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Hedge funds ditch shares as bullish bets hurt performance, says Morgan Stanley

Published 06/03/2024, 12:50 PM
Updated 06/03/2024, 12:58 PM
© Reuters. Traders work on the floor at the New York Stock Exchange (NYSE) in New York City, U.S., June 3, 2024.  REUTERS/Brendan McDermid
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By Carolina Mandl

NEW YORK (Reuters) - Global hedge funds dumped equities last week, in a painful week for their portfolios as the U.S. main indexes fell and hit their long bets, Morgan Stanley said in a note.

The bank described last week as "ultimately one of the more challenging we have seen in recent months for the average L/S fund," or long/short fund, based on what they saw in their clients' portfolio. The pain was mostly concentrated on the funds' long positions, or bets that a certain stock will rise.

As one of the world's biggest prime brokerages, Morgan Stanley is able to track trends in equities flows and performances. Prime brokers provide services to hedge funds, such as leverage and trading.

Last week, the S&P 500 fell 0.48%, while the Nasdaq and the Dow Jones declined 1.1% and 0.93% after some tech companies, such as Dell Technologies (NYSE:DELL) and Salesforce (NYSE:CRM), disappointed. In addition, some data showed the economy had grown more slowly than previously expected in the first quarter while jobless claims rose a little more than expected.

Morgan Stanley said hedge funds net sold stocks across all regions, but mainly in North America, where the selling was concentrated in the technology, media and telecommunication sector and included big names.

"Mega-cap names drove an outsized portion of this flow as hedge funds reduced long exposure while simultaneously adding to shorts," the note mentioned.

© Reuters. Traders work on the floor at the New York Stock Exchange (NYSE) in New York City, U.S., June 3, 2024.  REUTERS/Brendan McDermid

Hedge funds also added short trades, when hedge funds bet a share will fall, across Europe and Asia, including Japan.

Americas-based long/short funds performance declined 0.9% for the week ended on May 30, versus 1.3% for the S&P. In the month through May 30, they gained 1.4% while the index rose 4.1%, capturing only 35% of the S&P gains in the month, according to Morgan Stanley.

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