Key Takeaways
- • Virtus AlphaSimplex Managed Futures ETF (ASMF) seeks positive absolute returns over time by making extensive use of derivatives, including futures and forward contracts, across U.S. and non-U.S. equities, fixed income, currencies, and commodities.
- • Per the fund page, the ETF's top 10 holdings as of 04/07/26 were short-dated U.S. Treasury Bills maturing between April and May 2026, with the four largest positions at 30.17%, 25.41%, 25.37% and 22.94% of net assets.
- • The fund reported 1,175,004 shares outstanding, with the snapshot updated 11/05/26.
- • The source is a fund profile page rather than news coverage, so no fund launch, flows, performance results, or manager commentary are reported here.
Summary
Virtus AlphaSimplex Managed Futures ETF (ASMF) is a managed futures exchange-traded fund whose stated objective is to generate positive absolute returns over time. According to its fund profile, AlphaSimplex, the subadviser, typically relies heavily under normal market conditions on a range of derivative instruments, including futures and forward contracts, to capture its targeted market exposures. These exposures are expected to shift over time and primarily cover the returns of U.S. and non-U.S. equity and fixed-income securities and indices, currencies, and commodities.
The fund's top 10 holdings, as of 04/07/26, were concentrated in U.S. Treasury Bills with maturities in April and May 2026. The four largest positions were a bill maturing 05/05/26 at 30.17% of net assets, a bill maturing 04/09/26 at 25.41%, a bill maturing 04/21/26 at 25.37%, and a bill maturing 04/28/26 at 22.94%. The profile lists 1,175,004 shares outstanding, updated 11/05/26.
The source does not include performance figures, expense ratio details, volatility metrics, or ranking data, despite the publisher summary referencing them. Readers seeking those data points should consult the fund's current prospectus and shareholder reports.
The fund's top 10 holdings, as of 04/07/26, were concentrated in U.S. Treasury Bills with maturities in April and May 2026. The four largest positions were a bill maturing 05/05/26 at 30.17% of net assets, a bill maturing 04/09/26 at 25.41%, a bill maturing 04/21/26 at 25.37%, and a bill maturing 04/28/26 at 22.94%. The profile lists 1,175,004 shares outstanding, updated 11/05/26.
The source does not include performance figures, expense ratio details, volatility metrics, or ranking data, despite the publisher summary referencing them. Readers seeking those data points should consult the fund's current prospectus and shareholder reports.
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