Friday, March 30, 2007

just another week

Solengo and Brian Hunter (2nd chances).
Blackstone IPO (the hype).
2+ trillion in assets (and growing).
More LBO's (goldman et al).

Enough is enough. A guy blows through $6B on a series of bad trades, the bodies aren't even cold yet and he's out raising money for his second go-round. Same strategy, same commodities, we'll just forget about that little blip last fall. His boss is still winding down the old firm and he's out schlepping his POM to a new group of investors to get money to do it all over again. Why should he get a second chance? That's it.

Happy Friday.

DJIA 12,354.35

NASDAQ 2,421.64

SP500 1,420.86

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Friday, March 23, 2007

the frenzy that is blackstone


everywhere one turns they can't get away from the froth over the upcoming blackstone IPO. The first and one of the largest PE firms to go public. So now an investor can buy the portfolio of companies that blackstone has taken private in the last however many years. The way the IPO is structured though, the investor will be investing in the PE firm, not the portfolio of companies. Not really intuitive like one would think. The big winners? Steve Schwarzman for starters as well as anyone else connected to the company. They will become richer than they already are....is it a good investment? Time will tell - but these guys have a very nice track record of making loads and load of money.

Happy Friday.

DJIA 12,481.01

NASDAQ 2,456.18

SP500 1,436.11

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Friday, March 16, 2007

hoops and pools

The first round of the ncaa tournament is wrappping up. How does your bracket look?

Happy Friday.

DJIA 12,110.41

NASDAQ 2,372.66

SP500 1,386.95

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Friday, March 09, 2007

shaky ground

Markets managed to recover just slightly from their recent lows. Are we re-gaining stable ground or just setting up for the next violent move down....stay tuned. Keep your stops close and your enemies closer.

Happy Friday.

DJIA 12,276.32

NASDAQ 2,387.55

SP500 1,402.85

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Tuesday, March 06, 2007

the sublime subprime + top 10


What will the fallout be from this subprime mortgage lenders fiasco? It will definitely have a ripple effect across the broader US economy. Time will tell how deeply the pain will be felt by the average US consumer. Some ‘experts’ say the effect will be negligible and other ‘experts’ say it will result in one of the worst financial disasters to hit our country in a long time. Of course, the reality will most likely lay somewhere in the middle of that wide continuum. In the meantime, the stocks in that sector are taking a daily beating. Great money to be made if you can borrow the stock.
And in industry news, the top 10 largest HF's of 2006 were announced recently:

1 JP Morgan Asset Management $34 billion
2 Goldman Sachs Asset Management $32.5 billion
3 Bridgewater Associates $30.2 billion
4 D. E. Shaw Group $26.3 billion
5 Farallon Capital Management $26.2 billion
6 Renaissance Technologies $24 billion
7 Och-Ziff Capital Management $21 billion
8 Cerberus Capital Management $19.2 billion
9 Barclays Global Investors $18.9 billion
10 ESL Investments $18 billion
Of note, JP Morgan passed Goldman which is pretty big news. GS's Global Alpha disappointment probably had at the very least something to do with it. Also Renaissance climbed in the rankings as the manager continues to gather assets and build out their proposed $100 billion fund.

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Monday, March 05, 2007

won’t they ever learn

Last week the announcement was made that a Texas utility, TXU Corp, was being bought out by a group of PE firms led by KKR and TPG. Total value of the deal was over $31 billion. Now the regulators (read SEC) are freezing assets and beginning a formal investigation into a very likely insider trading scandal. One very astute options trader, Jon Najarian, said the pattern of huge buying and selling of call and puts on the stock prior to the announcement is ‘textbook insider trading’. One of the first things they teach incoming traders and i-bankers is that one cannot trade on non-public material information. Somebody knew what was going to be announced and they decided to take advantage of it…and now they will probably end up being fined, thrown out of the industry and possibly put in jail. Just for future reference, if you buy over 8000 calls (over 3 times the average daily volume of option activity in that stock) and net a profit over $5 million just days before one of the largest buyouts in history is announced, you can expect someone to take notice and ask some rather uncomfortable questions.



Wouldn’t you like to have been part of that move from $57 to $67?
Chart courtesy of bigcharts.com

And from the “To Catch a Predator” file, comes the news of Albert Hsu, a high profile and well-known HF manager and now a guest of the Connecticut Department of Corrections. This lurid story just broke so details are fuzzy, but it looks like Al really liked to play on the internet. Apparently he decided to play a little joke on his ex-girlfriend by posing on-line as her and publishing her address and travel schedule and then going on to describe how she likes to be violently attacked. Unbelievable.


