineered Carbons (OEC) 0.3 $744k 60k 12.51
Nike CL B (NKE) 0.3 $742k 5.9k 125.51
Credit Acceptance (CACC) 0.3 $728k 2.2k 338.45
LKQ Corporation (LKQ) 0.3 $720k 26k 27.72
Uber Technologies (UBER) 0.3 $720k 20k 36.47
Paychex (PAYX) 0.3 $707k 8.9k 79.74
Fortune Brands (FBIN) 0.3 $705k 8.1k 86.53
Cintas Corporation (CTAS) 0.3 $697k 2.1k 332.86
Allegion Ord Shs (ALLE) 0.3 $693k 7.0k 98.86
UnitedHealth (UNH) 0.3 $692k 2.2k 311.57
United Rentals (URI) 0.3 $692k 4.0k 174.44
Ross Stores (ROST) 0.3 $692k 7.4k 93.34
Visa Com Cl A (V) 0.3 $684k 3.4k 199.88
Wix SHS (WIX) 0.3 $680k 2.7k 254.97
Lions Gate Entmnt Corp Cl A Vtg (LGF.A) 0.3 $674k 71k 9.48
Flex Ord (FLEX) 0.3 $672k 60k 11.15
Essent (ESNT) 0.3 $671k 18k 37.00
Rent-A-Center (UPBD) 0.3 $669k 22k 29.91
Lincoln Electric Holdings (LECO) 0.3 $669k 7.3k 92.07
Mgm Growth Pptys Cl A Com 0.3 $657k 24k 28.00
Emerson Electric (EMR) 0.3 $657k 10k 65.59
Brunswick Corporation (BC) 0.3 $655k 11k 58.89
Union Pacific Corporation (UNP) 0.3 $650k 3.3k 196.91
Cracker Barrel Old Country Store (CBRL) 0.3 $646k 5.6k 114.66
Best Buy (BBY) 0.3 $646k 5.8k 111.25
Medifast (MED) 0.3 $645k 3.9k 164.33
W.W. Grainger (GWW) 0.3 $644k 1.8k 356.79
Exponent (EXPO) 0.3 $643k 8.9k 72.04
Honeywell International (HON) 0.3 $639k 3.9k 164.61
Magellan Health Com New 0.3 $639k 8.4k 75.83
Rollins (ROL) 0.3 $636k 12k 54.19
Citigroup Com New (C) 0.3 $634k 15k 43.08
Callaway Golf Company (MODG) 0.3 $632k 33k 19.14
Firstcash 0.3 $629k 11k 57.19
CSX Corporation (CSX) 0.3 $627k 8.1k 77.65
SEI Investments Company (SEIC) 0.3 $626k 12k 50.76
Avery Dennison Corporation (AVY) 0.3 $620k 4.8k 127.94
Magellan Midstream Prtnrs Com Unit Rp Lp 0.3 $618k 18k 34.17
Masonite International 0.3 $618k 6.3k 98.44
Erie Indty Cl A (ERIE) 0.3 $611k 2.9k 210.33
Holly Energy Partners Com Ut Ltd Ptn 0.3 $611k 50k 12.12
Loral Space & Communications 0.3 $609k 33k 18.30
KBR (KBR) 0.3 $606k 27k 22.36
Mednax (MD) 0.3 $583k 36k 16.27
Cdw (CDW) 0.3 $583k 4.9k 119.52
Merit Medical Systems (MMSI) 0.3 $583k 13k 43.54
Lauder Estee Cos Cl A (EL) 0.3 $569k 2.6k 218.34
Progressive Corporation (PGR) 0.3 $568k 6.0k 94.62
Donaldson Company (DCI) 0.3 $558k 12k 46.39
Amphenol Corp Cl A (APH) 0.3 $558k 5.2k 108.33
Ishares Tr Jpmorgan Usd Emg (EMB) 0.3 $550k 5.0k 110.93
DaVita (DVA) 0.3 $550k 6.4k 85.62
Landstar System (LSTR) 0.2 $524k 4.2k 125.51
2u 0.2 $511k 15k 33.87
Box Cl A (BOX) 0.2 $507k 29k 17.35
Green Dot Corp Cl A (GDOT) 0.2 $500k 9.9k 50.60
Robert Half International (RHI) 0.2 $493k 9.3k 52.99
CVR Energy (CVI) 0.2 $448k 36k 12.37
Resideo Technologies (REZI) 0.2 $434k 40k 10.99
Madison Square Grdn Sprt Cor Cl A (MSGS) 0.2 $426k 2.8k 150.32
Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) 0.2 $425k 9.8k 43.29
Duke Energy Corp Com New (DUK) 0.2 $420k 4.7k 88.61
Hillenbrand (HI) 0.2 $410k 15k 28.34
Consolidated Edison (ED) 0.2 $410k 5.3k 77.75
Avangrid 0.2 $409k 8.1k 50.42
Brown & Brown (BRO) 0.2 $405k 8.9k 45.31
DTE Energy Company (DTE) 0.2 $403k 3.5k 115.08
American Homes 4 Rent Cl A (AMH) 0.2 $401k 14k 28.48
Alliant Energy Corporation (LNT) 0.2 $397k 7.7k 51.61
Verisk Analytics (VRSK) 0.2 $396k 2.1k 185.48
Terreno Realty Corporation (TRNO) 0.2 $396k 7.2k 54.72
Republic Services (RSG) 0.2 $391k 4.2k 93.25
Public Service Enterprise (PEG) 0.2 $389k 7.1k 54.86
Datadog Cl A Com (DDOG) 0.2 $389k 3.8k 102.10
CMS Energy Corporation (CMS) 0.2 $388k 6.3k 61.35
Southern Company (SO) 0.2 $388k 7.2k 54.22
Public Storage (PSA) 0.2 $384k 1.7k 222.87
