Logical Formulas
Gated Inside the Fund?

Involuntarily "Gated"
Inside a Bernoulli Fund?


What should you do if your hedge fund investment is “gated” inside a Bernoulli Fund -- while the fund is exposed to ongoing contingent tax risk?

An interesting situation is when an investment manager locks an investor into the fund by invoking provisions of the hedge fund investment agreement which postpone an investors option to exercise an immediate redemption right.

It is not uncommon for funds to lock up investor capital for extended periods after investment. Also consider hedge fund “gates” and “force majeur” provisions.

A gate allows the manager to prohibit redemptions of more than a certain percentage of the fund’s assets on any particular redemption date.


Force majeur
terms simply give the manager the right to prohibit all redemptions in the event of
extraordinary circumstances. 
 

Cohen, Barry J., Lockups, 2005  

Aragon, George O., Share Restrictions and Asset Pricing: Evidence from the Hedge Fund Industry.  

Journal of Financial Economics, Vol. 83, pp. 33-58, 2007Available at SSRN: http://ssrn.com/abstract=875635

 

 

 

 

 

 

 

  

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Jeff Lonsdale
Logical Formulas
4516 Lovers Lane #122
Dallas, TX 75225
(214) 769-3322

jeff@logicalformulas.com

 

 

 

 

 

 

 

 

 

 

 

 

 

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