Frequently Asked Questions About ASMF

What are the top holdings of ASMF?

Virtus AlphaSimplex Managed Futures ETF holds 189 securities in total. The largest positions and their portfolio weights are listed on the Holdings tab.

How many holdings does ASMF have?

ASMF holds 189 positions as reported by the fund's most recent disclosure.

What sectors does ASMF invest in?

Virtus AlphaSimplex Managed Futures ETF (ASMF) allocates across the sectors shown above. The largest exposure tops the list; the rest follow in descending weight order.

What sector is ASMF most exposed to?

ASMF's full sector breakdown is on the Sectors tab. The largest sector weight is shown there along with the rest of the allocation.

Is ASMF a US-only fund?

The country allocation card on this page shows ASMF's geographic exposure. Funds with > 95% US weight are effectively US-only; international or global funds will show meaningful weights across multiple countries.

What does ASMF invest in?

This Exchange Traded Fund (ETF) aims to achieve capital growth, aligning with the risk and return characteristics commonly associated with a selection of the world's foremost Managed Futures funds. Its approach to identifying price trends is multifaceted, combining index replication techniques with advanced insights from AlphaSimplex's own proprietary trend-following models. The fund allocates capital to highly tradable futures contracts across twenty distinct assets, encompassing global equity, fixed income, currency, and commodity markets.

ASMF

Virtus AlphaSimplex Managed Futures ETF

AMEX·Asset Management · Financial Services

$26.68$0.14+0.53%

Market closed·Oct 23 3:55 PM EDT

Portfolio as of April 30, 2026, from the fund's SEC Form N-PORT filing. Funds disclose holdings quarterly, with a ~60-day publication delay. Sector breakdowns aren't part of this filing, so none is shown.

Top Holdings

holdings

912797TL1
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
8.07%
912797SW8
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
7.09%
912797QX8
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.43%
912797TD9
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.43%
912797TU1
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.12%
912797UB1
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
6.10%
912797SP3
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.84%
912797SX6
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.83%
912797TS6
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.51%
912797SV0
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT
4.51%
Other
19 more holdings
22.88%

Top 10 holdings

58.93%

Top 25 holdings

80.70%

Concentration index

0.0659

Effective holdings

Chart tools

Open Top Holdings in Chart Builder to fine-tune colors, labels, and timeframe, then download a high-res PNG.

All Holdings (34)

#	TickerHolding	Name	Weight	Shares	Market Value
1	912797TL1912797TL1UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	8.07%	2.50M	$2.50M
2	912797SW8912797SW8UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	7.09%	2.20M	$2.19M
3	912797QX8912797QX8UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	6.43%	2.00M	$1.99M
4	912797TD9912797TD9UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	6.43%	2.00M	$1.99M
5	912797TU1912797TU1UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	6.12%	1.90M	$1.89M
6	912797UB1912797UB1UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	6.10%	1.90M	$1.89M
7	912797SP3912797SP3UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	4.84%	1.50M	$1.50M
8	912797SX6912797SX6UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	4.83%	1.50M	$1.49M
9	912797TS6912797TS6UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	4.51%	1.40M	$1.40M
10	912797SV0912797SV0UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	4.51%	1.40M	$1.40M
11	912797TT4912797TT4UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	4.51%	1.40M	$1.40M
12	912797UA3912797UA3UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	4.50%	1.40M	$1.39M
13	912797QN0912797QN0UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	4.19%	1.30M	$1.30M
14	912797TR8912797TR8UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	3.23%	1.00M	$998.91K
15	912797TZ0912797TZ0UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT	3.22%	1.00M	$996.11K
16	GB00H7Q1B732GB00H7Q1B732ICE FUTURES EUROPE	ICE FUTURES EUROPE	0.80%	15.00	$249.00K
17	S000083995-16S000083995-16NEW YORK MERCANTILE EXCHANGE	NEW YORK MERCANTILE EXCHANGE	0.62%	14.00	$192.08K
18	S000083995-17S000083995-17ICE FUTURES U.S.	ICE FUTURES U.S.	0.58%	30.00	$178.68K
19	S000083995-18S000083995-18CHICAGO MERCANTILE EXCHANGE	CHICAGO MERCANTILE EXCHANGE	−0.38%	−126.00	−$119.00K
20	GB00N10S2350GB00N10S2350ICE FUTURES EUROPE	ICE FUTURES EUROPE	0.38%	−59.00	$159.23K

Showing 20 of 34

Sectors

sectors

Financial Services
23.85%
Technology
23.28%
Industrials
12.68%
Consumer Cyclical
10.18%
Basic Materials
7.31%
Communication Services
5.53%
Energy
4.40%
Healthcare
4.35%
Consumer Defensive
4.22%
Utilities
3.06%
Other
1 more sector
1.15%

Top 3 sectors

59.81%

Top 5 sectors

77.30%

Concentration index

0.1526

Effective sectors

Chart tools

Open Sector Allocation in Chart Builder to fine-tune colors, labels, and timeframe, then download a high-res PNG.

Countries

countries

United States
79.58%
United Kingdom
1.18%
Japan
0.10%
Germany
0.01%

Top 3 countries

80.86%

Top 5 countries

80.87%

Concentration index

0.9686

Effective countries

Chart tools

Open Country Allocation in Chart Builder to fine-tune colors, labels, and timeframe, then download a high-res PNG.

Asset Classes

Primary asset class

Commodity

Strategy

Thematic

Income strategy

No income focus

Issuer-reported asset class: Alternatives

Frequently Asked Questions About ASMF

What are the top holdings of ASMF?: Virtus AlphaSimplex Managed Futures ETF holds 189 securities in total. The largest positions and their portfolio weights are listed on the Holdings tab.
How many holdings does ASMF have?: ASMF holds 189 positions as reported by the fund's most recent disclosure.
What sectors does ASMF invest in?: Virtus AlphaSimplex Managed Futures ETF (ASMF) allocates across the sectors shown above. The largest exposure tops the list; the rest follow in descending weight order.
What sector is ASMF most exposed to?: ASMF's full sector breakdown is on the Sectors tab. The largest sector weight is shown there along with the rest of the allocation.
Is ASMF a US-only fund?: The country allocation card on this page shows ASMF's geographic exposure. Funds with > 95% US weight are effectively US-only; international or global funds will show meaningful weights across multiple countries.
What does ASMF invest in?: This Exchange Traded Fund (ETF) aims to achieve capital growth, aligning with the risk and return characteristics commonly associated with a selection of the world's foremost Managed Futures funds. Its approach to identifying price trends is multifaceted, combining index replication techniques with advanced insights from AlphaSimplex's own proprietary trend-following models. The fund allocates capital to highly tradable futures contracts across twenty distinct assets, encompassing global equity, fixed income, currency, and commodity markets.

TickerHolding

Name

Weight

Market Value

912797TL1912797TL1UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT