Merger Arbitrage

Strategy Research, 03 Sep 2020

Index Research Funds

Sub Index - Merger Arbitrage

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2021 1.1 1.0 -0.3 1.4 0.5 0.1 -1.1 0.8 3.5
2020 0.2 -0.4 -7.8 4.0 -0.2 -0.3 0.9 -0.1 0.4 0.8 2.1 1.1 0.4
2019 0.9 0.2 0.5 0.2 -0.9 -0.1 0.5 0.0 0.2 0.7 0.4 0.8 3.4
2018 0.6 -0.2 -1.0 -0.2 1.2 0.6 -0.6 0.3 0.2 -0.4 1.5 -0.7 1.3
2017 -0.6 0.3 0.2 0.9 0.2 0.4 0.0 -0.4 0.1 -0.1 -0.8 0.1 0.3
2016 0.3 0.3 1.0 -0.6 -0.3 -0.4 -0.2 0.1 0.2 -0.5 0.8 0.5 1.1
2015 0.4 0.9 0.1 0.1 0.8 -0.7 -0.5 -0.9 -0.7 0.5 -0.4 0.3 0.0
2014 0.0 0.6 -0.1 0.0 0.1 0.7 -0.4 0.4 -0.9 -0.9 0.6 0.4 0.5
2013 0.1 0.2 0.7 0.1 0.9 -0.2 0.5 0.0 0.3 0.2 0.0 0.3 3.4
2012 0.4 0.9 -0.1 0.1 -1.2 0.5 0.0 0.2 -0.3 -1.4 0.5 1.2 0.8
2011 0.1 -0.4 0.1 1.0 0.4 -0.5 -1.3 -1.9 -0.4 2.1 0.4 0.0 -0.6
2010 0.4 0.3 0.1 0.2 -0.4 0.6 2.1 0.6 1.5 -0.2 -0.2 0.5 5.6
Download Index Return Series

Top Funds YTD

YTD
Man GLG Event Driven Alternative Merger Arbitrage 6.5
Alpine Merger Arbitrage Fund Merger Arbitrage 5.6
GAMCO Merger Arbitrage Merger Arbitrage 5.4
Laffitte Risk Arbitrage UCITS Merger Arbitrage 5.4
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage 4.3
Allianz Merger Arbitrage Strategy Merger Arbitrage 3.5
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage 3.3
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage 2.2
Lutetia Patrimoine Merger Arbitrage 2.2
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -1.0

Bottom Funds YTD

YTD
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -1.0
Lutetia Patrimoine Merger Arbitrage 2.2
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage 2.2
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage 3.3
Allianz Merger Arbitrage Strategy Merger Arbitrage 3.5
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage 4.3
Laffitte Risk Arbitrage UCITS Merger Arbitrage 5.4
GAMCO Merger Arbitrage Merger Arbitrage 5.4
Alpine Merger Arbitrage Fund Merger Arbitrage 5.6
Man GLG Event Driven Alternative Merger Arbitrage 6.5

Largest Merger Arbitrage Funds

AUM
Lyxor Tiedemann Arbitrage Strategy £1.4b
Man GLG Event Driven Alternative £643m
GAMCO Merger Arbitrage £462m
Alpine Merger Arbitrage Fund £157m
Franklin K2 Bardin Hill Arbitrag... £150m

Largest Inflows (Q2'21 - Q2'20)

Change AUM
Man GLG Event Driven Alternative £525m £643m
GAMCO Merger Arbitrage £108m £462m
Franklin K2 Bardin Hill Arbitrag... £68m £150m
Lyxor Tiedemann Arbitrage Strategy £8m £1.4b

Largest Outflows (Q2'21 - Q2'20)

Change AUM
Allianz Merger Arbitrage Strategy £-172m £30m
Lumyna - Ramius Merger Arbitrage... £-155m £109m
Alpine Merger Arbitrage Fund £-45m £157m
Laffitte Risk Arbitrage UCITS £-32m £14m
Lutetia Patrimoine £-19m £27m

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