Virtus Alphasimplex Managed Futures ETF (ASMF)

Assets	$29.43M
Expense Ratio	0.80%
PE Ratio	n/a
Shares Out	1.25M
Dividend (ttm)	$0.39
Dividend Yield	1.67%
Ex-Dividend Date	Dec 20, 2024
Payout Frequency	n/a
Payout Ratio	n/a

Volume	1,425
Open	23.55
Previous Close	23.59
Day's Range	23.54 - 23.65
52-Week Low	21.82
52-Week High	24.39
Beta	n/a
Holdings	31
Inception Date	May 15, 2024

About ASMF

Fund Home Page

The Virtus Alphasimplex Managed Futures ETF (ASMF) is an exchange-traded fund that mostly invests in global macro alternatives. The fund is an actively managed alternative fund that uses trend-following models and risk management approaches to capture opportunities in futures contracts of various asset classes. ASMF was launched on May 15, 2024 and is issued by Virtus Investment Partners.

• Asset Class: Alternatives
• Category: Systematic Trend
• Stock Exchange: NYSEARCA
• Ticker Symbol: ASMF
• ETF Provider: Virtus Investment Partners

Top 10 Holdings

75.40% of assets

Name	Symbol	Weight
10 Year Treasury Note Future Mar 26	n/a	20.01%
Cash	n/a	7.33%
Euro Stoxx 50 Future Dec 25	VLZ5	6.89%
MSCI Emerging Markets Index Future Dec 25	n/a	6.66%
E-mini S&P 500 Future Dec 25	n/a	6.25%
United States Treasury Bills 0%	B.0 12.18.25	6.20%
Long Gilt Future Mar 26	G.H6	5.94%
2 Year Treasury Note Future Mar 26	n/a	5.72%
United States Treasury Bills 0%	B.0 12.09.25	5.39%
United States Treasury Bills 0%	B.0 12.16.25	5.02%

Dividends

Ex-Dividend	Amount	Pay Date
Dec 20, 2024	$0.39478	Dec 27, 2024

Performance

ASMF had a total return of 0.40% in the past year, including dividends. Since the fund's inception, the average annual return has been -2.77%.