MAJOR GURUS:
 David Einhorn
 Bill Ackman
 Bill Miller
 Steven Cohen
 Jim Simons
|
 |
INSTITUTION : ALPHASIMPLEX GROUP, LLC |
| |
|
ALPHASIMPLEX GROUP, LLC Portfolio (reported on 2019-11-12)
| Company (links to holding history) |
Ticker |
Value On
2019-09-30 |
No of Shares |
% of portfolio |
| ISHARES TR (IBOXX HI YD ETF) |
HYG |
32,424,000 |
371,962 |
12.36% |
| SPDR S&P 500 ETF TR (TR UNIT) |
SPY |
23,427,000 |
78,939 |
8.93% |
| ALLERGAN PLC (SHS) |
AGN |
2,884,000 |
17,135 |
1.09% |
| CITRIX SYS INC (COM) |
CTXS |
2,845,000 |
29,473 |
1.08% |
| SYSCO CORP (COM) |
SYY |
2,841,000 |
35,775 |
1.08% |
| LEGACY TEX FINL GROUP INC (COM) |
LTXB |
2,813,000 |
64,631 |
1.07% |
| MONDELEZ INTL INC (CL A) |
MDLZ |
2,692,000 |
48,663 |
1.02% |
| VANGUARD SCOTTSDALE FDS (INT-TERM CORP) |
VCIT |
2,589,000 |
28,378 |
0.98% |
| GENOMIC HEALTH INC (COM) |
GHDX |
2,546,000 |
37,537 |
0.97% |
| ISHARES TR (CORE US AGGBD ET) |
AGG |
2,537,000 |
22,416 |
0.96% |
| MILACRON HLDGS CORP (COM) |
|
2,288,000 |
137,235 |
0.87% |
| VANGUARD INDEX FDS (TOTAL STK MKT) |
VTI |
2,155,000 |
14,272 |
0.82% |
| VANGUARD INDEX FDS (VALUE ETF) |
VTV |
2,122,000 |
19,013 |
0.80% |
| VANGUARD INDEX FDS (MID CAP ETF) |
VO |
2,090,000 |
12,472 |
0.79% |
| FIRSTENERGY CORP (COM) |
FE |
1,873,000 |
38,841 |
0.71% |
| PROCTER & GAMBLE CO (COM) |
PG |
1,799,000 |
14,460 |
0.68% |
| CARRIZO OIL & GAS INC (COM) |
CRZO |
1,774,000 |
206,648 |
0.67% |
| ISHARES TR (JPMORGAN USD EMG) |
EMB |
1,661,000 |
14,650 |
0.63% |
| HD SUPPLY HLDGS INC (COM) |
|
1,598,000 |
40,799 |
0.60% |
| OPEN TEXT CORP (COM) |
OTEX |
1,595,000 |
39,095 |
0.60% |
| RUDOLPH TECHNOLOGIES INC (COM) |
RTEC |
1,543,000 |
58,524 |
0.58% |
| AUTOMATIC DATA PROCESSING IN (COM) |
ADP |
1,525,000 |
9,449 |
0.58% |
| VANGUARD CHARLOTTE FDS (INTL BD IDX ETF) |
BNDX |
1,516,000 |
25,769 |
0.57% |
| SPDR SERIES TRUST (BLOMBERG INTL TR) |
BWX |
1,512,000 |
52,690 |
0.57% |
| DANAHER CORPORATION (COM) |
DHR |
1,472,000 |
10,191 |
0.56% |
| STARBUCKS CORP (COM) |
SBUX |
1,469,000 |
16,610 |
0.56% |
| T MOBILE US INC (COM) |
TMUS |
1,457,000 |
18,491 |
0.55% |
| PPG INDS INC (COM) |
PPG |
1,436,000 |
12,119 |
0.54% |
| BAXTER INTL INC (COM) |
BAX |
1,434,000 |
