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portefeuille (99.60)

fund trades

Recs

6

September 03, 2011 – Comments (170)

What this "fund" is about is described here and here. Some recent "statistics" are shown here.

trades in spreadsheet.

Most trades are shown in these posts.

March 06, 2010
March 10, 2010
March 13, 2010
March 30, 2010
April 02, 2010
April 08, 2010
April 17, 2010
April 26, 2010
May 22, 2010
June 17, 2010
July 21, 2010
August 03, 2010
August 11, 2010
August 26, 2010
September 04, 2010
September 18, 2010
October 06, 2010
October 16, 2010
October 24, 2010
October 28, 2010
November 03, 2010
November 12, 2010
November 24, 2010
December 11, 2010
December 17, 2010
December 24, 2010
December 27, 2010
December 31, 2010
January 12, 2011
February 01, 2011
February 10, 2011
February 22, 2011
March 07, 2011
March 24, 2011
April 01, 2011
April 14, 2011
April 27, 2011
May 06, 2011
May 12, 2011
May 20, 2011
May 31, 2011
June 18, 2011
June 30, 2011
July 21, 2011
July 29, 2011
August 05, 2011
August 08, 2011
August 10, 2011
August 11, 2011
August 15, 2011
August 18, 2011
August 25, 2011
August 30, 2011

 

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

August 23, 2011: -0.41%.
August 31, 2011: 7.62%.
September 1, 2011: 4.34%.
September 2, 2011: 1.58%.

 

hedges.

-6000 IWM.
-52000 SPY.
-19500 VMW.
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

cash: -$1.66 million.
trading volume: $172.8 million.

170 Comments – Post Your Own

#1) On September 03, 2011 at 10:32 AM, portefeuille (99.60) wrote:

largest long positions.

179000 EMC (hedged by -19500 VMW) $3835970.
710000 DSCO $1483900.
38500 ATPG $467005.
800 AAPL $299240.
6250 NTAP $223813.

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#2) On September 03, 2011 at 10:50 AM, portefeuille (99.60) wrote:

little scenario ...

EMC $21.43 -> $35.00
DSCO $2.09 -> $5.00
ATPG $12.13 -> $25.00
AAPL $374.05 -> $550.00
NTAP $35.81 -> $55.00
SPY $117.85 -> $160.00
VMW $88.08 -> $150.00

gain: 179000 * ($35.00 - $21.43) + 710000 * ($5.00 - $2.09) + 38500 * ($25.00 - $12.13) + 800 * ($550.00 - $374.05) + 6250 * ($55.00 - $35.81) - 52000 * ($160.00 - $117.85) - 19500 * ($150.00 - $88.08) = $1852082.50 ...

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#3) On September 03, 2011 at 11:18 AM, portefeuille (99.60) wrote:

break-even of those positions.

EMC $22.66
DSCO $2.60
ATPG $9.05
AAPL $349.76
NTAP $38.76
SPY $119.39
VMW $94.62

current gain of this group.

179000 * ($21.43 - $22.66) + 710000 * ($2.09 - $2.60) + 38500 * ($12.13 - $9.05) + 800 * ($374.05 - $349.76) + 6250 * ($35.81 - $38.76) - 52000 * ($117.85 - $119.39) - 19500 * ($88.08 - $94.62) = -$255085.50.

So this group is in the red by a little over $0.255 million currently.

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#4) On September 03, 2011 at 11:23 AM, portefeuille (99.60) wrote:

#3 current gain of fund.

$53639.56.

Thus the rest of the fund in in the green by around $0.309 million.

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#5) On September 03, 2011 at 3:34 PM, portefeuille (99.60) wrote:

in in

is in

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#6) On September 03, 2011 at 8:34 PM, portefeuille (99.60) wrote:

buy 80 MSTR, limit 120.00 USD,
buy 200 QLIK, limit 25.00 USD.

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#7) On September 03, 2011 at 11:31 PM, portefeuille (99.60) wrote:

buy 50 INFA, limit 42.00 USD,
buy 50 TDC, limit 52.00 USD,
buy 80 TIBX, limit 23.00 USD.

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#8) On September 04, 2011 at 6:08 AM, portefeuille (99.60) wrote:

buy 250 NPSP, limit 8.00 USD.

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#9) On September 04, 2011 at 8:20 PM, portefeuille (99.60) wrote:

buy 26000 FOLD, limit 4.50 USD.

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#10) On September 05, 2011 at 6:52 AM, portefeuille (99.60) wrote:

buy 3000 DAX 6150 June 2012 call warrants (DE000DB5SA42), limit 2.45 EUR.

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#11) On September 05, 2011 at 7:00 AM, portefeuille (99.60) wrote:

bought 3000 DAX 6150 June 2012 call warrants (DE000DB5SA42), limit 2.35 EUR.

buy 3000 DAX 6200 August 2012 call warrants (DE000CK30RX3), limit 2.45 EUR.

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#12) On September 05, 2011 at 7:05 AM, portefeuille (99.60) wrote:

buy 3000 DAX 6200 August 2012 call warrants (DE000CK30RX3), limit 2.45 EUR.

change that to

buy 2500 DAX 6200 August 2012 call warrants (DE000CK30RX3), limit 2.65 EUR.

 

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#13) On September 05, 2011 at 7:05 AM, portefeuille (99.60) wrote:

bought 2500 DAX 6200 August 2012 call warrants (DE000CK30RX3) 2.64 EUR.

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#14) On September 05, 2011 at 7:11 AM, portefeuille (99.60) wrote:

bought 3000 DAX 6150 June 2012 call warrants (DE000DB5SA42), limit 2.35 EUR.

bought 3000 DAX 6150 June 2012 call warrants (DE000DB5SA42) 2.35 EUR.

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#15) On September 05, 2011 at 8:20 AM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

August 23, 2011: -0.41%.
August 31, 2011: 7.62%.
September 1, 2011: 4.34%.
September 2, 2011: 1.58%.
September 5, 2011: -0.52%.

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#16) On September 05, 2011 at 9:08 AM, portefeuille (99.60) wrote:

buy 1300 PSM:GY, limit 12.25 EUR.

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#17) On September 05, 2011 at 9:13 AM, portefeuille (99.60) wrote:

sold 1300 PSM:GY 17.18 USD (12.17 EUR * 1.4118 USD/EUR).

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#18) On September 05, 2011 at 9:23 AM, portefeuille (99.60) wrote:

bought 2500 DAX 6200 August 2012 call warrants (DE000CK30RX3) 2.64 EUR.

bought 2500 DAX 6200 August 2012 call warrants (DE000CK30RX3) 3.73 USD (2.64 EUR * 1.4129 USD/EUR).

 

bought 3000 DAX 6150 June 2012 call warrants (DE000DB5SA42) 2.35 EUR.

bought 3000 DAX 6150 June 2012 call warrants (DE000DB5SA42) 3.32 USD (2.35 EUR * 1.4127 USD/EUR).

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#19) On September 05, 2011 at 9:34 AM, portefeuille (99.60) wrote:

buy 20000 DAX 7500 March 2012 call warrants (DE000LS1GEB9), limit 0.05 EUR.

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#20) On September 05, 2011 at 9:39 AM, portefeuille (99.60) wrote:

bought 20000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) 0.062 USD (0.044 EUR * 1.411 USD/EUR).

buy 60000 DAX 7500 March 2012 call warrants (DE000LS1GEB9), limit 0.05 EUR.

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#21) On September 05, 2011 at 9:42 AM, portefeuille (99.60) wrote:

bought 60000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) 0.059 USD (0.042 EUR * 1.4107 USD/EUR).

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#22) On September 05, 2011 at 10:43 AM, portefeuille (99.60) wrote:

sell 6000 DAX 7500 March 2012 call warrants (DE000LS1GEB9), limit 0.085 EUR.

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#23) On September 05, 2011 at 10:45 AM, portefeuille (99.60) wrote:

sold 6000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) 0.133 USD (0.095 EUR * 1.4077 USD/EUR).

sell 24000 DAX 7500 March 2012 call warrants (DE000LS1GEB9), limit 0.085 EUR.

 

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#24) On September 05, 2011 at 10:49 AM, portefeuille (99.60) wrote:

sold 6000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) 0.133 USD (0.095 EUR * 1.4077 USD/EUR).

sold 6000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) 0.134 USD (0.095 EUR * 1.4077 USD/EUR).

 

sold 24000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) 0.134 USD (0.095 EUR * 1.408 USD/EUR).

sell 40000 DAX 7500 March 2012 call warrants (DE000LS1GEB9), limit 0.085 EUR.

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#25) On September 05, 2011 at 10:52 AM, portefeuille (99.60) wrote:

sold 40000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) 0.141 USD (0.10 EUR * 1.4085 USD/EUR).

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#26) On September 05, 2011 at 10:56 AM, portefeuille (99.60) wrote:

DE000LS1GEB9 in Lang&Schwarz trading.



enlarge

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#27) On September 05, 2011 at 11:01 AM, portefeuille (99.60) wrote:



enlarge

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#28) On September 05, 2011 at 11:14 AM, portefeuille (99.60) wrote:

currently 10000 DAX 7500 March 2012 call warrants (DE000LS1GEB9) shares in the fund with break-even of around -0.34 EUR.

sell 1500 DAX 6150 June 2012 call warrants (DE000DB5SA42), limit 2.85 EUR.

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#29) On September 05, 2011 at 11:16 AM, portefeuille (99.60) wrote:

#26 http://www.onvista.de/optionsscheine/snapshot.html?ID_INSTRUMENT=42008812&SEARCH_VALUE=LS1GEB9.

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#30) On September 05, 2011 at 11:25 AM, portefeuille (99.60) wrote:

buy 40000 DAX 7500 May 2012 call warrants (DE000CM9YF85), limit 0.17 EUR.

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#31) On September 05, 2011 at 11:28 AM, portefeuille (99.60) wrote:

bought 40000 DAX 7500 May 2012 call warrants (DE000CM9YF85) 0.24 USD (0.17 EUR * 1.4107 USD/EUR).

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#32) On September 05, 2011 at 11:40 AM, portefeuille (99.60) wrote:

buy 40000 DAX 7550 August 2012 call warrants (DE000TB6PT80), limit 0.32 EUR.

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#33) On September 05, 2011 at 11:41 AM, portefeuille (99.60) wrote:

bought 40000 DAX 7550 August 2012 call warrants (DE000TB6PT80) 0.41 USD (0.29 EUR * 1.4096 USD/EUR).

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#34) On September 05, 2011 at 11:53 AM, portefeuille (99.60) wrote:

sell 1500 DAX 6150 June 2012 call warrants (DE000DB5SA42), limit 2.85 EUR.

change that to

sell 1500 DAX 6150 June 2012 call warrants (DE000DB5SA42), limit 2.85 EUR in extended or regular trading.

 

sell 1300 DAX 6200 August 2012 call warrants (DE000CK30RX3), limit 3.80 EUR in extended or regular trading,
sell 20000 DAX 7500 May 2012 call warrants (DE000CM9YF85), limit 0.29 EUR in extended or regular trading,
sell 20000 DAX 7550 August 2012 call warrants (DE000TB6PT80), limit 0.60 EUR in extended or regular trading.

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#35) On September 06, 2011 at 4:44 AM, portefeuille (99.60) wrote:

sell 4000 DAX 7500 March 2012 call warrants (DE000LS1GEB9), limit 0.27 EUR in extended or regular trading.

