MAJOR GURUS:
 David Einhorn
 Bill Ackman
 Bill Miller
 Steven Cohen
 Jim Simons
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INSTITUTION : ALPHASIMPLEX GROUP, LLC |
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ALPHASIMPLEX GROUP, LLC Portfolio (reported on 2020-05-13)
| Company (links to holding history) |
Ticker |
Value On
2020-03-31 |
No of Shares |
% of portfolio |
| ISHARES TR (IBOXX HI YD ETF) |
HYG |
4,075,000 |
52,871 |
6.16% |
| DIGITAL RLTY TR INC (COM) |
DLR |
2,497,000 |
17,978 |
3.77% |
| VANGUARD SCOTTSDALE FDS (INT-TERM CORP) |
VCIT |
2,094,000 |
24,039 |
3.16% |
| ISHARES TR (CORE US AGGBD ET) |
AGG |
2,039,000 |
17,674 |
3.08% |
| TIVO CORP (COM) |
TIVO |
1,798,000 |
253,973 |
2.71% |
| VANGUARD INDEX FDS (TOTAL STK MKT) |
VTI |
1,714,000 |
13,298 |
2.59% |
| ALLERGAN PLC (SHS) |
AGN |
1,709,000 |
9,651 |
2.58% |
| VANGUARD INDEX FDS (MID CAP ETF) |
VO |
1,704,000 |
12,942 |
2.57% |
| VANGUARD INDEX FDS (VALUE ETF) |
VTV |
1,669,000 |
18,741 |
2.52% |
| TD AMERITRADE HLDG CORP (COM) |
AMTD |
1,665,000 |
48,032 |
2.51% |
| CENTERSTATE BK CORP (COM) |
CSFL |
1,617,000 |
93,835 |
2.44% |
| HEXCEL CORP NEW (COM) |
HXL |
1,496,000 |
40,237 |
2.26% |
| OPUS BK IRVINE CALIF (COM) |
OPB |
1,469,000 |
84,772 |
2.22% |
| SPDR SER TR (BLOMBERG INTL TR) |
BWX |
1,279,000 |
46,020 |
1.93% |
| VANGUARD CHARLOTTE FDS (INTL BD IDX ETF) |
BNDX |
1,272,000 |
22,604 |
1.92% |
| IBERIABANK CORP (COM) |
IBKC |
1,201,000 |
33,208 |
1.81% |
| VANGUARD INTL EQUITY INDEX F (FTSE PACIFIC ETF) |
VPL |
859,000 |
15,573 |
1.29% |
| DELPHI TECHNOLOGIES PL (SHS) |
|
854,000 |
106,078 |
1.29% |
| VANGUARD TAX-MANAGED INTL FD (FTSE DEV MKT ETF) |
VEA |
839,000 |
25,152 |
1.26% |
| VANGUARD INTL EQUITY INDEX F (FTSE EUROPE ETF) |
VGK |
824,000 |
19,039 |
1.24% |
| ISHARES TR (JPMORGAN USD EMG) |
EMB |
797,000 |
8,247 |
1.20% |
| CITRIX SYS INC (COM) |
CTXS |
788,000 |
5,565 |
1.19% |
| VANGUARD INTL EQUITY INDEX F (FTSE SMCAP ETF) |
VSS |
780,000 |
9,972 |
1.17% |
| CERNER CORP (COM) |
CERN |
775,000 |
12,296 |
1.17% |
| DANAHER CORPORATION (COM) |
DHR |
706,000 |
5,100 |
1.06% |
| ISHARES INC (MIN VOL EMRG MKT) |
EEMV |
705,000 |
15,021 |
1.06% |
| MONDELEZ INTL INC (CL A) |
MDLZ |
704,000 |
14,063 |
1.06% |
| CAROLINA FINL CORP NEW (COM) |
CARO |
686,000 |
26,511 |
1.03% |
| TYLER TECHNOLOGIES INC (COM) |
TYL |
645,000 |
2,174 |
0.97% |
| SERVICENOW INC (COM) |
NOW |
612,000 |
2,135 |
0.92% |
| EBAY INC (COM) |
EBAY |
606,000 |
20,170 |
0.91% |
