Portfolio
After the show, Cody asked me where I was position wise, and my answer was mostly cash, (but not short enough):
Here's what it looks like right now; Funny thing is earlier this week I had an 80% cash position, but the option postion grew.
Money Funds 75.2%
Stocks 11.8%
Short Trade 5.0%
Portfolio Credit Line 4.7
Long Options 3.1%
Tuesday, June 06, 2006 | 09:29 PM | Permalink
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Is the stock section sum[abs(long),abs(short)] or is that your net position?
FD: trading account is.. dig dig..
-60% short
50% long
5% long calls
3% long puts
-4% short puts
105% cash
..plus a little rounding, I think.
Some of these (the lowered long put exposure, the short put exposure, some of the longs) are leveraged either explicitly or implicitly, and a large chunk of the short position is short CRF as a long-term the-premium-to-NAV-must-go play, so this is not as bearish a posture as it appears.
Posted by: wcw | Jun 9, 2006 7:27:54 PM
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