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#36) On September 06, 2011 at 4:59 AM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

August 23, 2011: -0.41%.
August 31, 2011: 7.62%.
September 1, 2011: 4.34%.
September 2, 2011: 1.58%.
September 5, 2011: -0.52%.
September 6, 2011: -1.13%.

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#37) On September 06, 2011 at 5:26 AM, portefeuille (99.60) wrote:

buy (to cover) 1000 SPY, limit 115.90 USD in extended or regular trading.

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#38) On September 06, 2011 at 5:30 AM, portefeuille (99.60) wrote:

bought (to cover) 1000 SPY 115.90 USD.

currently -51000 SPY shares in the fund with break-even of around 119.46 EUR.

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#39) On September 06, 2011 at 5:37 AM, portefeuille (99.60) wrote:

buy (to cover) 1000 SPY, limit 115.75 USD in extended or regular trading.

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#40) On September 06, 2011 at 5:38 AM, portefeuille (99.60) wrote:

bought (to cover) 1000 SPY 115.72 USD.

currently -50000 SPY shares in the fund with break-even of around 119.54 EUR.

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#41) On September 06, 2011 at 5:58 AM, portefeuille (99.60) wrote:

buy 100 QCOR, limit 32.00 USD.

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#42) On September 06, 2011 at 9:00 AM, mhy729 (29.65) wrote:

looks like there's going to be a nice opportunity to offload some of those DSCO shares today

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#43) On September 06, 2011 at 9:59 AM, Nickalisk (50.51) wrote:

Regarding this: 

bought 40000 DAX 7550 August 2012 call warrants (DE000TB6PT80) 0.41 USD (0.29 EUR * 1.4096 USD/EUR).

..

Did you buy 40,000 contracts?  So the price of that position is equal to approximately 1.6 million usd?

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#44) On September 06, 2011 at 11:06 AM, mhy729 (29.65) wrote:

guess I was wrong...the pre-market bid/ask action certainly looked to be "bullish"

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#45) On September 06, 2011 at 11:15 AM, Nickalisk (50.51) wrote:

^ isn't the news pretty bullish?  I thought submission would result in a huge pop.

Is there a dilution contingent upon submission that I'm not seeing between the lines?

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#46) On September 06, 2011 at 11:51 AM, mhy729 (29.65) wrote:

I wouldn't have expected a huge pop, but perhaps the market downturn is dampening whatever bullishness may have exhibited itself otherwise.  Rather strange because even though no pre-market trades seem to have executed, the bid/ask (at least from what I saw with Scottrade) indicated a $0.20 or so bump up from Friday's close.

I'm still a bagholder on this one (avg. cost not as good as Porte, but my position is small...good thing I don't bet big on these spec plays).  I've been trying to offload some shares on pops to reload later and lower my cost basis, but so far haven't been able to do this.

I don't believe there's any such dilution, though of course a new announcement is very likely in DSCO's future, even if everything goes well.

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#47) On September 06, 2011 at 1:32 PM, portefeuille (99.60) wrote:

buy 12000 ANTH, limit 4.60 USD.

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#48) On September 06, 2011 at 1:34 PM, portefeuille (99.60) wrote:

bought 12000 ANTH 4.57 USD,
buy 200000 DSCO, limit 2.07 USD.

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#49) On September 06, 2011 at 1:39 PM, portefeuille (99.60) wrote:

bought 200000 DSCO 2.07 USD.

#43 One DE000TB6PT80 warrant "represents 0.01 * DAX in EUR".

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#50) On September 06, 2011 at 1:42 PM, portefeuille (99.60) wrote:

One DE000TB6PT80 warrant "represents 0.01 * DAX in EUR". 

see here (Bezugsverhältnis = 0.01).

 

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#51) On September 06, 2011 at 1:50 PM, portefeuille (99.60) wrote:

sold 1300 PSM:GY 17.18 USD (12.17 EUR * 1.4118 USD/EUR).

bought 1300 PSM:GY 17.18 USD (12.17 EUR * 1.4118 USD/EUR).

 

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#52) On September 06, 2011 at 1:56 PM, portefeuille (99.60) wrote:

bought 80 MSTR 106.57 USD,
bought 200 QLIK 23.22 USD,
bought 50 INFA 37.14 USD,
bought 50 TDC 47.56 USD,
bought 80 TIBX 20.16 USD,
bought 250 NPSP 6.66 USD,
bought 26000 FOLD 3.73 USD,
bought 100 QCOR 28.63 USD.

 

sell 20000 FOLD, limit 3.94 USD.

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#53) On September 06, 2011 at 1:56 PM, portefeuille (99.60) wrote:

sold 20000 FOLD 3.94 USD.

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#54) On September 06, 2011 at 2:32 PM, portefeuille (99.60) wrote:

Discovery Labs Submits SURFAXIN® Complete Response to FDA

 

currently 910000 DSCO shares in the fund with break-even of around 2.48 USD.

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#55) On September 06, 2011 at 2:50 PM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

August 23, 2011: -0.41%.
August 31, 2011: 7.62%.
September 1, 2011: 4.34%.
September 2, 2011: 1.58%.
September 5, 2011: -0.52%.
September 6, 2011: -2.26%.

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#56) On September 06, 2011 at 2:56 PM, portefeuille (99.60) wrote:

buy 130 VRUS, limit 70.50 USD.

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#57) On September 06, 2011 at 2:57 PM, portefeuille (99.60) wrote:

bought 130 VRUS 70.50 USD.

currently 400 VRUS shares in the fund with break-even of around 56.64 USD.

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#58) On September 06, 2011 at 3:14 PM, portefeuille (99.60) wrote:

buy 1400 ISTA, limit 3.90 USD.

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#59) On September 06, 2011 at 3:16 PM, portefeuille (99.60) wrote:

bought 1400 ISTA 3.89 USD.

currently 2000 ISTA shares in the fund with break-even of around 0.12 USD.

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#60) On September 06, 2011 at 3:21 PM, Nickalisk (50.51) wrote:

regarding #49 and #50

So this is different from american call option contracts, where each contract gives the right to buy 100 underlying shares?  Are you saying that the "warrants" on the DAX you purchase require 100 warrants to be able to exercise at the strike price of 7550?

I guess what I'm asking is, what is the current Mkt value of the 40000 DAX 7550 August 2012 call warrants (DE000TB6PT80)?

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#61) On September 06, 2011 at 3:21 PM, portefeuille (99.60) wrote:

sell 1200 EPI, limit 20.47 USD.

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#62) On September 06, 2011 at 3:29 PM, portefeuille (99.60) wrote:

sold 1200 EPI 20.48 USD.

currently 2500 EPI shares in the fund with break-even of around 27.43 USD.

 

#60 The current value (using a recent bid quote (see here)) is around 40000 * 0.29 EUR * 1.398 USD/EUR = 16216.80 USD. Those warrants are similar to options replacing the ratio 0f 100 by the "Bezugsverhältnis", which in this case is 0.01. There is no "standard 'Bezugsverhältnis'" ...

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#63) On September 06, 2011 at 3:29 PM, portefeuille (99.60) wrote:

0f

of

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#64) On September 06, 2011 at 3:33 PM, portefeuille (99.60) wrote:

#62 I am pretty sure U.S. "individual investors" are not allowed to trade these options. Not worth the pain of getting sued in litigation happy USA, hehe ...

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#65) On September 06, 2011 at 3:34 PM, portefeuille (99.60) wrote:

these options

these warrants.

The German term is "Optionsschein".

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#66) On September 06, 2011 at 3:35 PM, portefeuille (99.60) wrote:

buy (to cover) 2000 SPY, limit 115.99 USD.

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#67) On September 06, 2011 at 3:37 PM, portefeuille (99.60) wrote:

bought (to cover) 2000 SPY 115.91 USD.

currently -48000 SPY shares in the fund with break-even of around 119.69 EUR.

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#68) On September 06, 2011 at 4:02 PM, portefeuille (99.60) wrote:

sell short (to open) 1000 SPY, limit 116.25 USD.

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#69) On September 06, 2011 at 4:06 PM, portefeuille (99.60) wrote:

sell short (to open) 1000 SPY, limit 116.25 USD.

sell short (to open) 1000 SPY, limit 116.25 USD in extended or regular trading.

 

sold short (to open) 1000 SPY 117.01 USD.

currently -49000 SPY shares in the fund with break-even of around 119.63 EUR.

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#70) On September 06, 2011 at 4:21 PM, portefeuille (99.60) wrote:

sell short (to open) 3000 SPY, limit 116.97 USD in extended or regular trading.

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#71) On September 06, 2011 at 4:25 PM, portefeuille (99.60) wrote:

sold short (to open) 3000 SPY 116.99 USD.

currently -52000 SPY shares in the fund with break-even of around 119.48 EUR.

 

--------------------

#110) On September 02, 2011 at 4:58 AM, portefeuille (99.87) wrote:

...

currently -52000 SPY shares in the fund with break-even of around 119.38 USD.

--------------------

(from here)

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#72) On September 06, 2011 at 4:50 PM, portefeuille (99.60) wrote:

sell short (to open) 3000 SPY, limit 116.97 USD in extended or regular trading.

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#73) On September 06, 2011 at 4:57 PM, portefeuille (99.60) wrote:

sold short (to open) 3000 SPY 117.24 USD.

currently -55000 SPY shares in the fund with break-even of around 119.36 EUR.

 

--------------------

#33) On August 31, 2011 at 8:25 AM, portefeuille (99.87) wrote:

...

currently -55000 SPY shares in the fund with break-even of around 119.43 USD.

--------------------

(from here)

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#74) On September 06, 2011 at 5:05 PM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

August 23, 2011: -0.41%.
August 31, 2011: 7.62%.
September 1, 2011: 4.34%.
September 2, 2011: 1.58%.
September 5, 2011: -0.52%.
September 6, 2011: -2.18%.

 

hedges.

-6000 IWM.
-55000 SPY.
-19500 VMW.
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

cash: -$1.87 million.

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#75) On September 06, 2011 at 5:10 PM, portefeuille (99.60) wrote:

hedges.

-6000 IWM.
-55000 SPY.
-19500 VMW.
600 EMC $18 October 2011 put options (EMC111022P00018000).
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

hedges of hedges.

400 SPY $145 December 2011 call options (SPY111217C00145000).
30 VMW $115 January 2012 call options (VMW120121C00115000).

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#76) On September 06, 2011 at 5:15 PM, portefeuille (99.60) wrote:

buy 350 SPY $90 December 2011 put options (SPY111217P00090000), limit 1.70 USD.

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#77) On September 06, 2011 at 5:24 PM, portefeuille (99.60) wrote:

buy 14500 PBTH, limit 4.50 USD.

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#78) On September 06, 2011 at 6:12 PM, portefeuille (99.60) wrote:

"top5 long positions" (number of shares, ticker, current value, current share price, break-even).


179000, EMC, 3832390.00 USD, 21.41 USD, 22.66 USD.

910000, DSCO, 1892800.00 USD, 2.08 USD, 2.48 USD.

38500, ATPG, 464310.00 USD, 12.06 USD, 9.05 USD.

800, AAPL, 303792 USD, 379.74 USD, 349.76 USD.

6250, NTAP, 220437.50 USD, 35.27 USD, 38.76 USD.

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#79) On September 06, 2011 at 6:49 PM, portefeuille (99.60) wrote:

buy 800 EIDO, limit 34.00 USD.

