Saturday, June 13, 2009

Holdings for week ending 6/19/09

I am on vacation this week and haven't calculated returns for the past week. But here are next week's holdings...

The model portfolio will hold 20% of its capital in cash next week.  

Of the remaining 80% of the capital that is invested, 2/3 will be used to purchase equal positions of FUQI, CSKI, STEC, ANEN, ORN, TLEO, BWY, SXCI. The remaining 1/3 of invested capital will be used to purchase TWM.  

This weighting creates a "market-neutral" portfolio for the coming week.

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