TRZ Funds specializes in arbitrage trading in the worldwide stock markets. TRZ's arbitrage trading strategies have been deployed in a proprietary trading environment since 2004 and derive their edge from a systematic trading approach and state-of-the-art trade execution. TRZ has been operating the Global Arbitrage Fund (GAF) since May 2010. The fund offers its investors a multi-strategy investment approach with a focus on active trading in the worldwide stock markets. Through this multi-strategy, high-diversification investment approach, as well as through the application of a stringent risk management framework, the fund aims to control risk while still providing excellent returns. The fund has thus offered investors average yearly returns since inception of almost 10% per year with very low volatility (less than 3%).

 

Investment strategies

The fund deploys a multitude of arbitrage strategies. Its core active trading strategies, also called deterministic arbitrage, will only trade on profitable spreads that lead to highly or fully hedged market positions. In addition, the fund operates several algorithmic trading strategies, where a statistical or systematic model monitors for spreads in pairs or groups of financial instruments and takes positions in these instruments when the model predicts a statistical or systematic profit opportunity. Finally, the fund deploys event-based strategies that seek to exploit mispricings between securities whose issuers are involved in mergers, divestitures, restructurings or other corporate events.

The deterministic, statistical, systematic, and event-based strategies build up various portfolios of arbitraged positions. From a portfolio management point of view, GAF aims to optimize these positions across different books and over the entire trading platform to create a well-balanced, market-neutral portfolio. The emphasis in this approach is on yield enhancing and hedging certain aspects of securities and positions that the fund already holds as part of its day-to-day trading operations.

 
 

The Global Arbitrage Fund

The Global Arbitrage Fund is offered under a Netherlands-based fund structure and is registered under European AIFMD guidelines. ABN-Amro Clearing Bank serves as the fund’s prime broker for clearing its worldwide arbitrage positions, SGG is the fund's custodian. The fund tailors to professional investors only. Investments into the fund can be made in Euro, USD, and GBP. If you are interested in investing into the fund, you can request fund documentation via the contact form below.

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Contact

Contact us through our contact form below or call us at +31 88 872 3900.

Contact form

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Contact information

TRZ Funds B.V.
Beursplein 5
1012 JW Amsterdam
The Netherlands
t +31 88 872 3900
f +31 88 872 3901
info@trzfunds.com

Correspondence Address:
TRZ Funds BV
Beursplein 5, postbox 6
1012 JW Amsterdam

Important information

TRZ Funds’ Global Arbitrage Fund (the “Fund”) is a dedicated sub fund of TRZ Funds’ umbrella fund, a Fonds voor Gemene Rekening (FGR), organised under Dutch Law. The Fund is an alternative investment fund registered under AIFMD guidelines effective as of July 22, 2014 and under supervision of the “Authoriteit Financiele Markten” (AFM), the Dutch financial services authority. The Manager of the Fund is not required to operate on the basis of a license as referred to in section 2:65 of the Financial Supervision Act (“Wet op het financieel toezicht” (the Wft)) pursuant to the exemption of paragraph 4.1.a of the Wft. The Participants in the Fund must qualify as well-informed investors as defined in the AIFMD guidelines. The information contained in this presentation includes certain statements and estimates provided by the Fund Manager with respect to the projected future performance of the Fund. Such statements, estimates and projections reflect various assumptions by management concerning possible anticipated results, which assumptions may or may not be correct. The information given does not constitute an offer nor a product recommendation and is provided for information purposes only. No representations are made as to the accuracy of such statements, estimates or projections. Past performance of any investment is not always indicative of future performance and prospective investors will be expected to have conducted their own due diligence investigation regarding these and all other matters pertinent to investing into the Fund.