Virtus AlphaSimplex Managed Futures Strategy Fund is a registered fund series of Virtus Alternative Solutions Trust (series S000079778). Net assets $951.0M as of 2026-03-31.
Showing 15 of 200 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| Dreyfus Government Cash Management Funds | — | $70.4M | 740.45% |
| Dreyfus Government Cash Management Funds | DGCXX | $70.4M | 740.45% |
| Skandinaviska Enskilda Banken AB (publ) | — | $45.9M | 482.36% |
| Skandinaviska Enskilda Banken AB (publ) | — | $45.9M | 482.36% |
| BANK OF MONTREAL CHICAGO BRANCH | — | $40.0M | 420.71% |
| BANK OF MONTREAL CHICAGO BRANCH | — | $40.0M | 420.71% |
| United States Treasury Bills | — | $40.0M | 420.28% |
| United States Treasury Bills | — | $40.0M | 420.28% |
| MUFG Bank Ltd New York Branch | — | $34.5M | 362.78% |
| MUFG Bank Ltd New York Branch | — | $34.5M | 362.78% |
| Royal Bank of Canada New York Branch | — | $32.0M | 336.59% |
| Royal Bank of Canada New York Branch | — | $32.0M | 336.59% |
| WESTPAC BANKING CORP NEW YORK BRANCH | — | $32.0M | 336.55% |
| WESTPAC BANKING CORP NEW YORK BRANCH | — | $32.0M | 336.55% |
| DG Bank New York Branch | — | $30.0M | 315.37% |
| Report date | Net assets |
|---|---|
| 2026-03-31 | $951.0M |
| 2025-12-31 | $940.5M |
| 2025-09-30 | $1.3B |
| 2025-06-30 | $1.3B |
| 2025-03-31 | $1.7B |
| 2024-12-31 | $1.9B |
| 2024-09-30 | $2.2B |
| 2024-06-28 | $2.3B |