16,391 |
0.54% |
| UNITED TECHNOLOGIES CORP (COM) |
UTX |
1,405,000 |
10,294 |
0.53% |
| AECOM (COM) |
ACM |
1,401,000 |
37,302 |
0.53% |
| CITIGROUP INC (COM NEW) |
C |
1,396,000 |
20,204 |
0.53% |
| BANK NEW YORK MELLON CORP (COM) |
BK |
1,391,000 |
30,758 |
0.53% |
| WENDYS CO (COM) |
WEN |
1,372,000 |
68,670 |
0.52% |
| MADISON SQUARE GARDEN CO NEW (CL A) |
MSG |
1,371,000 |
5,202 |
0.52% |
| ADVANCE AUTO PARTS INC (COM) |
AAP |
1,362,000 |
8,235 |
0.51% |
| CBRE GROUP INC (CL A) |
CBG |
1,353,000 |
25,516 |
0.51% |
| GLOBE LIFE INC (COM) |
|
1,351,000 |
14,109 |
0.51% |
| HILTON WORLDWIDE HLDGS INC (COM) |
|
1,338,000 |
14,365 |
0.51% |
| BROOKFIELD INFRAST PARTNERS (LP INT UNIT) |
BIP |
1,288,000 |
25,965 |
0.49% |
| LOWES COS INC (COM) |
LOW |
1,278,000 |
11,621 |
0.48% |
| EBAY INC (COM) |
EBAY |
1,268,000 |
32,526 |
0.48% |
| CHENIERE ENERGY INC (COM NEW) |
LNG |
1,259,000 |
19,973 |
0.48% |
| JACK IN THE BOX INC (COM) |
JBX |
1,259,000 |
13,812 |
0.48% |
| US FOODS HLDG CORP (COM) |
USFD |
1,253,000 |
30,489 |
0.47% |
| TCG BDC INC (COM) |
|
1,246,000 |
86,537 |
0.47% |
| WESCO INTL INC (COM) |
WCC |
1,243,000 |
26,028 |
0.47% |
| APPLE HOSPITALITY REIT INC (COM NEW) |
|
1,226,000 |
73,929 |
0.46% |
| INVESTORS BANCORP INC NEW (COM) |
ISBC |
1,223,000 |
107,629 |
0.46% |
| ZIMMER BIOMET HLDGS INC (COM) |
ZMH |
1,219,000 |
8,883 |
0.46% |
| BROOKFIELD ASSET MGMT INC (CL A LTD VT SH) |
BAM |
1,215,000 |
22,882 |
0.46% |
| OCCIDENTAL PETE CORP (COM) |
OXY |
1,213,000 |
27,287 |
0.46% |
| HANOVER INS GROUP INC (COM) |
THG |
1,212,000 |
8,939 |
0.46% |
| ALEXANDERS INC (COM) |
ALX |
1,205,000 |
3,460 |
0.45% |
| HONEYWELL INTL INC (COM) |
HON |
1,201,000 |
7,098 |
0.45% |
| US BANCORP DEL (COM NEW) |
USB |
1,198,000 |
21,651 |
0.45% |
| AMERICAN FINL GROUP INC OHIO (COM) |
AFG |
1,197,000 |
11,103 |
0.45% |
| HENRY JACK & ASSOC INC (COM) |
JKHY |
1,188,000 |
8,142 |
0.45% |
| ALLSTATE CORP (COM) |
ALL |
1,183,000 |
10,889 |
0.45% |
| MARKEL CORP (COM) |
MKL |
1,180,000 |
998 |
0.45% |
| CERNER CORP (COM) |
CERN |
1,178,000 |
17,274 |
0.44% |
| SUBURBAN PROPANE PARTNERS L (UNIT LTD PARTN) |
SPH |
1,177,000 |
49,813 |
0.44% |
| NEW RESIDENTIAL INVT CORP (COM NEW) |
NRZ |
1,177,000 |
