# Portfolio overlap — DFELX vs ASMF

Comparing **ENHANCED U.S. LARGE COMPANY PORTFOLIO** (2026-01-31) and **Virtus AlphaSimplex Managed Futures ETF** (2026-01-31).

- Shared positions: 5
- ENHANCED U.S. LARGE COMPANY PORTFOLIO covered by Virtus AlphaSimplex Managed Futures ETF: 0.09050423114538587272796582062
- Virtus AlphaSimplex Managed Futures ETF covered by ENHANCED U.S. LARGE COMPANY PORTFOLIO: 0.09050423114538587272796582062

## ENHANCED U.S. LARGE COMPANY PORTFOLIO — top positions

| Security | Weight | Shared |
|----------|--------|--------|
| US TREASURY N/B | 0.052894 |  |
| UST BILLS 0% 02/12/2026 | 0.030824 | ✓ |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 0.030021 |  |
| U.S. Treasury Bills | 0.029027 | ✓ |
| NZ LGFA BOND | 0.028375 |  |
| NEW ZEALAND GVT | 0.025983 |  |
| U.S. Treasury Bills | 0.024121 |  |
| U.S. Treasury Bills | 0.018665 | ✓ |
| United Overseas Bank Ltd. | 0.018477 |  |
| CDP Financial, Inc. | 0.018171 |  |
| Province of Ontario Canada | 0.017769 |  |
| ABN AMRO BANK NV FRN | 0.015719 |  |
| Westpac Banking Corp. | 0.015499 |  |
| International Bank for Reconstruction & Development | 0.014634 |  |
| CPPIB CAPITAL INC | 0.011409 |  |
| PAYPAL HOLDINGS INC FRN SOFR+67 03/06/2028 | 0.010058 |  |
| CHEVRON USA INC FRN SOFR+57 08/13/2028 | 0.009987 |  |
| RIO TINTO FIN. USA PL FRN | 0.009776 |  |
| Province of Ontario Canada | 0.009761 |  |
| Commonwealth Bank of Australia | 0.009287 |  |
| Cooperatieve Rabobank UA | 0.009250 |  |
| NATIONAL AUSTRALIA BANK LTD | 0.009242 |  |
| United Overseas Bank Ltd. | 0.009237 |  |
| Canadian Government International Bond | 0.008945 |  |
| MACQUARIE BANK LTD FRN SOFR+92 07/02/2027 144A | 0.008879 |  |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR | 0.008879 |  |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+71 05/14/2027 | 0.008868 |  |
| Province of British Columbia Canada | 0.008138 |  |
| Swedbank AB | 0.008010 |  |
| CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR | 0.007969 |  |
| DBS GROUP HOLDINGS LTD | 0.007960 |  |
| CARGILL INC FRN SOFR+61 02/11/2028 144A | 0.007730 |  |
| Sumitomo Mitsui Financial Group, Inc. | 0.007720 |  |
| ERAC USA Finance LLC | 0.007703 |  |
| LSEG US FIN CORP | 0.007647 |  |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 VAR | 0.007533 |  |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 VAR | 0.007522 |  |
| CVS HEALTH CORP | 0.007495 |  |
| ITALY GOV'T INT | 0.007484 |  |
| WESTERN UNION CO | 0.007468 |  |
| VONTIER CORP | 0.007462 |  |
| SOUTHWESTN EL PR | 0.007253 |  |
| U.S. Treasury Bills | 0.007161 | ✓ |
| AMEREN CORP | 0.007049 |  |
| The DFA Short Term Investment Fund | 0.006867 |  |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR | 0.006846 |  |
| DFA Short Term Investment Fund | 0.006804 |  |
| CITIBANK NA SR UNSECURED 12/26 VAR | 0.006653 |  |
| HCA INC VARIABLE RATE 03/01/2028 | 0.006638 |  |
| HP ENTERPRISE | 0.006637 |  |

## 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 `0001410368-26-033039` (as of 2026-01-31)
  <https://www.sec.gov/Archives/edgar/data/355437/000141036826033039/0001410368-26-033039-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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