Virtus AlphaSimplex Managed Futures Strategy Fund Holdings history

Fund Profile

Current holdings

Data for period

31 Dec 24

(Last reporting period)

Total assets

$1.90 bn

Liabilities

$6.24 mm

Net assets

$1.90 bn

Number of holdings

55.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.

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All historic holdings

Current

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$Value

#Units

%Holdings

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Holding	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24	Sep 24	Dec 24
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 90-DAY BANK BILL
AUSTRALIAN SECURITIES EXCHANGE TRADE24 90-DAY BANK BILL
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200 S
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 90-DAY BANK BILL
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 90-DAY BANK BILL
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 90-DAY BANK BILL
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 10Y BOND
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SPI 200
AUSTRALIAN SECURITIES EXCHANGE TRADE24 SFE 90 Day Australian Bank Accepted Bills
AUSTRALIAN SECURITIES EXCHANGE TRADE24 AUST 3YR BOND
BACNA CD 5.3800 07/18/24
BACNA CD 5.4000 01/06/25 BACNA CD 5.4000 01/06/25
BACNA CD 5.4000 01/06/25 BACNA CD 5.4000 01/06/25
BACNA CD 5.4000 01/06/25 BACNA CD 5.4000 01/06/25
BACNA CD 5.4600 01/13/25 BACNA CD 5.4600 01/13/25
BACNA CD 5.4600 01/13/25 BACNA CD 5.4600 01/13/25
BACNA CD 5.4600 01/13/25 BACNA CD 5.4600 01/13/25
BACNA CD 5.8000 04/10/24 BACNA CD 5.8000 04/10/24
BACNA CD 5.8000 04/10/24 BACNA CD 5.8000 04/10/24
BANK OF AMERICA NA CD 5.2 23 BANK OF AMERICA NA CD 5.2 23
BANK OF AMERICA NA CD 5.2 23 BANK OF AMERICA NA CD 5.2 23
BANK OF AMERICA NA CD FLT 24 BANK OF AMERICA NA CD FLT 24
BANK OF AMERICA NA CD FLT 24 BANK OF AMERICA NA CD FLT 24
BANK OF AMERICA NA CD FLT 24 BANK OF AMERICA NA CD FLT 24
BANK OF AMERICA NA CD FLT 24 BANK OF AMERICA NA CD FLT 24
Bank of America, National Association
BANK OF MONTREAL CHICAGO Bank of Montreal/Chicago IL
BANK OF MONTREAL CHICAGO BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO BANK OF MONTREAL/CHICAGO IL
BANK OF NOVA SCOTIA HOUS
BMOCHG YCD 4.9400 03/07/25 BMOCHG YCD 4.9400 03/07/25
BMOCHG YCD 4.9400 03/07/25 BMOCHG YCD 4.9400 03/07/25
BMOCHG YCD 5.4800 05/08/25 BMOCHG YCD 5.4800 05/08/25
BMOCHG YCD 5.4800 05/08/25 BMOCHG YCD 5.4800 05/08/25
BMOCHG YCD 5.4800 05/08/25 BMOCHG YCD 5.4800 05/08/25
BNP PARIBAS SECURITIES CORP.
