Merger Arbitrage

Strategy Research, 12 Jun 2019

Index Research Funds

Sub Index - Merger Arbitrage

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
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
Alpine Merger Arbitrage Fund Merger Arbitrage 0.8
GAMCO Merger Arbitrage Merger Arbitrage 0.7
Lutetia Patrimoine Merger Arbitrage 0.5
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage 0.4
MontLake Burren Global Arbitrage UCITS Merger Arbitrage 0.4
Laffitte Risk Arbitrage UCITS Merger Arbitrage 0.4
Allianz Merger Arbitrage Strategy Merger Arbitrage 0.0
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -0.6

Bottom Funds YTD

YTD
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -0.6
Allianz Merger Arbitrage Strategy Merger Arbitrage 0.0
Laffitte Risk Arbitrage UCITS Merger Arbitrage 0.4
MontLake Burren Global Arbitrage UCITS Merger Arbitrage 0.4
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage 0.4
Lutetia Patrimoine Merger Arbitrage 0.5
GAMCO Merger Arbitrage Merger Arbitrage 0.7
Alpine Merger Arbitrage Fund Merger Arbitrage 0.8

Largest Merger Arbitrage Funds

AUM
Lyxor Tiedemann Arbitrage Strategy £1.6b
GAMCO Merger Arbitrage £434m
Lumyna - Ramius Merger Arbitrage... £268m
Allianz Merger Arbitrage Strategy £222m
Alpine Merger Arbitrage Fund £148m

Largest Inflows (Q3'19 - Q3'18)

Change AUM
Lyxor Tiedemann Arbitrage Strategy £551m £1.6b
Lyxor Tiedemann Arbitrage Strategy £338m £1.6b
Lumyna - Ramius Merger Arbitrage... £191m £268m
Lumyna - Ramius Merger Arbitrage... £137m £268m
GAMCO Merger Arbitrage £56m £434m

Largest Outflows (Q3'19 - Q3'18)

Change AUM
Allianz Merger Arbitrage Strategy £-159m £222m
Allianz Merger Arbitrage Strategy £-155m £222m
Lutetia Patrimoine £-69m £122m
Laffitte Risk Arbitrage UCITS £-68m £97m
Lutetia Patrimoine £-65m £122m

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