Alphasimplex Group

Alphasimplex Group as of Dec. 31, 2020

Portfolio Holdings for Alphasimplex Group

Alphasimplex Group holds 297 positions in its portfolio as reported in the December 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf (HYG) 1.3 $3.6M 41k 87.29
Check Point Software Tech Lt Ord (CHKP) 1.0 $2.9M 22k 132.92
Bmc Stk Hldgs 1.0 $2.8M 52k 53.68
Procter & Gamble Company (PG) 1.0 $2.7M 20k 139.15
Expeditors International of Washington (EXPD) 1.0 $2.7M 29k 95.12
Tcf Financial Corp 0.9 $2.7M 72k 37.02
Danaher Corporation (DHR) 0.9 $2.7M 12k 222.17
Inphi Corporation 0.9 $2.7M 17k 160.44
Concho Resources 0.9 $2.5M 43k 58.35
Xilinx 0.9 $2.5M 18k 141.75
Verisk Analytics (VRSK) 0.9 $2.4M 12k 207.60
Pepsi (PEP) 0.9 $2.4M 17k 148.28
Charter Communications Inc N Cl A (CHTR) 0.8 $2.4M 3.7k 661.56
Maxim Integrated Products 0.8 $2.4M 27k 88.67
Cerner Corporation 0.8 $2.3M 30k 78.48
Houlihan Lokey Cl A (HLI) 0.8 $2.3M 34k 67.24
Parsley Energy Cl A 0.8 $2.2M 153k 14.20
Tyler Technologies (TYL) 0.7 $2.1M 4.9k 436.53
Verizon Communications (VZ) 0.7 $2.1M 36k 58.74
Amazon (AMZN) 0.7 $2.1M 637.00 3257.46
Comcast Corp Cl A (CMCSA) 0.7 $2.1M 39k 52.41
Open Lending Corp Com Cl A (LPRO) 0.7 $2.0M 57k 34.95
Open Text Corp (OTEX) 0.7 $2.0M 44k 45.45
Lauder Estee Cos Cl A (EL) 0.7 $2.0M 7.3k 266.19
Columbia Finl (CLBK) 0.7 $1.9M 125k 15.56
Accenture Plc Ireland Shs Class A (ACN) 0.7 $1.9M 7.3k 261.18
Mondelez Intl Cl A (MDLZ) 0.7 $1.9M 33k 58.45
Agilent Technologies Inc C ommon (A) 0.7 $1.9M 16k 118.47
Booz Allen Hamilton Hldg Cor Cl A (BAH) 0.6 $1.9M 21k 87.18
Slack Technologies Com Cl A 0.6 $1.8M 43k 42.25
Agnc Invt Corp Com reit (AGNC) 0.6 $1.8M 115k 15.60
Metropcs Communications (TMUS) 0.6 $1.7M 13k 134.81
Berkshire Hathaway Inc Del Cl A (BRK.A) 0.6 $1.7M 5.00 347800.00
Broadridge Financial Solutions (BR) 0.6 $1.7M 11k 153.22
Coca-Cola Company (KO) 0.6 $1.7M 31k 54.85
QEP Resources 0.6 $1.7M 701k 2.39
Radware Ord (RDWR) 0.6 $1.7M 60k 27.75
Amdocs SHS (DOX) 0.6 $1.6M 23k 70.95
Toro Company (TTC) 0.6 $1.6M 17k 94.84
Marsh & McLennan Companies (MMC) 0.6 $1.6M 14k 117.00
WD-40 Company (WDFC) 0.5 $1.6M 5.9k 265.63
Ishares Tr Core Us Aggbd Et (AGG) 0.5 $1.6M 13k 118.22
Paya Holdings Com Cl A 0.5 $1.6M 115k 13.58
Garmin SHS (GRMN) 0.5 $1.5M 13k 119.66
Utz Brands Com Cl A (UTZ) 0.5 $1.5M 69k 22.06
