Virtus Funds > Virtus Alternative Solutions Trust
Virtus AlphaSimplex Managed Futures Strategy Fund
$2.63B
Avg Monthly Net Assets
$2.32B
Total Assets
$7.64M
Total Liabilities
$2.31B
Net Assets
Virtus AlphaSimplex Managed Futures Strategy Fund is a Mutual Fund in Virtus Alternative Solutions Trust
from Virtus Funds,
based in Massachusetts,
United States of America.
The fund has four share classes
and monthly net assets of $2.63B.
On August 26th, 2024 it reported 156 holdings, the largest
being SUMTNY YCD 5.3100 07/11/24 (3.8%), MIZUHO BANK LTD/NY (3.5%) and Dreyfus Government Cash Management (3.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000241136 | AMFAX | |
| Class C | C000241137 | ASFCX | |
| Class I | C000241138 | ASFYX | |
| Class R6 | C000241135 | AMFNX |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-693K | – | -0.03 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-777K | – | -0.03 | |
| 3M CORRA (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $-76K | – | -0.00 | |
| 3MO EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $5M | – | 0.24 | |
| 90-DAY BANK BILL (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $160K | – | 0.01 | |
| ALUMINUM (COMMODITY EXCHANGE, INC.) | Derivative-commodity | US | $-16K | – | -0.00 | |
| AUDUSD CRNCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $502K | – | 0.02 | |
| AUST 10Y BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $-36K | – | -0.00 | |
| AUST 3YR BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $427K | – | 0.02 | |
| BACNA CD 5.3800 07/18/24 | Long | Debt | US | $22M | – | 0.95 |
| BACNA CD 5.4000 01/06/25 | Long | Debt | US | $43M | – | 1.86 |
| BACNA CD 5.4600 01/13/25 | Long | Debt | US | $40M | – | 1.75 |
| Bank of Nova Scotia/Houston (BANK OF NOVA SCOTIA HOUS) | Long | Debt | CA | $50M | – | 2.17 |
| BMOCHG YCD 5.4800 05/08/25 | Long | Debt | US | $50M | – | 2.17 |
| BNPPNY YCD 5.2000 12/19/24 | Long | Debt | US | $52M | – | 2.25 |
| BNPPNY YCD 5.2700 10/04/24 | Long | Debt | US | $38M | – | 1.64 |
| BP CURRENCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-1M | – | -0.05 | |
| BRAZIL REAL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $628K | – | 0.03 | |
| BRENT CRUDE (ICE FUTURES EUROPE) | Derivative-commodity | GB | $1M | – | 0.05 | |
| C$ CURRENCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-2M | – | -0.08 | |
| CAC40 10 EURO (EURONEXT PARIS SA) | Derivative-equity | FR | $-250K | – | -0.01 | |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $-2M | – | -0.10 | |
| Canadian Imperial Bank of Commerce/New York NY (CANADIAN IMP BK COMM NY) | Long | Debt | CA | $48M | – | 2.06 |
| Canadian Imperial Bank of Commerce/New York NY (CANADIAN IMP BK COMM NY) | Long | Debt | CA | $30M | – | 1.30 |
| CHF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $761K | – | 0.03 | |
| CHF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-395K | – | -0.02 | |
| COCOA (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $-2M | – | -0.09 | |
| COFFEE 'C' (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $-603K | – | -0.03 | |
| Cooperatieve Rabobank UA/NY (COOPERAT RABOBANK UA/NY) | Long | Debt | NL | $37M | – | 1.60 |
| Cooperatieve Rabobank UA/NY (COOPERAT RABOBANK UA/NY) | Long | Debt | NL | $30M | – | 1.30 |
| COPPER (COMMODITY EXCHANGE, INC.) | Derivative-commodity | US | $-4M | – | -0.17 | |
| CORN (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $8M | – | 0.34 | |
| COTTON NO.2 (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $99K | – | 0.00 | |
| DAX INDEX (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-equity | DE | $793K | – | 0.03 | |
| DJIA MINI E-CBOT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-equity | US | $1M | – | 0.06 | |
| DNBNNY YCD 5.2900 07/02/24 | Long | Debt | US | $38M | – | 1.65 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $70M | 70M | 3.04 |
| DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK/NEW YORK (DZ BANK NY) | Long | Debt | US | $30M | – | 1.30 |
| DZBK YCD 5.4700 12/04/24 | Long | Debt | US | $38M | – | 1.62 |
| E-MINI RUSS 2000 (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-357K | – | -0.02 | |
| ECX EMISSION (ICE ENDEX MARKETS B.V.) | Derivative-commodity | NL | $-762K | – | -0.03 | |
| EURO FX CURR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $1M | – | 0.05 | |
| EURO STOXX 50 (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-equity | DE | $674K | – | 0.03 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-3M | – | -0.11 | |
| EURO-BTP (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-379K | – | -0.02 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-999K | – | -0.04 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-325K | – | -0.01 | |
| EURO-OAT (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $409K | – | 0.02 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-6M | – | -0.27 | |
