Gabelli Fixed Income LLC
One Corporate Center
Rye, New York 10580-1422
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| Objective |
We actively manage cash and short term assets in customized
separate accounts with the objective to generate returns that exceed money market
products and relative benchmarks. Our proven investment style optimizes returns
while managing risk, increasing liquidity and utilizing volatility.
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| Products |
ACM 1
Designed for Cash deployment within 90 days
1 year maximum maturity
Constant $1.00 NAV
Structured to outperform iMoneyNet Inc.'s All Taxable Money Fund Average and
3 month US Treasury Bill |
ACM 2
Designed for cash deployment between 100-180 days
2 year maximum maturity
Satisfies both forecast and unforseen liquidity demands
Structured to
outperform iMoneyNet Inc.'s All Taxable Money Fund Average and
52 week US Treasury Bill
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AIM 5
Designed for cash deployment between 1 year to 5 years
5 year maximum duration
Asset rotation among high quality sectors
Structured to outperform Merrill Lynch 1-3 year
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| Top Holdings |
1)
2)
3)
4)
5)
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US
Treasury Bills & Notes
US Gov't Agencies (fixed & variable)
Commercial Paper (A1/P1 minimum)
Loan Participations (A1/P1 minimum)
Repurchase Agreements
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6)
7) |
Reverse Repurchase Agreements
Asset
Backed Securities (2a-7 eligible)
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AIMR has not been involved with the preparation or review of this report. Gabelli
Fixed Income LLC is AIMR compliant as of January 1, 1993. Prior years are not
compliant due to the use of representative portfolios rather than composites in
the calculation of returns. A list of all composites and their descriptions is
available upon request. These benchmarks have WAM's that are generally comparable
to the products shown, and are used to demonstrate the value added through active
management.
*Source: IBC's Money Fund Report Averages tm
** Source: Bloomberg
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