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Friday
May262006

Lightening Up on Closed-End Bond Funds. Buying FORD MOTOR CAP TR II.

I am using the recent rally in bonds as a chance to sell off some of my closed-end bond funds.   I think I'll have the chance to buy them again after the yield curve steepens again.

I also bought some Ford Convertible Preferred (F-PS) at 29.42.  It trades with a current yield of 11.4% and at a 41% discount to par of $50/share.  (think all the good news/rumors out about GM will spill over onto Ford soon.


Other interesting positions:
I'm staying long Natural Gas Futures
Covered the rest of the long British Pound /short EURO (GBP/EUR) position a couple days ago.  I still like the carry (GBP pays high rates than EUR) but it had moved to my target of 0.6800.

Disclosure I own F-PS.  I also own Ford Common Stock (F), Ford 2007 puts struck at 7.5 and Ford 2008 puts struck at 7.5 on double the amount of the stock I own.  I like this form of hedging my bond position in Ford.  I own several closed end bond funds but have sold about half of my original positions in the last three weeks.

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