BNPPNY YCD 4.5600 04/04/25
BNPPNY YCD 5.2000 12/19/24 BNPPNY YCD 5.2000 12/19/24
BNPPNY YCD 5.2000 12/19/24 BNPPNY YCD 5.2000 12/19/24
BNPPNY YCD 5.2000 12/19/24 BNPPNY YCD 5.2000 12/19/24
BNPPNY YCD 5.2700 10/04/24 BNPPNY YCD 5.2700 10/04/24
BNPPNY YCD 5.2700 10/04/24 BNPPNY YCD 5.2700 10/04/24
BNPPNY YCD 5.2700 10/04/24 BNPPNY YCD 5.2700 10/04/24
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
BORSA ITALIANA S.P.A.
CANADIAN IMP BK COMM NY
CANADIAN IMPERIAL BK COMM TORO CD 5.2 23
CANADIAN IMPERIAL BK COMM TORO CD 5.6 24 CANADIAN IMPERIAL BK COMM TORO CD 5.6 24
CANADIAN IMPERIAL BK COMM TORO CD 5.6 24 CANADIAN IMPERIAL BK COMM TORO CD 5.6 24
CANADIAN IMPERIAL BK COMM TORO CD 5.6 24 CANADIAN IMPERIAL BK COMM TORO CD 5.6 24
CBANY YCD 5.3900 03/28/24
CHICAGO MERCANTILE EXCHANGE INC.
CIBCNY YCD 5.1900 04/23/25 CIBCNY YCD 5.1900 04/23/25
CIBCNY YCD 5.1900 04/23/25 CIBCNY YCD 5.1900 04/23/25
CIBCNY YCD 5.8100 03/26/24 CIBCNY YCD 5.8100 03/26/24
CIBCNY YCD 5.8100 03/26/24 CIBCNY YCD 5.8100 03/26/24
CIBCNY YCD 5.8100 03/26/24 CIBCNY YCD 5.8100 03/26/24
CIBCNY YCD 5.8400 05/13/24 CIBCNY YCD 5.8400 05/13/24
CIBCNY YCD 5.8400 05/13/24 CIBCNY YCD 5.8400 05/13/24
COMMODITY EXCHANGE, INC. GOLD 100 OZ
COMMODITY EXCHANGE, INC. ALUMINUM
COMMODITY EXCHANGE, INC. COPPER
COMMODITY EXCHANGE, INC. SILVER
COMMODITY EXCHANGE, INC. COPPER
COMMODITY EXCHANGE, INC. GOLD 100 OZ
COMMODITY EXCHANGE, INC. SILVER
COMMODITY EXCHANGE, INC. ALUMINUM
COMMODITY EXCHANGE, INC. ALUMINUM
COMMODITY EXCHANGE, INC. SILVER
COMMODITY EXCHANGE, INC. COPPER
COMMODITY EXCHANGE, INC. GOLD 100 OZ
COMMODITY EXCHANGE, INC. GOLD 100 OZ
COMMODITY EXCHANGE, INC. COPPER
COMMODITY EXCHANGE, INC. SILVER
COMMODITY EXCHANGE, INC. ALUMINUM
COMMODITY EXCHANGE, INC. COPPER
COMMODITY EXCHANGE, INC. SILVER
COMMODITY EXCHANGE, INC. ALUMINUM
COMMODITY EXCHANGE, INC. GOLD
COMMODITY EXCHANGE, INC. COPPER
COMMODITY EXCHANGE, INC. ALUMINUM
COMMODITY EXCHANGE, INC. COMEX Gold 100 Troy Ounces
COMMODITY EXCHANGE, INC. SILVER
COMMODITY EXCHANGE, INC. COPPER
COMMONWEALTH BK AUSTR NY
COOPERAT RABOBANK UA/NY
COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23 COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23
COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23 COOPERATIEVE CENTRALE RAIFFEIS CD 5.3 23
DEUTSCHE BANK AKTIENGESELLSCHAFT
DNBNNY YCD 4.8000 10/02/24
DNBNNY YCD 5 07/05/23
DNBNNY YCD 5.2700 04/02/24
DNBNNY YCD 5.2700 10/04/23
DNBNNY YCD 5.2900 07/02/24
Dreyfus Government Cash Management
DZ BANK NY DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK/NEW YORK
