Virtus AlphaSimplex Managed Futures Strategy Fund Class I (ASFYX)

ASFYX Holdings List

As of Apr 30, 2025

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No.	Symbol	Name	% Weight	Shares
1	n/a	Nok/Usd Fwd 20250618 0642 3	23.47%	10,000,000
2	n/a	Sek/Usd Fwd 20250618 0642 2	22.51%	674,000,000
3	n/a	Nzd/Usd Fwd 20250618 0642	21.80%	451,800,000
4	n/a	Chf/Usd Fwd 20250618 0642	21.56%	218,000,000
5	n/a	Usd/Nzd Fwd 20250618 0642	20.45%	252,113,352
6	n/a	Usd/Nok Fwd 20250618 0642	18.10%	223,085,386
7	n/a	Usd/Chf Fwd 20250618 0642	16.33%	201,249,569
8	n/a	Sgd/Usd Fwd 20250618 0642	14.14%	227,000,000
9	n/a	Usd/Sek Fwd 20250618 0642	14.08%	173,519,453
10	n/a	Alphasimplex Managed Futures Strategy Cayman Fund Ltd	12.76%	552,438
11	n/a	Pln/Usd Fwd 20250618 0642	11.96%	558,000,000
12	n/a	Usd/Cnh Fwd 20250618 0642	10.67%	131,520,662
13	n/a	Usd/Sgd Fwd 20250618 0642	9.63%	118,760,789
14	n/a	Usd/Zar Fwd 20250618 0642	7.59%	93,612,731
15	n/a	Zar/Usd Fwd 20250618 0642 1	7.33%	688,000,000
16	n/a	Mxn/Usd Fwd 20250618 0642 1	6.88%	674,500,000
17	n/a	Cnh/Usd Fwd 20250618 0642	5.99%	535,000,000
18	n/a	Usd/Mxn Fwd 20250618 0642	5.81%	71,673,192
19	n/a	Usd/Pln Fwd 20250618 0642	5.51%	67,923,339
20	n/a	Us Dollar	5.05%	62,305,573
21	n/a	DNB Bank ASA New York Branch 4.31%	4.46%	55,000,000
22	BNS.F 08.21.25 YCD	Bank of Nova Scotia 4.36%	4.18%	51,500,000
23	n/a	Bank of Montreal Chicago Branch 5.48%	4.06%	50,000,000
24	n/a	Sumitomo Mitsui Trust Bank Ltd New York Branch 4.29%	4.06%	50,000,000
25	MIZUHO.F 08.19.25 YCD	Mizuho Bank, Ltd. New York Branch 4.36%	4.06%	50,000,000
26	B.0 05.20.25	United States Treasury Bills 4.22127%	4.05%	50,000,000
27	CBAAU.F 10.03.25 YCD	Commonwealth Bank Australia New York Branch 4.36%	3.98%	49,000,000
28	B.0 05.08.25	United States Treasury Bills 4.24646%	3.81%	47,000,000
29	NAB.F 09.26.25 YCD	National Australia Bank Ltd New York Branch 4.36%	3.75%	46,200,000
30	DZBK.F 09.03.25 YCD	DG Bank New York Branch 4.36%	3.65%	45,000,000
31	OCBCSP.F 06.13.25 YCD	Oversea-Chinese Banking Corp Ltd. 4.36%	3.45%	42,500,000
32	n/a	Svenska Handelsbanken AB New York Branch 5.41%	3.25%	40,000,000
33	n/a	MUFG Bank Ltd New York Branch 4.6%	2.84%	35,000,000
34	n/a	Bank of America, N.A. 4.54%	2.84%	35,000,000
35	n/a	Royal Bank of Canada New York Branch 5.13%	2.76%	34,000,000
36	WSTP.F 04.20.26 YCD	Westpac Banking Corporation New York Branch 4.36%	2.60%	32,000,000
37	B.0 09.11.25	United States Treasury Bills 4.19688%	2.48%	31,000,000
38	n/a	Cooperatieve Rabobank U.A. New York Branch 4.53%	2.43%	30,000,000
39	OCBCSP.F 09.08.25 YCD	Oversea-Chinese Banking Corp Ltd. 4.36%	2.43%	30,000,000
40	CM.F 12.08.25 YCd	Canadian Imperial Bank of Commerce New York Branch 4.36%	2.43%	30,000,000
41	B.0 10.02.25	United States Treasury Bills 4.14556%	2.39%	30,000,000
42	SHBASS.F 11.05.25 YCD	Svenska Handelsbanken AB New York Branch 4.36%	2.03%	25,000,000
43	n/a	Cooperatieve Rabobank U.A. New York Branch 4.38%	2.03%	25,000,000
