Equity Investments
Merger Arbitrage
Philosophy
DuPont Capital focuses on exploiting asset class specific risk premia they have identified though their differentiated research and insights. Within Merger Arbitrage, the firms finds that traditional market participants focus on individual deal risk in M&A transactions, underestimating the consistency and annualized return profile of a diversified portfolio of definitive M&A deals.
Process
DuPont Capital seeks to build a portfolio of pending mergers that will generate a stable and consistent source of absolute return with low volatility and minimal correlation to broader equity and fixed income markets. The team follows a rigorous research process to identify a diversified set of global merger arbitrage opportunities with a specific focus on definitive transactions.
Merger Arbitrage
Assets Under Management:
$254 million
Strategy Inception:
June 1, 2015
Relevant Information:
Merger Arbitrage 1Q2021 Fact Sheet Equity Outlook 1Q21- Merger ArbitrageLatest Insights
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The Art of the Deal – Update
Author: Harris Arch, CFA & Dan Moore, CFA
In early 2018, we penned a piece, “The Art of the Deal,” which generated quite a few investor questions. As the year progressed, many of the themes included in the piece played out, some in unexpected ways. ...
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The Art of the Deal – Spotlight on M&A in 2018
Author: Harris Arch, CFA and Dan Moore, CFA
Merger arbitrage strategies have enjoyed a plentiful opportunity set over the last several years as underlying dynamics have been favorable for deal making....
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