# Portfolio overlap — FASRX vs AMFNX Comparing **K2 Alternative Strategies Fund** (2026-02-27) and **Virtus AlphaSimplex Managed Futures Strategy Fund** (2026-03-31). - Shared positions: 17 - K2 Alternative Strategies Fund covered by Virtus AlphaSimplex Managed Futures Strategy Fund: 0.1342101725406268043881128595 - Virtus AlphaSimplex Managed Futures Strategy Fund covered by K2 Alternative Strategies Fund: 0.1342101725406268043881128595 ## K2 Alternative Strategies Fund — top positions | Security | Weight | Shared | |----------|--------|--------| | DREYFUS QII GOV CASH 289 | 0.089698 | | | FIDELITY GOVERNMENT PORTFOLIO FRGXX 1.85% 8/24/2018 - Extendable | 0.078686 | | | DREY-GVT CSH-I | 0.074503 | ✓ | | U.S. Treasury Bills | 0.028480 | | | U.S. Treasury Bills | 0.026507 | ✓ | | U.S. Treasury Bills | 0.022752 | | | WESTERN DIGITAL CORPORATION SR UNSEC CV 3.0% 11-15-28 | 0.016947 | | | U.S. Treasury Bills | 0.014164 | ✓ | | US TREASURY N/B | 0.011458 | | | Lumentum Holdings, Inc. | 0.010369 | | | U.S. Treasury Bills | 0.009455 | ✓ | | US TREASURY N/B | 0.008971 | | | Bloom Energy Corporation | 0.007726 | | | STX 3.5 06/01/28 | 0.007701 | | | BLOOM ENERGY CORP SR UNSECURED 06/29 3 | 0.007449 | | | InterDigital, Inc., Convertible | 0.007291 | | | UST BILLS 0% 05/14/2026 | 0.006604 | | | US TREASURY N/B | 0.006465 | | | IREN Ltd., Series IREN | 0.006438 | | | MASTEC INC | 0.006108 | | | CONSTELLATION ENERGY CORP | 0.005311 | | | MERCK & CO | 0.005146 | | | CVS HEALTH CORP | 0.005075 | | | XCEL ENERGY INC | 0.004721 | | | U.S. Treasury Bills | 0.004714 | | | LONZA GROUP -REG | 0.004689 | | | NEXTERA ENERGY INC | 0.004447 | | | MITSUB ELEC CORP | 0.004318 | | | US TREASURY N/B | 0.004268 | | | EDWARDS LIFESCIENCES CORP | 0.004247 | | | FIRSTENERGY CORP | 0.004035 | | | ENTERGY CORP | 0.004008 | | | MIDCAP FINL ISSU 11/01/27 | 0.003956 | | | AGILENT TECHNOLOGIES INC | 0.003815 | | | U.S. Treasury Bills | 0.003779 | ✓ | | ARGENX SE SPONSORED ADR | 0.003761 | | | FUTURE - CASH SETTLED | 0.003686 | | | ABBOTT LABS | 0.003666 | | | SATS 3.875 11/30/30 | 0.003664 | | | BEONE MEDICINES LTD ADR | 0.003450 | | | PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.625000% 09/01/2037 | 0.003426 | | | LILLY ELI and CO | 0.003403 | | | VAXCYTE INC | 0.003396 | | | SCHOLAR ROCK HOLDING CORP | 0.003395 | | | Nebius Group NV | 0.003262 | | | TEVA PHARMACEUTICAL IND ADR | 0.003206 | | | ROIVANT SCIENCES LTD | 0.003093 | | | Nebius Group NV | 0.003015 | | | BOEING CO/THE | 0.003011 | | | INSMED INC | 0.002973 | | ## Virtus AlphaSimplex Managed Futures Strategy Fund — top positions | Security | Weight | Shared | |----------|--------|--------| | DREY-GVT CSH-I | 0.084164 | ✓ | | Skandinaviska Enskilda Banken AB | 0.054828 | | | Bank of Montreal/Chicago IL | 0.047820 | | | U.S. Treasury Bills | 0.047771 | ✓ | | MUFG BK LTD N Y BRH CD 3.71% 26 | 0.041236 | | | ROYAL BK CDA N Y BRH INSTL 22APR26 | 0.038259 | | | Westpac Banking Corp/NY | 0.038254 | | | DG BK N Y BRH CD 3.8% 26 | 0.035847 | | | Sumitomo Mitsui Trust Bank Ltd New York Branch 3.75% CP 25/06/2026 | 0.035836 | | | TORONTO DOMINION BK | 0.032275 | | | Bank of Nova Scotia/Houston | 0.029887 | | | DNB NOR BK ASA NEW YORK BRH CD 3.71% 26 | 0.029882 | | | OVERSEA CHINESE BK CD 3.76% 26 | 0.029870 | | | U.S. Treasury Bills | 0.029794 | ✓ | | U.S. Treasury Bills | 0.029648 | | | Svenska Handelsbanken AB New York Branch 3.79% CP 04/09/2026 | 0.025089 | | | FIRST ABU DHABI BK USA N V CD 3.97% 26 | 0.024506 | | | Credit Agricole Corporate and Investment Bank 3.98% CP 25/09/2026 | 0.023905 | | | U.S. Treasury Bills | 0.023902 | | | U.S. Treasury Bills | 0.023869 | | | U.S. Treasury Bills | 0.023823 | ✓ | | WTI CRUDE | 0.021585 | ✓ | | CREDIT AGRICOLE CORP & INVT BK CD 4.05% 26 | 0.019133 | | | Sumitomo Mitsui Trust Bank Ltd New York Branch 3.95% CP 01/07/2026 | 0.017927 | | | U.S. Treasury Bills | 0.017918 | | | U.S. Treasury Bills | 0.017905 | | | BNP Paribas SA New York Branch 3.85% CP 13/07/2026 | 0.015537 | | | DNB Bank Asa New York Branch 3.67% CP 13/07/2026 | 0.014336 | | | Banque et Caisse d'Epargne de l'Etat | 0.014249 | | | SWEDBANK SPARBANKEN SVENGE AB CD 3.98% 26 | 0.012543 | | | NORDEA BK ABP NEW YORK BRH CD 3.7% 26 | 0.012543 | | | U.S. Treasury Bills | 0.011928 | ✓ | | U.S. Treasury Bills | 0.011926 | ✓ | | U.S. Treasury Bills | 0.011920 | | | MIZUHO BK LTD NEW YORK BRH CD 3.78% 26 | 0.010749 | | | BRENT CRUDE FUTR JUN26 IFEU 20260430 | 0.008688 | ✓ | | Low Su Gasoil G May26 | 0.007705 | ✓ | | WHEAT (CBT) | 0.004846 | | | LME ZINC | 0.004805 | ✓ | | XAV HEALTH CARE | 0.004058 | ✓ | | ZAR/USD FORWARD | 0.001949 | ✓ | | EURO-SCHATZ FUT JUN26 DUM6 | 0.001253 | | | SILVER SEP 26 | 0.000967 | ✓ | | NIKKEI 225 (SGX) | 0.000956 | | | Commonwealth of Australia | 0.000885 | ✓ | | IFSC NIFTY 50 | 0.000821 | | | Short-Term Euro-BTP | 0.000661 | | | 2-Year T-Note Futures, Jun-2026,ETH | 0.000619 | ✓ | | EURO-BOBL FUTURE JUN26 | 0.000362 | | | JAPAN GOVT 10-YR | 0.000231 | | ## Sources - N-PORT (fund A) — accession `0000940400-26-014752` (as of 2026-02-27) - N-PORT (fund B) — accession `0000940400-26-023142` (as of 2026-03-31) --- _Informational only — not investment advice. FundWatcher presents publicly available data and makes no recommendation to buy or sell any security. Verify all figures against the source filing before relying on them._ _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._ _Use of this data is subject to the FundWatcher Terms of Service. Information may be used only for personal, non-commercial research and may not be redistributed. See _