Quest Diagnostics Incorporated (DGX) 0.5 $1.5M 13k 119.14
Enviva Partners Com Unit 0.5 $1.5M 33k 45.41
NewMarket Corporation (NEU) 0.5 $1.5M 3.7k 398.22
ConAgra Foods (CAG) 0.5 $1.5M 40k 36.26
Dime Community Bancshares 0.5 $1.5M 92k 15.77
AutoZone (AZO) 0.5 $1.4M 1.2k 1185.81
Credit Acceptance (CACC) 0.5 $1.4M 4.0k 346.06
McDonald's Corporation (MCD) 0.5 $1.4M 6.4k 214.61
MGIC Investment (MTG) 0.5 $1.4M 109k 12.55
Wal-Mart Stores (WMT) 0.5 $1.3M 9.3k 144.20
Nasdaq Omx (NDAQ) 0.5 $1.3M 10k 132.78
Walker & Dunlop (WD) 0.5 $1.3M 15k 92.04
Church & Dwight (CHD) 0.5 $1.3M 15k 87.24
Equity Comwlth Com Sh Ben Int (EQC) 0.5 $1.3M 48k 27.27
Republic Services (RSG) 0.4 $1.3M 13k 96.30
SEI Investments Company (SEIC) 0.4 $1.3M 22k 57.47
Nortonlifelock (GEN) 0.4 $1.3M 61k 20.78
Dollar General (DG) 0.4 $1.3M 6.0k 210.28
Consolidated Edison (ED) 0.4 $1.3M 18k 72.28
Orion Engineered Carbons (OEC) 0.4 $1.3M 74k 17.14
Watsco, Incorporated (WSO) 0.4 $1.3M 5.6k 226.60
American Electric Power Company (AEP) 0.4 $1.2M 15k 83.29
Atmos Energy Corporation (ATO) 0.4 $1.2M 13k 95.44
Visa Com Cl A (V) 0.4 $1.2M 5.7k 218.77
Atlantica Sustainable Infr P SHS 0.4 $1.2M 33k 37.98
Allegion Ord Shs (ALLE) 0.4 $1.2M 11k 116.36
Generac Holdings (GNRC) 0.4 $1.2M 5.4k 227.49
Holly Energy Partners Com Ut Ltd Ptn 0.4 $1.2M 85k 14.20
DaVita (DVA) 0.4 $1.2M 10k 117.43
eBay (EBAY) 0.4 $1.2M 24k 50.24
UnitedHealth (UNH) 0.4 $1.2M 3.4k 350.73
Exponent (EXPO) 0.4 $1.2M 13k 90.07
Cintas Corporation (CTAS) 0.4 $1.2M 3.3k 353.48
Asbury Automotive (ABG) 0.4 $1.2M 7.9k 145.71
Fisker Cl A Com Stk (FSRNQ) 0.4 $1.2M 79k 14.65
Old Dominion Freight Line (ODFL) 0.4 $1.1M 5.9k 195.18
United Rentals (URI) 0.4 $1.1M 4.9k 231.96
Cdw (CDW) 0.4 $1.1M 8.6k 131.82
Paychex (PAYX) 0.4 $1.1M 12k 93.20
Emerson Electric (EMR) 0.4 $1.1M 14k 80.37
Vanguard Index Fds Total Stk Mkt (VTI) 0.4 $1.1M 5.8k 194.60
Vanguard Index Fds Mid Cap Etf (VO) 0.4 $1.1M 5.5k 206.86
Ptc (PTC) 0.4 $1.1M 9.3k 119.65
Vanguard Index Fds Value Etf (VTV) 0.4 $1.1M 9.4k 118.99
Amerisafe (AMSF) 0.4 $1.1M 19k 57.45
Altice Usa Cl A (ATUS) 0.4 $1.1M 29k 37.88
Lincoln Electric Holdings (LECO) 0.4 $1.1M 9.5k 116.26
Encompass Health Corp (EHC) 0.4 $1.1M 13k 82.70
Amphenol Corp Cl A (APH) 0.4 $1.1M 8.4k 130.74
Starbucks Corporation (SBUX) 0.4 $1.1M 10k 106.99
