# EDGAR Filing Document

**Accession Number:** 0001589756
**File Stem:** 0000940400-26-008406
**Filing Date:** 2026-2
**Character Count:** 53124
**Document Hash:** ced27a5896395107615780831544341a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008406.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008406

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ALTERNATIVE SOLUTIONS TRUST
- **CENTRAL INDEX KEY:** 0001589756

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22906
- **FILM NUMBER:** 26684158

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 860.263.4790

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VIRTUS ALTERNATIVE SOLUTIONS FUNDS
- **DATE OF NAME CHANGE:** 20140204

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VIRTUS ALTERNATIVES TRUST I
- **DATE OF NAME CHANGE:** 20131022

## Series and Classes Contracts Data

### Virtus AlphaSimplex Managed Futures Strategy Fund (Series ID: S000079778)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241135 | Class R6     | AMFNX           |
| C000241136 | Class A      | AMFAX           |
| C000241137 | Class C      | ASFCX           |
| C000241138 | Class I      | ASFYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Virtus Alternative Solutions Trust

- **b. Investment Company Act file number:** 811-22906

- **c. CIK number of Registrant:** 0001589756

- **d. LEI of Registrant:** 549300LL1U2Z63VKA167

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

**Item A.2. Information about the Series.**

- **a. Name of Series:** Virtus AlphaSimplex Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000079778

- **c. LEI of Series:** 5493000L5NBK9FMRPQ24

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $943466227.86

**Total Liabilities:** $2926927.11

**Net Assets:** $940539300.75

**Amount of Assets Invested in Other Investment Companies:** $85295410.29

**Cash Not Reported:** $141291498.43

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -4249.69000000 | **1-Year:** -7912.81000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241135 | 1.05%                | 0.91%                | 2.18%                |
| Class ID C000241136 | 0.94%                | 1.06%                | 2.12%                |
| Class ID C000241137 | 0.73%                | 1.02%                | 2.00%                |
| Class ID C000241138 | 0.93%                | 0.92%                | 2.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-52891.89                                 |
| Month 2  | $-9460.31                | $-14034.56                                 |
| Month 3  | $1150.84                 | $85290.83                                  |

