Monday, March 15, 2010

Updated Position (slightly net-long)


Total Position: ~1.3-to-1 net-long, 95% invested

Currently Long (according to size): TGT (8%); SBUX (8%); BEAV (7.6%); MGA (6.1%); ULTA (5.4%); SIRO (5.5%); PVH (added today, 5%); AVGO (4.4%); CISG (3.4%)

Currently Short: TWM-long (Russell 2k Dbl-short, 9.6%); MS (6.8%); DB (5.8%); EPV-long (European Index Dbl-short, 5.8%); DST (4.3%)

Pairs: Long 5.3% long Toyota (TM), from 76.90 + Short 5.3% Ford (F), from 13.09

Futures Accounts: Out 20% short Mar NDX, 1906.75; Rolled into 10% Jun NDX short a few hours later, 1915.75

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