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ALPHASIMPLEX GROUP, LLC
> MMC
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 09/30/2022 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 1,562 | -253 | 233,000 | -49,000 | $149.17 |
| 06/30/2022 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 1,815 | 0 | 282,000 | -27,000 | $155.37 |
| 03/31/2022 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 1,815 | -2,145 | 309,000 | -379,000 | $170.25 |
| 12/31/2021 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 3,960 | -4,079 | 688,000 | -529,000 | $173.74 |
| 09/30/2021 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 8,039 | 1,334 | 1,217,000 | 274,000 | $151.39 |
| 06/30/2021 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 6,705 | 0 | 943,000 | 126,000 | $140.64 |
| 03/31/2021 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 6,705 | -6,782 | 817,000 | -761,000 | $121.85 |
| 12/31/2020 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 13,487 | 787 | 1,578,000 | 121,000 | $117.00 |
| 09/30/2020 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 12,700 | 1,732 | 1,457,000 | 279,000 | $114.72 |
| 06/30/2020 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 10,968 | 10,968 | 1,178,000 | 1,178,000 | $107.40 |
| 03/31/2020 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 0 | -9,388 | 0 | -1,046,000 | |
| 12/31/2019 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 9,388 | -2,117 | 1,046,000 | -105,000 | $111.42 |
| 09/30/2019 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 11,505 | -2,750 | 1,151,000 | -270,936 | $100.04 |
| 06/30/2019 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 14,255 | -1,412 | 1,421,936 | -49,195 | $99.75 |
| 03/31/2019 | MARSH & MCLENNAN COMPANIES, INC. | MMC | 15,667 | 15,667 | 1,471,131 | 1,471,131 | $93.90 |
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