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Holdings (Monthly) Guide ↗

Virtus AlphaSimplex Managed Futures Strategy Fund

· Virtus Alternative Solutions Trust
Monthly Holdings $968M AUM 145 positions Period Mar 2026 Filed Jun 1, 2026 EDGAR ↗ ← All Funds
# Name Ticker Since Shares Value % Port Cat
1 Dreyfus Government Cash Management Funds DGCXX Mar 2026 70,415,780 $70.4M 7.40% STIV
2 Skandinaviska Enskilda Banken AB (publ) 83050UDT2 Mar 2026 46,000,000 $45.9M 4.82% STIV
3 BANK OF MONTREAL CHICAGO BRANCH 06367DQL2 Mar 2026 40,000,000 $40.0M 4.21% STIV
4 United States Treasury Bills 912797SL2 Mar 2026 40,000,000 $40.0M 4.20% DBT
5 MUFG Bank Ltd New York Branch 55381BSD1 Mar 2026 34,500,000 $34.5M 3.63% STIV
6 Royal Bank of Canada New York Branch 78015JKG1 Mar 2026 32,000,000 $32.0M 3.37% STIV
7 WESTPAC BANKING CORP NEW YORK BRANCH 96130AZV3 Mar 2026 32,000,000 $32.0M 3.37% STIV
8 DG Bank New York Branch 23344JFD2 Mar 2026 30,000,000 $30.0M 3.15% STIV
9 Sumitomo Mitsui Trust Bank Ltd New York Branch 86564TMM2 Mar 2026 30,000,000 $30.0M 3.15% STIV
10 Toronto Dominion Bank New York Branch 89115DLC8 Mar 2026 27,000,000 $27.0M 2.84% STIV
11 Bank of Nova Scotia 06418NJH6 Mar 2026 25,000,000 $25.0M 2.63% STIV
12 DNB Bank Asa New York Branch 23345HVV7 Mar 2026 25,000,000 $25.0M 2.63% STIV
13 Oversea-Chinese Banking Corp Ltd. 69033NMJ1 Mar 2026 25,000,000 $25.0M 2.63% STIV
14 United States Treasury Bills 912797SN8 Mar 2026 25,000,000 $24.9M 2.62% DBT
15 United States Treasury Bills 912797TD9 Mar 2026 25,000,000 $24.8M 2.61% DBT
16 Svenska Handelsbanken AB New York Branch 86959TUJ3 Mar 2026 21,000,000 $21.0M 2.21% STIV
17 First Abu Dhabi Bank USA NV 31851XWW8 Mar 2026 20,500,000 $20.5M 2.16% STIV
18 Credit Agricole Corporate and Investment Bank 22536XDR2 Mar 2026 20,000,000 $20.0M 2.10% STIV
19 United States Treasury Bills 912797SD0 Mar 2026 20,000,000 $20.0M 2.10% DBT
20 United States Treasury Bills 912797QD2 Mar 2026 20,000,000 $20.0M 2.10% DBT
21 United States Treasury Bills 912797TL1 Mar 2026 20,000,000 $19.9M 2.10% DBT
22 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA NEW YORK BRANCH 22536JY74 Mar 2026 16,000,000 $16.0M 1.68% STIV
23 Sumitomo Mitsui Trust Bank Ltd New York Branch 86564TNM1 Mar 2026 15,000,000 $15.0M 1.58% STIV
24 United States Treasury Bills 912797TG2 Mar 2026 15,000,000 $15.0M 1.58% DBT
25 United States Treasury Bills 912797TH0 Mar 2026 15,000,000 $15.0M 1.58% DBT
26 BNP Paribas SA New York Branch 05593DN90 Mar 2026 13,000,000 $13.0M 1.37% STIV
27 DNB Bank Asa New York Branch 23345HXC7 Mar 2026 12,000,000 $12.0M 1.26% STIV
28 Banque et Caisse d'Epargne de l'Etat, Luxembourg 0667K1F14 Mar 2026 12,000,000 $11.9M 1.25% STIV
29 Swedbank Sparbanken Svenge Ab 87019W4D4 Mar 2026 10,500,000 $10.5M 1.10% STIV
