Virtus AlphaSimplex Managed Futures Strategy Fund (AMFAX) is an MF managed by Duff & Phelps / Virtus. Its largest position is DREYFUS GOVERNMENT CASH MANAGEMENT (MISXX), representing 7.40% of fund assets.
Virtus AlphaSimplex Managed Futures Strategy Fund Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- AMFAX
- Type:
- MF
- Manager:
- Duff & Phelps / Virtus
- Total Assets:
- —
- Report Date:
- Mar 31, 2026
- Filing Date:
- Jun 1, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
DREYFUS GOVERNMENT CASH MANAGEMENT
|
7.40% | $70,415,779.90 | 70,415,780 |
|
-
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
|
4.82% | $45,871,595.60 | 46,000,000 |
|
-
BANK OF MONTREAL CHICAGO BRANCH
|
4.21% | $40,008,936.00 | 40,000,000 |
|
-
MUFG BANK LTD, NEW YORK BRANCH
|
3.63% | $34,499,803.35 | 34,500,000 |
|
-
ROYAL BANK OF CANADA NEW YORK BRANCH
|
3.37% | $32,009,558.40 | 32,000,000 |
|
-
WESTPAC BANKING CORP NEW YORK BRANCH
|
3.37% | $32,005,596.80 | 32,000,000 |
|
-
DG BANK NEW YORK BRANCH
|
3.15% | $29,991,606.00 | 30,000,000 |
|
-
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
|
3.15% | $29,982,435.00 | 30,000,000 |
|
-
TORONTO DOMINION BK
|
2.84% | $27,003,164.40 | 27,000,000 |
|
-
BANK OF NOVA SCOTIA
|
2.63% | $25,005,095.00 | 25,000,000 |
|
-
DNB BANK ASA NEW YORK BRANCH
|
2.63% | $25,001,010.00 | 25,000,000 |
|
-
OVERSEA-CHINESE BANKING CORPORATION LIMITED
|
2.63% | $24,990,840.00 | 25,000,000 |
|
-
SVENSKA HANDELSBANKEN AB NEW YORK BRANCH
|
2.21% | $20,990,961.60 | 21,000,000 |
|
-
FIRST ABU DHABI BANK USA NV
|
2.16% | $20,503,068.85 | 20,500,000 |
|
-
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
|
2.10% | $19,999,926.00 | 20,000,000 |
|
-
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA NEW YORK BRANCH
|
1.68% | $16,007,585.60 | 16,000,000 |
|
-
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
|
1.58% | $14,998,317.00 | 15,000,000 |
|
-
BNP PARIBAS SA NEW YORK BRANCH
|
1.37% | $12,998,949.60 | 13,000,000 |
|
-
DNB BANK ASA NEW YORK BRANCH
|
1.26% | $11,994,091.20 | 12,000,000 |
|
-
BANQUE ET CAISSE D'EPARGNE DE L'ETAT, LUXEMBOURG
|
1.25% | $11,921,839.20 | 12,000,000 |
|
-
SWEDBANK SPARBANKEN SVENGE AB
|
1.10% | $10,494,494.85 | 10,500,000 |
|
-
NORDEA BANK ABP NEW YORK BRANCH
|
1.10% | $10,493,776.65 | 10,500,000 |
|
-
MIZUHO BANK, LTD. (NEW YORK BRANCH)
|
0.95% | $8,992,767.60 | 9,000,000 |
|
-
ICE FUTURES EUROPE
|
0.76% | $7,269,052.82 | 280 |
|
-
NEW YORK MERCANTILE EXCHANGE, INC.
|
0.74% | $7,058,626.28 | 273 |
|
-
ICE FUTURES EUROPE
|
0.68% | $6,446,321.97 | 186 |
|
-
NEW YORK MERCANTILE EXCHANGE, INC.
|
0.56% | $5,323,063.22 | 124 |
|
-
NEW YORK MERCANTILE EXCHANGE, INC.
|
0.52% | $4,921,144.24 | 228 |
|
-
APPLIED MATERIALS INC /DE
|
0.42% | $3,992,696.00 | 446 |
|
-
CHICAGO BOARD OF TRADE
|
0.41% | $3,896,392.35 | 773 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
0.11% | $1,052,724.06 | -1,831 |
|
-
EUREX CLEARING AKTIENGESELLSCHAFT
|
0.11% | $1,048,373.95 | -2,592 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
0.10% | $955,597.90 | -2,235 |
|
-
APPLIED MATERIALS INC /DE
|
0.09% | $808,887.60 | 45 |
|
-
NEW YORK MERCANTILE EXCHANGE, INC.
|
0.08% | $756,463.46 | -183 |
|
-
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
|
0.08% | $753,329.75 | 1 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
0.08% | $752,093.78 | 183 |
|
-
SINGAPORE EXCHANGE LTD.
|
0.07% | $687,396.00 | -2,193 |
|
-
NATIONAL STOCK EXCHANGE OF INDIA
|
0.07% | $686,504.00 | -396 |
|
-
ASX CLEARING CORPORATION LIMITED
|
0.06% | $553,995.62 | -2,337 |
|
-
EUREX CLEARING AKTIENGESELLSCHAFT
|
0.06% | $553,166.58 | -1,163 |
|
-
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
|
0.05% | $518,159.13 | -1,784 |
|
-
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
|
0.05% | $479,354.85 | 1 |
|
-
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
|
0.04% | $351,902.95 | 1 |
|
-
EUREX CLEARING AKTIENGESELLSCHAFT
|
0.03% | $302,676.11 | -1,167 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
0.02% | $230,433.48 | 1,342 |
|
-
OSAKA EXCHANGE
|
0.02% | $192,873.58 | -24 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
0.02% | $192,783.20 | 60 |
|
-
ASX CLEARING CORPORATION LIMITED
|
0.02% | $186,656.28 | -891 |
|
-
ICE FUTURES U.S., INC.
|
0.01% | $136,999.96 | -46 |
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