AlphaSimPlex Group Portfolio holdings

AUM $9.88M

2022 Q3 2022 Q2 2022 Q1 2021 Q4 2021 Q3 2021 Q2 2021 Q1 2020 Q4 2020 Q3 2020 Q2 2020 Q1 2019 Q4 2019 Q3 2019 Q2 2019 Q1 2018 Q4 2018 Q3 2018 Q2 2018 Q1 2017 Q4

This Quarter Return

+0.04%

1 Year Return

-8.01%

3 Year Return

+35.52%

5 Year Return

+46.1%

10 Year Return

–

AUM

$93.9M

AUM Growth

–

Cap. Flow

+$93.9M

Cap. Flow % of AUM

100%

Top 10 Holdings % Top 10 Hldgs %

94.74%

Holding

New

Increased

–

Reduced

–

Closed

–

Top Buys

1	iShares iBoxx $ High Yield Corporate Bond ETF HYG	$64.5M
2	SPDR S&P 500 ETF Trust SPY	$9.53M
3	Vanguard Intermediate-Term Corporate Bond ETF VCIT	$2.38M
4	iShares Core US Aggregate Bond ETF AGG	$2.37M
5	Vanguard Total Stock Market ETF VTI	$1.96M

Top Sells

No sells this quarter

Sector Composition

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal	Shares Change %	Capital Flow
1	1 iShares iBoxx $ High Yield Corporate Bond ETF HYG $17.8B	$64.5M	68.69%	+739,125	New	+$64.5M
2	2 SPDR S&P 500 ETF Trust SPY $658B	$9.53M	10.15%	+35,715	New	+$9.53M
3	3 Vanguard Intermediate-Term Corporate Bond ETF VCIT $54.4B	$2.38M	2.53%	+27,173	New	+$2.38M
4	4 iShares Core US Aggregate Bond ETF AGG $131B	$2.37M	2.53%	+21,705	New	+$2.37M
5	5 Vanguard Total Stock Market ETF VTI $526B	$1.96M	2.09%	+14,273	New	+$1.96M
6	6 Vanguard Mid-Cap ETF VO $87.5B	$1.94M	2.07%	+12,541	New	+$1.94M
7	7 Vanguard Value ETF VTV $144B	$1.92M	2.04%	+18,025	New	+$1.92M
8	8 SPDR Bloomberg Barclays International Treasury Bond ETF BWX $1.38B	$1.5M	1.6%	+52,690	New	+$1.5M
9	9 iShares JPMorgan USD Emerging Markets Bond ETF EMB $13.4B	$1.49M	1.58%	+12,818	New	+$1.49M
10	10 Vanguard Total International Bond ETF BNDX $68.3B	$1.38M	1.47%	+25,312	New	+$1.38M
11	11 Vanguard FTSE All-World ex-US Small-Cap Index Fund VSS $9.72B	$941K	1%	+7,891	New	+$941K
12	12 Vanguard FTSE Europe ETF VGK $26.8B	$925K	0.99%	+15,645	New	+$925K
13	13 Vanguard FTSE Pacific ETF VPL $7.72B	$924K	0.98%	+12,676	New	+$924K
14	14 Vanguard FTSE Developed Markets ETF VEA $171B	$916K	0.98%	+20,419	New	+$916K
15	15 Vanguard FTSE Emerging Markets ETF VWO $96.4B	$620K	0.66%	+13,494	New	+$620K
16	16 iShares MSCI Emerging Markets Min Vol Factor ETF EEMV $4.59B	$615K	0.66%	+10,114	New	+$615K