30 Nordea Bank ABP (New York Branch) 65558WSD1 Mar 2026 10,500,000 $10.5M 1.10% STIV
31 United States Treasury Bills 912797TJ6 Mar 2026 10,000,000 $10.0M 1.05% DBT
32 United States Treasury Bills 912797SM0 Mar 2026 10,000,000 $10.0M 1.05% DBT
33 United States Treasury Bills 912797TK3 Mar 2026 10,000,000 $10.0M 1.05% DBT
34 Mizuho Bank, Ltd. New York Branch 60701AB36 Mar 2026 9,000,000 $9.0M 0.95% STIV
35 ICE FUTURES EUROPE BRN FMM002 Mar 2026 280 $7.3M 0.76% DCO
36 NEW YORK MERCANTILE EXCHANGE, INC. CLK6 Mar 2026 273 $7.1M 0.74% DCO
37 ICE FUTURES EUROPE G FMK0026! Mar 2026 186 $6.4M 0.68% DCO
38 NEW YORK MERCANTILE EXCHANGE, INC. HOK6 Mar 2026 124 $5.3M 0.56% DCO
39 NEW YORK MERCANTILE EXCHANGE, INC. RBK6 Mar 2026 228 $4.9M 0.52% DCO
40 THE LONDON METAL EXCHANGE LAM26 Mar 2026 446 $4.0M 0.42% DCO
41 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZLN6 Mar 2026 773 $3.9M 0.41% DCO
42 CHICAGO MERCANTILE EXCHANGE INC. 6JM6 Mar 2026 -1,831 $1.1M 0.11% DFE
43 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 -2,592 $1.0M 0.11% DIR
44 CHICAGO MERCANTILE EXCHANGE INC. SR3U6 Mar 2026 -2,235 $956K 0.10% DIR
45 COMMODITIES EXCHANGE CENTER GCM6 Mar 2026 45 $809K 0.09% DCO
46 NEW YORK MERCANTILE EXCHANGE, INC. NGK26 Mar 2026 -183 $756K 0.08% DCO
47 UBS Securities LLC N/A Mar 2026 1 $753K 0.08% DFE
48 CHICAGO MERCANTILE EXCHANGE INC. LEM6 Mar 2026 183 $752K 0.08% DCO
49 SINGAPORE EXCHANGE LIMITED IUJ26 Mar 2026 -2,193 $687K 0.07% DFE
50 NATIONAL STOCK EXCHANGE OF INDIA LIMITED JGSJ6 Mar 2026 -396 $687K 0.07% DE
51 ASX CLEARING CORPORATION LIMITED YTM6 Mar 2026 -2,337 $554K 0.06% DIR
52 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 -1,163 $553K 0.06% DIR
53 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZTM6 Mar 2026 -1,784 $518K 0.05% DIR
54 UBS Securities LLC N/A Mar 2026 1 $479K 0.05% DFE
55 UBS Securities LLC N/A Mar 2026 1 $352K 0.04% DFE
56 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 -1,167 $303K 0.03% DIR
57 CHICAGO MERCANTILE EXCHANGE INC. 6LK6 Mar 2026 1,342 $230K 0.02% DFE
58 OSAKA EXCHANGE,INC FUT_JBL_26 Mar 2026 -24 $193K 0.02% DIR
59 CHICAGO MERCANTILE EXCHANGE INC. EMDM6 Mar 2026 60 $193K 0.02% DE
60 ASX CLEARING CORPORATION LIMITED XTM6 Mar 2026 -891 $187K 0.02% DIR
61 ICE FUTURES U.S., INC. KC FMN0026 Mar 2026 -46 $137K 0.01% DCO
62 CHICAGO MERCANTILE EXCHANGE INC. 6CM6 Mar 2026 -989 $129K 0.01% DFE
63 EUREX CLEARING AKTIENGESELLSCHAFT RXM6 Mar 2026 -387 $118K 0.01% DIR
64 BORSA ITALIANA S.P.A. IFFIB 2606 Mar 2026 38 $94K 0.01% DE
65 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZWN6 Mar 2026 90 $82K 0.01% DCO
66 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. KEN6 Mar 2026 95 $76K 0.01% DCO
67 SINGAPORE EXCHANGE LIMITED KUJ26 Mar 2026 -155 $73K 0.01% DFE
