Merger Arbitrage

Strategy Research, 20 Sep 2021

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 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
MontLake Burren Global Arbitrage UCITS Merger Arbitrage -0.2
Man GLG Event Driven Alternative Merger Arbitrage -0.6
Laffitte Risk Arbitrage UCITS Merger Arbitrage -1.0
GAM Star (Lux) Merger Arbitrage Merger Arbitrage -1.1
Candriam Equities L Risk Arbitrage Opportu... Merger Arbitrage -1.1
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage -1.1
Allianz Merger Arbitrage Strategy Merger Arbitrage -1.4
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -1.4
Alpine Merger Arbitrage Fund Merger Arbitrage -1.7
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -1.8

Bottom Funds YTD

YTD
Lutetia Patrimoine Merger Arbitrage -3.5
GAMCO Merger Arbitrage Merger Arbitrage -2.2
MontLake Abrax Merger Arbitrage UCITS Fund Merger Arbitrage -1.9
Lyxor Tiedemann Arbitrage Strategy Merger Arbitrage -1.8
Alpine Merger Arbitrage Fund Merger Arbitrage -1.7
Lumyna - Ramius Merger Arbitrage UCITS Merger Arbitrage -1.4
Allianz Merger Arbitrage Strategy Merger Arbitrage -1.4
Franklin K2 Bardin Hill Arbitrage UCITS Fund Merger Arbitrage -1.1
Candriam Equities L Risk Arbitrage Opportu... Merger Arbitrage -1.1
GAM Star (Lux) Merger Arbitrage Merger Arbitrage -1.1

Largest New Launches (12M)

AUM
Candriam Equities L Risk Arbitrage Opportunities £67m

Largest Merger Arbitrage Funds

AUM
Lyxor Tiedemann Arbitrage Strategy £1.7b
Man GLG Event Driven Alternative £941m
GAMCO Merger Arbitrage £595m
Alpine Merger Arbitrage Fund £225m
Franklin K2 Bardin Hill Arbitrag... £144m

Largest Inflows (Q4'21 - Q4'20)

Change AUM
Man GLG Event Driven Alternative £659m £941m
Lyxor Tiedemann Arbitrage Strategy £381m £1.7b
GAMCO Merger Arbitrage £260m £595m
Alpine Merger Arbitrage Fund £73m £225m
MontLake Abrax Merger Arbitrage ... £29m £49m

Largest Outflows (Q4'21 - Q4'20)

Change AUM
Lumyna - Ramius Merger Arbitrage... £-65m £126m
GAM Star (Lux) Merger Arbitrage £-55m £93m
Lutetia Patrimoine £-22m £9m
Allianz Merger Arbitrage Strategy £-15m £28m
Laffitte Risk Arbitrage UCITS £-7m £11m

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Close Current Site Absolute Hedge is a market leading UCITS research database providing proprietary research on funds, themes and strategies in the UCITS space. Kepler Trust Intelligence is produced by the investment companies team at Kepler Partners and is the UK’s premier source of detailed qualitative research on investment trusts. Kepler Liquid Strategies is a Dublin domiciled UCITS fund platform featuring a number of best-of-breed fund managers. Kepler Partners is a corporate advisory and asset raising boutique specialising in the regulated funds market in Europe and investment trusts in the UK.