| FTSE 100 INDEX (ICE FUTURES EUROPE) | Derivative-equity | GB | $165K | – | 0.01 | |
| FTSE CHINA A50 (SINGAPORE EXCHANGE LIMITED) | Derivative-equity | SG | $-100K | – | -0.00 | |
| FTSE TAIWAN INDEX (SINGAPORE EXCHANGE LIMITED) | Derivative-equity | SG | $705K | – | 0.03 | |
| FTSE/JSE TOP 40 (SOUTH AFRICAN FUTURES EXCHANGE) | Derivative-equity | ZA | $96K | – | 0.00 | |
| FTSE/MIB INDEX (BORSA ITALIANA S.P.A.) | Derivative-equity | IT | $846K | – | 0.04 | |
| GASOLINE RBOB (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $-105K | – | -0.00 | |
| GOLD 100 OZ (COMMODITY EXCHANGE, INC.) | Derivative-commodity | US | $-9M | – | -0.39 | |
| HANG SENG INDEX (HONG KONG FUTURES EXCHANGE) | Derivative-equity | HK | $-431K | – | -0.02 | |
| HSCEI (HONG KONG FUTURES EXCHANGE) | Derivative-equity | HK | $-494K | – | -0.02 | |
| IBEX 35 INDX (MEFF RENTA VARIABLE (MADRID)) | Derivative-equity | ES | $-566K | – | -0.02 | |
| IFSC NIFTY 50 (NATIONAL STOCK EXCHANGE OF INDIA LIMITED) | Derivative-equity | IN | $1M | – | 0.05 | |
| INR/USD (SINGAPORE EXCHANGE LIMITED) | Derivative-foreign exchange | SG | $-57K | – | -0.00 | |
| IRON ORE 62% (SINGAPORE EXCHANGE LIMITED) | Derivative-commodity | SG | $177K | – | 0.01 | |
| JAPAN YEN CURR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $9M | – | 0.38 | |
| KC HRW WHEAT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $76K | – | 0.00 | |
| KRW/USD MINI (SINGAPORE EXCHANGE LIMITED) | Derivative-foreign exchange | SG | $6K | – | 0.00 | |
| LEAN HOGS (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-commodity | US | $546K | – | 0.02 | |
| LIVE CATTLE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-commodity | US | $658K | – | 0.03 | |
| LME COPPER (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $-4M | – | -0.18 | |
| LME NICKEL (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $234K | – | 0.01 | |
| LME NICKEL (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $-2M | – | -0.08 | |
| LME PRI ALUM (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $654 | – | 0.00 | |
| LME PRI ALUM (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $-2M | – | -0.07 | |
| LME ZINC (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $-34K | – | -0.00 | |
| LME ZINC (THE LONDON METAL EXCHANGE) | Derivative-commodity | GB | $-1M | – | -0.06 | |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-1M | – | -0.05 | |
| LOW SU GASOIL (ICE FUTURES EUROPE) | Derivative-commodity | GB | $-32K | – | -0.00 | |
| Mitsubishi UFJ Trust & Banking Corp/NY (MITSUBISHI UFJ TR&BK NY) | Long | Debt | JP | $52M | – | 2.23 |
| Mizuho Bank Ltd/New York NY (MIZUHO BANK LTD/NY) | Long | Debt | JP | $82M | – | 3.53 |
| MSCI EAFE (ICE FUTURES U.S., INC.) | Derivative-equity | US | $-833K | – | -0.04 | |
| MSCI EMGMKT (ICE FUTURES U.S., INC.) | Derivative-equity | US | $113K | – | 0.00 | |
| MSCI SING IX ETS (SINGAPORE EXCHANGE LIMITED) | Derivative-equity | SG | $557K | – | 0.02 | |
| MUFGBK YCD 5.4700 11/12/24 | Long | Debt | US | $45M | – | 1.97 |
| NABNY YCD 5.1200 09/25/24 | Long | Debt | US | $50M | – | 2.16 |
| NASDAQ 100 E-MINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $633K | – | 0.03 | |
| NATURAL GAS (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $436K | – | 0.02 | |
| NIKKEI 225 (OSE) (OSAKA EXCHANGE,INC) | Derivative-equity | JP | $557K | – | 0.02 | |
| NOK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-49K | – | -0.00 | |
| Nordea Bank Abp/New York NY (NORDEA BANK ABP NEW YORK) | Long | Debt | FI | $50M | – | 2.17 |
| NORHNY YCD 5.4100 09/23/24 | Long | Debt | US | $25M | – | 1.08 |
| NY HARB ULSD (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $-428K | – | -0.02 | |
| OMXS30 IND (OMX NORDIC EXCHANGE STOCKHOLM) | Derivative-equity | SE | $263K | – | 0.01 | |
| Oversea-Chinese Banking Corp Ltd/New York (OVERSEA-CHINESE BK CO NY) | Long | Debt | SG | $35M | – | 1.52 |
| Oversea-Chinese Banking Corp Ltd/New York (OVERSEA-CHINESE BK CO NY) | Long | Debt | SG | $30M | – | 1.30 |
| PALLADIUM (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $-267K | – | -0.01 | |
| PLATINUM (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $477K | – | 0.02 | |
| PLN/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-700K | – | -0.03 | |
| Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD | Long | Debt | CA | $50M | – | 2.17 |
| RY YCD 5.8300 07/23/24 | Long | Debt | US | $50M | – | 2.17 |
| S&P MID 400 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-303K | – | -0.01 | |
| S&P/TSX 60 IX (MONTREAL EXCHANGE INC.) | Derivative-equity | CA | $748K | – | 0.03 | |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $1M | – | 0.06 | |
| SEBNY YCD 5.2500 10/08/24 | Long | Debt | US | $25M | – | 1.08 |
| SHORT EURO-BTP (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-119K | – | -0.01 | |
| SILVER (COMMODITY EXCHANGE, INC.) | Derivative-commodity | US | $3K | – | 0.00 | |
