世界上最大的long only fund 六月的performance

lite1067

世界上最大的long only fund 当然是US Federal Reserve了。

As of 6/19/2013, it has $1.9T treasuries and $1.2T MBS.




Bill Gross's total return fund returned -5.5% between 6/1 and 6/24. If this this a good proxy of Fed's balance sheet, Fed should have lost $3T * 5.5% = $165B in these three weeks, if Fed would do mark-to-market on its holdings.

Cobra

Fed doesn't care。

这就像你告诉我说胡同的胡币损失了几百个B一样，我才不care呢，往Bank9里加几个0就好嘛。

landlord

Cobra 发表于 2013-6-25 04:17 PM
Fed doesn't care。

这就像你告诉我说胡同的胡币损失了几百个B一样，我才不care呢，往Bank9里加几个0就好 ...