AMFAX Holdings — Virtus AlphaSimplex Managed Futures Strategy Fund
Data updated: 2026-08-28
AMFAX holds 139 securities. The top 10 make up 36.7% of net assets, led by B 0 07/28/26 (7.11%) and B 0 07/09/26 (3.92%). Government Bonds (37.6%) and Financials (5.2%) are the largest sectors, and 35.1% of the portfolio is in United States. Debt holdings: 10 positions, 29.4% of assets.
Holdings cover 78.89% of net asset value (82.21% of total assets; remainder is cash and receivables). As of June 30, 2026 · N-PORT.
AMFAX Portfolio Holdings
139 holdings of Virtus AlphaSimplex Managed Futures Strategy Fund by percentage of net assets, from the fund's SEC N-PORT filing as of June 30, 2026. The 100 largest are listed below; the interactive table on this page lists all 139.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| B 0 07/28/26 | — | Government Bonds | 7.11% | $64.82M |
| B 0 07/09/26 | — | Government Bonds | 3.92% | $35.77M |
| MUFG Bank Ltd New York Branch 3.85% CP 28/08/2026 | — | Unknown | 3.84% | $35.00M |
| B 0 07/02/26 | — | Government Bonds | 3.84% | $35.00M |
| DG Bank New York Branch 3.8% CP 04/08/2026 | — | Unknown | 3.29% | $30.00M |
| B 0 07/23/26 | — | Government Bonds | 3.28% | $29.93M |
| DNB Bank Asa New York Branch 3.83% CP 06/10/2026 | — | Unknown | 2.96% | $27.00M |
| Dreyfus Govt Cash Mgmt-I | DGCXX | Funds & ETFs | 2.91% | $26.55M |
| Skandinaviska Enskilda Banken AB (publ) 0% CP 27/10/2026 | — | Unknown | 2.82% | $25.66M |
| Nordea Bank ABP (New York Branch) 4.01% CP 18/11/2026 | — | Unknown | 2.74% | $25.00M |
| Swedbank Sparbanken Svenge Ab 3.9% CP 30/10/2026 | — | Unknown | 2.74% | $25.00M |
| Westpac Banking Corp. 0% Cp 16/04/2027 | — | Financials | 2.65% | $24.17M |
| Royal Bank of Canada New York Branch 3.91% CP 22/12/2026 | — | Unknown | 2.52% | $22.98M |
| Svenska Handelsbanken AB New York Branch 3.79% CP 04/09/2026 | — | Unknown | 2.30% | $21.00M |
| Credit Agricole Corporate and Investment Bank 3.98% CP 25/09/2026 | — | Unknown | 2.19% | $20.00M |
| B 0 07/07/26 | — | Government Bonds | 2.19% | $19.99M |
| B 0 07/14/26 | — | Government Bonds | 2.19% | $19.97M |
| B 0 07/21/26 | — | Government Bonds | 2.19% | $19.96M |
| B 0 08/04/26 | — | Government Bonds | 2.19% | $19.93M |
| Toronto Dominion Bank New York Branch 4% CP 13/10/2026 | — | Unknown | 1.87% | $17.00M |
| Bank of Nova Scotia (the) 4.03% Cp 18/03/2027 | — | Unknown | 1.86% | $16.98M |
| Credit Agricole Corporate and Investment Bank 3.6% CP 24/07/2026 | — | Unknown | 1.76% | $16.00M |
| Sumitomo Mitsui Trust Bank Ltd New York Branch 3.95% CP 01/07/2026 | — | Unknown | 1.65% | $15.00M |
| B 0 07/16/26 | — | Government Bonds | 1.64% | $14.98M |
| BNP Paribas SA New York Branch 3.85% CP 13/07/2026 | — | Unknown | 1.43% | $13.00M |
| Oversea-Chinese Banking Corp Ltd. 0% CP 08/07/2026 | — | Financials | 1.43% | $12.99M |
| DNB Bank Asa New York Branch 3.67% CP 13/07/2026 | — | Unknown | 1.32% | $12.00M |
| Bank of America Na 4.05% Cp 01/03/2027 | — | Unknown | 1.32% | $11.99M |
| Cooperatieve Rabobank U.A. 0% CP 08/12/2026 | — | Unknown | 1.24% | $11.30M |
| Dz Bank Deutsche Zentral-Genossenschaftsbank AG New York Branch 3.87% Cp 06/11/2026 | — | Unknown | 1.21% | $11.00M |
| Nordea Bank ABP (New York Branch) 3.7% CP 09/07/2026 | — | Unknown | 1.15% | $10.50M |
| Swedbank Sparbanken Svenge Ab 3.98% CP 30/10/2026 | — | Unknown | 1.15% | $10.50M |
