Archive for March, 2008
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Anatomy of a hedge fund collapse
Eddy Elfenbein, March 10th, 2008 at 10:46 amFortune has an interesting article on the collapse of the Tequesta Mortgage fund. What’s interesting is that the fund steered clear of the risky investments that others were taking. The reason is fell was due to the credit markets drying up.
In one case, Citigroup seized collateral from Tequesta and put it up for sale in a bid-list auction. According to a trader at another firm, however, Citigroup’s mortgage trading desk offered to sell Tequesta’s bonds to regional brokerage firms at prices even lower than listed prices. In another instance, Tequesta’s portfolio managers were told by Citigroup rivals that its seized bonds had been offered to other hedge funds for more than $25 below where they had been trading in the previous days.
Under that kind of pressure, Tequesta decided by early March that they’d have to shut the mortgage fund down. Tequesta, according to a firm executive, still has several portfolios open. Ross declined comment to Fortune.com on his future plans. But as long as the credit markets remain in their current miserable state, there are going to be more stories like Tequesta’s.There’s a saying that if you can’t sell what you want, sell what you can.
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An Emergency Rate Cut?
Eddy Elfenbein, March 10th, 2008 at 10:00 amIs an emergency Fed rate cut on the way? Goldman says we can’t rule it out:
An emergency interest rate cut from the Federal Reserve is possible ahead of its March 18th policy meeting, according to a Goldman Sachs research note on Monday.
Goldman said its view on Fed policy changed on Friday.
The government reported on Friday that a second straight month of job losses and the Fed announced new steps to inject liquidity into the financial system as credit availability remains tight.
Goldman said the Fed would drop the benchmark federal funds target rate to 2 percent by late April, most likely in two 50 basis-point steps at the next two meetings.
“We cannot rule out an intermeeting rate cut today,” the Monday note said. -
Highlights of the Congressional Hearings
Eddy Elfenbein, March 10th, 2008 at 7:08 amThere seems to be a disturbing trend:
“Punishing individual corporate executives with public floggings like this may be a politically satisfying ritual — like an island tribe sacrificing a virgin to a grumbling volcano,” Rep. Tom Davis of Virginia said.
And later:
An investor advocate who also testified, Nell Minow of Corporate Library, appeared amused by Davis’ comparison of the hearing to a tribal sacrifice.
“These are not scapegoats and they are certainly not virgins,” she said.Ouch.
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When It Rains, It Pours
Eddy Elfenbein, March 10th, 2008 at 7:00 amThe FBI is investigating Countrywide.
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The Unknown Billionaire
Eddy Elfenbein, March 10th, 2008 at 6:52 amNever heard of Chuck Feeney? Well, that’s the way he wants it.
He once owned six luxurious homes from the French Riviera to Mayfair to Park Avenue. These days, he owns none, instead hunkering down in a cramped one-bedroom rental in San Francisco with his second wife, Helga, his former secretary.
He raked in billions selling duty-free cognac, perfume and designer labels. But you won’t catch Feeney in a Hermes tie or Gucci loafers. He once met the prime minister of Ireland with his drugstore glasses held together by a paper clip.
Feeney doesn’t own a car and prefers buses to taxis. Until he turned 75, he flew coach. Now, making excuses for wobbly knees, he upgrades with frequent flier miles.
Fine dining? “There are restaurants you can go in and pay $100 a person for a meal,” he muses. “I get as much satisfaction out of paying $25. I happen to enjoy grilled cheese and tomato sandwiches.”
Niall O’Dowd, a friend of Feeney and editor of Irish-America magazine, reflects: “The way he copes with his wealth is to never remove himself from his working-class persona. He keeps grounded by acting like it hasn’t happened to him — like basically he is still the same guy. -
After Hours: Some Chick
Eddy Elfenbein, March 7th, 2008 at 7:48 pmI have no idea who this young woman is, but she has a beautiful voice. Enjoy.
“You Are My Sunshine” was written by a country singer named Jimmie Davis. It was such a big hit that it propelled him into the Louisiana governor’s mansion.
The song is often considered a children’s song which I don’t think it is. The young woman above does an excellent job capturing its melancholy.
Davis died in 2000 at the age of 101. -
Trade of the Year
Eddy Elfenbein, March 7th, 2008 at 4:20 pmHere’s an observation on political markets. This is a clip of Larry Kudlow, Robert Reich and Steve Moore discussing what a great job John McCain did at the CNBC/MSNBC/WSJ debate in October.
After hearing that, you could have run out and bought a McCain-to-win contract for just 5.2 cents. Today, you’d be sitting on a profit of…oh, about 1,700%.
See, it pays to listen to Larry. And that’s just at 97 cents; your McCain contract still has a very good chance of hitting $1 by Labor Day.
But there’s something else. That day, October 9, was the exact high of the stock market (if you watch the clip again, you can see the “record high” alerts). This was also the debate where McCain said, “I’m glad whenever they cut interest rates, I wish interest rates were zero.”
There is a serious economic argument in favor of 0% interest rates. This is known as the “Friedman Rule.” To be fair to the late professor, I don’t think that’s what McCain was thinking about.
Was that debate the turning point of McCain’s campaign (going up) and the stock market (going down), and are they related?
Personally, I think it’s just a coincidence. B-Riz has more. -
Blankfein Earns $100 Million
Eddy Elfenbein, March 7th, 2008 at 4:14 pmLloyd Blankfein, the CEO of Goldman Sachs, made $100 million last year. His salary was just $600,000. The rest comes from stock and bonuses. Here’s the SEC filing.
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Three-Month T-Bill Hits 1.1%
Eddy Elfenbein, March 7th, 2008 at 2:10 pmWow! This morning, the yield on three-month T-bills (^IRX) dropped to 1.1%. That’s just stunning. The Fed is miles behind the rest of the market. The T-bill rate has since ticked up to 1.4%.
The five-year yield dropped below 2.4%. Think about that. There are people who are so scared that they’re willing to lock-in a 2.4% return for the next five years. -
Futures Say 98% Chance of 0.75% Rate Cut
Eddy Elfenbein, March 7th, 2008 at 12:17 pmFrom Bloomberg:
The U.S. dollar has declined against 14 of the world’s 16 most-actively traded currencies this year on bets the Federal Reserve will continue to cut interest rates to avert a recession. Futures show traders see a 98 percent chance the Fed will lower its target rate 0.75 percentage point to 2.25 percent on March 18. The balance of bets is on a half-point cut.
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