| CHIPOTLE MEXICAN GRILL INC (COM) |
CMG |
596,000 |
910 |
0.90% |
| SALESFORCE COM INC (COM) |
CRM |
548,000 |
3,809 |
0.82% |
| ZENDESK INC (COM) |
ZEN |
540,000 |
8,435 |
0.81% |
| BAXTER INTL INC (COM) |
BAX |
535,000 |
6,587 |
0.80% |
| OPEN TEXT CORP (COM) |
OTEX |
528,000 |
15,114 |
0.79% |
| ZIMMER BIOMET HOLDINGS INC (COM) |
ZMH |
526,000 |
5,204 |
0.79% |
| CAMPBELL SOUP CO (COM) |
CPB |
521,000 |
11,280 |
0.78% |
| NORTONLIFELOCK INC (COM) |
|
516,000 |
27,590 |
0.78% |
| PROCTER & GAMBLE CO (COM) |
PG |
503,000 |
4,575 |
0.76% |
| HILTON WORLDWIDE HLDGS INC (COM) |
|
497,000 |
7,288 |
0.75% |
| AECOM (COM) |
ACM |
486,000 |
16,288 |
0.73% |
| BANK NEW YORK MELLON CORP (COM) |
BK |
482,000 |
14,310 |
0.72% |
| STARBUCKS CORP (COM) |
SBUX |
481,000 |
7,317 |
0.72% |
| CONAGRA BRANDS INC (COM) |
CAG |
479,000 |
16,340 |
0.72% |
| MADISON SQUARE GARDEN CO NEW (CL A) |
MSG |
471,000 |
2,227 |
0.71% |
| ADVANCE AUTO PARTS INC (COM) |
AAP |
471,000 |
5,049 |
0.71% |
| HAIN CELESTIAL GROUP INC (COM) |
HAIN |
466,000 |
17,929 |
0.70% |
| SYSCO CORP (COM) |
SYY |
464,000 |
10,170 |
0.70% |
| PTC INC (COM) |
PMTC |
464,000 |
7,573 |
0.70% |
| ITT INC (COM) |
|
445,000 |
9,810 |
0.67% |
| CHENIERE ENERGY INC (COM NEW) |
LNG |
440,000 |
13,123 |
0.66% |
| VANGUARD INTL EQUITY INDEX F (FTSE EMR MKT ETF) |
VWO |
433,000 |
12,913 |
0.65% |
| HD SUPPLY HLDGS INC (COM) |
|
433,000 |
15,231 |
0.65% |
| FORTINET INC (COM) |
FTNT |
430,000 |
4,249 |
0.65% |
| SLM CORP (COM) |
SLM |
419,000 |
58,246 |
0.63% |
| CORNERSTONE ONDEMAND INC (COM) |
CSOD |
419,000 |
13,187 |
0.63% |
| LOWES COS INC (COM) |
LOW |
416,000 |
4,829 |
0.62% |
| HP INC (COM) |
HPQ |
413,000 |
23,818 |
0.62% |
| ADOBE INC (COM) |
ADBE |
412,000 |
1,296 |
0.62% |
| MAGELLAN HEALTH INC (COM NEW) |
MGLN |
410,000 |
8,522 |
0.62% |
| TRINITY INDS INC (COM) |
TRN |
409,000 |
25,467 |
0.61% |
| LORAL SPACE & COMMUNICATNS I (COM) |
LORL |
403,000 |
24,816 |
0.60% |
| UNITED TECHNOLOGIES CORP (COM) |
UTX |
394,000 |
4,178 |
0.59% |
| GENERAL ELECTRIC CO (COM) |
GE |
381,000 |
48,025 |
0.57% |
| CBRE GROUP INC (CL A) |
CBG |
373,000 |
9,898 |
0.56% |
| ARCONIC INC (COM) |
|
371,000 |
23,111 |
0.56% |
| APPLIED MATLS INC (COM) |
AMAT |
367,000 |
8,014 |
0.55% |
| RENT A CTR INC NEW (COM) |
RCII |
367,000 |
25,955 |
0.55% |
| MGM GROWTH PPTYS LLC (CL A COM) |
|
362,000 |
15,273 |
0.54% |
| EAGLE MATERIALS INC (COM) |
EXP |
360,000 |
6,169 |
0.54% |
| MARATHON PETE CORP (COM) |
MPC |
354,000 |
14,976 |
0.53% |
| LKQ CORP (COM) |
