Wednesday, October 31, 2012

While Quant is gearing up for the open, your Data Miner decided to dig into the Grey Market Reports.  I found some interesting information that I wanted to share.

Of the stocks in the S&P 500 Index, Apple is the most widely held based on Long exposure at $394,497,515.89.  The second place company is Microsoft with only $169,450,430.68.  That's roughly 57% lower than Apple.

Although Apple also has the largest Short exposure at $(521,710,944.73), the stock with smallest (most negative) Net exposure is IBM at $(186,456,941.12).

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