### Schedule of Portfolio Investments

| Name                                        | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN OIL                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -97 | NC      | $-8041.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME NICKEL                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |      -215 | NC      | $-2541393.90  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EMGMKT                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       420 | NC      | $348810.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                           | CAC40 10 EURO                                  | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |       182 | NC      | $27805.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | 90-DAY BANK BILL                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     -1936 | NC      | $751285.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | NASDAQ 100 E-MINI                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        82 | NC      | $-816173.54   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P500 EMINI                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       198 | NC      | $-138268.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OMX NORDIC EXCHANGE STOCKHOLM               | OMXS30 IND                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |       896 | NC      | $557658.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | DAX INDEX                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        20 | NC      | $135441.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4984383.10   | 0.53%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19960518.60  | 2.12%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29967883.20  | 3.19%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | SUGAR #11 (WORLD)                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -927 | NC      | $-169137.78   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24938726.25  | 2.65%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9994211.30   | 1.06%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK N Y BRH 10APR26         | TORONTO DOMINION BK N Y BRH 10APR26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  27000000 | PA      | $27029448.90  | 2.87%             | 2026-04-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMP BK COMM NY                     | Canadian Imperial Bank of Commerce/New York NY | CUSIP: 13606DJR4<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10001907.00  | 1.06%             | 2026-01-23      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK 3.99 04MAR26          | SUMITOMO MITSUI TR BK 3.99 04MAR26             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |  12000000 | PA      | $12004792.80  | 1.28%             | 2026-03-04      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management             | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  12151623 | NS      | $12151622.85  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO BK LTD NEW YORK BRH 25FEB26          | MIZUHO BK LTD NEW YORK BRH 25FEB26             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43000000 | PA      | $43029037.90  | 4.57%             | 2026-02-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                    | Bank of Nova Scotia/Houston                    | CUSIP: 06418NJH6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25006880.00  | 2.66%             | 2026-05-21      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BK USA N V 05MAY26          | FIRST ABU DHABI BK USA N V 05MAY26             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |  20500000 | PA      | $20508761.70  | 2.18%             | 2026-05-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK AMER N A INSTL CTF DEP 17FEB26         | BANK AMER N A INSTL CTF DEP 17FEB26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35020646.50  | 3.72%             | 2026-02-17      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ICE ENDEX MARKETS B.V.                      | ECX EMISSION                                   | CUSIP: 000000000<br>LEI: 549300CZW488L20NT866 | N/A              | DCO              | CORP              | NL        |       278 | NC      | $1688841.19   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA CHINESE BK INSTL CT 18MAR26         | OVERSEA CHINESE BK INSTL CT 18MAR26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |  13000000 | PA      | $13000523.90  | 1.38%             | 2026-03-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA N Y BRH INSTL 22APR26          | ROYAL BK CDA N Y BRH INSTL 22APR26             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  32000000 | PA      | $32047763.20  | 3.41%             | 2026-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SWEDBANK SPARBANKEN SVENGE 30MAR26          | SWEDBANK SPARBANKEN SVENGE 30MAR26             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15006811.50  | 1.60%             | 2026-03-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NORDEA BK ABP NEW YORK BRH 25MAR26          | NORDEA BK ABP NEW YORK BRH 25MAR26             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |  20000000 | PA      | $20012430.00  | 2.13%             | 2026-03-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4980832.55   | 0.53%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                    | Bank of Montreal/Chicago IL                    | CUSIP: 06367DQL2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40022852.00  | 4.26%             | 2026-05-07      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24955821.25  | 2.65%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                      | SKANDINAVISKA ENSKILDA BANKEN AB               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  46000000 | PA      | $45441969.40  | 4.83%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORP + INVT 01JUN26         | CREDIT AGRICOLE CORP + INVT 01JUN26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  16000000 | PA      | $16016648.00  | 1.70%             | 2026-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OVERSEA CHINESE BK INSTL CT 11FEB26         | OVERSEA CHINESE BK INSTL CT 11FEB26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |  25000000 | PA      | $25005587.50  | 2.66%             | 2026-02-11      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | ALUMINUM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         2 | NC      | $3807.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19947184.20  | 2.12%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15000000.00  | 1.59%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG BK LTD N Y BRH INSTL C 05FEB26         | MUFG BK LTD N Y BRH INSTL C 05FEB26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |  24500000 | PA      | $24507697.90  | 2.61%             | 2026-02-05      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95000000 | PA      | $94963530.45  | 10.10%            | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP NY                     | Westpac Banking Corp/NY                        | CUSIP: 96130AZV3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32024192.00  | 3.40%             | 2026-04-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO BK LTD NEW YORK BRH 12JAN26          | MIZUHO BK LTD NEW YORK BRH 12JAN26             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2000015.00   | 0.21%             | 2026-01-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DG BK N Y BRH INSTL CTF DEP 03MAR26         | DG BK N Y BRH INSTL CTF DEP 03MAR26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |  40000000 | PA      | $40025876.00  | 4.26%             | 2026-03-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                    | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34664643.30  | 3.69%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS N Y BRH INSTL C 04MAR26         | BNP PARIBAS N Y BRH INSTL C 04MAR26            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  30000000 | PA      | $30010803.00  | 3.19%             | 2026-03-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | IODEX IO                                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DCO              | CORP              | SG        |      1177 | NC      | $149479.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | WTI CRUDE                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |      -369 | NC      | $255424.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME ZINC                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -19 | NC      | $18161.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | COPPER                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       114 | NC      | $1659672.69   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COTTON NO.2                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |      -415 | NC      | $178505.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME ZINC                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       163 | NC      | $513124.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME PRI ALUM                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |      -285 | NC      | $-869530.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME PRI ALUM                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       816 | NC      | $3774408.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LOW SU GASOIL G                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        80 | NC      | $-206742.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | SILVER                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        56 | NC      | $5541987.72   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | GASOLINE RBOB                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -27 | NC      | $2699.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COFFEE 'C'                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        39 | NC      | $-721122.29   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | NATURAL GAS                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -53 | NC      | $-35636.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                    | GOLD 100 OZ                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |       111 | NC      | $2709948.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -36 | NC      | $16389.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | PLATINUM                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       105 | NC      | $427165.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | KC HRW WHEAT                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -204 | NC      | $247687.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | COCOA                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -78 | NC      | $-438872.37   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CORN                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -219 | NC      | $51165.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME NICKEL                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       188 | NC      | $860598.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | SOYBEAN MEAL                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -49 | NC      | $9333.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME COPPER                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        79 | NC      | $3274056.