Al baby...what were you thinking????

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Friday, March 02, 2007

Great News!

(The preceding headline should be read with as much sarcasm as possible.)

Quote of the day/week/month:

"...trade with a trend, ride your winners, cut your losers and manage your risk." - Ed Seykota

Pretty simple words and concepts but so hard to execute 100% of the time all the time.

There is an article over on the AllAboutAlpha.com blog on the state of the hedge fund industry.

The move is towards consolidation and the big players are getting bigger and the small players fighting over the table scraps. This article reinforces the inequity and silliness of the minimum net worth requirements. As the large funds cater to large institutions with no problems meeting the minimum requirements, the small HF managers are targeting the smaller (likely individual) investor who may be excluded by the newly proposed minimums. The proposed regulation favors one size of HF over the other. As history has shown us, bigger doesn’t always mean ‘safer’ (Amaranth and MotherRock are two very recent examples).

From the article:

“The study pegs the entire hedge fund industry at $1.4 trillion. But it also confirms a hunch we’ve had for some time - that the industry continues to become more concentrated.

According to the study, there were approximately 250 funds with over $1 billion of assets in 2006. If we assume an average fund size of a modest $2.5b for this category, that would explain around $625 billion of the industry. About 400 funds had between $500 million and $1 billion of assets. Using $750 million an average, that’s around $300 billion for this group. So about two-thirds of the hedge fund assets in the world ($925b) are managed by the top 650 (5%) of funds.

Meanwhile, the other 95% of hedge funds are left to compete for the remaining $485b (for an average of about $30 million each). At a fee of 2 and 20, that’s about $1m in revenue for each fund - enough to pay the landlord, a few staff, and Bloomberg or Reuters. And that’s the average fund. (Thankfully, these small fry are probably more likely to have more than one fund on their books. But PerTrac’s Meredith Jones says they also tend to have less pricing power.)

Coincidentally, Institutional Investor reports today on a study by the Milken Institute showing that the top 3% of hedge fund managers control 35% of hedge fund industry assets (using HedgeFund.net data). This is roughly in line with the data in the PerTrac report.

This level of concentration isn’t out of line with the mutual fund industry, says Jones. And with institutional investors seeking larger, more stable hedge funds, growth of the larger players is becoming a “virtuous cycle”.

So despite the media’s claim that there are “8,000″, “10,000″, or “15,000″ hedge funds in the world, it seems only about 1,000 hedge fund managers would probably ever make it to the radar screens of most investors."

Well, here’s some advice for all the small managers out there fighting the good fight; focus on performance, keep overhead and expenses low and try to build assets organically first and foremost and then shop the performance around in hopes of drawing outside investors. Eventually through enough organic growth and glowing performance, the institutional money may just come knocking one day.

Happy weekend.

DJIA 12,114.10

NASDAQ 2,368.00

SP500 1,387.17

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Thursday, March 01, 2007

gimme my money, man...

Interesting past few days. “The Big Sell-off” occurred on Tuesday. A meager rally yesterday and then a gap down today with a half-hearted effort to reach the break-even, with the major indices falling short.

Trend lines are breaking all over the places. Indices, individual stocks, etf’s, you name it and it’s busting upward trends.





Interesting point in time. Consider this little statistic, margin debt is at an all-time high. Yes, higher than early in 2000, when the irrational exuberance was higher than it supposedly is now.

Came across a quote by Lao Tzu, a philosopher from the 6th century B.C. He once said, "Those who have knowledge don't predict, and those who predict do not have knowledge." Tough call, one doesn’t want to load the boat, but what else should they do? The markets have been driving upward non-stop for the past 7 months. Hopefully people were prudent and cautious enough to keep some hedges in place just for this very reason.

So with the markets looking ripe for a fall, and margin debt at an all-time high. You know what comes next? Margin calls. When equity in the account falls too far too fast. The thing about margin, it’s a double edge sword. The profits can climb twice as fast but they also fall twice as fast too. A few poorly placed bets and/or not adhering to strict discipline when it comes to stop losses, and investors could find themselves getting the call from The Man. Basically it all boils down to the broker wanting their money and the timing could never be worse.



"Sweet. Sweet….Great."

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