Firstcash 0.4 $1.1M 16k 70.03
CommVault Systems (CVLT) 0.4 $1.1M 19k 55.39
Magellan Midstream Prtnrs Com Unit Rp Lp 0.4 $1.1M 25k 42.45
Fidelity National Information Services (FIS) 0.4 $1.1M 7.5k 141.46
Humana (HUM) 0.4 $1.1M 2.6k 410.19
Progressive Corporation (PGR) 0.4 $1.0M 11k 98.84
Seagate Technology SHS 0.4 $1.0M 17k 62.17
CMS Energy Corporation (CMS) 0.4 $1.0M 17k 61.00
Donaldson Company (DCI) 0.4 $1.0M 19k 55.86
Facebook Cl A (META) 0.4 $1.0M 3.8k 273.18
Nuance Communications 0.4 $1.0M 23k 44.09
Walt Disney Company (DIS) 0.4 $1.0M 5.6k 181.16
Union Pacific Corporation (UNP) 0.4 $1.0M 4.9k 208.24
Hilton Worldwide Holdings (HLT) 0.4 $1.0M 9.1k 111.22
Buckle (BKE) 0.4 $1.0M 35k 29.20
Colgate-Palmolive Company (CL) 0.4 $1.0M 12k 85.54
Duke Energy Corp Com New (DUK) 0.3 $1000k 11k 91.57
American Water Works (AWK) 0.3 $992k 6.5k 153.44
Nelnet Cl A (NNI) 0.3 $988k 14k 71.27
Avery Dennison Corporation (AVY) 0.3 $983k 6.3k 155.17
Landstar System (LSTR) 0.3 $969k 7.2k 134.62
Cheniere Energy Com New (LNG) 0.3 $959k 16k 60.04
Hain Celestial (HAIN) 0.3 $955k 24k 40.15
Pegasystems (PEGA) 0.3 $955k 7.2k 133.31
Pjt Partners Com Cl A (PJT) 0.3 $952k 13k 75.23
Erie Indty Cl A (ERIE) 0.3 $941k 3.8k 245.50
W.W. Grainger (GWW) 0.3 $935k 2.3k 408.30
Copart (CPRT) 0.3 $931k 7.3k 127.24
Corteva (CTVA) 0.3 $927k 24k 38.71
Immatics SHS (IMTX) 0.3 $920k 85k 10.79
Trinity Industries (TRN) 0.3 $918k 35k 26.39
Best Buy (BBY) 0.3 $915k 9.2k 99.81
Morningstar (MORN) 0.3 $908k 3.9k 231.63
Credicorp (BAP) 0.3 $905k 5.5k 163.95
Freedom Holding Corp (FRHC) 0.3 $902k 18k 51.33
Installed Bldg Prods (IBP) 0.3 $894k 8.8k 101.89
AECOM Technology Corporation (ACM) 0.3 $893k 18k 49.79
Elanco Animal Health (ELAN) 0.3 $892k 29k 30.68
Box Cl A (BOX) 0.3 $885k 49k 18.04
Nielsen Hldgs Shs Eur 0.3 $881k 42k 20.87
CSX Corporation (CSX) 0.3 $879k 9.7k 90.74
Kkr Real Estate Finance Trust (KREF) 0.3 $864k 48k 17.93
Advance Auto Parts (AAP) 0.3 $856k 5.4k 157.53
Lions Gate Entmnt Corp Cl A Vtg (LGF.A) 0.3 $854k 75k 11.37
Ametek (AME) 0.3 $852k 7.0k 121.01
Janus Henderson Group Ord Shs (JHG) 0.3 $851k 26k 32.51
Citigroup Com New (C) 0.3 $848k 14k 61.63
Dolby Laboratories Com Cl A (DLB) 0.3 $839k 8.6k 97.08
Kennedy-Wilson Holdings (KW) 0.3 $834k 47k 17.89
Keurig Dr Pepper (KDP) 0.3 $833k 26k 32.00
Silgan Holdings (SLGN) 0.3 $833k 23k 37.07