75,091 |
0.44% |
| LOEWS CORP (COM) |
LTR |
1,173,000 |
22,781 |
0.44% |
| CHUBB LIMITED (COM) |
CB |
1,173,000 |
7,267 |
0.44% |
| ELLINGTON FINANCIAL INC (COM) |
|
1,173,000 |
64,929 |
0.44% |
| SLM CORP (COM) |
SLM |
1,172,000 |
132,827 |
0.44% |
| AMDOCS LTD (SHS) |
DOX |
1,166,000 |
17,630 |
0.44% |
| HERCULES CAPITAL INC (COM) |
HTGC |
1,164,000 |
87,065 |
0.44% |
| MAIN STREET CAPITAL CORP (COM) |
MAIN |
1,161,000 |
26,859 |
0.44% |
| VERISK ANALYTICS INC (COM) |
VRSK |
1,161,000 |
7,342 |
0.44% |
| TRAVELERS COMPANIES INC (COM) |
TRV |
1,161,000 |
7,810 |
0.44% |
| TPG RE FIN TR INC (COM) |
|
1,155,000 |
58,205 |
0.44% |
| NEW MTN FIN CORP (COM) |
NMFC |
1,155,000 |
84,748 |
0.44% |
| CAPITOL FED FINL INC (COM) |
CFFND |
1,152,000 |
83,570 |
0.43% |
| MARSH & MCLENNAN COS INC (COM) |
MMC |
1,151,000 |
11,505 |
0.43% |
| ATLANTICA YIELD PLC (SHS) |
|
1,151,000 |
47,787 |
0.43% |
| GRANITE PT MTG TR INC (COM) |
|
1,150,000 |
61,383 |
0.43% |
| MAXIMUS INC (COM) |
MMS |
1,149,000 |
14,878 |
0.43% |
| ARES CAP CORP (COM) |
ARCC |
1,148,000 |
61,581 |
0.43% |
| TPG SPECIALTY LENDING INC (COM) |
TSLX |
1,143,000 |
54,467 |
0.43% |
| WHITE MTNS INS GROUP LTD (COM) |
WTM |
1,140,000 |
1,056 |
0.43% |
| GALLAGHER ARTHUR J & CO (COM) |
AJG |
1,139,000 |
12,712 |
0.43% |
| COCA COLA EUROPEAN PARTNERS (SHS) |
|
1,139,000 |
20,534 |
0.43% |
| ONESPAWORLD HOLDINGS LIMITED (COM) |
|
1,137,000 |
73,196 |
0.43% |
| KKR REAL ESTATE FIN TR INC (COM) |
|
1,136,000 |
58,153 |
0.43% |
| AFLAC INC (COM) |
AFL |
1,134,000 |
21,683 |
0.43% |
| APOLLO INVT CORP (COM NEW) |
|
1,130,000 |
70,217 |
0.43% |
| MCDONALDS CORP (COM) |
MCD |
1,129,000 |
5,259 |
0.43% |
| SONOCO PRODS CO (COM) |
SON |
1,128,000 |
19,372 |
0.43% |
| JOHNSON & JOHNSON (COM) |
JNJ |
1,127,000 |
8,707 |
0.42% |
| BRIGHT HORIZONS FAM SOL IN D (COM) |
BFAM |
1,126,000 |
7,385 |
0.42% |
| BROWN & BROWN INC (COM) |
BRO |
1,123,000 |
31,150 |
0.42% |
| CAMPBELL SOUP CO (COM) |
CPB |
1,111,000 |
23,683 |
0.42% |
| YUM BRANDS INC (COM) |
YUM |
1,109,000 |
9,773 |
0.42% |
| ECOLAB INC (COM) |
ECL |
1,107,000 |
5,592 |
0.42% |
| REPUBLIC SVCS INC (COM) |
RSG |
1,105,000 |
12,770 |
0.42% |
| APTARGROUP INC (COM) |
ATR |
1,105,000 |
