# Virtus AlphaSimplex Managed Futures Strategy Fund

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.

## Profile

- Series ID: S000079778
- Registrant: Virtus Alternative Solutions Trust
- LEI: 5493000L5NBK9FMRPQ24
- Net assets: $951.0M
- Total assets: $967.6M
- As of: 2026-03-31

## Advisers

- [AlphaSimplex Group, LLC (Subadvisor)](https://search.stillhousedata.com/firm/128356)
- [Virtus Alternative Investment Advisers, LLC (Advisor)](https://search.stillhousedata.com/firm/143732)

## Top holdings (200 reported)

_Showing 15 of 200 holdings by value._

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| [Dreyfus Government Cash Management Funds](https://search.stillhousedata.com/security/262006208) | — | $70.4M | 740.45% |
| [Dreyfus Government Cash Management Funds](https://search.stillhousedata.com/security/262006208) | DGCXX | $70.4M | 740.45% |
| [Skandinaviska Enskilda Banken AB (publ)](https://search.stillhousedata.com/security/83050UDT2) | — | $45.9M | 482.36% |
| [Skandinaviska Enskilda Banken AB (publ)](https://search.stillhousedata.com/security/83050UDT2) | — | $45.9M | 482.36% |
| [BANK OF MONTREAL CHICAGO BRANCH](https://search.stillhousedata.com/security/06367DQL2) | — | $40.0M | 420.71% |
| [BANK OF MONTREAL CHICAGO BRANCH](https://search.stillhousedata.com/security/06367DQL2) | — | $40.0M | 420.71% |
| [United States Treasury Bills](https://search.stillhousedata.com/security/912797SL2) | — | $40.0M | 420.28% |
| [United States Treasury Bills](https://search.stillhousedata.com/security/912797SL2) | — | $40.0M | 420.28% |
| [MUFG Bank Ltd New York Branch](https://search.stillhousedata.com/security/55381BSD1) | — | $34.5M | 362.78% |
| [MUFG Bank Ltd New York Branch](https://search.stillhousedata.com/security/55381BSD1) | — | $34.5M | 362.78% |
| [Royal Bank of Canada New York Branch](https://search.stillhousedata.com/security/78015JKG1) | — | $32.0M | 336.59% |
| [Royal Bank of Canada New York Branch](https://search.stillhousedata.com/security/78015JKG1) | — | $32.0M | 336.59% |
| [WESTPAC BANKING CORP NEW YORK BRANCH](https://search.stillhousedata.com/security/96130AZV3) | — | $32.0M | 336.55% |
| [WESTPAC BANKING CORP NEW YORK BRANCH](https://search.stillhousedata.com/security/96130AZV3) | — | $32.0M | 336.55% |
| [DG Bank New York Branch](https://search.stillhousedata.com/security/23344JFD2) | — | $30.0M | 315.37% |

## Net asset history

| 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 |

## More

- [Registrant: Virtus Alternative Solutions Trust](https://search.stillhousedata.com/registrant/1589756)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000079778.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

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Source: public SEC filing data via Adviser Search (https://search.stillhousedata.com).
Agents: this data is also queryable via MCP tools and read-only SQL — see https://search.stillhousedata.com/llms.txt.