ASFYX Holdings — Virtus AlphaSimplex Managed Futures Strategy Fund

All 57 reported holdings of Virtus AlphaSimplex Managed Futures Strategy Fund (ASFYX) by percentage of net assets, from the fund's latest SEC N-PORT filing.

Holding% of net assetsValue (USD)
United States Of America - Bureau Of The Public Debt7.11%$64.82M
United States Of America - Bureau Of The Public Debt3.92%$35.77M
MUFG Bank Ltd New York Branch3.84%$35.00M
United States Of America - Bureau Of The Public Debt3.84%$35.00M
DG Bank New York Branch3.29%$30.00M
United States Of America - Bureau Of The Public Debt3.28%$29.93M
DNB Bank Asa New York Branch2.96%$27.00M
Dreyfus Govt Cash Mgmt-I2.91%$26.55M
Skandinaviska Enskilda Banken AB (publ)2.82%$25.66M
Nordea Bank ABP (New York Branch)2.74%$25.00M
Swedbank Sparbanken Svenge Ab2.74%$25.00M
Westpac Banking Corp.2.65%$24.17M
Royal Bank of Canada New York Branch2.52%$22.98M
Svenska Handelsbanken AB New York Branch2.30%$21.00M
Credit Agricole Corporate and Investment Bank2.19%$20.00M
United States Of America - Bureau Of The Public Debt2.19%$19.99M
United States Of America - Bureau Of The Public Debt2.19%$19.97M
United States Of America - Bureau Of The Public Debt2.19%$19.96M
United States Of America - Bureau Of The Public Debt2.19%$19.93M
Toronto Dominion Bank New York Branch1.87%$17.00M
Bank Of Nova Scotia (the)1.86%$16.98M
Credit Agricole Corporate and Investment Bank1.76%$16.00M
Sumitomo Mitsui Trust Bank Ltd New York Branch1.65%$15.00M
United States Of America - Bureau Of The Public Debt1.64%$14.98M
BNP Paribas SA New York Branch1.43%$13.00M
Oversea-Chinese Banking Corp Ltd.1.43%$12.99M
DNB Bank Asa New York Branch1.32%$12.00M
Bank Of America Na1.32%$11.99M
Cooperatieve Rabobank U.A.1.24%$11.30M
Dz Bank Deutsche Zentral-Genossenschaftsbank AG New York Branch1.21%$11.00M
Nordea Bank ABP (New York Branch)1.15%$10.50M
Swedbank Sparbanken Svenge Ab1.15%$10.50M
United States Of America - Bureau Of The Public Debt1.09%$9.97M
First Abu Dhabi Bank Pjsc1.09%$9.97M
Chicago Mercantile Exchange1.09%$9.93M
Mizuho Bank, Ltd. New York Branch0.99%$9.00M
Osaka Exchange,Inc0.18%$1.62M
UBS Securities LLC0.06%$506.64K
Meff Sociedad Rectora Del Mercado De Productos Derivados, S.a.u.0.04%$365.58K
HKFE Clearing Corporation Limited0.04%$363.11K
Nasdaq Holding AB0.03%$237.70K
Ice Endex Markets B.v.0.02%$171.80K
Nse Ifsc Limited0.01%$59.76K
Euronext Paris SA-0.01%$-60.54K
Montreal Exchange Inc.-0.01%$-100.26K
Singapore Exchange Limited-0.01%$-104.30K
Ubs Securities LLC-0.02%$-143.79K
JSE Clear (Pty) Ltd-0.02%$-162.41K
Italian Derivatives Market-0.03%$-301.37K
Asx 24-0.07%$-667.77K
EUREX Clearing Aktiengesellschaft-0.07%$-676.61K
CME Group Inc.-0.11%$-1.03M
Ice Futures U.s.-0.20%$-1.79M
Ice Futures Europe-0.29%$-2.68M
Board Of Trade Of The City Of Chicago, Inc.-0.37%$-3.34M
New York Mercantile Exchange-0.42%$-3.87M
The London Metal Exchange-1.01%$-9.23M

ASFYX overview: performance, fees, allocation and SEC filings