Lyxor Merger Arbitrage UCITS

Lyxor Merger Arbitrage UCITS - I USD - IE00BY2ZP273

Presentation

NAV : 107.29 $ on 2018-12-14

Source: Lutetia Capital. The figures relating to past periods are not a reliable indicator of future results.

Performances
Description

Lyxor Merger Arbitrage is a Sub-Fund of an ICVC registered in Ireland.

The Sub-Fund seeks to deliver an absolute return uncorrelated from the markets over a recommended investment horizon of three years, by implementing a merger arbitrage strategy.

This fund is run pari passu with the historical merger arbitrage portfolio in UCITS.

 

 

Strategy

The merger arbitrage strategy of the Sub-Fund is to invest primarily in North American and European stocks subject to definitive takeover bids.

The investment process combines proprietary quantitative models and fundamental analyses, with a strong focus on risk allocation and liquidity analysis.

The portfolio is generally comprised of 30 to 50 arbitrage situations, primarily in medium-to-large cap securities.