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | SHORT EURO-BTP                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -595 | NC      | $-100366.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       453 | NC      | $-342955.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | FTSE 100 IDX                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       293 | NC      | $685237.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | EURO FX CURR                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       752 | NC      | $350462.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | AUDUSD CRNCY                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      1938 | NC      | $-46183.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 3YR BOND                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     -4655 | NC      | $-552943.01   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | LIVE CATTLE                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       104 | NC      | $459010.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | C$ CURRENCY                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      1689 | NC      | $-318619.08   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/CNH FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $648293.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | USD/ZAR FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2169757.08   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | FTSE CHINA A50                                 | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |      1282 | NC      | $-146826.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | S&P/TSX 60 IX                                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |       289 | NC      | $352277.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | FTSE TAIWAN INDEX                              | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |       177 | NC      | $335860.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-SCHATZ                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |     -3994 | NC      | $72036.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BTP                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       133 | NC      | $-45327.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | JAPAN YEN CURR                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |     -1324 | NC      | $840613.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | CAN 10YR BOND                                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |      -184 | NC      | $-25966.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | BRENT CRUDE                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |      -305 | NC      | $12962.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | AUST 10Y BOND                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     -2457 | NC      | $-655439.36   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BRAZIL REAL                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       550 | NC      | $162250.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | CHF/USD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-113633.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       147 | NC      | $-112152.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | SEK/USD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $493508.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | SGD/USD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $88885.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | USD/MXN FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-181869.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | USD/NZD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $523189.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | MSCI SING IX ETS                               | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |       454 | NC      | $-2639.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ULTRA U.S. TREASURY BOND                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -22 | NC      | $1930.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                   | LME COPPER                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -17 | NC      | $-129021.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | E-MINI RUSS 2000                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       236 | NC      | $-1366035.35  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | 3MTH SONIA                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       496 | NC      | $-15530.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | LONG GILT                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       200 | NC      | $150970.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/MXN FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1609006.85   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE              | FTSE/JSE TOP 40                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ZA        |       124 | NC      | $106103.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO STOXX 50                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       542 | NC      | $165609.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | 3 MONTH SOFR                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -926 | NC      | $-2775.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/PLN FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $770011.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | NZD/USD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-694672.84   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                      | 3M CORRA                                       | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |       472 | NC      | $-14953.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | WHEAT (CBT)                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |      -508 | NC      | $786025.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BOBL                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |     -1235 | NC      | $-193785.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-OAT                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -380 | NC      | $-98865.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | TRY/USD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31901.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                          | 3MO EURO EURIBOR                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |     -2088 | NC      | $257751.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                  | HSCEI                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |       142 | NC      | $-68510.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/NOK FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $81512.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                          | SGD/USD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-253779.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | STOXX EUROPE 600                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |       461 | NC      | $259533.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       660 | NC      | $-184120.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | INR/USD                                        | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DFE              | CORP              | SG        |     -1061 | NC      | $-76456.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.          | PALLADIUM                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        50 | NC      | $1042400.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/TRY FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5682.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       263 | NC      | $-24988.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                       | FTSE/MIB IDX                                   | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |        87 | NC      | $490763.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | S&P MID 400 EMINI                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        68 | NC      | $-619811.17   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                  | KRW/USD MINI                                   | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DFE              | CORP              | SG        |       -66 | NC      | $-17280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                  | HANG SENG IDX                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        77 | NC      | $-148598.83   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | DJIA MINI E-CBOT                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |       223 | NC      | $399499.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                      | MSCI EAFE                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       373 | NC      | $997588.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | JAPAN 10Y BOND(OSE)                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -47 | NC      | $277722.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                | IBEX 35 INDX                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |       193 | NC      | $656625.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                          | COCOA - IC                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |       -47 | NC      | $-189238.67   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUND                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -640 | NC      | $-134188.61   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | BP CURRENCY                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       677 | NC      | $76047.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | CHF/USD FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $284976.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | TOPIX INDX                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |       104 | NC      | $252400.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT           | EURO-BUXL 30Y BND                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -413 | NC      | $455655.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STOCK EXCHANGE OF INDIA LIMITED    | IFSC NIFTY 50                                  | CUSIP: 000000000<br>LEI: 335800NLY5HYW9I7YE03 | N/A              | DE               | CORP              | IN        |       302 | NC      | $-64676.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24      | SPI 200                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |        99 | NC      | $-7941.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                          | USD/PLN FORWARD                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23804.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                          | NIKKEI 225 (OSE)                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        49 | NC      | $-24482.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       330 | NC      | $-323943.24   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Alternative Solutions Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer