Thursday, February 11, 2010

Updated Position (market neutral for now)

I shifted early but not exactly often today; longs did their job though (smallest position CISG esp.) and move in financials was less than gruesome; not complaining...

Total Position
: roughly market neutral, considering levered etf-hedges; 64% invested

Currently Long (according to size): AMZN (8.3%); BEAV (6.7%); SIRO (6%); HUM (3.7%); TIE (reloaded today, 3.6%); CAB (3.4%); CISG (2.7%)

Currently Short: MS (7.9%); TWM-long (Russell 2k Dbl-short, 7%); JPM (6.2%); SKF-long (Financials Dbl-short, 3%); DB (4.9%)

Futures Accounts: no current position
Options: Long DB Mar 65 puts in a couple accts now, 5.00 entry

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