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ETF NYSE Arca USD

Virtus AlphaSimplex Managed Futures ETF ASMF

Issuer: Virtus SEC registrant: Virtus ETF Trust II Derivatives-based
Watch ASMF (sign in) Add to portfolio (ASMF) Set an alert for ASMF Compare ASMF with other ETFs Position size calculator for ASMF at 26.96 USD

How position sizing works
Last price 26.96 USD Change: Down −0.30 Percent change: Down −1.12%

Source: Yahoo Finance (opens in a new tab) Observed · 1 day ago Quotes may be delayed

Expense ratio
0.80%
Prospectus 28 Nov 2025
Net assets
$29.7M
As of 31 Jul 2026
Holdings
36
As of 31 Jul 2026
12-month distribution yield
0.19%
Yearly
Asset class
Derivatives-based
From holdings

Virtus AlphaSimplex Managed Futures ETF (ASMF) is an exchange-traded fund listed on NYSE Arca in the United States, issued by Virtus. Its category is Derivatives-based. Its last price was US$26.96 on 20 Oct 2026. Its expense ratio is 0.8% a year, from its prospectus dated 28 Nov 2025. It reported net assets of US$29.72 million as of 31 Jul 2026. Its latest holdings report lists 36 holdings as of 31 Jul 2026. Over the last 12 months it paid distributions of US$0.0520 a unit, a 12-month distribution yield of 0.19%, paid yearly.

General information only: nothing on TakeProfits takes into account your objectives, financial situation or needs, and it isn't personal financial advice or a recommendation to buy or sell anything. Consider whether it suits you and get advice from a licensed adviser before acting. Market data may be delayed and comes from third-party sources.

Fees

Total annual operating expenses (gross)
0.80%
Net, after fee waivers or reimbursements
No waiver stated
Management fee
0.80%
Prospectus date
28 Nov 2025
Filed with the SEC
25 Nov 2025

Source: SEC prospectus risk/return data sets (opens in a new tab) Filed

Size and reporting

Net assets
$29,715,694
Total assets
$29,736,572
Holdings as of
31 Jul 2026
Report made public
29 Sep 2026 (60 days after the month end)

Net assets are for the whole fund series, which for some funds (Vanguard's, for example) also includes mutual fund share classes.

Source: SEC Form N-PORT (opens in a new tab) Filed

Top holdings

Largest 25 of 36 positions, as of 31 Jul 2026. Weight is the percent of net assets the fund reported.

ASMF top holdings as of 31 Jul 2026
# Holding Identifier Weight Value (USD) Type Country Currency
1 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/13/26 US912797TW79 7.40% $2.2M Debt United States USD
2 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/20/26 US912797TX52 7.39% $2.2M Debt United States USD
3 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/22/26 US912797VD60 6.70% $2.0M Debt United States USD
4 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/06/26 US912797RG48 5.38% $1.6M Debt United States USD
5 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/11/26 US912797UT22 5.38% $1.6M Debt United States USD
6 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/04/26 US912797US49 5.05% $1.5M Debt United States USD
7 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/24/26 US912797UH83 5.02% $1.5M Debt United States USD
8 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT XIB 0 09/29/26 US912797VE44 5.02% $1.5M Debt United States USD
9 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/18/26 US912797UU94 4.70% $1.4M Debt United States USD
10 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/10/26 US912797UF28 4.69% $1.4M Debt United States USD
11 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/25/26 US912797UV77 4.37% $1.3M Debt United States USD
12 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/27/26 US912797TY36 4.36% $1.3M Debt United States USD
13 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/03/26 US912797RS85 4.36% $1.3M Debt United States USD
14 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/08/26 US912797VB05 4.02% $1.2M Debt United States USD
15 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/15/26 US912797VC87 3.69% $1.1M Debt United States USD
16 UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT XIB 0 09/01/26 US912797UW50 3.36% $997K Debt United States USD
17 CHICAGO MERCANTILE EXCHANGE Japanese Yen Futures No identifier reported -0.47% -$139K Foreign exchange derivatives United States USD
18 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Ultra U.S. Treasury Bond Futures, Sep-2026,ETH No identifier reported 0.41% $121K Interest rate derivatives United States USD
19 NEW YORK MERCANTILE EXCHANGE Crude Oil Futures, Sep-2026,ETH No identifier reported 0.36% $108K Commodity derivatives United States USD
20 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 10-Year T-Note Futures, Sep-2026,ETH No identifier reported 0.36% $107K Interest rate derivatives United States USD
21 ICE FUTURES EUROPE Brent Crude Futures - North Sea, Oct26 GB00H7Q1BB78 0.35% $103K Commodity derivatives United Kingdom USD
22 ICE FUTURES U.S. MSCI Emerging Markets Index Futures - ICUS No identifier reported -0.27% -$80K Equity derivatives United States USD
23 CME Group Inc. Copper Futures No identifier reported 0.13% $40K Commodity derivatives United States USD
24 EUREX Clearing Aktiengesellschaft EURO STOXX 50 Index Futures(FESX) Index Fut DE000C757930 0.13% $40K Equity derivatives Germany EUR
25 EUREX Clearing Aktiengesellschaft Euro(FGBL) Bund Futures, EUROBUND DE000F3A9ET3 0.13% $38K Interest rate derivatives Germany EUR

