GGO Gabelli Go Anywhere Trust

As filed with the Securities and Exchange Commission on September 16, 2021

Investment Company Act File No. 811-23035

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

SCHEDULE TO

(Amendment No. 3)

TENDER OFFER STATEMENT

(Under Section 14(d)(1) or 13(e)(1) of the

Securities Exchange Act of 1934)

The Gabelli Go Anywhere Trust

(Name of Subject Company (Issuer))

The Gabelli Go Anywhere Trust

(Names of Filing Person(s) (Offeror))

Common shares of beneficial interest, par value $0.001

(Title of Class of Securities)

36250J109

(CUSIP Number of Class of Securities)

Peter Goldstein, Esq.

The Gabelli Go Anywhere Trust

One Corporate Center

Rye, New York 10580-1422

Telephone: (800) 422-3554

(Name, Address and Telephone Number of Person Authorized to

Receive Notices and Communications on Behalf of Filing Person(s))

Copies to:

Thomas A. DeCapo, Esq.

Kenneth E. Burdon, Esq.

Skadden, Arps, Slate, Meagher & Flom LLP

500 Boylston Street

Boston, Massachusetts 02116

Calculation of Filing Fee

Check the appropriate boxes to designate any transactions to which this statement relates:

Check the following box if the filing is a final amendment reporting the results of the tender offer.

Introductory Statement

This amendment no. 3 (this “Amendment No. 3”) amends and supplements the Tender Offer Statement on Schedule TO (together with any subsequent amendments and supplements thereto, the “Schedule TO”), filed with the Securities and Exchange Commission (the “SEC”) by The Gabelli Go Anywhere Trust (the “Fund”), a Delaware statutory trust, on August 3, 2021, relating to the offer by the Fund to purchase for cash any and all of the Fund’s outstanding common shares of beneficial interest, par value $0.001 per share (the “Shares”), upon the terms and subject to the conditions contained in the Offer to Purchase dated August 3, 2021 and the related Letter of Transmittal, as amended and supplemented by the Supplement to the Offer to Purchase, dated September 16, 2021, and filed herewith as Exhibit (a)(1)(iii) (the “Supplement”) (as may be further amended or supplemented from time to time), which collectively, as each may be amended or supplemented from time to time, constitute the “Offer.” Capitalized terms used but not defined herein have the meanings ascribed to them in the Schedule TO, the Offer to Purchase or the Letter of Transmittal, as applicable.

The purpose of this Amendment No. 3 is to amend and supplement the terms of the Offer by, among other things, (i) increasing the purchase price at which the Fund is offering to purchase the Shares from a purchase price of 98% of the net asset value (“NAV”) per Share determined as of the close of the regular trading session of the NYSE American LLC (the “NYSE American”) on the last business day prior to the day the offer expires (the “Pricing Date”) to 100% of the NAV per Share determined as of the close of regular trading session of the NYSE American on the Pricing Date, and (ii) extending the expiration date of the Offer to 5:00 p.m. Eastern time, September 30, 2021, unless otherwise extended, amended, or terminated.

All information in the Offer is incorporated herein by reference in response to all of the items of the Schedule TO, except that such information is hereby amended and supplemented to the extent specifically provided herein.

Items 1 through 11.

Items 1 through 11 of the Schedule TO are hereby amended and supplemented by the information set forth in the Supplement, which is incorporated by reference herein.

SIGNATURE

After due inquiry and to the best of my knowledge and belief, I certify that the information set forth in this statement is true, complete and correct.

Exhibit Index