Rent-A-Center (UPBD) 0.3 $828k 22k 38.29
Zoetis Cl A (ZTS) 0.3 $828k 5.0k 165.47
Perspecta 0.3 $824k 34k 24.07
Merit Medical Systems (MMSI) 0.3 $823k 15k 55.54
Exelon Corporation (EXC) 0.3 $820k 19k 42.20
C H Robinson Worldwide Com New (CHRW) 0.3 $815k 8.7k 93.84
Becton, Dickinson and (BDX) 0.3 $814k 3.3k 250.08
Gcp Applied Technologies 0.3 $800k 34k 23.66
WestAmerica Ban (WABC) 0.3 $799k 15k 55.27
Primo Water (PRMW) 0.3 $797k 51k 15.67
Hostess Brands Cl A 0.3 $797k 54k 14.65
Oracle Corporation (ORCL) 0.3 $795k 12k 64.66
Nike CL B (NKE) 0.3 $794k 5.6k 141.48
Madison Square Grdn Sprt Cor Cl A (MSGS) 0.3 $793k 4.3k 184.12
Broadmark Rlty Cap 0.3 $791k 78k 10.21
Texas Instruments Incorporated (TXN) 0.3 $791k 4.8k 164.18
Johnson & Johnson (JNJ) 0.3 $791k 5.0k 157.48
Post Holdings Inc Common (POST) 0.3 $787k 7.8k 101.03
Paccar (PCAR) 0.3 $787k 9.1k 86.33
Medtronic SHS (MDT) 0.3 $779k 6.6k 117.18
Johnson Ctls Intl SHS (JCI) 0.3 $779k 17k 46.61
Service Corporation International (SCI) 0.3 $778k 16k 49.08
Servicenow (NOW) 0.3 $778k 1.4k 550.21
Lockheed Martin Corporation (LMT) 0.3 $776k 2.2k 354.82
Philip Morris International (PM) 0.3 $775k 9.4k 82.76
KBR (KBR) 0.3 $773k 25k 30.91
Vanguard Scottsdale Fds Int-term Corp (VCIT) 0.3 $773k 8.0k 97.11
Vanguard Charlotte Fds Intl Bd Idx Etf (BNDX) 0.3 $773k 13k 58.55
Aon Shs Cl A (AON) 0.3 $772k 3.7k 211.33
Yum! Brands (YUM) 0.3 $769k 7.1k 108.57
Citrix Systems 0.3 $769k 5.9k 130.07
Reliance Steel & Aluminum (RS) 0.3 $768k 6.4k 119.68
Baxter International (BAX) 0.3 $767k 9.6k 80.29
Jacobs Engineering 0.3 $766k 7.0k 108.90
Gentex Corporation (GNTX) 0.3 $765k 23k 33.91
Eagle Materials (EXP) 0.3 $765k 7.5k 101.35
Vanguard Intl Equity Index F Ftse Pacific Etf (VPL) 0.3 $755k 9.5k 79.57
Heartland Express (HTLD) 0.3 $754k 42k 18.09
Bristol Myers Squibb (BMY) 0.3 $754k 12k 62.03
Lowe's Companies (LOW) 0.3 $754k 4.7k 160.53
White Mountains Insurance Gp (WTM) 0.3 $754k 754.00 1000.00
Eli Lilly & Co. (LLY) 0.3 $750k 4.4k 168.84
Acushnet Holdings Corp (GOLF) 0.3 $748k 18k 40.55
Vanguard Intl Equity Index F Ftse Europe Etf (VGK) 0.3 $746k 12k 60.22
Iaa 0.3 $732k 11k 65.02
Sunopta (STKL) 0.3 $732k 63k 11.67
Cbre Group Cl A (CBRE) 0.3 $730k 12k 62.68
Pfizer (PFE) 0.3 $723k 20k 36.80
Alphabet Cap Stk Cl A (GOOGL) 0.3 $717k 409.00 1753.06
