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

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Dec 31, 2025 → Mar 31, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
Skandinaviska Enskilda Banken AB 0 46,000,000 46,000,000 5.69% $45.87M
MUFG BK LTD N Y BRH CD 3.71% 26 0 34,500,000 34,500,000 4.28% $34.50M
ROYAL BK CDA N Y BRH INSTL 22APR26 0 32,000,000 32,000,000 3.97% $32.01M
DG BK N Y BRH CD 3.8% 26 0 30,000,000 30,000,000 3.72% $29.99M
Sumitomo Mitsui Trust Bank Ltd New York Branch 3.75% CP 25/06/2026 0 30,000,000 30,000,000 3.72% $29.98M
TORONTO DOMINION BK 0 27,000,000 27,000,000 3.35% $27.00M
DNB NOR BK ASA NEW YORK BRH CD 3.71% 26 0 25,000,000 25,000,000 3.10% $25.00M
OVERSEA CHINESE BK CD 3.76% 26 0 25,000,000 25,000,000 3.10% $24.99M
U.S. Treasury Bills 0 25,000,000 25,000,000 3.09% $24.93M
U.S. Treasury Bills 0 25,000,000 25,000,000 3.08% $24.81M
Svenska Handelsbanken AB New York Branch 3.79% CP 04/09/2026 0 21,000,000 21,000,000 2.61% $20.99M
FIRST ABU DHABI BK USA N V CD 3.97% 26 0 20,500,000 20,500,000 2.55% $20.50M
Credit Agricole Corporate and Investment Bank 3.98% CP 25/09/2026 0 20,000,000 20,000,000 2.48% $20.00M
U.S. Treasury Bills 0 20,000,000 20,000,000 2.48% $20.00M
U.S. Treasury Bills 0 20,000,000 20,000,000 2.48% $19.97M
U.S. Treasury Bills 0 20,000,000 20,000,000 2.47% $19.93M
CREDIT AGRICOLE CORP & INVT BK CD 4.05% 26 0 16,000,000 16,000,000 1.99% $16.01M
Sumitomo Mitsui Trust Bank Ltd New York Branch 3.95% CP 01/07/2026 0 15,000,000 15,000,000 1.86% $15.00M
U.S. Treasury Bills 0 15,000,000 15,000,000 1.86% $14.99M
U.S. Treasury Bills 0 15,000,000 15,000,000 1.86% $14.98M
BNP Paribas SA New York Branch 3.85% CP 13/07/2026 0 13,000,000 13,000,000 1.61% $13.00M
DNB Bank Asa New York Branch 3.67% CP 13/07/2026 0 12,000,000 12,000,000 1.49% $11.99M
Banque et Caisse d'Epargne de l'Etat 0 12,000,000 12,000,000 1.48% $11.92M
SWEDBANK SPARBANKEN SVENGE AB CD 3.98% 26 0 10,500,000 10,500,000 1.30% $10.49M
NORDEA BK ABP NEW YORK BRH CD 3.7% 26 0 10,500,000 10,500,000 1.30% $10.49M
U.S. Treasury Bills 0 10,000,000 10,000,000 1.24% $9.98M
U.S. Treasury Bills 0 10,000,000 10,000,000 1.24% $9.98M
U.S. Treasury Bills 0 10,000,000 10,000,000 1.24% $9.97M
MIZUHO BK LTD NEW YORK BRH CD 3.78% 26 0 9,000,000 9,000,000 1.12% $8.99M
BRENT CRUDE FUTR JUN26 IFEU 20260430 0 280 280 0.90% $7.27M
Low Su Gasoil G May26 0 186 186 0.80% $6.45M
EURO-SCHATZ FUT JUN26 DUM6 0 -2,592 -2,592 0.13% $1.05M
Commonwealth of Australia 0 -3,228 -3,228 0.09% $740.65K
Short-Term Euro-BTP 0 -1,163 -1,163 0.07% $553.17K