| First Abu Dhabi Bank Pjsc 0% Cp 28/07/2026 | — | Unknown | 1.09% | $9.97M |
| B 0 07/30/26 | — | Government Bonds | 1.09% | $9.97M |
| Mizuho Bank, Ltd. New York Branch 3.78% CP 20/08/2026 | — | Unknown | 0.99% | $9.00M |
| Euro FX Futures, Sep-2026,ETH | 6E U26 | Unknown | 0.29% | $2.61M |
| Canadian Dollar Futures, Sep-2026,ETH | 6C U26 | Unknown | 0.28% | $2.55M |
| Japanese Yen Futures, Sep-2026,ETH | 6J U26 | Unknown | 0.24% | $2.16M |
| Nok/usd Forward | — | Unknown | 0.17% | $1.59M |
| Chf/usd Forward | — | Unknown | 0.15% | $1.38M |
| Nikkei 225 Trade Future | 225 U26-OSM | Unknown | 0.13% | $1.21M |
| Nzd/usd Forward | — | Unknown | 0.13% | $1.18M |
| E-mini Dow Jones Industrial Average Index Futures | YM U26 | Unknown | 0.12% | $1.10M |
| Corn Futures, Dec-2026,ETH | ZC Z26 | Unknown | 0.12% | $1.07M |
| E-mini Russell 2000 Index Futures | RTY U26 | Unknown | 0.11% | $997.70K |
| E-mini Nasdaq-100 Futures | NQ U26 | Unknown | 0.10% | $894.85K |
| Lean Hog Futures, Aug-2026,ETH | HE Q26 | Unknown | 0.10% | $887.58K |
| Sgd/usd Forward | — | Unknown | 0.08% | $730.80K |
| Usd/sek Forward | — | Unknown | 0.07% | $627.75K |
| E-mini S&P MidCap 400 Index Futures | MC U26 | Unknown | 0.06% | $572.38K |
| E-mini S&P 500 Futures | ES U26 | Unknown | 0.06% | $501.40K |
| Three-Month SOFR Futures, Dec-2026,ETH | SR3 Z26-CME | Unknown | 0.05% | $492.89K |
| Topix Trade Future | TPX U26-OSM | Unknown | 0.05% | $477.96K |
| Lme Nickel Future Sep26 | NID 26U-LME | Commodities | 0.05% | $415.11K |
| Lme Pri Alum Futr Sep26 | AHD 26N-LME | Commodities | 0.04% | $372.00K |
| IBEX PLUS Future Cash | IBX N26-MRV | Index | 0.04% | $365.58K |
| Usd/pln Forward | — | Unknown | 0.04% | $332.27K |
| Usd/zar Forward | — | Unknown | 0.03% | $301.97K |
| Hang Seng China Enterprises Index (hscei) Futures | HHI N26-HKF | Unknown | 0.03% | $278.11K |
| EURO STOXX 50 Index Futures(FESX) Index Fut | FESX U26-EUX | Index | 0.03% | $264.16K |
| OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite | FXS30 N26-OMF | Index | 0.03% | $237.70K |
| MSCI Emerging Markets Index Futures - ICUS | MME U26 | Unknown | 0.02% | $211.57K |
| Lme Zinc Future Sep26 | ZSD 26N-LME | Commodities | 0.02% | $190.45K |
| MSCI EAFE Index Futures - ICUS | MFS U26 | Unknown | 0.02% | $176.65K |
| EUA Futures - EUA | ECF 26Z-ICN | Commodities | 0.02% | $171.80K |
| Ten-Year Government of Canada Bond Futures | CGB U26-MX | Unknown | 0.02% | $161.20K |
| Brazilian Real Futures | 6L Q26 | Unknown | 0.02% | $151.95K |
| 2-Year T-Note Futures, Sep-2026,ETH | ZT U26 | Unknown | 0.01% | $104.68K |
| Three-Month CORRA Futures, Dec-2026 | CRA Z26-MX | Unknown | 0.01% | $102.44K |
| Hang Seng Index Futures | HSI N26-HKF | Unknown | 0.01% | $84.99K |
| INR_USD FX Futures | IU 26N-SGF | Currency | 0.01% | $84.56K |
| STOXX Europe 600 Index Futures(FXXP) Index Fut | FXXP U26-EUX | Index | 0.01% | $82.63K |
| Nifty 50,jun-2026,composite | NIFTY N26-NIF | Unknown | 0.01% | $59.76K |
| Palladium Futures, Sep-2026,ETH | PA U26 | Unknown | 0.01% | $50.18K |
| FTSE China A50 Index Future | CN 26N-SGX | Index | 0.00% | $35.77K |
| Sugar No. 11 Futures - NYCC, Oct26 | SB V26 | Unknown | 0.00% | $31.07K |
| Usd/try Forward | — | Unknown | 0.00% | $27.76K |
| Long(FBTP) Term Euro | FBTP U26-EUX | Commodities | 0.00% | $25.19K |