LKQX |
351,000 |
17,096 |
0.53% |
| MASONITE INTL CORP NEW (COM) |
DOOR |
345,000 |
7,261 |
0.52% |
| CITIGROUP INC (COM NEW) |
C |
338,000 |
8,021 |
0.51% |
| US FOODS HLDG CORP (COM) |
USFD |
311,000 |
17,544 |
0.47% |
| UBER TECHNOLOGIES INC (COM) |
|
301,000 |
10,763 |
0.45% |
| WESCO INTL INC (COM) |
WCC |
292,000 |
12,777 |
0.44% |
| BOX INC (CL A) |
BOX |
276,000 |
19,683 |
0.41% |
| MEDIFAST INC (COM) |
MED |
270,000 |
4,322 |
0.40% |
| CALLAWAY GOLF CO (COM) |
ELY |
264,000 |
25,878 |
0.39% |
| WENDYS CO (COM) |
WEN |
263,000 |
17,683 |
0.39% |
| DIAMONDBACK ENERGY INC (COM) |
FANG |
261,000 |
9,948 |
0.39% |
| CVR ENERGY INC (COM) |
CVI |
256,000 |
15,489 |
0.38% |
| BLOOMIN BRANDS INC (COM) |
BLMN |
246,000 |
34,444 |
0.37% |
| APOGEE ENTERPRISES INC (COM) |
APOG |
245,000 |
11,758 |
0.37% |
| JACK IN THE BOX INC (COM) |
JBX |
240,000 |
6,858 |
0.36% |
| MGM RESORTS INTERNATIONAL (COM) |
MGM |
235,000 |
19,943 |
0.35% |
| LIONS GATE ENTMNT CORP (CL A VTG) |
|
234,000 |
38,565 |
0.35% |
| GAMING & LEISURE PPTYS INC (COM) |
GLPI |
231,000 |
8,348 |
0.34% |
| 2U INC (COM) |
TWOU |
201,000 |
9,494 |
0.30% |
| ANNALY CAPITAL MANAGEMENT IN (COM) |
NLY |
184,000 |
36,318 |
0.27% |
| SNAP INC (CL A) |
|
163,000 |
13,746 |
0.24% |
| APOLLO COML REAL EST FIN INC (COM) |
ARI |
156,000 |
21,004 |
0.23% |
| APPLE HOSPITALITY REIT INC (COM NEW) |
|
144,000 |
15,683 |
0.21% |
| VERTIV HOLDINGS CO (COM CL A) |
|
141,000 |
16,281 |
0.21% |
| BROADMARK RLTY CAP INC (COM) |
|
137,000 |
18,262 |
0.20% |
| NORTHWEST BANCSHARES INC MD (COM) |
NWBI |
130,000 |
11,239 |
0.19% |
| CAPITOL FED FINL INC (COM) |
CFFND |
127,000 |
10,897 |
0.19% |
| VIVINT SMART HOME INC (COM CL A) |
|
126,000 |
10,031 |
0.19% |
| ARMOUR RESIDENTIAL REIT INC (COM NEW) |
|
122,000 |
13,899 |
0.18% |
| PENNYMAC MTG INVT TR (COM) |
PMT |
115,000 |
10,845 |
0.17% |
| ACCEL ENTERTAINMENT INC (COM CL A1) |
|
108,000 |
14,353 |
0.16% |
| CHIMERA INVT CORP (COM NEW) |
CIM |
105,000 |
11,570 |
0.15% |
| NEW RESIDENTIAL INVT CORP (COM NEW) |
NRZ |
103,000 |
20,500 |
0.15% |
| TWO HBRS INVT CORP (COM NEW) |
|
94,000 |
24,662 |
0.14% |
| NEW YORK MTG TR INC (COM PAR $.02) |
NYMT |
91,000 |
58,733 |
0.13% |
| INVESCO MORTGAGE CAPITAL INC (COM) |
IVR |
50,000 |
14,770 |
0.07% |
* Portfolios do not reflect changes after reporting
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Investing Just Like
ALPHASIMPLEX GROUP, LLC
MAJOR GURUS:
 Warren Buffett
 John Paulson
 George Soros
|
RelationalStocks.com