2-Year T-Note Futures, Jun-2026,ETH 0 -1,784 -1,784 0.06% $518.16K
EURO-BOBL FUTURE JUN26 0 -1,167 -1,167 0.04% $302.68K
JAPAN GOVT 10-YR 0 -24 -24 0.02% $192.87K
EURO-BUND FUTURE JUN26 0 -387 -387 0.01% $118.01K
FTSE 2026, MIB Index Future Jun 0 38 38 0.01% $93.55K
IBEX 35 INDX FUTR Apr26 0 61 61 0.01% $61.52K
30 YEAR US TREASURY BOND FUTURE MAR26 0 -10 -10 0.00% -$7.40K
CAC 40 Index Future, Apr 2026 0 20 20 0.00% -$16.34K
FTSE/JSE TOP 40 Jun26 0 60 60 0.00% -$23.54K
DAX Futures(FDAX) Index Fut 0 -7 -7 0.00% -$25.89K
ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 0 -53 -53 -0.01% -$46.18K
FUT. 3MO EURO E ICF SEP26 0 -1,646 -1,646 -0.01% -$47.56K
Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH 0 -94 -94 -0.01% -$52.95K
MSCI CH NTR USD F MAR26 0 -6 -6 -0.01% -$60.93K
EURO-BTP (ITALY GOVT) JUN 26 0 -138 -138 -0.01% -$63.10K
Long Gilt 0 -255 -255 -0.01% -$72.62K
Ten-Year Government of Canada Bond Futures 0 -149 -149 -0.01% -$84.63K
EURO-OAT FUTURE JUN26 0 -320 -320 -0.01% -$87.60K
COCOA FUTURE - IC Jul26 0 -145 -145 -0.01% -$89.10K
ASX SPI 200 Index Futures 0 -1,351 -1,351 -0.01% -$108.25K
STOXX EUROPE 600 Jun26 0 200 200 -0.01% -$114.43K
SILVER SEP 26 0 144 144 -0.02% -$153.96K
EURO-BUXL 30Y BND JUN26 0 -141 -141 -0.02% -$173.93K
EURO STOXX 50 Index 0 144 144 -0.02% -$194.74K
FTSE 100 Index 0 186 186 -0.02% -$196.95K
10-Year T-Note Futures, Jun-2026,ETH 0 -353 -353 -0.02% -$198.09K
Three Month SONIA Index Futures 0 -1,146 -1,146 -0.03% -$208.57K
ECX EMISSION FUT DEC26 MOZ26 0 -73 -73 -0.03% -$261.66K
5-Year T-Note Futures, Jun-2026,ETH 0 -1,031 -1,031 -0.04% -$291.73K
OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite 0 509 509 -0.04% -$307.12K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. Treasury Bills 95,000,000 0 -95,000,000 0.00% -$94.96M
SKANDINAVISKA ENSKILDA BANKEN AB 46,000,000 0 -46,000,000 0.00% -$45.44M
MIZUHO BK LTD NEW YORK BRH 25FEB26 43,000,000 0 -43,000,000 0.00% -$43.03M
DG BK N Y BRH INSTL CTF DEP 03MAR26 40,000,000 0 -40,000,000 0.00% -$40.03M
BANK AMER N A INSTL CTF DEP 17FEB26 35,000,000 0 -35,000,000 0.00% -$35.02M
ROYAL BK CDA N Y BRH INSTL 22APR26 32,000,000 0 -32,000,000 0.00% -$32.05M
BNP PARIBAS N Y BRH INSTL C 04MAR26 30,000,000 0 -30,000,000 0.00% -$30.01M
U.S. Treasury Bills 30,000,000 0 -30,000,000 0.00% -$29.97M
TORONTO DOMINION BK N Y BRH 10APR26 27,000,000 0 -27,000,000 0.00% -$27.03M
OVERSEA CHINESE BK INSTL CT 11FEB26 25,000,000 0 -25,000,000 0.00% -$25.01M
U.S. Treasury Bills 25,000,000 0 -25,000,000 0.00% -$24.96M