At&t (T) 0.2 $715k 25k 28.75
Vanguard Tax-managed Intl Ftse Dev Mkt Etf (VEA) 0.2 $706k 15k 47.20
LKQ Corporation (LKQ) 0.2 $705k 20k 35.26
Howmet Aerospace (HWM) 0.2 $674k 24k 28.53
Magellan Health Com New 0.2 $668k 8.1k 82.85
Flex Ord (FLEX) 0.2 $667k 37k 17.98
Medifast (MED) 0.2 $667k 3.4k 196.23
Invesco SHS (IVZ) 0.2 $665k 38k 17.42
Trane Technologies SHS (TT) 0.2 $658k 4.5k 145.06
Mednax (MD) 0.2 $656k 27k 24.55
Roper Industries (ROP) 0.2 $648k 1.5k 430.85
Ritchie Bros. Auctioneers Inco 0.2 $641k 9.2k 69.53
Nomad Foods Usd Ord Shs (NOMD) 0.2 $639k 25k 25.42
Costco Wholesale Corporation (COST) 0.2 $639k 1.7k 376.99
Chemed Corp Com Stk (CHE) 0.2 $634k 1.2k 532.77
Jack Henry & Associates (JKHY) 0.2 $625k 3.9k 162.09
Masonite International 0.2 $624k 6.3k 98.35
Uniti Group Inc Com reit 0.2 $622k 53k 11.74
Green Dot Corp Cl A (GDOT) 0.2 $618k 11k 55.80
Maximus (MMS) 0.2 $616k 8.4k 73.23
Home Depot (HD) 0.2 $614k 2.3k 265.69
Black Knight 0.2 $612k 6.9k 88.34
Rollins (ROL) 0.2 $610k 16k 39.08
Ishares Tr Jpmorgan Usd Emg (EMB) 0.2 $575k 5.0k 115.97
Evolent Health Cl A (EVH) 0.2 $570k 36k 16.04
Callaway Golf Company (MODG) 0.2 $555k 23k 24.01
Resideo Technologies (REZI) 0.2 $549k 26k 21.24
Intercontinental Exchange (ICE) 0.2 $540k 4.7k 115.38
Wix SHS (WIX) 0.2 $527k 2.1k 250.12
CVR Energy (CVI) 0.2 $513k 34k 14.89
Bloomin Brands (BLMN) 0.2 $506k 26k 19.43
Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) 0.2 $492k 9.8k 50.11
Easterly Government Properti reit 0.2 $491k 22k 22.66
CoreSite Realty 0.2 $481k 3.8k 125.33
Howard Hughes 0.2 $457k 5.8k 78.98
Synchrony Financial (SYF) 0.2 $449k 13k 34.73
Sempra Energy (SRE) 0.2 $446k 3.5k 127.43
DTE Energy Company (DTE) 0.2 $440k 3.6k 121.45
Merck & Co (MRK) 0.2 $440k 5.4k 81.85
Spire (SR) 0.2 $432k 6.8k 63.97
Brown Forman Corp CL B (BF.B) 0.2 $430k 5.4k 79.44
Steris Shs Usd (STE) 0.1 $427k 2.3k 189.61
Ishares Msci Emerg Mrkt (EEMV) 0.1 $425k 7.0k 61.02
Oge Energy Corp (OGE) 0.1 $408k 13k 31.87
Vanguard Intl Equity Index F Ftse Smcap Etf (VSS) 0.1 $404k 3.3k 121.98
Aptar (ATR) 0.1 $390k 2.9k 136.79
Arthur J. Gallagher & Co. (AJG) 0.1 $387k 3.1k 123.68
Alliant Energy Corporation (LNT) 0.1 $387k 7.5k 51.51
Alexandria Real Estate Equities (ARE) 0.1 $385k 2.2k 178.16
Mid-America Apartment (MAA) 0.1 $384k 3.0k 126.82
Camden Ppty Tr Sh Ben Int (CPT) 0.1 $379k 3.8k 100.00
