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Table of contents
Goldman Sachs Hedge Fund Trend Monitor 3
“Stocks that matter most”: The hedge fund VIP List 4
Stock swaps that could boost hedge fund Sharpe Ratios 6
The impact of hedge funds: Look at the “concentrated” positions 8
Goldman Sachs S&P 500 “concentrated” hedge fund baskets 9
Take a walk on the short side: Exploring hedge fund net exposure 10
A “typical” hedge fund 12
Sectors: Funds increased Industrials exposure but still underweight 14
Size: Large-cap stocks account for almost 50% of holdings 16
Hedge funds and ETFs: Hedging tools, not investment vehicles 18
Appendix A: Hedge fund data tables 19
Appendix B: Drawbacks of our hedge fund holding analysis 32
Appendix C: Hedge fund portfolio density and net long holdings 33
Appendix D: 100 largest hedge funds ranked by equity assets 34
Appendix E: 100 largest institutions ranked by equity assets 35
Appendix F: GS Portfolio Strategy Baskets on Bloomberg 36
Disclosures 37
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