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#80) On September 07, 2011 at 12:57 AM, BlackSwanCapital (62.80) wrote:

I think you could address this better:

http://caps.fool.com/Blogs/ms-in-physics/639001#commentsForm

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#81) On September 07, 2011 at 5:39 AM, portefeuille (99.60) wrote:

sell short (to open) 1000 SPY, limit 118.40 USD in extended or regular trading.

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#82) On September 07, 2011 at 5:58 AM, portefeuille (99.60) wrote:

buy 2500 YHOO, limit 14.00 USD in extended or regular trading.

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#83) On September 07, 2011 at 6:26 AM, portefeuille (99.60) wrote:

bought 2500 YHOO 13.85 USD.

currently 4000 YHOO shares in the fund with break-even of around 13.46 USD.

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#84) On September 07, 2011 at 7:51 AM, portefeuille (99.60) wrote:

sold short (to open) 1000 SPY 118.40 USD.

currently -56000 SPY shares in the fund with break-even of around 119.34 USD.

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#85) On September 07, 2011 at 8:32 AM, portefeuille (99.60) wrote:

buy 2000 YHOO, limit 13.75 USD in extended or regular trading.

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#86) On September 07, 2011 at 8:33 AM, portefeuille (99.60) wrote:

bought 2000 YHOO 13.72 USD.

currently 6000 YHOO shares in the fund with break-even of around 13.55 USD.

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#87) On September 07, 2011 at 8:51 AM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

August 23, 2011: -0.41%.
August 31, 2011: 7.62%.
September 1, 2011: 4.34%.
September 2, 2011: 1.58%.
September 5, 2011: -0.52%.
September 6, 2011: -2.18%.
September 7, 2011: -0.27%.

 

hedges.

-6000 IWM.
-56000 SPY.
400 SPY $145 December 2011 call options (SPY111217C00145000).
-19500 VMW.
30 VMW $115 January 2012 call options (VMW120121C00115000).
600 EMC $18 October 2011 put options (EMC111022P00018000).
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

cash: -$1.81 million.

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#88) On September 07, 2011 at 9:30 AM, portefeuille (99.60) wrote:

sell short (to open) 1000 SPY, limit 118.60 USD.

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#89) On September 07, 2011 at 9:36 AM, portefeuille (99.60) wrote:

sold short (to open) 1000 SPY 118.72 USD.

currently -57000 SPY shares in the fund with break-even of around 119.33 USD.

sell 2000 YHOO, limit 13.99 USD.

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#90) On September 07, 2011 at 9:41 AM, portefeuille (99.60) wrote:

bought 350 SPY $90 December 2011 put options (SPY111217P00090000) 1.30 USD,
bought 14500 PBTH 4.50 USD,
bought 800 EIDO 32.90 USD.

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#91) On September 07, 2011 at 9:56 AM, portefeuille (99.60) wrote:

bought 350 SPY $90 December 2011 put options (SPY111217P00090000) 1.30 USD

bought 350 SPY $90 December 2011 put options (SPY111217P00090000) 1.36 USD

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#92) On September 07, 2011 at 10:02 AM, portefeuille (99.60) wrote:

sell 14000 EMC, limit 21.87 USD.

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#93) On September 07, 2011 at 10:13 AM, portefeuille (99.60) wrote:

sold 14000 EMC 21.87 USD.

currently 165000 EMC shares in the fund with break-even of around 22.72 USD.

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#94) On September 07, 2011 at 10:21 AM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

August 23, 2011: -0.41%.
August 31, 2011: 7.62%.
September 1, 2011: 4.34%.
September 2, 2011: 1.58%.
September 5, 2011: -0.52%.
September 6, 2011: -2.18%.
September 7, 2011: 2.51%.

 

hedges.

-6000 IWM.
-57000 SPY.
400 SPY $145 December 2011 call options (SPY111217C00145000).
-19500 VMW.
30 VMW $115 January 2012 call options (VMW120121C00115000).
600 EMC $18 October 2011 put options (EMC111022P00018000).
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
350 SPY $90 December 2011 put options (SPY111217P00090000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

cash: -$1.52 million.

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#95) On September 07, 2011 at 10:27 AM, portefeuille (99.60) wrote:

sell 160000 DSCO, limit 2.16 USD.

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#96) On September 07, 2011 at 10:30 AM, portefeuille (99.60) wrote:

currently 750000 DSCO shares in the fund with break-even of around 2.55 USD.

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#97) On September 07, 2011 at 10:39 AM, portefeuille (99.60) wrote:

sell 800 CORT, limit 3.02 USD.

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#98) On September 07, 2011 at 10:53 AM, portefeuille (99.60) wrote:

sell 7000 YHOO, limit 13.32 USD.

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#99) On September 07, 2011 at 10:53 AM, portefeuille (99.60) wrote:

sell 7000 YHOO, limit 13.32 USD.

buy 7000 YHOO, limit 13.32 USD.

 

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#100) On September 07, 2011 at 10:55 AM, portefeuille (99.60) wrote:

bought 7000 YHOO 13.32 USD.

currently 13000 YHOO shares in the fund with break-even of around 13.43 USD.

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#101) On September 07, 2011 at 10:57 AM, portefeuille (99.60) wrote:

sell 25000 DSCO, limit 2.19 USD.

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#102) On September 07, 2011 at 11:00 AM, portefeuille (99.60) wrote:

sold 25000 DSCO 2.20 USD.

 

currently 750000 DSCO shares in the fund with break-even of around 2.55 USD.

sold 160000 DSCO 2.17 USD.

currently 750000 DSCO shares in the fund with break-even of around 2.55 USD.

 

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#103) On September 07, 2011 at 3:10 PM, portefeuille (99.60) wrote:

sell 15000 DSCO, limit 2.23 USD.

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#104) On September 07, 2011 at 3:25 PM, portefeuille (99.60) wrote:

sold 800 CORT 3.02 USD,
sold 15000 DSCO 2.24 USD.

currently 1200/710000 CORT/DSCO shares in the fund with break-even of around 2.37/2.57 USD.

 

sell 250 LGND, limit 15.70 USD.

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#105) On September 07, 2011 at 3:29 PM, portefeuille (99.60) wrote:

sold 250 LGND 15.72 USD.

currently 600 LGND shares in the fund with break-even of around -25.24 USD.

sell 2500 YHOO, limit 13.53 USD.

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#106) On September 07, 2011 at 3:34 PM, portefeuille (99.60) wrote:

sold 2500 YHOO 13.54 USD.

currently 10500 YHOO shares in the fund with break-even of around 13.40 USD.

sell 500 EMC, limit 22.12 USD.

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#107) On September 07, 2011 at 3:38 PM, portefeuille (99.60) wrote:

sold 500 EMC 22.12 USD.

currently 164500 EMC shares in the fund with break-even of around 22.73 USD.

sell short (to open) 1500 VMW, limit 91.45 USD.

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#108) On September 07, 2011 at 3:46 PM, portefeuille (99.60) wrote:

sold short (to open) 1500 VMW 91.54 USD.

currently -21000 VMW shares in the fund with break-even of around 94.40 USD.

sell 300 RIGL, limit 7.72 USD.

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#109) On September 07, 2011 at 3:51 PM, portefeuille (99.60) wrote:

sold 300 RIGL 7.74 USD.

currently -21000 VMW shares in the fund with break-even of around 5.29 USD.

sell 1000 DYAX, limit 1.58 USD.

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#110) On September 07, 2011 at 3:53 PM, portefeuille (99.60) wrote:

sold 1000 DYAX 1.60 USD.

currently 1500 DYAX shares in the fund with break-even of around 1.07 USD.

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#111) On September 07, 2011 at 4:06 PM, portefeuille (99.60) wrote:

currently -21000 VMW shares in the fund with break-even of around 5.29 USD.

currently 1200 RIGL shares in the fund with break-even of around 5.29 USD.

 

performance (periods starting on March 8, 2010).

June 21, 2010: -6.77%.
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
March 18, 2011: 18.74%.

July 23, 2011: 60.04%.

September 6, 2011: -2.18%.
September 7, 2011: 5.44%.

 

hedges.

-6000 IWM.
-57000 SPY.
400 SPY $145 December 2011 call options (SPY111217C00145000).
-21000 VMW.
30 VMW $115 January 2012 call options (VMW120121C00115000).
600 EMC $18 October 2011 put options (EMC111022P00018000).
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
350 SPY $90 December 2011 put options (SPY111217P00090000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

cash: -$0.99 million.

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#112) On September 07, 2011 at 4:12 PM, portefeuille (99.60) wrote:

sell short (to open) 4000 SPY, limit 120.31 USD in extended or regular trading.

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#113) On September 07, 2011 at 4:16 PM, portefeuille (99.60) wrote:

sold short (to open) 4000 SPY 120.32 USD.

currently -61000 SPY shares in the fund with break-even of around 119.40 USD.

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#114) On September 07, 2011 at 4:17 PM, portefeuille (99.60) wrote:

sell short (to open) 5000 SPY, limit 120.41 USD in extended or regular trading.

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#115) On September 07, 2011 at 4:19 PM, portefeuille (99.60) wrote:

sold short (to open) 5000 SPY 120.43 USD.

currently -66000 SPY shares in the fund with break-even of around 119.47 USD.

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#116) On September 07, 2011 at 4:24 PM, portefeuille (99.60) wrote:

buy 250 SPY $135 December 2011 call options (SPY111217C00135000), limit 1.05 USD.

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#117) On September 07, 2011 at 4:41 PM, portefeuille (99.60) wrote:

buy 300 QQQ, limit 54.75 USD in extended or regular trading.

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#118) On September 07, 2011 at 4:43 PM, portefeuille (99.60) wrote:

bought 300 QQQ 54.70 USD.

currently 1800 QQQ shares in the fund with break-even of around 59.47 USD.

http://portfolios.morningstar.com/fund/holdings?t=qqq

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#119) On September 07, 2011 at 4:46 PM, portefeuille (99.60) wrote:

sell short (to open) 1000 SPY, limit 120.50 USD in extended or regular trading.

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#120) On September 07, 2011 at 4:54 PM, portefeuille (99.60) wrote:

sold short (to open) 1000 SPY 120.52 USD.

 

hedges.

-6000 IWM.
-67000 SPY.
400 SPY $145 December 2011 call options (SPY111217C00145000).
-21000 VMW.
30 VMW $115 January 2012 call options (VMW120121C00115000).
600 EMC $18 October 2011 put options (EMC111022P00018000).
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
350 SPY $90 December 2011 put options (SPY111217P00090000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

cash: $0.12 million.

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#121) On September 07, 2011 at 4:54 PM, portefeuille (99.60) wrote:

cash: $0.12 million.

cash: $0.2 million.

 

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#122) On September 07, 2011 at 6:41 PM, portefeuille (99.60) wrote:

buy (to cover) 4000 SPY, limit 120.31 USD in extended or regular trading.

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#123) On September 07, 2011 at 9:21 PM, CCharing (91.49) wrote:

Hey Porte,

I was wondering what your outlook was for global equity markets - I noticed you greatly increased the amount of short/hedge positions in the fund very suddenly.  Could you explain how this correlates with your expectations going forward?

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#124) On September 07, 2011 at 10:02 PM, portefeuille (99.60) wrote:

#123 The fund has also increased its long positions (equities and call options). The hedges are to reduce the risk of getting wiped out overnight. I do not have an opinion on "the market" currently.

