Pension funds are set to sell an estimated $70 billion in equities and $8 billion of commodities over January month-end as they rebalance their portfolios according to the latest reading from the Morgan Stanley QDS Pension Rebalancing Model.
The volume of pension rebalancing expected to occur this month is estimated to be one of the largest on record according to analysis from three banks, Morgan Stanley, Goldman Sachs and Credit Suisse.
[klarman]
"Estimated flows are spread over the next two weeks. As a percentage of asset allocation this is a 79bps rebalance from equities, which is at the 7th percentile since 2005 (values...
Membership Required
This content is exclusively for paying members of Hedge Fund Alpha
Insider Strategies and Letters to Shareholders from the Top Hedge Funds and Maximize Your Portfolio Growth with Hedge Fund AlphaDon’t have an account?
Subscribe and get an extra 30% off annual with code Summer30This article is only available for Premium MembersSubscribe today and get :
Insider Strategies and Letters to Shareholders from the Top Hedge Funds
Exclusive Access to coverage of Private, Closed-Door Investor Conferences
Hedge Fund Manager Research Currently Producing 21% – 40% Returns AnnuallyDon’t have an account?
Subscribe and get an extra 30% off annual with code Summer30Already a member? Log in here