DZ BANK NY DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK/NEW YORK
DZBK YCD 5.3000 06/03/24 DZBK YCD 5.3000 06/03/24
DZBK YCD 5.3000 06/03/24 DZBK YCD 5.3000 06/03/24
DZBK YCD 5.4700 12/04/24 DZBK YCD 5.4700 12/04/24
DZBK YCD 5.4700 12/04/24 DZBK YCD 5.4700 12/04/24
EUREX CLEARING AKTIENGESELLSCHAFT
EURONEXT PARIS SA
HONG KONG FUTURES EXCHANGE HANG SENG INDEX
HONG KONG FUTURES EXCHANGE HSCEI
HONG KONG FUTURES EXCHANGE HSCEI
HONG KONG FUTURES EXCHANGE HANG SENG INDEX
HONG KONG FUTURES EXCHANGE HANG SENG INDEX
HONG KONG FUTURES EXCHANGE HSCEI
HONG KONG FUTURES EXCHANGE HSCEI
HONG KONG FUTURES EXCHANGE HANG SENG INDEX
HONG KONG FUTURES EXCHANGE HSCEI
HONG KONG FUTURES EXCHANGE HANG SENG IDX
HONG KONG FUTURES EXCHANGE HANG SENG IDX
HONG KONG FUTURES EXCHANGE HSCEI
HONG KONG FUTURES EXCHANGE HSCEI
HONG KONG FUTURES EXCHANGE HANG SENG IDX
HSBC SECURITIES (USA) INC.
ICE ENDEX ECX EMISSION
ICE ENDEX CARBON EMISSIONS
ICE ENDEX CARBON EMISSIONS
ICE ENDEX MARKETS B.V.
ICE FUTURES EUROPE
ICE FUTURES U.S., INC.
J.P. MORGAN SECURITIES LLC
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX
MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX
MITSUBISHI UFJ TR&BK NY
MITTNY YCD 5.5400 09/21/23
MITTNY YCD 5.6500 02/09/24
MIZBNK YCD 5.7000 02/07/24
MIZUHO BANK LTD/NY
MIZUHO BK LTD NEW YORK BRH CD 5.35 24 MIZUHO BK LTD NEW YORK BRH CD 5.35 24
MIZUHO BK LTD NEW YORK BRH CD 5.35 24 MIZUHO BK LTD NEW YORK BRH CD 5.35 24
MIZUHO BK LTD NEW YORK BRH CD 5.35 24 MIZUHO BK LTD NEW YORK BRH CD 5.35 24
MONTREAL EXCHANGE 3M CORRA
MONTREAL EXCHANGE S&P/TSX 60 IX
MONTREAL EXCHANGE CAN 10YR BOND
MONTREAL EXCHANGE CAN 10YR BOND
MONTREAL EXCHANGE S&P/TSX 60 IX
MONTREAL EXCHANGE BANK ACCEPT
MONTREAL EXCHANGE 3M CORRA
MONTREAL EXCHANGE Montreal Exchange 3 Month Canadian Bank Acceptance
MONTREAL EXCHANGE CAN 10YR BOND
MONTREAL EXCHANGE S&P/TSX 60 IX
MONTREAL EXCHANGE INC.
MUFG Bank Ltd New York Branch 5.65 CD 08/01/2024 USD MUFG Bank Ltd New York Branch 5.65 CD 08/01/2024 USD
MUFG Bank Ltd New York Branch 5.65 CD 08/01/2024 USD MUFG Bank Ltd New York Branch 5.65 CD 08/01/2024 USD
MUFGBK YCD
MUFGBK YCD 5.4700 11/12/24 MUFGBK YCD 5.4700 11/12/24
MUFGBK YCD 5.4700 11/12/24 MUFGBK YCD 5.4700 11/12/24
NABNY YCD 5.1200 09/25/24 NABNY YCD 5.1200 09/25/24
NABNY YCD 5.1200 09/25/24 NABNY YCD 5.1200 09/25/24
NATIONAL AUSTRALIA BK/NY
NATIONAL STOCK EXCHANGE OF INDIA LIMITED
NEW YORK MERCANTILE EXCHANGE, INC.
NORDEA BANK ABP NEW YORK
NORHNY YCD 4.4300 03/24/25 NORHNY YCD 4.4300 03/24/25
NORHNY YCD 4.4300 03/24/25 NORHNY YCD 4.4300 03/24/25
