Inside Investment: Alpha ardour

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Inside Investment: Alpha ardour

Investment banks are paying fancy prices to participate in the hedge fund boom. Is there method in this or is it madness?

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Hard underwriting of new share issues is as dated in the City of London as red braces and mobile telephones the size of briefcases. So Lehman Brothers’ decision last month to take a 4.99% stake in BlueBay Asset Management ahead of its £571 million flotation was both an echo of the past and a manifestation of a current trend. Investment banks are in love with hedge funds.

Lehman is following a trail blazed by Morgan Stanley. On October 30 it acquired 20% of Avenue Capital, a New York-based distressed debt specialist. The following day it bought outright FrontPoint Partners, founded by former Tiger Management head trader Gil Caffray, in a deal reportedly worth $400 million. It rounded out a frenetic week by buying a 19% stake in London based long/short equity specialists Lansdowne Partners for $300 million.

The prices look eye-popping but then hedge funds can make mind-boggling sums. Lansdowne’s flagship $3 billion in assets UK equity strategy (incorporating Lansdowne UK Equity Fund Ltd. and Lansdowne UK Equity Fund LP), was up 27% net in 2005. Applying a typical hedge fund impost of 2% of assets and 20% of performance above benchmark, a conservative estimate of its revenues in 2005 is $150 million.

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