9,332 |
0.42% |
| REDWOOD TR INC (COM) |
RWT |
1,095,000 |
66,704 |
0.41% |
| FIDELITY NATL INFORMATION SV (COM) |
FIS |
1,082,000 |
8,153 |
0.41% |
| PAYPAL HLDGS INC (COM) |
PYPL |
1,079,000 |
10,415 |
0.41% |
| GENPACT LIMITED (SHS) |
G |
1,060,000 |
27,359 |
0.40% |
| COLUMBIA FINL INC (COM) |
|
1,057,000 |
66,955 |
0.40% |
| CHIPOTLE MEXICAN GRILL INC (COM) |
CMG |
1,050,000 |
1,249 |
0.40% |
| VANGUARD TAX MANAGED INTL FD (FTSE DEV MKT ETF) |
VEA |
1,033,000 |
25,152 |
0.39% |
| VANGUARD INTL EQUITY INDEX F (FTSE PACIFIC ETF) |
VPL |
1,029,000 |
15,573 |
0.39% |
| VANGUARD INTL EQUITY INDEX F (FTSE EUROPE ETF) |
VGK |
1,021,000 |
19,039 |
0.38% |
| BLACKROCK TCP CAP CORP (COM) |
|
1,018,000 |
75,111 |
0.38% |
| VANGUARD INTL EQUITY INDEX F (FTSE SMCAP ETF) |
VSS |
1,017,000 |
9,972 |
0.38% |
| APOGEE ENTERPRISES INC (COM) |
APOG |
1,015,000 |
26,024 |
0.38% |
| UNITED FINL BANCORP INC NEW (COM) |
UBNK |
1,009,000 |
74,030 |
0.38% |
| RENT A CTR INC NEW (COM) |
RCII |
1,008,000 |
39,090 |
0.38% |
| TFS FINL CORP (COM) |
TFSL |
1,007,000 |
55,902 |
0.38% |
| GOLUB CAP BDC INC (COM) |
GBDC |
1,003,000 |
53,249 |
0.38% |
| MGM RESORTS INTERNATIONAL (COM) |
MGM |
1,002,000 |
36,140 |
0.38% |
| TRINITY INDS INC (COM) |
TRN |
998,000 |
50,700 |
0.38% |
| CALLAWAY GOLF CO (COM) |
ELY |
993,000 |
51,138 |
0.37% |
| ARCONIC INC (COM) |
|
981,000 |
37,722 |
0.37% |
| CONAGRA BRANDS INC (COM) |
CAG |
970,000 |
31,616 |
0.36% |
| IAC INTERACTIVECORP (COM) |
IACI |
969,000 |
4,445 |
0.36% |
| ORITANI FINL CORP DEL (COM) |
ORITD |
952,000 |
53,780 |
0.36% |
| BERKSHIRE HATHAWAY INC DEL (CL A) |
BRK.A |
935,000 |
3 |
0.35% |
| MAGELLAN HEALTH INC (COM NEW) |
MGLN |
930,000 |
14,983 |
0.35% |
| SALESFORCE COM INC (COM) |
CRM |
926,000 |
6,241 |
0.35% |
| CVR ENERGY INC (COM) |
CVI |
925,000 |
21,014 |
0.35% |
| ON SEMICONDUCTOR CORP (COM) |
ONNN |
899,000 |
46,779 |
0.34% |
| TEREX CORP NEW (COM) |
TEX |
897,000 |
34,548 |
0.34% |
| EAGLE MATERIALS INC (COM) |
EXP |
895,000 |
9,948 |
0.34% |
| HESS CORP (COM) |
HES |
884,000 |
14,619 |
0.33% |
| SYMANTEC CORP (COM) |
SYMC |
874,000 |
37,003 |
0.33% |
| DIAMONDBACK ENERGY INC (COM) |
FANG |
873,000 |
9,705 |
0.33% |
| READY CAP CORP (COM) |
