AlphaSimplex Group, LLC

Alexander Healy is the chief investment officer and a portfolio manager at AlphaSimplex, an affiliated manager of Virtus Investment Partners. Dr. Healy is responsible for the day-to-day supervision of the research team and the implementation of the firm’s investment strategies. He is a member of the investment committee and risk committee. Additionally, he serves as a co-portfolio manager of certain funds advised by AlphaSimplex.

Dr. Healy joined AlphaSimplex in 2007 and has held the roles of senior research scientist, director of strategic research, and deputy chief investment officer. He has developed various key elements of AlphaSimplex’s investment platform, including non-parametric investment models, volatility management overlays, and dynamic approaches to portfolio construction.

Dr. Healy earned an A.B. in mathematics and computer science from Harvard University, where he also received a Ph.D. in theoretical computer science. His doctoral research focused on the uses of randomness in algorithms and cryptography and introduced novel approaches to generating pseudo-random numbers together with new applications of these methods. Dr. Healy began his career in the investment industry in 2007.

Kathryn Kaminski is chief research strategist and a portfolio manager at AlphaSimplex, an affiliated manager of Virtus Investment Partners. Dr. Kaminski conducts applied research, leads strategic research initiatives, focuses on portfolio construction and risk management, and engages in product development. Dr. Kaminski is a member of the investment committee. Additionally, she serves as a co-portfolio manager for the AlphaSimplex Managed Futures Strategy and AlphaSimplex Global Alternatives Strategy.

Prior to joining AlphaSimplex in 2018, Dr. Kaminski was a visiting scientist at the MIT Laboratory for Financial Engineering. Previously, she held portfolio management positions as a director, investment strategies at Campbell and Company and as a senior investment analyst at RPM, a CTA fund of funds.

Dr. Kaminski co-authored the book Trend Following with Managed Futures: The Search for Crisis Alpha (2014). Her research and industry commentary have been published in a wide range of industry publications as well as academic journals. She is a contributory author for both the CAIA® and CFA® reading materials. Dr. Kaminski is a Senior Lecturer at the MIT Sloan School of Management and has taught at the Stockholm School of Economics and the Swedish Royal Institute of Technology, KTH.

Dr. Kaminski earned an S.B. in electrical engineering and a Ph.D. in operations research from MIT where her doctoral research focused on stochastic processes, stopping rules, and investment heuristics. She is a Chartered Alternative Investment Analyst® (CAIA®) charterholder. Dr. Kaminski began her career in the investment industry in 2008.

Peter Lee is a senior research scientist and a portfolio manager at AlphaSimplex, an affiliated manager of Virtus Investment Partners. As a co-portfolio manager for the AlphaSimplex Global Alternatives Strategy, he focuses on portfolio management, applied research in hedge fund-related strategies, and overall capability development.

Mr. Lee joined AlphaSimplex in 2007. He specializes in systematic single-name equity trading strategies, hedge fund factor replication, and modeling probabilistic dynamic systems using perspectives from probability, information theory, economics, and engineering. Much of Mr. Lee’s recent work involves designing representations of latent information that drive trading decisions.

Mr. Lee earned an A.B. in applied mathematics (decision and control focus) with a minor in economics from Harvard University. He also earned an S.M. in operations research from MIT. His master’s thesis presented a novel technique for constructing sparse high-dimensional Gaussian models. He is a Chartered Financial Analyst® (CFA®) charterholder. Mr. Lee began his career in the investment industry in 2007.

Philippe Lüdi is a senior research scientist and a portfolio manager at AlphaSimplex, an affiliated manager of Virtus Investment Partners. As a co-portfolio manager for certain AlphaSimplex portfolios, he focuses on portfolio management, applied research, and overall capability development.

Dr. Lüdi joined AlphaSimplex in 2006. He has been involved in system engineering as well as global macro strategies.

Dr. Lüdi earned the equivalent of an M.A. in molecular and computational biology from the University of Basel. He also received a M.Sc. in statistics and a Ph.D. in bioinformatics, both from Duke University. In his doctoral program, Dr. Lüdi applied a Monte Carlo approach to risk analysis and developed a machine-learning algorithm applied to medicine that was subsequently featured in The Wall Street Journal. He is a Chartered Financial Analyst® (CFA®) charterholder. Dr. Lüdi began his career in the investment industry in 2006.

John Perry is a senior research scientist and a portfolio manager at AlphaSimplex, an affiliated manager of Virtus Investment Partners. As a co-portfolio manager for the AlphaSimplex Managed Futures Strategy, he focuses on portfolio management, applied research, and overall capability development.

Prior to joining AlphaSimplex in 2012, Dr. Perry worked for Soros Fund Management, where he researched and developed quantitative equity trading strategies and risk models. Previously, he worked on the proprietary trading desk at J.P. Morgan.

Dr. Perry earned a B.S. in computer engineering from the University of Utah and an S.M. in management and a Ph.D. in electrical engineering and computer science from MIT. His dissertation provided new insights into the neuroeconomics of market makers. He began his career in the investment industry in 2003.

Robert Rickard is a portfolio manager at AlphaSimplex, an affiliated manager of Virtus Investment Partners. He is responsible for managing the cash portion of the firm’s strategies.

Prior to joining AlphaSimplex in 2015, he held positions as senior vice president, head of portfolio management and trading, and portfolio manager at Reich & Tang Asset Management, LLC, focusing on the management of short-term assets. Mr. Rickard began managing the money market portion of AlphaSimplex’s products while at Reich & Tang Asset Management and continues that work at AlphaSimplex.

Mr. Rickard earned a B.S. in accounting from Siena College and an M.B.A. from Pace University. He began his investment industry career in 1993.