APJ4RealHoldings (87.07)

My Real Life LongShort Portfolio, Current Leverage, & ALL holdings as of today 10-02-09

October 02, 2009 – Comments (8) | RELATED TICKERS: BAC , ESEA , EDC

Since my last performance update post (Sept 21st), the market has moved down about (4%) in those 9 trading days. 

My updates will be a little more frequent here due to the curiousity of my performance compared to last year's volatile times up through December - so expect these performance updates about 2x/month til next year. 

Also I want to keep an eye on my leverage on my account. 

As expected, with the market's move down, my portfolio moved yet even slightly higher.

Here's my performance per TradeKing

5 Day       0.65%
15 Day     6.30%
1 Month    2.81%
3 Month    9.48%
6 Month   25.77%
1 Year     -2.86%
As of:     10/01/09

So 1yr 9/30/08-10/01/09 performance of my portfolio was (2.86%) loss vs S&P 500 (8.8%) loss. I'm expecting this 1yr performance figure to fluctuate wildly in the next couple of months because last year, 2008, was nuts. 

My 6month performance was 25.8% vs S&P 500 30.9%.  As the market has continued higher as of late, my portfolio has lagged due to my very high short exposures.  

Reminder to self & others: the markets run the risk of moving higher for years despite what fundamentals may indicate. 

Going forward, I will try to stay within the 0-30%net short range just to manage (juggle) my risk. 

 

All my holdings as of today, 10/2/09:

*Note, certain ETFs were adjusted accordingly denoted with a * below (ie a long position on a short ETF was multiplied by -1, a position on a leveraged ETF was multiplied accordingly- ie 1% on a 3x leveraged ETF was changed to a ~3% holding)

symbol costbase|%ofportf |Unrealiz gain/loss%
FAX      $5.04      13.6%      21.9%
ESEA    $4.96      7.6%      (17.9%)
PGNX    $5.99      5.2%      (17.8%)
CGW    $18.46    4.4%      (7.2%)
ASFE    $8.03      3.6%      0.2%
PFBI    $5.80      3.5%      15.9%
CPF      $2.82      3.4%      (17.3%)
ULCM    $2.23      3.3%      23.2%
TSON    $6.20      3.1%      (25.8%)
ORPB    $5.02      3.0%      (0.5%)
AAXJ    $52.51      2.9%      (2.3%)
OPXT    $2.22      2.7%      36.7%
FPTB    $5.78      2.6%      (0.0%)
LMAT    $3.72      2.4%      8.7%
BX       $13.39      2.4%      0.4%
CVBF    $7.88      2.3%      (6.4%)
PRXL    $13.23      2.3%      (3.6%)
KTEC    $11.57      2.2%      (7.1%)
SYMX    $1.24      2.0%      (10.4%)
RGR     $12.34      1.8%      (0.4%)
FLTWQ  $0.13      0.1%      (94.4%)
EDC*    $82.63      (15.4%) (50.5%)
TNA*    $25.55      (8.3%)     (57.4%)
BCS     $16.38      (6.7%)     (39.0%)
TZA*    $14.01      (5.6%)     (3.1%)
CVC     $18.12      (5.4%)     (24.9%)
AMZN    $72.01      (5.3%)     (24.8%)
BAC      $6.93       (4.3%)     (135.8%)
GMCR   $66.26      (4.1%)     (5.0%)
IBM      $115.89    (3.2%)     (2.7%)
SA        $28.54      (3.1%)     7.4%
VXX*    $78.47      (3.1%)     (33.4%)
SWN     $27.45      (3.0%)     (48.5%)
STLD    $15.99      (2.8%)     10.3%
LMT      $57.82      (2.7%)     (30.4%)
NTRS    $53.59      (2.7%)     (5.4%)
PCLN    $150.57    (2.4%)     (8.4%)
BBY      $27.93      (2.4%)     (30.3%)
OSK     $27.71      (2.2%)     (6.5%)
AZO     $144.02    (2.2%)     (1.4%)
ORCL    $14.46      (2.1%)     (40.7%)
STJ       $38.78      (2.0%)     2.1%
GILD     $44.92      (2.0%)     0.9%
LVS       $19.30      (1.9%)     16.4%
44positns     sum=(18.8%)net exposure (short)

LEVERAGE STATS

Longs to Account Value: 74%

Nominal Short to Account Value: (93%)

Net:  (18.8%) short agrees with above sum

Multiplying -0.50 to Nominal Short for margin rqrmt:  46% collateral needed for shorts

Total Securities (Longs+Shorts collateral rqrd) to Account Value: 1.20

Which means I'm 20% leveraged

Additional buying power my broker's allowing:

"Stock Buying Power": Buy 21% more stock to Account Value

"Option Buying Power":  Buy 6% more options to Account Value

 

Note: Leverage = INSANE RISK!