| SOYBEAN (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $4M | – | 0.16 | |
| SOYBEAN MEAL (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $79K | – | 0.00 | |
| SOYBEAN OIL (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $206K | – | 0.01 | |
| SPI 200 (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-equity | AU | $848K | – | 0.04 | |
| STOXX EUROPE 600 (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-equity | DE | $-44K | – | -0.00 | |
| SUGAR #11 (WORLD) (ICE FUTURES U.S., INC.) | Derivative-commodity | US | $-2M | – | -0.10 | |
| Sumitomo Mitsui Banking Corp/New York (SUMITOMO MITSUI BANK NY) | Long | Debt | JP | $47M | – | 2.01 |
| Sumitomo Mitsui Banking Corp/New York (SUMITOMO MITSUI BANK NY) | Long | Debt | JP | $40M | – | 1.73 |
| SUMTNY YCD 5.3100 07/11/24 | Long | Debt | US | $88M | – | 3.81 |
| Svenska Handelsbanken/New York NY (SVENSKA HANDELSBANKEN NY) | Long | Debt | SE | $38M | – | 1.63 |
| SVSNY YCD 5.4100 06/18/25 | Long | Debt | US | $50M | – | 2.17 |
| TDNY YCD 0 07/02/24 | Long | Debt | US | $25M | – | 1.08 |
| TDNY YCD 5.9700 10/07/24 | Long | Debt | US | $50M | – | 2.17 |
| Three Month SONIA Index (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $635K | – | 0.03 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $5M | – | 0.23 | |
| TOPIX INDX (OSAKA EXCHANGE,INC) | Derivative-equity | JP | $878K | – | 0.04 | |
| TRY/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-102K | – | -0.00 | |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $45M | – | 1.94 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $45M | – | 1.93 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $42M | – | 1.83 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $24M | – | 1.04 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $22M | – | 0.95 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $18M | – | 0.78 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $15M | – | 0.65 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $10M | – | 0.43 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $10M | – | 0.43 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $9M | – | 0.39 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $9M | – | 0.39 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $8M | – | 0.35 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $8M | – | 0.35 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $8M | – | 0.35 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $8M | – | 0.35 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $7M | – | 0.30 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $5M | – | 0.22 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $5M | – | 0.21 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3M | – | -0.11 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-174K | – | -0.01 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-280K | – | -0.01 | |
| USD/CNH FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $797K | – | 0.03 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $280K | – | 0.01 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-2M | – | -0.06 | |
| USD/NZD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $291K | – | 0.01 | |
| USD/NZD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-1M | – | -0.06 | |
| USD/PLN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $2M | – | 0.07 | |
| USD/SEK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $109K | – | 0.00 | |
| USD/SEK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-566K | – | -0.02 | |
| USD/SGD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $703K | – | 0.03 | |
| WHEAT (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-commodity | US | $625K | – | 0.03 | |
| WSTNY YCD 5.8400 08/15/24 | Long | Debt | US | $45M | – | 1.95 |
| WTI CRUDE (NEW YORK MERCANTILE EXCHANGE, INC.) | Derivative-commodity | US | $381K | – | 0.02 | |
| ZAR/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $2M | – | 0.08 |
Address
Virtus Alternative Solutions Trust
101 Munson Street
Greenfield
Massachusetts
01301-9668
United States of America
Websites
Directors
Sarah E. Cogan
Brian T. Zino
Sidney E. Harris
R. Keith Walton
John R. Mallin
Deborah A. DeCotis
F. Ford Drummond
Philip R. McLoughlin
George R. Aylward
Connie D. McDaniel
Geraldine M. McNamara
Donald C. Burke
Transfer Agents
Virtus Fund Services, LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Refinitiv US Holdings Inc.
Bloomberg L.P.
ICE Data Services, Inc.
Custodians
The Bank of New York Mellon (Belgium)
HSBC Bank Australia Limited
UBS Switzerland AG
Euroclear Bank
The Bank of New York Mellon (United Kingdom)
Skandinaviska Enskilda Banken AB, Stockholm
The Bank of New York Mellon
Shareholder Servicing Agents
Virtus Fund Services, LLC
Admins
Virtus Fund Services, LLC
BNY Mellon Investment Servicing (US) Inc.
Brokers
MORGAN STANLEY & CO. LLC
GOLDMAN SACHS & CO. LLC
J.P. Morgan Securities LLC