Life Storage Inc reit 0.1 $372k 3.1k 119.38
Mccormick & Co Com Non Vtg (MKC) 0.1 $365k 3.8k 95.50
Ida (IDA) 0.1 $362k 3.8k 96.07
Nextera Energy (NEE) 0.1 $362k 4.7k 77.15
Waste Management (WM) 0.1 $362k 3.1k 118.03
Brown & Brown (BRO) 0.1 $361k 7.6k 47.46
Campbell Soup Company (CPB) 0.1 $358k 7.4k 48.39
Spdr Ser Tr Blomberg Intl Tr (BWX) 0.1 $357k 11k 31.25
Cubesmart (CUBE) 0.1 $356k 11k 33.58
Hershey Company (HSY) 0.1 $354k 2.3k 152.19
Clorox Company (CLX) 0.1 $352k 1.7k 202.07
Extra Space Storage (EXR) 0.1 $351k 3.0k 115.96
Public Storage (PSA) 0.1 $350k 1.5k 231.18
Kimberly-Clark Corporation (KMB) 0.1 $349k 2.6k 134.65
General Mills (GIS) 0.1 $346k 5.9k 58.72
Terreno Realty Corporation (TRNO) 0.1 $343k 5.9k 58.48
Southern Company (SO) 0.1 $343k 5.6k 61.37
Public Service Enterprise (PEG) 0.1 $342k 5.9k 58.28
Hawaiian Electric Industries (HE) 0.1 $341k 9.6k 35.37
Ameren Corporation (AEE) 0.1 $339k 4.3k 78.16
Wec Energy Group (WEC) 0.1 $333k 3.6k 92.04
NiSource (NI) 0.1 $333k 15k 22.97
Blackstone Group Com Cl A (BX) 0.1 $332k 5.1k 64.89
Flowers Foods (FLO) 0.1 $328k 15k 22.63
Eversource Energy (ES) 0.1 $327k 3.8k 86.44
Entergy Corporation (ETR) 0.1 $325k 3.3k 99.94
Kellogg Company (K) 0.1 $323k 5.2k 62.25
Hormel Foods Corporation (HRL) 0.1 $320k 6.9k 46.55
Xcel Energy (XEL) 0.1 $319k 4.8k 66.74
Pinnacle West Capital Corporation (PNW) 0.1 $319k 4.0k 80.01
Avangrid 0.1 $316k 6.9k 45.50
Dominion Resources (D) 0.1 $314k 4.2k 75.32
Crowdstrike Hldgs Cl A (CRWD) 0.1 $313k 1.5k 211.77
Qorvo (QRVO) 0.1 $306k 1.8k 166.39
Ringcentral Cl A (RNG) 0.1 $288k 761.00 378.45
Insulet Corporation (PODD) 0.1 $274k 1.1k 255.60
Teradyne (TER) 0.1 $274k 2.3k 119.86
Tesla Motors (TSLA) 0.1 $268k 380.00 705.26
Solaredge Technologies (SEDG) 0.1 $261k 817.00 319.46
Alnylam Pharmaceuticals (ALNY) 0.1 $257k 2.0k 129.80
Coupa Software 0.1 $255k 753.00 338.65
Dex (DXCM) 0.1 $246k 665.00 369.92
Horizon Therapeutics Pub L SHS 0.1 $241k 3.3k 73.01
Leidos Holdings (LDOS) 0.1 $232k 2.2k 105.02
Teladoc (TDOC) 0.1 $232k 1.2k 199.83
Datadog Cl A Com (DDOG) 0.1 $225k 2.3k 98.25
Quidel Corporation 0.1 $224k 1.2k 179.78
Seagen 0.1 $224k 1.3k 175.00
Docusign (DOCU) 0.1 $221k 994.00 222.33
Regeneron Pharmaceuticals (REGN) 0.1 $216k 447.00 483.22
The Trade Desk Com Cl A (TTD) 0.1 $201k 251.00 800.80