Virtus AlphaSimplex Managed Futures ETF (ASMF) is an ETF managed by Duff & Phelps / Virtus. Its largest position is ICE FUTURES EUROPE (COG6), representing 0.80% of fund assets.
Virtus AlphaSimplex Managed Futures ETF Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- ASMF
- Type:
- ETF
- Manager:
- Duff & Phelps / Virtus
- Total Assets:
- —
- Report Date:
- Apr 30, 2026
- Filing Date:
- Jun 26, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
ICE FUTURES EUROPE
|
0.80% | $249,001.18 | 15 |
|
-
APPLIED MATERIALS INC /DE
|
0.62% | $192,083.76 | 14 |
|
-
ICE FUTURES U.S., INC.
|
0.58% | $178,679.58 | 30 |
|
-
ICE FUTURES EUROPE
|
0.38% | $117,016.23 | -59 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
0.34% | $105,700.55 | 89 |
|
-
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
|
0.11% | $33,598.37 | -65 |
|
-
OSAKA SECURITIES EXCHANGE
|
0.10% | $32,266.92 | 9 |
|
-
APPLIED MATERIALS INC /DE
|
0.09% | $27,157.03 | 7 |
|
-
CHICAGO BOARD OF TRADE
|
0.08% | $24,194.45 | -21 |
|
-
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
|
0.05% | $14,423.16 | -63 |
|
-
APPLIED MATERIALS INC /DE
|
0.04% | $13,532.41 | 32 |
|
-
APPLIED MATERIALS INC /DE
|
0.03% | $8,830.56 | 3 |
|
-
CHICAGO BOARD OF TRADE
|
0.01% | $3,301.39 | 21 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
0.00% | $608.33 | 1 |
|
-
EUREX DEUTSCHLAND
|
-0.03% | -$10,528.92 | -100 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
-0.10% | -$29,479.62 | -18 |
|
-
APPLIED MATERIALS INC /DE
|
-0.12% | -$36,469.57 | 14 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
-0.30% | -$92,254.50 | -72 |
|
-
CHICAGO MERCANTILE EXCHANGE INC.
|
-0.38% | -$118,996.77 | -126 |
Advertisement (320x50)