GAFNX — Virtus AlphaSimplex Global Alternatives Fund
Data updated: 2026-06-01
GAFNX — Virtus AlphaSimplex Global Alternatives Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Merger Arb / Event-Driven · $71.95M AUM · 1.26% expense ratio · 8.6% 1-yr return. From SEC regulatory filings.
GAFNX Fund Overview
GAFNX — Virtus AlphaSimplex Global Alternatives Fund is a US mutual fund managed by Virtus Alternative Solutions Trust, categorised as Merger Arb / Event-Driven. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Virtus Alternative Solutions Trust
- Category: Merger Arb / Event-Driven
- Assets under management: $71.95M
- 1-year return: 8.6%
- Ticker: GAFNX
- SEC CIK: 0001589756
- SEC series ID: S000079777
- Share class ID: C000241133
GAFNX Holdings
Top 10 holdings of Virtus AlphaSimplex Global Alternatives Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Dreyfus Government Cash Management Funds | 40.99% |
| Ice Futures Europe | 0.42% |
| Watsco Inc | 0.42% |
| Netflix, Inc. | 0.40% |
| Coterra Energy Inc | 0.38% |
| NorthWestern Energy Group Inc | 0.36% |
| Blackrock Inc. | 0.32% |
| Markel Group Inc | 0.32% |
| Mettler-Toledo International Inc | 0.32% |
| NVR Inc | 0.31% |
GAFNX Portfolio Allocation
Asset-class allocation of Virtus AlphaSimplex Global Alternatives Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 43.1% |
| Cash & Equivalents | 41.0% |
| Derivatives | 0.6% |
GAFNX Performance
Total returns for GAFNX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.6% |
| 1 year | 8.6% |
| 3 years (annualised) | 6.9% |
GAFNX Risk Information
Risk metrics for GAFNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 6.8%
GAFNX Costs and Fees
GAFNX costs about $126 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.26%
- Gross expense ratio: 1.51%
- Portfolio turnover: 514%
- Brokerage commissions: 12.60 bps of average net assets (SEC N-CEN)
GAFNX Cashflows
Over the 12 months to 2026-03, Virtus AlphaSimplex Global Alternatives Fund had net outflows of $56.72M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$388.88K |
| 2026-02 | −$2.59M |
| 2026-01 | −$2.21M |
| 2025-12 | $45.09K |
| 2025-11 | −$2.00M |
| 2025-10 | −$29.13M |
GAFNX Debt Constituents
No individual debt constituents are reported in Virtus AlphaSimplex Global Alternatives Fund's latest SEC N-PORT filing.
GAFNX Prospectus and SEC Filings
Official Virtus AlphaSimplex Global Alternatives Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Merger Arb / Event-Driven funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.