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#125) On September 07, 2011 at 10:06 PM, portefeuille (99.60) wrote:

The hedges are to reduce the risk of getting wiped out overnight.

The short positions are also used to "finance" long positions, obviously ...

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#126) On September 07, 2011 at 10:23 PM, portefeuille (99.60) wrote:

buy 2150 YMI, limit 2.50 USD.

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#127) On September 07, 2011 at 11:30 PM, portefeuille (99.60) wrote:

buy (to cover) 4000 SPY, limit 120.31 USD in extended or regular trading.

cancel that order.

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#128) On September 08, 2011 at 1:19 AM, portefeuille (99.60) wrote:

buy 200 ARIA, limit 10.50 USD.

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#129) On September 08, 2011 at 1:52 AM, portefeuille (99.60) wrote:

buy 90 ALXN, limit 65.00 USD,
buy 165 AMGN, limit 58.00 USD,
buy 90 BIIB, limit 100.00 USD,
buy 3500 EWJ, limit 10.00 USD,
buy 350 GILD, limit 45.00 USD,
sell 8000 PBTH, limit 4.68 USD,
buy 1700 TAN, limit 5.50 USD,
buy 280 TRGT, limit 18.00 USD,
buy 70 TUR, limit 50.00 USD,
buy 190 VRTX, limit 50.00 USD,
buy 100 VRUS, limit 75.00 USD.

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#130) On September 08, 2011 at 2:01 AM, portefeuille (99.60) wrote:

buy 1550 TSPT, limit 3.20 USD.

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#131) On September 08, 2011 at 3:42 AM, CCharing (91.49) wrote:

#125

That makes sense, I figure I would ask because I don't remember ever seeing a positive cash balance!

Thanks porte

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#132) On September 08, 2011 at 4:07 AM, portefeuille (99.60) wrote:

buy (to cover) 2500 SPY, limit 119.95 USD in extended or regular trading.

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#133) On September 08, 2011 at 4:15 AM, portefeuille (99.60) wrote:

bought (to cover) 2500 SPY 119.95 USD.

currently -64500 SPY shares in the fund with break-even of around 119.47 USD.

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#134) On September 08, 2011 at 4:55 AM, portefeuille (99.60) wrote:

sell short (to open) 1500 SPY, limit 120.30 USD in extended or regular trading.

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#135) On September 08, 2011 at 5:01 AM, portefeuille (99.60) wrote:

sold short (to open) 1500 SPY 120.38 USD.

currently -66000 SPY shares in the fund with break-even of around 119.49 USD.

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#136) On September 08, 2011 at 5:11 AM, portefeuille (99.60) wrote:

sell short (to open) 3000 SPY, limit 120.65 USD in extended or regular trading.

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#137) On September 08, 2011 at 5:47 AM, portefeuille (99.60) wrote:

sold short (to open) 3000 SPY 120.65 USD.

currently -69000 SPY shares in the fund with break-even of around 119.54 USD.

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#138) On September 08, 2011 at 6:45 AM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

April 15, 2010: 12.9%
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
September 6, 2011: -2.18%.
September 8, 2011: 5.57%.

 

hedges.

-6000 IWM.
-67000 SPY.
400 SPY $145 December 2011 call options (SPY111217C00145000).
-21000 VMW.
30 VMW $115 January 2012 call options (VMW120121C00115000).
600 EMC $18 October 2011 put options (EMC111022P00018000).
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
350 SPY $90 December 2011 put options (SPY111217P00090000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

cash: $0.44 million.

 

sell 700 SSL:CN 0.60 USD April 2014 call warrants (SSL.WT), limit 0.70 CAD.

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#139) On September 08, 2011 at 6:48 AM, portefeuille (99.60) wrote:

buy (to cover) 2000 SPY, limit 120.25 USD in extended or regular trading.

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#140) On September 08, 2011 at 8:44 AM, portefeuille (99.60) wrote:

buy (to cover) 2000 SPY, limit 119.30 USD in extended or regular trading.

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#141) On September 08, 2011 at 8:49 AM, portefeuille (99.60) wrote:

bought (to cover) 2000 SPY 120.25 USD,
bought (to cover) 2000 SPY 119.29 USD.

currently -65000 SPY shares in the fund with break-even of around 119.53 USD.

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#142) On September 08, 2011 at 8:55 AM, portefeuille (99.60) wrote:

sell short (to open) 2000 SPY, limit 119.47 USD in extended or regular trading.

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#143) On September 08, 2011 at 8:56 AM, portefeuille (99.60) wrote:

sold short (to open) 2000 SPY 119.50 USD.

currently -67000 SPY shares in the fund with break-even of around 119.53 USD.

buy (to cover) 2000 SPY, limit 119.32 USD in extended or regular trading.

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#144) On September 08, 2011 at 9:25 AM, portefeuille (99.60) wrote:

sell short (to open) 2000 SPY, limit 120.38 USD in extended or regular trading.

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#145) On September 08, 2011 at 9:41 AM, portefeuille (99.60) wrote:

bought 2150 YMI 1.92 USD,
bought 200 ARIA 9.89 USD,
bought 90 ALXN 59.42 USD,
bought 165 AMGN 55.20 USD,
bought 90 BIIB 92.18 USD,
bought 3500 EWJ 9.50 USD,
bought 350 GILD 39.41 USD,
bought 1700 TAN 4.90 USD,
bought 280 TRGT 16.26 USD,
bought 70 TUR 48.19 USD,
bought 190 VRTX 46.43 USD,
bought 100 VRUS 71.68 USD,
bought 1550 TSPT 2.87 USD.

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#146) On September 08, 2011 at 9:42 AM, portefeuille (99.60) wrote:

sell 15000 DSCO, limit 2.35 USD.

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#147) On September 08, 2011 at 9:46 AM, portefeuille (99.60) wrote:

sold 15000 DSCO 2.38 USD.

currently 695000 DSCO shares in the fund with break-even of around 2.57 USD.