|
863,000 |
54,195 |
0.32% |
| HAIN CELESTIAL GROUP INC (COM) |
HAIN |
833,000 |
38,787 |
0.31% |
| ALLIANCE DATA SYSTEMS CORP (COM) |
ADS |
831,000 |
6,485 |
0.31% |
| DEVON ENERGY CORP NEW (COM) |
DVN |
797,000 |
33,110 |
0.30% |
| PEABODY ENERGY CORP NEW (COM) |
|
792,000 |
53,813 |
0.30% |
| GENERAL ELECTRIC CO (COM) |
GE |
744,000 |
83,255 |
0.28% |
| LIONS GATE ENTMNT CORP (CL A VTG) |
|
592,000 |
63,965 |
0.22% |
| INVITATION HOMES INC (COM) |
|
526,000 |
17,750 |
0.20% |
| SOLAR CAP LTD (COM) |
SLRC |
517,000 |
25,014 |
0.19% |
| EXELON CORP (COM) |
EXC |
513,000 |
10,618 |
0.19% |
| AGNC INVT CORP (COM) |
|
512,000 |
31,832 |
0.19% |
| STORE CAP CORP (COM) |
STOR |
510,000 |
13,624 |
0.19% |
| ANNALY CAP MGMT INC (COM) |
NLY |
508,000 |
57,689 |
0.19% |
| CENTERPOINT ENERGY INC (COM) |
CNP |
504,000 |
16,706 |
0.19% |
| SOUTHERN CO (COM) |
SO |
504,000 |
8,159 |
0.19% |
| PEPSICO INC (COM) |
PEP |
503,000 |
3,668 |
0.19% |
| UGI CORP NEW (COM) |
UGI |
496,000 |
9,874 |
0.18% |
| LORAL SPACE & COMMUNICATNS I (COM) |
LORL |
495,000 |
11,955 |
0.18% |
| AVALONBAY CMNTYS INC (COM) |
AVB |
494,000 |
2,294 |
0.18% |
| NORTHWESTERN CORP (COM NEW) |
NWE |
492,000 |
6,551 |
0.18% |
| AMERICAN ELEC PWR CO INC (COM) |
AEP |
489,000 |
5,223 |
0.18% |
| W P CAREY INC (COM) |
WPC |
488,000 |
5,451 |
0.18% |
| LIFE STORAGE INC (COM) |
LSI |
485,000 |
4,603 |
0.18% |
| EASTERLY GOVT PPTYS INC (COM) |
|
482,000 |
22,619 |
0.18% |
| STARWOOD PPTY TR INC (COM) |
STWD |
481,000 |
19,863 |
0.18% |
| PIEDMONT OFFICE REALTY TR IN (COM CL A) |
PDM |
481,000 |
23,060 |
0.18% |
| NATIONAL HEALTH INVS INC (COM) |
NHI |
480,000 |
5,821 |
0.18% |
| EVERSOURCE ENERGY (COM) |
ES |
479,000 |
5,610 |
0.18% |
| HIGHWOODS PPTYS INC (COM) |
HIW |
476,000 |
10,591 |
0.18% |
| CONSOLIDATED EDISON INC (COM) |
ED |
475,000 |
5,026 |
0.18% |
| BLACKSTONE MTG TR INC (COM CL A) |
BXMT |
475,000 |
13,261 |
0.18% |
| ENTERGY CORP NEW (COM) |
ETR |
474,000 |
4,035 |
0.18% |
| NEXTERA ENERGY INC (COM) |
NEE |
471,000 |
2,023 |
0.17% |
| PUBLIC SVC ENTERPRISE GRP IN (COM) |
PEG |
470,000 |
7,566 |
0.17% |
| EQUITY COMWLTH (COM SH BEN INT) |
EQC |
470,000 |
13,719 |
0.17% |
| DUKE ENERGY CORP NEW (COM NEW) |