68 CHICAGO MERCANTILE EXCHANGE INC. RTYM6 Mar 2026 88 $68K 0.01% DE
69 MEFF SOCIEDAD RECTORA DEL MERCADO DE PRODUCTOS DERIVADOS, S.A.U. FIBXJ6 Mar 2026 61 $62K 0.01% DE
70 SINGAPORE EXCHANGE LIMITED SGPJ26 Mar 2026 234 $40K 0.00% DE
71 THE LONDON METAL EXCHANGE LNM6 Mar 2026 -40 $27K 0.00% DCO
72 UBS Securities LLC N/A Mar 2026 1 $24K 0.00% DFE
73 ICE FUTURES U.S., INC. SB FMN0026 Mar 2026 -328 $22K 0.00% DCO
74 UBS Securities LLC N/A Mar 2026 1 $22K 0.00% DFE
75 CHICAGO MERCANTILE EXCHANGE INC. HEM6 Mar 2026 164 $14K 0.00% DCO
76 HONG KONG FUTURES EXCHANGE LTD. HHIJ6 Mar 2026 -30 $10K 0.00% DE
77 UBS Securities LLC N/A Mar 2026 1 $-5071 -0.00% DFE
78 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZBM6 Mar 2026 -10 $-7397 -0.00% DIR
79 EURONEXT PARIS SA JFFCE 2604 Mar 2026 20 $-16344 -0.00% DE
80 ASX CLEARING CORPORATION LIMITED IRU6 Mar 2026 -1,392 $-18433 -0.00% DIR
81 SINGAPORE EXCHANGE LIMITED CNJ26 Mar 2026 232 $-22172 -0.00% DE
82 SOUTH AFRICAN FUTURES EXCHANGE ALSIFUT180 Mar 2026 60 $-23544 -0.00% DE
83 CHICAGO MERCANTILE EXCHANGE INC. 6BM6 Mar 2026 -138 $-25550 -0.00% DFE
84 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 -7 $-25889 -0.00% DE
85 UBS Securities LLC N/A Mar 2026 1 $-38145 -0.00% DFE
86 ICE FUTURES U.S., INC. CC FMN0026 Mar 2026 -287 $-45589 -0.00% DCO
87 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. UBM6 Mar 2026 -53 $-46177 -0.00% DIR
88 ICE FUTURES EUROPE I FMU0026! Mar 2026 -1,646 $-47563 -0.01% DIR
89 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TNM6 Mar 2026 -94 $-52948 -0.01% DIR
90 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. YMM6 Mar 2026 37 $-57081 -0.01% DE
91 THE LONDON METAL EXCHANGE LPM26 Mar 2026 -18 $-62332 -0.01% DCO
92 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 -138 $-63104 -0.01% DIR
93 HONG KONG FUTURES EXCHANGE LTD. HSIJ6 Mar 2026 24 $-70920 -0.01% DE
94 ICE FUTURES EUROPE R FMM0026! Mar 2026 -255 $-72621 -0.01% DIR
95 MONTREAL EXCHANGE INC. CGBM26 Mar 2026 -149 $-84631 -0.01% DIR
96 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 -320 $-87602 -0.01% DIR
97 ICE FUTURES EUROPE C FMN0026! Mar 2026 -145 $-89105 -0.01% DCO
98 ASX CLEARING CORPORATION LIMITED APM6 Mar 2026 41 $-89814 -0.01% DE
99 UBS Securities LLC N/A Mar 2026 1 $-94953 -0.01% DFE
100 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZCN6 Mar 2026 -102 $-101999 -0.01% DCO
101 UBS Securities LLC N/A Mar 2026 1 $-108608 -0.01% DFE
102 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 200 $-114429 -0.01% DE
103 UBS Securities LLC N/A Mar 2026 1 $-116678 -0.01% DFE
104 MONTREAL EXCHANGE INC. SXFM26 Mar 2026 143 $-128595 -0.01% DE
105 ICE FUTURES U.S., INC. MME FMM002 Mar 2026 176 $-140624 -0.01% DE
106 ICE FUTURES U.S., INC. MFS FMM002 Mar 2026 138 $-143175 -0.02% DE
