GAMCO Merger Arbitrage Fund

Asset Manager: Waystone / Category: Alternative Event-Driven

Last Update: April 2023 / 8 pages

Investment Objective

Timely opportunity to achieve total returns independent of broad financial markets through a proven strategy investing in announced corporate mergers and acquisitions.

The GAMCO Merger Arbitrage fund is clearly part of the most conservative strategies within the event driven universe.

Considering its defensive stance, we can expect an annualized performance between 4% and 6% in USD.

Strategy

To achieve total returns independent of broad markets through a strategy investing in announced corporate mergers and acquisitions.

Base Currency: USD

Benchmark: Credit Suisse Merger Arbitrage Liquid Index

Investment Universe: Global Equity

Liquidity: Daily

Fund Type/Domicile: Luxembourg SICAV UCITS

Inception date: 30/09/2011

Fund size (US$): 836mm (as of 28/02/2023)

Style Profile: Merger arbitrage with a capital preservation philosophy (restricted leverage).

Instruments: Listed equities, convertible bonds and financial derivatives instruments.

Main source of alpha: Avoiding deal breaks through strict criteria selection list & fundamental analysis as they concentrate in later stage of the deals.

WSP Selection: Not selected by WSP

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