44	NDAFH.F 11.14.25 YCD	Nordea Bank ABP (New York Branch) 4.36%	2.03%	25,000,000
45	CM.F 11.13.25 YCD	Canadian Imperial Bank of Commerce New York Branch 4.36%	2.03%	25,000,000
46	n/a	Royal Bank of Canada New York Branch 4.27%	2.03%	25,000,000
47	B.0 05.27.25	United States Treasury Bills 4.23843%	2.02%	25,000,000
48	B.0 06.17.25	United States Treasury Bills 4.24485%	1.69%	21,000,000
49	B.0 05.01.25	United States Treasury Bills 4.22414%	1.62%	20,000,000
50	n/a	Mizuho Bank, Ltd. New York Branch 4.44%	1.38%	17,000,000
51	B.0 05.06.25	United States Treasury Bills 4.22454%	1.22%	15,000,000
52	B.0 05.22.25	United States Treasury Bills 4.25048%	1.21%	15,000,000
53	BNS.F 11.06.25 YCD	Bank of Nova Scotia 4.36%	0.89%	11,000,000
54	CM.F 01.23.26 YCd	Canadian Imperial Bank of Commerce New York Branch 4.36%	0.81%	10,000,000
55	n/a	Skandinaviska Enskilda Banken AB (publ) 4.38%	0.81%	10,000,000
56	BNS.F 07.14.25 YCD	Bank of Nova Scotia 4.36%	0.77%	9,500,000
57	DGCXX	Dreyfus Government Cash Management Fund	0.55%	6,806,974
58	n/a	Try/Usd Fwd 20250618 0642	0.47%	234,000,000
59	n/a	British Pound Future June 25	0.28%	2,581
60	BTSM5	Short-Term Euro BTP Future June 25	0.14%	3,462
61	n/a	3 Month Euribor TAS Future Sept 25	0.09%	3,964
62	n/a	Ibex 35 Indx Futr May25	0.08%	107
63	n/a	Euro FX Future June 25	0.06%	1,326
64	OEM5	Euro Bobl Future June 25	0.05%	1,116
65	SFIM5	Three Month SONIA Index Future Sept 25	0.04%	2,116
66	DUM5	Euro Schatz Future June 25	0.04%	4,359
67	n/a	10 Year Australian Treasury Bond Future June 25	0.03%	775
68	n/a	2 Year Treasury Note Future June 25	0.02%	1,613
69	IKM5	Long-Term Euro BTP Future June 25	0.02%	374
70	n/a	3m Corra Futures Sep25	0.02%	1,223
71	n/a	Inr/Usd May25	0.01%	907
72	n/a	FTSE/JSE Top 40 Index Future June 25	0.01%	109
73	n/a	SGX MSCI Singapore Free NTR (USD) Index Future May 25	0.01%	309
74	OATM5	Euro OAT Future June 25	0.01%	409
75	n/a	3 Year Australian Treasury Bond Future June 25	0.01%	3,902
76	n/a	Hang Seng China Enterprises Index Future May 25	0.01%	126
77	n/a	Hang Seng Index Future May 25	0.01%	56
78	n/a	Brazilian Real Future June 25	0.00%	43
79	n/a	MSCI EAFE Index Future June 25	0.00%	29
80	n/a	Japanese Yen Future June 25	0.00%	624
81	RXM5	Euro Bund Future June 25	-0.00%	88
82	n/a	Krw/Usd Mini May25	-0.00%	138
83	n/a	FTSE 100 Index Future June 25	-0.00%	5
84	n/a	Xinhua China A50 Index Future May 25	-0.00%	243
85	n/a	3 Month SOFR Future Sept 25	-0.00%	831
86	n/a	US Treasury Bond Future June 25	-0.01%	34
87	n/a	5 Year Treasury Note Future June 25	-0.01%	1,045
88	SXO9	Stoxx Europe 600 Future June 25	-0.01%	58
89	n/a	S&P TSX 60 Index Future June 25	-0.01%	41
90	n/a	Ftse/Mib Idx Fut Jun25	-0.01%	40
91	n/a	SGX FTSE Taiwan Index Future May 25	-0.01%	77
92	n/a	10 Year Japanese Government Bond Future June 25	-0.02%	9
93	GX9	Dax Future June 25	-0.02%	14
94	n/a	10 Year Treasury Note Future June 25	-0.02%	404
95	n/a	Ultra US Treasury Bond Future June 25	-0.02%	78