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#148) On September 08, 2011 at 9:48 AM, portefeuille (99.60) wrote:

sell 15000 DSCO, limit 2.41 USD.

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#149) On September 08, 2011 at 9:49 AM, portefeuille (99.60) wrote:

sold 15000 DSCO 2.41 USD.

currently 680000 DSCO shares in the fund with break-even of around 2.58 USD.

sell 10000 DSCO, limit 2.46 USD.

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#150) On September 08, 2011 at 9:57 AM, portefeuille (99.60) wrote:

buy 3000 ORCL, limit 27.00 USD.

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#151) On September 08, 2011 at 10:03 AM, portefeuille (99.60) wrote:

bought 3000 ORCL 26.82 USD.

currently 4500 ORCL shares in the fund with break-even of around 26.06 USD.

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#152) On September 08, 2011 at 10:20 AM, portefeuille (99.60) wrote:

sell 700 CSCO, limit 16.15 USD.

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#153) On September 08, 2011 at 10:23 AM, portefeuille (99.60) wrote:

sold 700 CSCO 16.19 USD.

currently 6100 CSCO shares in the fund with break-even of around 20.64 USD.

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#154) On September 08, 2011 at 10:32 AM, portefeuille (99.60) wrote:

U.S. Stocks in Bear Market, Steven Leuthold Says

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#155) On September 08, 2011 at 10:37 AM, portefeuille (99.60) wrote:

sold short (to open) 2000 SPY 119.50 USD.

currently -69000 SPY shares in the fund with break-even of around 119.55 USD.

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#156) On September 08, 2011 at 10:39 AM, portefeuille (99.60) wrote:

sold short (to open) 2000 SPY 119.50 USD.

currently -69000 SPY shares in the fund with break-even of around 119.55 USD.

sold short (to open) 2000 SPY 120.38 USD.

currently -69000 SPY shares in the fund with break-even of around 119.55 USD.

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#157) On September 08, 2011 at 10:48 AM, portefeuille (99.60) wrote:

sell 2600 ORCL, limit 27.03 USD.

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#158) On September 08, 2011 at 10:49 AM, portefeuille (99.60) wrote:

sold 2600 ORCL 27.04 USD.

currently 1900 ORCL shares in the fund with break-even of around 24.71 USD.

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#159) On September 08, 2011 at 10:57 AM, portefeuille (99.60) wrote:

sold 700 SSL:CN 0.60 USD April 2014 call warrants (SSL.WT) 0.88 USD (0.87 CAD * 1.0148 USD/CAD).

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#160) On September 08, 2011 at 11:35 AM, portefeuille (99.60) wrote:

buy 10000 DSCO, limit 2.36 USD.

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#161) On September 08, 2011 at 11:39 AM, portefeuille (99.60) wrote:

bought 10000 DSCO 2.34 USD.

currently 690000 DSCO shares in the fund with break-even of around 2.57 USD.

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#162) On September 08, 2011 at 11:59 AM, portefeuille (99.60) wrote:

buy (to cover) 2000 SPY, limit 119.32 USD in extended or regular trading.

change that to

buy (to cover) 1000 SPY, limit 120.03 USD in extended or regular trading.

 

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#163) On September 08, 2011 at 12:01 PM, portefeuille (99.60) wrote:

bought (to cover) 1000 SPY 119.94 USD.

currently -68000 SPY shares in the fund with break-even of around 119.55 USD.

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#164) On September 08, 2011 at 12:13 PM, portefeuille (99.60) wrote:

bought 250 SPY $135 December 2011 call options (SPY111217C00135000) 0.80 USD.

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#165) On September 08, 2011 at 12:37 PM, portefeuille (99.60) wrote:

sell 2000 YHOO, limit 13.99 USD.

change that to

sell 2000 YHOO, limit 13.96 USD.

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#166) On September 08, 2011 at 12:38 PM, portefeuille (99.60) wrote:

sold 2000 YHOO 13.99 USD.

currently 8500 YHOO shares in the fund with break-even of around 13.26 USD.

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#167) On September 08, 2011 at 12:48 PM, portefeuille (99.60) wrote:

sell 2000 YHOO, limit 13.96 USD.

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#168) On September 08, 2011 at 12:49 PM, portefeuille (99.60) wrote:

sold 2000 YHOO 14.14 USD.

currently 6500 YHOO shares in the fund with break-even of around 12.99 USD.

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#169) On September 08, 2011 at 1:07 PM, portefeuille (99.60) wrote:

performance (periods starting on March 8, 2010).

April 15, 2010: 12.9%
July 02, 2010: -26.7%.
January 6, 2011: 70.76%.
September 6, 2011: -2.18%.
September 8, 2011: 5.72%.

 

hedges.

-6000 IWM.
-68000 SPY.
250 SPY $135 December 2011 call options (SPY111217C00135000).
400 SPY $145 December 2011 call options (SPY111217C00145000).
-21000 VMW.
30 VMW $115 January 2012 call options (VMW120121C00115000).
600 EMC $18 October 2011 put options (EMC111022P00018000).
100 IWM $70 September 2011 put options (IWM110917P00070000).
40 IWM $60 December 2011 put options (IWM111217P00060000).
120 SPY $105 September 2011 put options (SPY110917P00105000).
230 SPY $110 September 2011 put options (SPY110917P00110000).
80 SPY $120 September 2011 put options (SPY110917P00120000).
70 SPY $100 October 2011 put options (SPY111022P00100000).
350 SPY $90 December 2011 put options (SPY111217P00090000).
180 SPY $100 December 2011 put options (SPY111217P00100000).

 

cash: $0.3 million.

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#170) On September 08, 2011 at 1:11 PM, portefeuille (99.60) wrote:

continued here.

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