| FTSE 100 - Stnd Index Future - ICEU | Z U26-ICL | Index | 0.00% | $25.21K |
| KRW_USD (Mini) FX Futures | KU 26N-SGF | Currency | 0.00% | $2.17K |
| Soybean Meal Futures | ZM Z26 | Unknown | -0.00% | $-457 |
| Aluminum Futures | ALI U26 | Unknown | -0.00% | $-2.26K |
| Lme Copper Future Sep26 | CAD 26U-LME | Commodities | -0.00% | $-6.35K |
| EURO(FGBX) Buxl Futures | FGBX U26-EUX | Commodities | -0.00% | $-6.87K |
| Usd/mxn Forward | — | Unknown | -0.00% | $-7.30K |
| Chicago SRW Wheat Futures | ZW Z26 | Unknown | -0.00% | $-14.91K |
| Ultra U.S. Treasury Bond Futures, Sep-2026,ETH | XUB U26 | Unknown | -0.00% | $-18.49K |
| DAX Futures(FDAX) Index Fut | FDAX U26-EUX | Index | -0.00% | $-20.02K |
| Euro(FGBL) Bund Futures, EUROBUND | FGBL U26-EUX | Commodities | -0.00% | $-26.49K |
| Lme Zinc Future Sep26 | ZSD 26N-LME | Commodities | -0.00% | $-34.07K |
| U.S. Treasury Bond Futures, Sep-2026,ETH | ZB U26 | Unknown | -0.00% | $-33.87K |
| Long Gilt Future - ICEU, Sep26 | R U26-ICL | Commodities | -0.00% | $-34.82K |
| KC HRW Wheat Futures | KE Z26 | Unknown | -0.00% | $-44.48K |
| Euro(FOAT) OAT Futures | FOAT U26-EUX | Commodities | -0.01% | $-47.52K |
| CAC 40 Index Future | FCE N26-EEI | Index | -0.01% | $-60.54K |
| 10-Year Jgb Trade Future | JBL U26-JGB | Unknown | -0.01% | $-62.27K |
| British Pound Futures | 6B U26 | Unknown | -0.01% | $-82.14K |
| ASX SPI 200 Index Futures | AP U26-SFE | Unknown | -0.01% | $-85.68K |
| Three Month SONIA - ICEU, Dec26 | SO3 Z26-ICL | Commodities | -0.01% | $-86.47K |
| ASX 90 Day Bank Accepted Bills Futures | IR Z26-SFE | Unknown | -0.01% | $-100.42K |
AMFAX Sector Allocation
Virtus AlphaSimplex Managed Futures Strategy Fund holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Government Bonds | 37.6% | 10 |
| Financials | 5.2% | 2 |
| Funds & ETFs | 3.7% | 1 |
| Index | 0.0% | 12 |
| Currency | 0.0% | 2 |
| Commodities | -1.8% | 22 |
| Unknown | 55.3% | 90 |
AMFAX Country Allocation
Where Virtus AlphaSimplex Managed Futures Strategy Fund's holdings are domiciled, by percentage of net assets (largest 15).
| Country | % of net assets |
|---|---|
| United States | 35.1% |
| Sweden | 9.0% |
| Japan | 6.7% |
| Canada | 6.2% |
| France | 5.4% |
| Norway | 4.3% |
| Finland | 3.9% |
| Germany | 3.2% |
| Australia | 2.6% |
| Singapore | 1.4% |
| Netherlands | 1.3% |
| United Arab Emirates | 1.1% |
| Hong Kong SAR China | 0.0% |
| Spain | 0.0% |
| India | 0.0% |
AMFAX Portfolio Allocation
Asset-class allocation of Virtus AlphaSimplex Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 50.4% |
| Fixed Income | 29.7% |
AMFAX Debt Constituents
Largest debt holdings of Virtus AlphaSimplex Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States of America - Bureau of the Public Debt | 7.11% |
| United States of America - Bureau of the Public Debt | 3.92% |
| United States of America - Bureau of the Public Debt | 3.84% |
| United States of America - Bureau of the Public Debt | 3.28% |
| United States of America - Bureau of the Public Debt | 2.19% |
| United States of America - Bureau of the Public Debt | 2.19% |
| United States of America - Bureau of the Public Debt | 2.19% |
| United States of America - Bureau of the Public Debt | 2.19% |
| United States of America - Bureau of the Public Debt | 1.64% |
| United States of America - Bureau of the Public Debt | 1.09% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.