96	n/a	Ultra 10 Year US Treasury Note Future June 25	-0.02%	176
97	n/a	Canadian Dollar Future June 25	-0.03%	105
98	CFK5	CAC 40 Index Future May 25	-0.03%	81
99	n/a	90 Day Bank Accepted Bills Future Sept 25	-0.03%	2,144
100	QCK5	OMX Stockholm 30 Index Future May 25	-0.04%	405
101	n/a	E-mini Russell 2000 Index Future June 25	-0.04%	251
102	n/a	Long Gilt Future June 25	-0.04%	262
103	n/a	10 Year Government of Canada Bond Future June 25	-0.05%	794
104	n/a	Australian Dollar Future June 25	-0.05%	535
105	n/a	Nikkei 225 Future June 25	-0.05%	35
106	n/a	Topix Indx Futr Jun25	-0.06%	39
107	n/a	E-mini Dow $5 Future June 25	-0.06%	70
108	n/a	MSCI Emerging Markets Index Future June 25	-0.06%	120
109	n/a	ASX SPI 200 Index Future June 25	-0.07%	74
110	UBM5	Euro Buxl Future June 25	-0.08%	145
111	n/a	E-mini S&P 500 Future June 25	-0.09%	49
112	n/a	E-mini Nasdaq 100 Future June 25	-0.09%	28
113	n/a	E-mini S&P MidCap 400 Future June 25	-0.10%	64
114	n/a	Futures Collateral Zar	-0.27%	63,053,003
115	n/a	Futures Collateral Jpy -	-0.28%	500,454,695
116	n/a	Futures Collateral Aud	-0.36%	7,007,392
117	n/a	Futures Collateral Sgd	-0.44%	7,092,316
118	n/a	Futures Collateral Sek	-0.47%	55,846,833
119	n/a	Usd/Try Fwd 20250618 0642	-0.48%	5,925,991
120	n/a	Futures Collateral Hkd -	-1.09%	104,385,048
121	n/a	Futures Collateral Gbp	-1.15%	10,648,806
122	n/a	Futures Collateral Cad	-1.33%	22,582,529
123	n/a	Futures Collateral Eur	-4.22%	45,913,710
124	n/a	Pln/Usd Fwd 20250618 0642 -	-5.57%	260,000,000
125	n/a	Usd/Cnh Fwd 20250618 0642	-5.99%	73,785,617
126	n/a	Mxn/Usd Fwd 20250618 0642 -1	-6.08%	479,000,000
127	n/a	Usd/Mxn Fwd 20250618 0642	-6.73%	82,905,238
128	n/a	Usd/Zar Fwd 20250618 0642	-7.45%	91,799,514
129	n/a	Zar/Usd Fwd 20250618 0642 -1	-7.88%	814,500,000
130	n/a	Sgd/Usd Fwd 20250618 0642 -	-9.86%	158,250,000
131	n/a	Cnh/Usd Fwd 20250618 0642 -	-10.60%	946,000,000
132	n/a	Usd/Pln Fwd 20250618 0642 -	-11.75%	144,856,331
133	n/a	Usd/Sgd Fwd 20250618 0642 -	-14.00%	172,627,998
134	n/a	Sek/Usd Fwd 20250618 0642 -1	-14.45%	716,000,000
135	n/a	Chf/Usd Fwd 20250618 0642 -	-17.30%	175,000,000
136	n/a	Nok/Usd Fwd 20250618 0642 -2	-18.78%	408,000,000
137	n/a	Usd/Chf Fwd 20250618 0642 -	-20.95%	258,251,932
138	n/a	Nzd/Usd Fwd 20250618 0642 -	-21.29%	441,100,000
139	n/a	Usd/Nzd Fwd 20250618 0642 -	-21.31%	262,750,639
140	n/a	Usd/Sek Fwd 20250618 0642 -	-21.74%	268,007,687
141	n/a	Usd/Nok Fwd 20250618 0642 -	-23.17%	285,607,651

As of Apr 30, 2025

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Asset Allocation

Asset Class	% Weight
Cash	82.82%
Other	12.76%
Bond	5.05%
Stocks	-0.62%

Sector Breakdown

Sector	% Weight
Financials	16.58%
Technology	15.39%
Industrials	14.59%
Healthcare	11.17%
Consumer Discretionary	10.88%
Energy	8.94%
Materials	5.85%
Real Estate	5.64%
Consumer Staples	4.53%
Communication Services	3.47%
Utilities	2.97%

Country Breakdown

Sector	% Weight
United States	73.50%
Other	26.50%