ASGM holdings
Virtus AlphaSimplex Global Macro ETF
Positions
37 stored of 37 reported, largest first by weight
| # | Holding | ISIN | CUSIP | Weight | Value (USD) | Type | Issuer type | Country | Currency |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ISHARES TRUST ISHARES TRUST CORE S&P500 ETF | US4642872000 | 464287200 | 26.881% | $2.3M | Equity (common) | Registered fund | United States | USD |
| 2 | ISHARES TRUST ISHARES TRUST CORE MSCI EAFE | US46432F8427 | 46432F842 | 14.552% | $1.2M | Equity (common) | Registered fund | United States | USD |
| 3 | ISHARES INC ISHARES INC CORE MSCI EMKT | US46434G1031 | 46434G103 | 6.903% | $590K | Equity (common) | Registered fund | United States | USD |
| 4 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT XIB 0 09/29/26 | US912797VE44 | 912797VE4 | 4.070% | $348K | Debt | US Treasury | United States | USD |
| 5 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/10/26 | US912797UF28 | 912797UF2 | 3.495% | $299K | Debt | US Treasury | United States | USD |
| 6 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/13/26 | US912797TW79 | 912797TW7 | 2.921% | $250K | Debt | US Treasury | United States | USD |
| 7 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/25/26 | US912797UV77 | 912797UV7 | 2.918% | $249K | Debt | US Treasury | United States | USD |
| 8 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/03/26 | US912797RS85 | 912797RS8 | 2.915% | $249K | Debt | US Treasury | United States | USD |
| 9 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/24/26 | US912797UH83 | 912797UH8 | 2.908% | $249K | Debt | US Treasury | United States | USD |
| 10 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/04/26 | US912797US49 | 912797US4 | 2.339% | $200K | Debt | US Treasury | United States | USD |
| 11 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/06/26 | US912797RG48 | 912797RG4 | 2.339% | $200K | Debt | US Treasury | United States | USD |
| 12 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/20/26 | US912797TX52 | 912797TX5 | 2.335% | $200K | Debt | US Treasury | United States | USD |
| 13 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/27/26 | US912797TY36 | 912797TY3 | 2.334% | $200K | Debt | US Treasury | United States | USD |
| 14 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/22/26 | US912797VD60 | 912797VD6 | 2.327% | $199K | Debt | US Treasury | United States | USD |
| 15 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 12/17/26 | US912797VH74 | 912797VH7 | 2.306% | $197K | Debt | US Treasury | United States | USD |
| 16 | ICE FUTURES EUROPE Brent Crude Futures - North Sea, Oct26 | GB00H7Q1BB78 | Not reported | 0.697% | $60K | Commodity derivatives | Corporate | United Kingdom | USD |
| 17 | NEW YORK MERCANTILE EXCHANGE Crude Oil Futures, Sep-2026,ETH | Not reported | Not reported | 0.395% | $34K | Commodity derivatives | Corporate | United States | USD |
| 18 | ICE FUTURES U.S. MSCI Emerging Markets Index Futures - ICUS | Not reported | Not reported | -0.299% | -$26K | Equity derivatives | Corporate | United States | USD |
| 19 | ICE FUTURES U.S. MSCI EAFE Index Futures - ICUS | Not reported | Not reported | 0.273% | $23K | Equity derivatives | Corporate | United States | USD |
| 20 | ICE FUTURES U.S. Cotton No. 2 Futures - NYCC, Dec26 | Not reported | Not reported | 0.218% | $19K | Commodity derivatives | Corporate | United States | USD |
| 21 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 2-Year T-Note Futures, Sep-2026,ETH | Not reported | Not reported | 0.203% | $17K | Interest rate derivatives | Corporate | United States | USD |
| 22 | CHICAGO MERCANTILE EXCHANGE Canadian Dollar Futures | Not reported | Not reported | 0.177% | $15K | Foreign exchange derivatives | Corporate | United States | USD |
| 23 | CHICAGO MERCANTILE EXCHANGE Japanese Yen Futures | Not reported | Not reported | -0.159% | -$14K | Foreign exchange derivatives | Corporate | United States | USD |
| 24 | CHICAGO MERCANTILE EXCHANGE Live Cattle Futures, Oct-2026,ETH | Not reported | Not reported | -0.144% | -$12K | Commodity derivatives | Corporate | United States | USD |
| 25 | CME Group Inc. Gold Futures | Not reported | Not reported | -0.101% | -$9K | Commodity derivatives | Corporate | United States | USD |
| 26 | CME Group Inc. Copper Futures | Not reported | Not reported | 0.097% | $8K | Commodity derivatives | Corporate | United States | USD |
| 27 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 10-Year T-Note Futures, Sep-2026,ETH | Not reported | Not reported | 0.084% | $7K | Interest rate derivatives | Corporate | United States | USD |
| 28 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Ultra U.S. Treasury Bond Futures, Sep-2026,ETH | Not reported | Not reported | 0.083% | $7K | Interest rate derivatives | Corporate | United States | USD |
| 29 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Soybean Futures, Nov-2026,ETH | Not reported | Not reported | -0.066% | -$6K | Commodity derivatives | Corporate | United States | USD |
| 30 | NEW YORK MERCANTILE EXCHANGE Henry Hub Natural Gas Futures, Sep-2026,ETH | Not reported | Not reported | 0.042% | $4K | Commodity derivatives | Corporate | United States | USD |
| 31 | CHICAGO MERCANTILE EXCHANGE E-mini S&P 500 Futures | Not reported | Not reported | 0.042% | $4K | Equity derivatives | Corporate | United States | USD |
| 32 | ICE FUTURES U.S. Sugar No. 11 Futures - NYCC, Oct26 | Not reported | Not reported | -0.031% | -$3K | Commodity derivatives | Corporate | United States | USD |
| 33 | CHICAGO MERCANTILE EXCHANGE British Pound Futures | Not reported | Not reported | 0.031% | $3K | Foreign exchange derivatives | Corporate | United States | USD |
| 34 | CHICAGO MERCANTILE EXCHANGE Euro FX Futures | Not reported | Not reported | -0.024% | -$2K | Foreign exchange derivatives | Corporate | United States | USD |
| 35 | ICE FUTURES EUROPE Long Gilt Future - ICEU, Sep26 | GB00N8ZJ8230 | Not reported | -0.022% | -$2K | Interest rate derivatives | Corporate | United Kingdom | GBP |
| 36 | CHICAGO MERCANTILE EXCHANGE Australian Dollar Futures | Not reported | Not reported | 0.003% | $227 | Foreign exchange derivatives | Corporate | United States | USD |
| 37 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Corn Futures, Dec-2026,ETH | Not reported | Not reported | -0.001% | -$113 | Commodity derivatives | Corporate | United States | USD |