U.S. Treasury Bills 25,000,000 0 -25,000,000 0.00% -$24.94M
MUFG BK LTD N Y BRH INSTL C 05FEB26 24,500,000 0 -24,500,000 0.00% -$24.51M
FIRST ABU DHABI BK USA N V 05MAY26 20,500,000 0 -20,500,000 0.00% -$20.51M
NORDEA BK ABP NEW YORK BRH 25MAR26 20,000,000 0 -20,000,000 0.00% -$20.01M
U.S. Treasury Bills 20,000,000 0 -20,000,000 0.00% -$19.96M
U.S. Treasury Bills 20,000,000 0 -20,000,000 0.00% -$19.95M
CREDIT AGRICOLE CORP + INVT 01JUN26 16,000,000 0 -16,000,000 0.00% -$16.02M
SWEDBANK SPARBANKEN SVENGE 30MAR26 15,000,000 0 -15,000,000 0.00% -$15.01M
U.S. Treasury Bills 15,000,000 0 -15,000,000 0.00% -$15.00M
OVERSEA CHINESE BK INSTL CT 18MAR26 13,000,000 0 -13,000,000 0.00% -$13.00M
SUMITOMO MITSUI TR BK 3.99 04MAR26 12,000,000 0 -12,000,000 0.00% -$12.00M
Canadian Imperial Bank of Commerce/New York NY 10,000,000 0 -10,000,000 0.00% -$10.00M
U.S. Treasury Bills 10,000,000 0 -10,000,000 0.00% -$9.99M
Silver Futures Contracts 283 0 -283 0.00% -$9.92M
U.S. Treasury Bills 5,000,000 0 -5,000,000 0.00% -$4.98M
U.S. Treasury Bills 5,000,000 0 -5,000,000 0.00% -$4.98M
MIZUHO BK LTD NEW YORK BRH 12JAN26 2,000,000 0 -2,000,000 0.00% -$2.00M
TTF NAT GAS 278 0 -278 0.00% -$1.69M
WTI CRUDE MAR 26 -1,371 0 1,371 0.00% -$695.41K
IBEX 35 INDX 193 0 -193 0.00% -$656.63K
OMXS30 IND 896 0 -896 0.00% -$557.66K
VSTOXX -6,101 0 6,101 0.00% -$515.74K
FTSE/MIB IDX 87 0 -87 0.00% -$490.76K
YELLOW MAIZE-SAF FUT MAR26 YWH6 124 0 -124 0.00% -$106.10K
RAPESEED EURO 182 0 -182 0.00% -$27.81K
HSCEI Futures Mar26 219 0 -219 0.00% $217.11K
SPI 200 -8,949 0 8,949 0.00% $465.04K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
DREY-GVT CSH-I 12,151,623 70,415,780 58,264,157 8.74% $58.26M
U.S. Treasury Bills 35,000,000 40,000,000 5,000,000 4.96% $5.30M
WTI CRUDE -294 561 855 2.02% $14.60M
WHEAT (CBT) 941 1,775 834 0.42% $2.83M
WORLDCLIMATE PARI MAR26 -588 -579 9 -0.04% -$525.48K
ZAR/USD FORWARD 16 20 4 -1.63% -$18.60M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
LME ZINC 710 572 -138 0.09% -$4.17M
IFSC NIFTY 50 302 -396 -698 0.09% $751.18K
NIKKEI 225 (SGX) 1,963 -100 -2,063 -0.03% -$470.72K
S&P/TSX 60 IX 577 -297 -874 -0.03% -$587.72K
XAV HEALTH CARE 4,044 -2,539 -6,583 -0.08% $802.16K
TPX BANKS INDEX 106 84 -22 -0.13% -$1.54M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
Bank of Montreal/Chicago IL 40,000,000 40,000,000 0 4.97% -$13.92K
Westpac Banking Corp/NY 32,000,000 32,000,000 0 3.97% -$18.60K
Bank of Nova Scotia/Houston 25,000,000 25,000,000 0 3.10% -$1.78K

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