107 MONTREAL EXCHANGE INC. CRAU26 Mar 2026 -440 $-147770 -0.02% DIR
108 ICE FUTURES U.S., INC. CT FMN0026 Mar 2026 -232 $-159744 -0.02% DCO
109 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 -141 $-173928 -0.02% DIR
110 SINGAPORE EXCHANGE LIMITED FEFK26 Mar 2026 1,664 $-188198 -0.02% DCO
111 EUREX CLEARING AKTIENGESELLSCHAFT 000000000 Mar 2026 144 $-194738 -0.02% DE
112 ICE FUTURES EUROPE Z FMM0026! Mar 2026 186 $-196952 -0.02% DE
113 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZNM6 Mar 2026 -353 $-198087 -0.02% DIR
114 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZMN6 Mar 2026 311 $-205173 -0.02% DCO
115 ICE FUTURES EUROPE SO3 FMU002 Mar 2026 -1,146 $-208566 -0.02% DIR
116 CHICAGO MERCANTILE EXCHANGE INC. ESM6 Mar 2026 38 $-219359 -0.02% DE
117 ICE ENDEX MARKETS B.V. ECF FMZ002 Mar 2026 -73 $-261663 -0.03% DCO
118 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZFM6 Mar 2026 -1,031 $-291730 -0.03% DIR
119 UBS Securities LLC N/A Mar 2026 1 $-301754 -0.03% DFE
120 CHICAGO MERCANTILE EXCHANGE INC. NQM6 Mar 2026 22 $-305116 -0.03% DE
121 NASDAQ OMX NORDIC OMXS306D Mar 2026 509 $-307121 -0.03% DE
122 THE LONDON METAL EXCHANGE LXM6 Mar 2026 -93 $-339670 -0.04% DCO
123 UBS Securities LLC N/A Mar 2026 1 $-343089 -0.04% DFE
124 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. ZSN6 Mar 2026 571 $-343582 -0.04% DCO
125 COMMODITIES EXCHANGE CENTER SIK6 Mar 2026 21 $-433197 -0.05% DCO
126 OSAKA EXCHANGE,INC FUT_TPX_26 Mar 2026 57 $-506591 -0.05% DE
127 COMMODITIES EXCHANGE CENTER HGK6 Mar 2026 78 $-529646 -0.06% DCO
128 OSAKA EXCHANGE,INC FUT_225_26 Mar 2026 27 $-532182 -0.06% DE
129 THE LONDON METAL EXCHANGE LAM26 Mar 2026 -122 $-617422 -0.06% DCO
130 THE LONDON METAL EXCHANGE LXM6 Mar 2026 205 $-639920 -0.07% DCO
131 THE LONDON METAL EXCHANGE LNM6 Mar 2026 145 $-664799 -0.07% DCO
132 CHICAGO MERCANTILE EXCHANGE INC. 6EM6 Mar 2026 -835 $-672130 -0.07% DFE
133 NEW YORK MERCANTILE EXCHANGE, INC. PLN6 Mar 2026 82 $-795234 -0.08% DCO
134 SINGAPORE EXCHANGE LIMITED TWNJ26 Mar 2026 118 $-817730 -0.09% DE
135 UBS Securities LLC N/A Mar 2026 1 $-827016 -0.09% DFE
136 THE LONDON METAL EXCHANGE LPM26 Mar 2026 49 $-966148 -0.10% DCO
137 NEW YORK MERCANTILE EXCHANGE, INC. PAM6 Mar 2026 37 $-969076 -0.10% DCO
138 UBS Securities LLC N/A Mar 2026 1 $-1084900 -0.11% DFE
139 UBS Securities LLC N/A Mar 2026 1 $-1092385 -0.11% DFE
140 UBS Securities LLC N/A Mar 2026 1 $-1635400 -0.17% DFE
141 UBS Securities LLC N/A Mar 2026 1 $-1643664 -0.17% DFE
142 UBS Securities LLC N/A Mar 2026 1 $-2320605 -0.24% DFE
143 UBS Securities LLC N/A Mar 2026 1 $-2575671 -0.27% DFE
144 UBS Securities LLC N/A Mar 2026 1 $-2613290 -0.27% DFE
145 CHICAGO MERCANTILE EXCHANGE INC. 6AM6 Mar 2026 1,592 $-2789868 -0.29% DFE