# Portfolio overlap — AVGCX vs ASMF

Comparing **BNY Mellon Dynamic Total Return Fund** (2025-07-31) and **Virtus AlphaSimplex Managed Futures ETF** (2026-01-31).

- Shared positions: 9
- BNY Mellon Dynamic Total Return Fund covered by Virtus AlphaSimplex Managed Futures ETF: 0.01792479219242983215929247192
- Virtus AlphaSimplex Managed Futures ETF covered by BNY Mellon Dynamic Total Return Fund: 0.01792479219242983215929247191

## BNY Mellon Dynamic Total Return Fund — top positions

| Security | Weight | Shared |
|----------|--------|--------|
| TREASURY BILL | 0.844343 |  |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | 0.068079 |  |
| V/E JPM EM L C B | 0.048496 |  |
| XAV HEALTH CARE | 0.013222 | ✓ |
| ZIJIN MINING GROUP LTD H | 0.005739 |  |
| WTI CRUDE | 0.003019 | ✓ |
| USD/SEK FORWARD | 0.002452 |  |
| ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 | 0.002352 |  |
| WTI CRUDE MAR 26 | 0.002221 | ✓ |
| ZAR/USD FORWARD | 0.002134 |  |
| ZSCALER INC CFD | 0.001933 |  |
| WHEAT (CBT) | 0.001651 | ✓ |
| TPX BANKS INDEX | 0.001131 | ✓ |
| VSTOXX | 0.000886 | ✓ |
| LME ZINC | 0.000744 |  |
| IBEX 35 INDX | 0.000679 |  |
| ZAR/USD FORWARD | 0.000320 |  |
| RAPESEED EURO | 0.000224 |  |
| WORLDCLIMATE PARI MAR26 | 0.000197 | ✓ |
| Silver Futures Contracts | 0.000136 | ✓ |
| SPI 200 | 0.000022 | ✓ |
| S&P/TSX 60 IX | 0.000020 |  |

## Virtus AlphaSimplex Managed Futures ETF — top positions

| Security | Weight | Shared |
|----------|--------|--------|
| XIB 0 03/03/26 | 0.103169 |  |
| U.S. Treasury Bills | 0.085852 |  |
| U.S. Treasury Bills | 0.085775 |  |
| WI TREASURY SEC. 0.000000% 02/19/2026 | 0.079193 |  |
| UST BILLS 0% 02/12/2026 | 0.068912 |  |
| U.S. Treasury Bills | 0.068767 |  |
| U.S. Treasury Bills | 0.051730 |  |
| U.S. Treasury Bills | 0.051720 |  |
| U.S. Treasury Bills | 0.051694 |  |
| U.S. Treasury Bills | 0.051658 |  |
| U.S. Treasury Bills | 0.051611 |  |
| U.S. Treasury Bills | 0.051548 |  |
| U.S. Treasury Bills | 0.051537 |  |
| WIB 0 03/19/26 | 0.051501 |  |
| U.S. Treasury Bills | 0.048180 |  |
| XAV HEALTH CARE | 0.016211 | ✓ |
| WORLDCLIMATE PARI MAR26 | 0.011017 | ✓ |
| Silver Futures Contracts | 0.009261 | ✓ |
| TPX BANKS INDEX | 0.005601 | ✓ |
| VSTOXX | 0.001764 | ✓ |
| WTI CRUDE MAR 26 | 0.001102 | ✓ |
| WHEAT (CBT) | 0.000987 | ✓ |
| SPI 200 | 0.000967 | ✓ |
| WTI CRUDE | 0.000243 | ✓ |


## Sources

- N-PORT (fund A) — accession `0000940400-25-002982` (as of 2025-07-31)
  <https://www.sec.gov/Archives/edgar/data/914775/000094040025002982/0000940400-25-002982-index.htm>
- N-PORT (fund B) — accession `0000940400-26-012443` (as of 2026-01-31)
  <https://www.sec.gov/Archives/edgar/data/1648403/000094040026012443/0000940400-26-012443-index.htm>

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_Data sourced from U.S. SEC EDGAR filings (Forms N-PORT, N-CEN, and prospectus Risk/Return summaries). FundWatcher is not affiliated with the SEC._

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