Equity Investments
Merger Arbitrage and Merger Arbitrage Enhanced
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:
$260 million
Strategy Inception:
June 1, 2015
Relevant Information:
Merger Arbitrage and Merger Arbitrage Enhanced August 2022 Fact Sheet Equity Outlook 2Q22 - Merger ArbitrageMerger Arbitrage Enhanced
Assets Under Management:
$88 million
Strategy Inception:
March 1, 2020
Relevant Information:
Merger Arbitrage and Merger Arbitrage Enhanced August 2022 Fact Sheet Equity Outlook 2Q22 - Merger ArbitrageLatest Insights
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Merger Arbitrage Commentary – August 2022
Author: Harris Arch, CFA, Portfolio Manager, Merger Arbitrage & Senior Analyst, Global Equities and Dan Moore, CFA, Portfolio Manager, Merger Arbitrage, and Senior Credit Analyst
If you would like to speak to us in more detail, please reach out and we would be happy to provide more detail on our strategy....
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Counting Chickens: Risk Management During the SPAC Lifecycle
Author: Harris Arch, CFA, Portfolio Manager, Merger Arbitrage & Senior Analyst, Global Equities and Dan Moore, CFA, Portfolio Manager, Merger Arbitrage, and Senior Credit Analyst
Utilizing proper risk management, Special Purpose Acquisition Corporations (SPACs) can provide an attractive, asymmetric return profile that can complement arbitrage strategies and add to portfolio performance....
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