Source: SEC Form N-PORT (opens in a new tab) Made public Holdings as of 31 Jul 2026

All 36 stored holdings

Breakdowns

Sums of reported weights over every position in the report. Totals can differ from 100% because of derivatives, borrowing and cash.

Warning: Uses derivatives

Derivative contracts in this report have a combined notional amount of 339% of net assets. The weights here show each contract's reported value, not the exposure it creates.

Asset type

Asset type by weight
TypeWeightBar
Debt 80.89%
Interest rate derivatives 1.09%
Commodity derivatives 0.82%
Foreign exchange derivatives -0.59%
Equity derivatives -0.02%

Country

Country by weight
CountryWeightBar
United States 81.35%
United Kingdom 0.45%
Germany 0.26%
Japan 0.11%
Australia 0.01%

The country each issuer is assigned to in the report.

Currency exposure

Currency exposure by weight
CurrencyWeightBar
US dollar (USD) 81.70%
Euro (EUR) 0.26%
Japanese yen (JPY) 0.11%
British pound (GBP) 0.10%
Australian dollar (AUD) 0.01%

The currency each holding is denominated in. Currency hedges are not netted off, so a hedged fund still shows its holdings' currencies.

Sector

No sector data

None of this fund's holdings matched a stock listed on this site, so no sector is shown.

Partial coverage: sectors are known for 0.0% of net assets, the holdings matched by CUSIP or ticker to US stocks listed on this site. The rest is not assigned a sector.

Source: SEC Form N-PORT (opens in a new tab) Holdings as of

Distributions

Paid in the last 12 months
$0.0520
1 payment per unit
12-month yield
0.19%
Distributions only, not total return
Frequency
Yearly
From the gaps between ex-dates
Latest ex-date
22 Dec 2025

12-month yield = distributions per unit with an ex-date in the last 12 months ($0.0520) ÷ latest price ($26.96) × 100 = 0.19%. It looks back, so it is not a forecast; special distributions in the window are included.

Why a distribution yield is not the fund's return: yield vs total return

Distribution history table (2 payments)
ASMF distributions per unit by ex-date
Ex-dateAmount per unit
22 Dec 2025$0.0520
20 Dec 2024$0.3950

Source: Yahoo Finance (opens in a new tab) Checked · 2 days ago Amounts are adjusted for later unit splits

Filings and sources

Compare with

Largest funds in the same category:

Up to four symbols separated by commas. ASX funds end in .AX, for example IVV.AX.

How ETF overlap is measured, with a worked example

IMPORTANT FINANCIAL DISCLAIMER: The information provided on this platform is for educational and informational purposes only and should not be construed as investment advice. All investments involve risk, including potential loss of principal. Past performance does not guarantee future results. Take Profits is not a registered investment advisor and does not provide personalized investment advice. Users should conduct their own research and consult with qualified financial professionals before making investment decisions. Market data may be delayed and is provided by third-party sources.

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