Hedge Fund Holdings in 3Q06

In an 8-page report released yesterday to our Mini-Institutional clients, we examined various aspects of the US equity portfolios of the fifty largest hedge funds, highlighting such aspects as which stocks hedge funds are the most heavily weighted in, and the stocks where hedge fund positions increased (or decreased) the most.

Below is one such table from the report, which shows the stocks where hedge fund positions had the highest rate of increase:

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Below we highlight the sector weighting of the fifty funds and compare this to the weighting in the S&P 500:

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Comments

[CrossProfit:]

Very interesting information, thanks.

Notice the statistical illogicality for the controlled percentage for two buyouts…FSL = 10.81% and FSH = 8.53%. Do you think someone was chatting at the water cooler?

CrossProfit
www.crossprofit.com

2006 Nov 22 07:59 PM

[Dan Jacome:]

WYN is under heavy accumulation. Lehman was manager on a 2M block trade TODAY -- look for buyout of WYN sometime in early 2007.

-DJ
Kelley School of Business

2007 Jan 03 10:03 PM