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Merger Arbitrage Spread List December 27, 2020

Merger Arbitrage Spreads

The merger arbitrage spreads list is a FREE list of the largest all-cash deal spreads trading on a major U.S. stock exchange. Namely, this is the most recent list update of merger Arbitrage Spread List December 27, 2020. The FREE merger tracker spreadsheet below contains the latest essential deal information and criteria as per official company announcements. Thus providing the user with a merger arb spread tracker list and investable database of the largest 20 deal spread opportunities. We refer to this list of arbitrage spreads of pending mergers as the “T20 Index” & “T20 portfolio”. Finally, we demonstrate how examples of this information can provide a solid investment foundation.

Prior to the spread list we review the changes to the list and upcoming any announcements to list members in the “Past, Present & Future” Table. Following the list, we show the average annualized return for the aggregate merger arbitrage spread list using current returns and official expected closing dates.

review and performance analysis of last weeks arbitrage list constituents is also now available featuring commentary on  FIT, NAV, SOGO & WDR. Review our strategy section for further resources and make risk arbitrage part of your investment strategy. We encourage traders and investors to perform their own due diligence before making investments.

Merger Arbitrage Spreads - Index List Eligibility Rules

Rules for inclusion in the largest cash merger arbitrage spread list are found on the Spread Tracker Rules page. This page also includes additional help and user guidelines. Common rules for inclusion on the investable database arbitrage list include (but are not limited to) minimum price. Lower stock prices and can have a dramatic effect on the percentage movement of a spread value. In addition, unlike some other data providers, we include dividends in the return calculation. Our forecast date for future ex-div dates uses historical payment dates in lieu of official announcements. For this reason, we calculate the final dividend amount up to the expected completion date as given by the parties involved.

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Merger Arbitrage Spreads Activity Analysis Table

Merger Arbitrage Activity Analysis Table
The Past
ClosuresHD Supply Holdings (HDS)
FailuresNone
Additional Index RemovalsSeacor Holdings (CHK)
Foundation Building Materials (FBM)
The Present
Constituents20 constituent deals out of a maximum of 20
New Deal Entry(s)Aerojet Rocketdyne (AJRD)
RealPage (RP)
HMS (HMSY)
Existing Deal Entry(s)None
Largest Simple SpreadSogou (SOGO) - 10.16%
The Future
for the week beginning December 28
EarningsNone-
DividendsNone-
Extraordinary General MeetingTaubman Centers (TCO)
Tiffany (TIF)
December 28
December 30
Hart-Scott-RodinoNone-
Go-Shop ExpiryWaddell & Reed Financial (WDR)January 2

We will announce deal news relating to this week’s T20 Index in real time via our twitter feed @MergeArbLimited.

*These dates may include estimated dates. Traders are advised to check for updates on this site or via our twitter feed.

Merger Arbitrage Spread List December 27, 2020

Average Potential Return for T20 Index Cash Merger Arbitrage Spreads

Average Cash Merger Arbitrage Spreads Returns of T20 Portfolio
*Expected Completion Date
November 221.30%March 30, 20215.14%
November 291.34%April 4, 20214.86%
December 61.34%April 19, 20213.76%
December 131.13%April 22, 20213.71%
December 201.38%April 20, 20215.24%
December 272.25%May 22, 202110.89%
Week EndingFriday December 25, 2020
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