Solaredge Technologies (SEDG) 0.2 $384k 1.6k 238.21
Ishares Msci Emerg Mrkt (EEMV) 0.2 $384k 7.0k 55.13
Camden Ppty Tr Sh Ben Int (CPT) 0.2 $383k 4.3k 88.95
Atlantica Sustainable Infr P SHS 0.2 $381k 13k 28.60
Hormel Foods Corporation (HRL) 0.2 $378k 7.7k 48.91
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.2 $376k 1.7k 224.08
Alexandria Real Estate Equities (ARE) 0.2 $375k 2.3k 160.12
Equity Lifestyle Properties (ELS) 0.2 $374k 6.1k 61.38
Eversource Energy (ES) 0.2 $371k 4.4k 83.45
Sempra Energy (SRE) 0.2 $370k 3.1k 118.25
Atmos Energy Corporation (ATO) 0.2 $369k 3.9k 95.47
American Electric Power Company (AEP) 0.2 $365k 4.5k 81.78
Tesla Motors (TSLA) 0.2 $365k 850.00 429.41
Extra Space Storage (EXR) 0.2 $364k 3.4k 107.00
General Mills (GIS) 0.2 $363k 5.9k 61.61
Zoom Video Communications In Cl A (ZM) 0.2 $362k 770.00 470.13
Church & Dwight (CHD) 0.2 $362k 3.9k 93.83
Oge Energy Corp (OGE) 0.2 $362k 12k 30.01
Flowers Foods (FLO) 0.2 $353k 15k 24.36
Pinnacle West Capital Corporation (PNW) 0.2 $353k 4.7k 74.58
NiSource (NI) 0.2 $353k 16k 22.00
Equity Residential Sh Ben Int (EQR) 0.2 $352k 6.9k 51.35
Wec Energy Group (WEC) 0.2 $351k 3.6k 97.01
Clorox Company (CLX) 0.2 $350k 1.7k 209.96
Alnylam Pharmaceuticals (ALNY) 0.2 $350k 2.4k 145.53
Vanguard Intl Equity Index F Ftse Smcap Etf (VSS) 0.2 $349k 3.3k 105.37
Waste Management (WM) 0.2 $347k 3.1k 113.14
Northwestern Corp Com New (NWE) 0.2 $346k 7.1k 48.59
Hawaiian Electric Industries (HE) 0.2 $346k 10k 33.19
Mid-America Apartment (MAA) 0.2 $344k 3.0k 116.06
Synchrony Financial (SYF) 0.2 $342k 13k 26.20
Ida (IDA) 0.2 $341k 4.3k 79.88
Dex (DXCM) 0.2 $339k 822.00 412.41
Quidel Corporation 0.2 $335k 1.5k 219.10
Kellogg Company (K) 0.2 $335k 5.2k 64.56
Nasdaq Omx (NDAQ) 0.2 $334k 2.7k 122.70
Seattle Genetics 0.2 $334k 1.7k 195.66
Hershey Company (HSY) 0.2 $333k 2.3k 143.16
Teradyne (TER) 0.2 $332k 4.2k 79.58
Xcel Energy (XEL) 0.2 $330k 4.8k 69.04
Colgate-Palmolive Company (CL) 0.1 $326k 4.2k 77.25
Howard Hughes 0.1 $326k 5.7k 57.53
Kimberly-Clark Corporation (KMB) 0.1 $325k 2.2k 147.86
Mccormick & Co Com Non Vtg (MKC) 0.1 $323k 1.7k 194.34
SYSCO Corporation (SYY) 0.1 $323k 5.2k 62.21
Spire (SR) 0.1 $322k 6.1k 53.19
Portland Gen Elec Com New (POR) 0.1 $320k 9.0k 35.54
Welltower Inc Com reit (WELL) 0.1 $320k 5.8k 55.14
Chegg (CHGG) 0.1 $320k 4.5k 71.41
Insulet Corporation (PODD) 0.1 $319k 1.4k 236.30
Docusign (DOCU) 0.1 $318k 1.5k 215.45
Horizon Therapeutics Pub L SHS 0.1 $316k 4.1k 77.66
Ubiquiti (UI) 0.1 $316k 1.9k 166.40
Monolithic Power Systems (MPWR) 0.1 $310k 1.1k 279.28
Copart (CPRT) 0.1 $306k 2.9k 105.19
Coupa Software 0.1 $302k 1.1k 274.30
Liberty Broadband Corp Com Ser A (LBRDA) 0.1 $295k 2.1k 141.96
Qorvo (QRVO) 0.1 $286k 2.2k 128.83
Advanced Micro Devices (AMD) 0.1 $286k 3.5k 81.88
Cubesmart (CUBE) 0.1 $278k 8.6k 32.31
Ringcentral Cl A (RNG) 0.1 $273k 995.00 274.37
Nextera Energy (NEE) 0.1 $271k 976.00 277.66
American Water Works (AWK) 0.1 $269k 1.9k 144.70
Ameren Corporation (AEE) 0.1 $267k 3.4k 79.20
Blackstone Group Com Cl A (BX) 0.1 $267k 5.1k 52.19
Howmet Aerospace (HWM) 0.1 $264k 16k 16.75
Life Storage Inc reit 0.1 $263k 2.5k 105.16
Dominion Resources (D) 0.1 $261k 3.3k 79.00
Entergy Corporation (ETR) 0.1 $247k 2.5k 98.37
Adt (ADT) 0.1 $241k 30k 8.16
Chipotle Mexican Grill (CMG) 0.1 $238k 191.00 1246.07
Regeneron Pharmaceuticals (REGN) 0.1 $228k 408.00 558.82
General Electric Company 0.1 $123k 20k 6.24