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高盛:對沖基金以六個月來最快速度買入美股
標普500指數已連續九週上漲,創下自2023年以來最長連漲紀錄。與此同時,以科技股為主的納斯達克100指數今年以來漲幅已超過20%。高盛主經紀商表示,隨著標普500指數延續歷史性連漲紀錄,對沖基金上週以六個月來最快速度買入美國股票。高盛交易員在客戶報告中指出,交易主要來自指數與交易所交易基金產品的多頭買入及淡倉回補。在美國上市的ETF淡倉連續第二周下降,減幅...
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高盛:對沖基金以六個月來最快速度買入美股
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3
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7
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標普500指數已連續九週上漲,創下自2023年以來最長連漲紀錄。與此同時,以科技股為主的納斯達克100指數今年以來漲幅已超過20%。高盛主經紀商表示,隨著標普500指數延續歷史性連漲紀錄,對沖基金上週以六個月來最快速度買入美國股票。高盛交易員在客戶報告中指出,交易主要來自指數與交易所交易基金產品的多頭買入及淡倉回補。在美國上市的ETF淡倉連續第二周下降,減幅為0.6%。

最新對沖基金持倉數據顯示,市場已從高盛交易團隊在5月中旬所觀察到的防禦性姿態發生顯著轉變。當時交易員指出,在債券收益率上升及通脹數據高於預期的背景下,對沖基金已對晶片股獲利了結並增加宏觀淡倉部位。

高盛交易員表示,金融股是上週資金輪動的最大受益者,吸引了近六個月來最大規模的淨買入。多頭買入與沽空賣出的比例約為6.5比1,以支付類股為首,銀行股次之。此一買盤部分被消費金融與資本市場類股的沽出所抵銷。

高盛團隊指出,儘管金融股近期獲得資金流入,但該板塊的配置仍然嚴重偏低。團隊認為,無論是總配置還是淨配置,金融股佔美國主經紀商業務總量的百分比仍基本處於五年來的最低1%區間。(da/u)

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