DUK |
468,000 |
4,886 |
0.17% |
| CHIMERA INVT CORP (COM NEW) |
CIM |
467,000 |
23,869 |
0.17% |
| ONE GAS INC (COM) |
OGS |
467,000 |
4,864 |
0.17% |
| OGE ENERGY CORP (COM) |
OGE |
466,000 |
10,264 |
0.17% |
| TWO HBRS INVT CORP (COM NEW) |
|
465,000 |
35,433 |
0.17% |
| XCEL ENERGY INC (COM) |
XEL |
463,000 |
7,128 |
0.17% |
| DOMINION ENERGY INC (COM) |
D |
462,000 |
5,695 |
0.17% |
| EQUITY RESIDENTIAL (SH BEN INT) |
EQR |
462,000 |
5,352 |
0.17% |
| AMEREN CORP (COM) |
AEE |
461,000 |
5,755 |
0.17% |
| WEC ENERGY GROUP INC (COM) |
|
461,000 |
4,849 |
0.17% |
| IDACORP INC (COM) |
IDA |
461,000 |
4,092 |
0.17% |
| TERRENO RLTY CORP (COM) |
TRNO |
461,000 |
9,033 |
0.17% |
| ALLIANT ENERGY CORP (COM) |
LNT |
460,000 |
8,522 |
0.17% |
| CMS ENERGY CORP (COM) |
CMS |
460,000 |
7,195 |
0.17% |
| CAMDEN PPTY TR (SH BEN INT) |
CPT |
459,000 |
4,136 |
0.17% |
| ALLETE INC (COM NEW) |
ALE |
457,000 |
5,230 |
0.17% |
| MID AMER APT CMNTYS INC (COM) |
MAA |
456,000 |
3,506 |
0.17% |
| AMERICAN HOMES 4 RENT (CL A) |
AMH |
455,000 |
17,559 |
0.17% |
| ATMOS ENERGY CORP (COM) |
ATO |
455,000 |
3,995 |
0.17% |
| GAMING & LEISURE PPTYS INC (COM) |
GLPI |
454,000 |
11,863 |
0.17% |
| PINNACLE WEST CAP CORP (COM) |
PNW |
453,000 |
4,665 |
0.17% |
| APARTMENT INVT & MGMT CO (CL A) |
|
453,000 |
8,688 |
0.17% |
| EVERGY INC (COM) |
|
453,000 |
6,808 |
0.17% |
| HAWAIIAN ELEC INDUSTRIES (COM) |
HE |
452,000 |
9,917 |
0.17% |
| UDR INC (COM) |
UDR |
450,000 |
9,278 |
0.17% |
| DTE ENERGY CO (COM) |
DTE |
450,000 |
3,387 |
0.17% |
| DOUGLAS EMMETT INC (COM) |
DEI |
448,000 |
10,468 |
0.17% |
| SUN CMNTYS INC (COM) |
SUI |
448,000 |
3,019 |
0.17% |
| MFA FINL INC (COM) |
MFA |
447,000 |
60,688 |
0.17% |
| AG MTG INVT TR INC (COM) |
MITT |
445,000 |
29,372 |
0.16% |
| PORTLAND GEN ELEC CO (COM NEW) |
POR |
444,000 |
7,883 |
0.16% |
| AMERICAN WTR WKS CO INC NEW (COM) |
AWK |
444,000 |
3,573 |
0.16% |
| INVESCO MORTGAGE CAPITAL INC (COM) |
IVR |
440,000 |
28,724 |
0.16% |
| CARS COM INC (COM) |
|
438,000 |
48,724 |
0.16% |
* Portfolios do not reflect changes after reporting
|
|
Investing Just Like
ALPHASIMPLEX GROUP, LLC
MAJOR GURUS:
 Warren Buffett
 John Paulson
 George Soros
|
RelationalStocks.com