NORHNY YCD 5.4100 09/23/24
OCBCNY YCD 5.5500 10/10/23 OCBCNY YCD 5.5500 10/10/23
OCBCNY YCD 5.5500 10/10/23 OCBCNY YCD 5.5500 10/10/23
OCBCNY YCD 5.6200 02/01/24
OCBCNY YCD 5.7000 03/01/24
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND
OMX NORDIC EXCHANGE STOCKHOLM OMXS30 IND
OSAKA EXCHANGE,INC
OVERSEA-CHINESE BK CO NY
RABOND YCD 4.5300 05/05/25
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD
Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD Royal Bank of Canada New York Branch 5.96 CD 20/09/2024 USD
ROYAL BANK OF CANADA NY
RY YCD 4.2700 06/17/25 RY YCD 4.2700 06/17/25
RY YCD 4.2700 06/17/25 RY YCD 4.2700 06/17/25
RY YCD 5.1300 07/23/25 RY YCD 5.1300 07/23/25
RY YCD 5.1300 07/23/25 RY YCD 5.1300 07/23/25
RY YCD 5.8300 07/23/24 RY YCD 5.8300 07/23/24
RY YCD 5.8300 07/23/24 RY YCD 5.8300 07/23/24
RY YCD 5.8300 07/23/24 RY YCD 5.8300 07/23/24
SEBNY YCD 4.6600 02/05/25
SEBNY YCD 5.2500 10/08/24 SEBNY YCD 5.2500 10/08/24
SEBNY YCD 5.2500 10/08/24 SEBNY YCD 5.2500 10/08/24
SEBNY YCD 5.2500 10/08/24 SEBNY YCD 5.2500 10/08/24
SEBNY YCD 5.4500 10/25/23 SEBNY YCD 5.4500 10/25/23
SEBNY YCD 5.4500 10/25/23 SEBNY YCD 5.4500 10/25/23
SINGAPORE EXCHANGE LIMITED
SKANDINAV ENSKILDA BK NY
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40
SOUTH AFRICAN FUTURES EXCHANGE FTSE/JSE TOP 40
SUMIBK YCD 5.8200 04/12/24 SUMIBK YCD 5.8200 04/12/24
SUMIBK YCD 5.8200 04/12/24 SUMIBK YCD 5.8200 04/12/24
SUMITOMO MITSUI BANK NY
SUMITOMO MITSUI BKG CORP N Y CD 5.09 23
SUMITOMO MITSUI TR BK LTD N 16JAN25
SUMTNY YCD
SUMTNY YCD 5.3100 01/04/24
SUMTNY YCD 5.3100 07/11/24
SUMTNY YCD 5.3500 10/05/23
SUMTNY YCD 5.4000 10/17/23
SUMTNY YCD 5.5500 09/26/23
SVENSKA HANDELSBANKEN NY
SVSNY YCD 5.4100 06/18/25 SVSNY YCD 5.4100 06/18/25
SVSNY YCD 5.4100 06/18/25 SVSNY YCD 5.4100 06/18/25
SVSNY YCD 5.4100 06/18/25 SVSNY YCD 5.4100 06/18/25
TD BK NY BRH CD 4.02 23
TD BK NY BRH CD 5.32 23
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24
TDNY YCD 0 07/02/24 TDNY YCD 0 07/02/24
TDNY YCD 5.8900 05/22/24 TDNY YCD 5.8900 05/22/24
TDNY YCD 5.8900 05/22/24 TDNY YCD 5.8900 05/22/24
TDNY YCD 5.8900 05/22/24 TDNY YCD 5.8900 05/22/24
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24
TDNY YCD 5.9700 10/07/24 TDNY YCD 5.9700 10/07/24
THE LONDON METAL EXCHANGE
TREASURY BILL
UBS Securities LLC
WESTPAC BANKING CORP NY
WSTNY YCD 5.8400 08/15/24 WSTNY YCD 5.8400 08/15/24
WSTNY YCD 5.8400 08/15/24 WSTNY YCD 5.8400 08/15/24
WSTNY YCD 5.8400 08/15/24 WSTNY YCD 5.8400 08/15/24
WSTNY YCD 5.8400 08/15/24 WSTNY YCD 5.8400 08/15/24