ASMF holdings
Virtus AlphaSimplex Managed Futures ETF
Positions
36 stored of 36 reported, largest first by weight
| # | Holding | ISIN | CUSIP | Weight | Value (USD) | Type | Issuer type | Country | Currency |
|---|---|---|---|---|---|---|---|---|---|
| 1 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/13/26 | US912797TW79 | 912797TW7 | 7.396% | $2.2M | Debt | US Treasury | United States | USD |
| 2 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/20/26 | US912797TX52 | 912797TX5 | 7.391% | $2.2M | Debt | US Treasury | United States | USD |
| 3 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/22/26 | US912797VD60 | 912797VD6 | 6.696% | $2.0M | Debt | US Treasury | United States | USD |
| 4 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/06/26 | US912797RG48 | 912797RG4 | 5.383% | $1.6M | Debt | US Treasury | United States | USD |
| 5 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/11/26 | US912797UT22 | 912797UT2 | 5.380% | $1.6M | Debt | US Treasury | United States | USD |
| 6 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/04/26 | US912797US49 | 912797US4 | 5.047% | $1.5M | Debt | US Treasury | United States | USD |
| 7 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/24/26 | US912797UH83 | 912797UH8 | 5.021% | $1.5M | Debt | US Treasury | United States | USD |
| 8 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT XIB 0 09/29/26 | US912797VE44 | 912797VE4 | 5.018% | $1.5M | Debt | US Treasury | United States | USD |
| 9 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/18/26 | US912797UU94 | 912797UU9 | 4.704% | $1.4M | Debt | US Treasury | United States | USD |
| 10 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/10/26 | US912797UF28 | 912797UF2 | 4.693% | $1.4M | Debt | US Treasury | United States | USD |
| 11 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/25/26 | US912797UV77 | 912797UV7 | 4.365% | $1.3M | Debt | US Treasury | United States | USD |
| 12 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/27/26 | US912797TY36 | 912797TY3 | 4.364% | $1.3M | Debt | US Treasury | United States | USD |
| 13 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/03/26 | US912797RS85 | 912797RS8 | 4.361% | $1.3M | Debt | US Treasury | United States | USD |
| 14 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/08/26 | US912797VB05 | 912797VB0 | 4.024% | $1.2M | Debt | US Treasury | United States | USD |
| 15 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/15/26 | US912797VC87 | 912797VC8 | 3.686% | $1.1M | Debt | US Treasury | United States | USD |
| 16 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT XIB 0 09/01/26 | US912797UW50 | 912797UW5 | 3.355% | $997K | Debt | US Treasury | United States | USD |
| 17 | CHICAGO MERCANTILE EXCHANGE Japanese Yen Futures | Not reported | Not reported | -0.467% | -$139K | Foreign exchange derivatives | Corporate | United States | USD |
| 18 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Ultra U.S. Treasury Bond Futures, Sep-2026,ETH | Not reported | Not reported | 0.407% | $121K | Interest rate derivatives | Corporate | United States | USD |
| 19 | NEW YORK MERCANTILE EXCHANGE Crude Oil Futures, Sep-2026,ETH | Not reported | Not reported | 0.364% | $108K | Commodity derivatives | Corporate | United States | USD |
| 20 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 10-Year T-Note Futures, Sep-2026,ETH | Not reported | Not reported | 0.360% | $107K | Interest rate derivatives | Corporate | United States | USD |
| 21 | ICE FUTURES EUROPE Brent Crude Futures - North Sea, Oct26 | GB00H7Q1BB78 | Not reported | 0.347% | $103K | Commodity derivatives | Corporate | United Kingdom | USD |
| 22 | ICE FUTURES U.S. MSCI Emerging Markets Index Futures - ICUS | Not reported | Not reported | -0.268% | -$80K | Equity derivatives | Corporate | United States | USD |
| 23 | CME Group Inc. Copper Futures | Not reported | Not reported | 0.135% | $40K | Commodity derivatives | Corporate | United States | USD |
| 24 | EUREX Clearing Aktiengesellschaft EURO STOXX 50 Index Futures(FESX) Index Fut | DE000C757930 | Not reported | 0.134% | $40K | Equity derivatives | Corporate | Germany | EUR |
| 25 | EUREX Clearing Aktiengesellschaft Euro(FGBL) Bund Futures, EUROBUND | DE000F3A9ET3 | Not reported | 0.129% | $38K | Interest rate derivatives | Corporate | Germany | EUR |
| 26 | Osaka Exchange,Inc TOPIX TRADE FUTURE | Not reported | Not reported | 0.106% | $31K | Equity derivatives | Corporate | Japan | JPY |
| 27 | ICE FUTURES EUROPE Long Gilt Future - ICEU, Sep26 | GB00N8ZJ8230 | Not reported | 0.100% | $30K | Interest rate derivatives | Corporate | United Kingdom | GBP |
| 28 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 2-Year T-Note Futures, Sep-2026,ETH | Not reported | Not reported | 0.098% | $29K | Interest rate derivatives | Corporate | United States | USD |
| 29 | CHICAGO MERCANTILE EXCHANGE Euro FX Futures | Not reported | Not reported | -0.081% | -$24K | Foreign exchange derivatives | Corporate | United States | USD |
| 30 | CHICAGO MERCANTILE EXCHANGE British Pound Futures | Not reported | Not reported | -0.066% | -$20K | Foreign exchange derivatives | Corporate | United States | USD |
| 31 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Corn Futures, Dec-2026,ETH | Not reported | Not reported | -0.057% | -$17K | Commodity derivatives | Corporate | United States | USD |
| 32 | CME Group Inc. Gold Futures | Not reported | Not reported | 0.029% | $9K | Commodity derivatives | Corporate | United States | USD |
| 33 | CHICAGO MERCANTILE EXCHANGE Australian Dollar Futures | Not reported | Not reported | 0.015% | $5K | Foreign exchange derivatives | Corporate | United States | USD |
| 34 | ASX 24 ASX SPI 200 Index Futures | Not reported | Not reported | 0.014% | $4K | Equity derivatives | Corporate | Australia | AUD |
| 35 | CHICAGO MERCANTILE EXCHANGE E-mini S&P 500 Futures | Not reported | Not reported | -0.008% | -$2K | Equity derivatives | Corporate | United States | USD |
| 36 | CHICAGO MERCANTILE EXCHANGE Canadian Dollar Futures | Not reported | Not reported | 0.006% | $2K | Foreign exchange derivatives | Corporate | United States | USD |