Guessing you are at IB. Yes they give you very low margin rates and do nice things like share the interest from loaning your stocks with you. However they also do massive re-hypothecation meaning your portfolio is pledged as collateral to other parties multiple times over. That can result in what is happening at MF global where there are multiple claims on the same assets. In the event of some kind of financial crash somewhere (not just at your broker), you may find competing claims to your account.