ASFYX — Virtus AlphaSimplex Managed Futures Strategy Fund
Data updated: 2026-08-28
ASFYX — Virtus AlphaSimplex Managed Futures Strategy Fund. Commodity · $911.39M AUM · 1.45% expense ratio. Holdings, fees, performance and SEC filings.
ASFYX Fund Overview
ASFYX — Virtus AlphaSimplex Managed Futures Strategy Fund is a US mutual fund managed by Virtus Alternative Solutions Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Virtus Alternative Solutions Trust
- Category: Commodity
- Assets under management: $911.39M
- 1-year return: 19.3%
- Ticker: ASFYX
- SEC CIK: 0001589756
- SEC series ID: S000079778
- Share class ID: C000241138
ASFYX Holdings
Top 10 holdings of Virtus AlphaSimplex Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| 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% |
| MUFG Bank Ltd New York Branch | 3.84% |
| United States Of America - Bureau Of The Public Debt | 3.84% |
| DG Bank New York Branch | 3.29% |
| United States Of America - Bureau Of The Public Debt | 3.28% |
| DNB Bank Asa New York Branch | 2.96% |
| Dreyfus Govt Cash Mgmt-I | 2.91% |
| Skandinaviska Enskilda Banken AB (publ) | 2.82% |
| Nordea Bank ABP (New York Branch) | 2.74% |
ASFYX 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% |
ASFYX Performance
Total returns for ASFYX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 9.3% |
| 1 year | 19.3% |
| 3 years (annualised) | -3.6% |
ASFYX Risk Information
Risk metrics for ASFYX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 9.2%
ASFYX Costs and Fees
ASFYX costs about $145 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.45%
- Gross expense ratio: 1.59%
- Brokerage commissions: 11.86 bps of average net assets (SEC N-CEN)
ASFYX Cashflows
Over the 12 months to 2026-06, Virtus AlphaSimplex Managed Futures Strategy Fund had net outflows of $571.57M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$37.82M |
| 2026-05 | −$3.89M |
| 2026-04 | −$21.02M |
| 2026-03 | −$183.94M |
| 2026-02 | −$9.47M |
| 2026-01 | $131.14M |
ASFYX 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% |
ASFYX Prospectus and SEC Filings
Official Virtus AlphaSimplex Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-21
- Prospectus (485BPOS) — filed 2025-04-24
- Prospectus (485BPOS) — filed 2024-04-25
- Portfolio holdings (N-PORT) — filed 2026-08-28
- Portfolio holdings (N-PORT) — filed 2026-06-01
- Portfolio holdings (N-PORT) — filed 2026-02-26
- Annual census (N-CEN) — filed 2026-03-13
- Annual census (N-CEN) — filed 2025-03-17
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.