Merger Arbitrage

Strategy Research, 08 Sep 2022

Index Research Funds

Sub Index - Merger Arbitrage

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2023 -0.3 -0.3 -0.6
2022 -0.7 0.4 0.2 -0.6 -1.4 -0.7 1.2 0.9 -0.8 1.1 -0.7 0.3 -1.0
2021 1.1 1.0 -0.3 1.4 0.5 0.1 -1.1 0.8 0.1 0.3 -0.4 0.5 4.1
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 1.1
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -0.5
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -0.8
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage -0.8
Laffitte Risk Arbitrage UCITS Merger Arbitrage -1.0
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -2.0
GAMCO Merger Arbitrage Merger Arbitrage -2.2
First Private Systematic Merger Opportunities Merger Arbitrage -2.2
Candriam Equities L Risk Arbitrage Opportu... Merger Arbitrage -2.7
MontLake Abrax Merger Arbitrage UCITS Fund Merger Arbitrage -5.5

Bottom Funds YTD

YTD
Alpine Merger Arbitrage Fund Merger Arbitrage -6.2
MontLake Abrax Merger Arbitrage UCITS Fund Merger Arbitrage -5.5
Candriam Equities L Risk Arbitrage Opportu... Merger Arbitrage -2.7
First Private Systematic Merger Opportunities Merger Arbitrage -2.2
GAMCO Merger Arbitrage Merger Arbitrage -2.2
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -2.0
Laffitte Risk Arbitrage UCITS Merger Arbitrage -1.0
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage -0.8
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -0.8
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -0.5

Largest Merger Arbitrage Funds

AUM
Lyxor Tiedemann Arbitrage Strategy £1.4b
Man GLG Event Driven Alternative £1.1b
GAMCO Merger Arbitrage £706m
Alpine Merger Arbitrage Fund £245m
Franklin K2 Bardin Hill Arbitrag... £164m

Largest Inflows (Q4'22 - Q4'21)

Change AUM
Man GLG Event Driven Alternative £165m £1.1b
GAMCO Merger Arbitrage £111m £706m
Franklin K2 Bardin Hill Arbitrag... £20m £164m
Alpine Merger Arbitrage Fund £20m £245m
First Private Systematic Merger ... £4m £9m

Largest Outflows (Q4'22 - Q4'21)

Change AUM
Lyxor Tiedemann Arbitrage Strategy £-300m £1.4b
Lumyna - Ramius Merger Arbitrage... £-58m £68m
Allianz Merger Arbitrage Strategy £-20m £8m
GAM Star (Lux) Merger Arbitrage £-18m £75m
Candriam Equities L Risk Arbitra... £-18m £49m

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