FundWatcher
ASFCX
Virtus AlphaSimplex Managed Futures Strategy Fund
Virtus Alternative Solutions Trust

Portfolio concentration

As of March 31, 2026 · N-PORT
Holdings
55
Top-10 weight
45.63%
Effective holdings ?
29
Crowding ?
88.2

Holdings

As of March 31, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 DREY-GVT CSH-I MISXX 70,415,780 $70.42M 7.40%
2 Skandinaviska Enskilda Banken AB — 46,000,000 $45.87M 4.82%
3 Bank of Montreal/Chicago IL — 40,000,000 $40.01M 4.21%
4 U.S. Treasury Bills B 40,000,000 $39.97M 4.20%
5 MUFG BK LTD N Y BRH CD 3.71% 26 — 34,500,000 $34.50M 3.63%
6 ROYAL BK CDA N Y BRH INSTL 22APR26 — 32,000,000 $32.01M 3.37%
7 Westpac Banking Corp/NY — 32,000,000 $32.01M 3.37%
8 DG BK N Y BRH CD 3.8% 26 — 30,000,000 $29.99M 3.15%
9 Sumitomo Mitsui Trust Bank Ltd New York Branch 3.75% CP 25/06/2026 — 30,000,000 $29.98M 3.15%
10 TORONTO DOMINION BK — 27,000,000 $27.00M 2.84%
11 Bank of Nova Scotia/Houston — 25,000,000 $25.01M 2.63%
12 DNB NOR BK ASA NEW YORK BRH CD 3.71% 26 — 25,000,000 $25.00M 2.63%
13 OVERSEA CHINESE BK CD 3.76% 26 — 25,000,000 $24.99M 2.63%
14 U.S. Treasury Bills B 25,000,000 $24.93M 2.62%
15 U.S. Treasury Bills B 25,000,000 $24.81M 2.61%
16 Svenska Handelsbanken AB New York Branch 3.79% CP 04/09/2026 — 21,000,000 $20.99M 2.21%
17 FIRST ABU DHABI BK USA N V CD 3.97% 26 — 20,500,000 $20.50M 2.16%
18 Credit Agricole Corporate and Investment Bank 3.98% CP 25/09/2026 — 20,000,000 $20.00M 2.10%
19 U.S. Treasury Bills — 20,000,000 $20.00M 2.10%
20 U.S. Treasury Bills B 20,000,000 $19.97M 2.10%
21 U.S. Treasury Bills — 20,000,000 $19.93M 2.10%
22 CREDIT AGRICOLE CORP & INVT BK CD 4.05% 26 — 16,000,000 $16.01M 1.68%
23 Sumitomo Mitsui Trust Bank Ltd New York Branch 3.95% CP 01/07/2026 — 15,000,000 $15.00M 1.58%
24 U.S. Treasury Bills B 15,000,000 $14.99M 1.58%
25 U.S. Treasury Bills 912797TH 15,000,000 $14.98M 1.58%
26 BNP Paribas SA New York Branch 3.85% CP 13/07/2026 — 13,000,000 $13.00M 1.37%
27 DNB Bank Asa New York Branch 3.67% CP 13/07/2026 — 12,000,000 $11.99M 1.26%
28 Banque et Caisse d'Epargne de l'Etat — 12,000,000 $11.92M 1.25%
29 SWEDBANK SPARBANKEN SVENGE AB CD 3.98% 26 — 10,500,000 $10.49M 1.10%
30 NORDEA BK ABP NEW YORK BRH CD 3.7% 26 — 10,500,000 $10.49M 1.10%
31 U.S. Treasury Bills — 10,000,000 $9.98M 1.05%
32 U.S. Treasury Bills — 10,000,000 $9.98M 1.05%
33 U.S. Treasury Bills B 10,000,000 $9.97M 1.05%
34 MIZUHO BK LTD NEW YORK BRH CD 3.78% 26 — 9,000,000 $8.99M 0.95%
35 BRENT CRUDE FUTR JUN26 IFEU 20260430 COM6 280 $7.27M 0.76%
36 WTI CRUDE XBZ6 273 $7.06M 0.74%
37 Low Su Gasoil G May26 QSK6 186 $6.45M 0.68%
38 WTI CRUDE XBZ6 124 $5.32M 0.56%
39 WTI CRUDE XBZ6 228 $4.92M 0.52%
40 LME ZINC LXZ5 446 $3.99M 0.42%
41 WHEAT (CBT) WNH6P116 773 $3.90M 0.41%
42 XAV HEALTH CARE XASH6 -1,831 $1.05M 0.11%
43 EURO-SCHATZ FUT JUN26 DUM6 — -2,592 $1.05M 0.11%
44 XAV HEALTH CARE XASH6 -2,235 $955.60K 0.10%
45 SILVER SEP 26 SIH6 COMDTY 45 $808.89K 0.09%
46 WTI CRUDE XBZ6 -183 $756.46K 0.08%
47 ZAR/USD FORWARD N/A 1 $753.33K 0.08%
48 XAV HEALTH CARE XASH6 183 $752.09K 0.08%
49 NIKKEI 225 (SGX) XUZ5 -2,193 $687.40K 0.07%
50 IFSC NIFTY 50 JGSZ5 -396 $686.50K 0.07%
1 / 3 Next ›

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.