Tag Archives: SCZ

Updates

Here are the new positions for the hedge fund portfolio: short: 252 IJR, 428 SCZ, 135 SPY, 1162 VNQ, 385 VWO. Note that I did not renew the subscription for the small portfolio, as I mentioned would be the case … Continue reading

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Changes to the hedge fund portfolio

Here is the new composition of the large portfolio: Symbol Asset Class Weighting DBA Commodity 3/120 DBC Commodity 17/120 GLD Currency 1/18 UUP Currency 1/9 SCZ International Equity 1/12 VWO International Equity 1/12 VNQ Real Estate 1/6 IJR US Equity … Continue reading

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Selecting asset class components – International equities

Selecting components for the sixth and final asset class, international (non-US) equities, was straightforward. There are a number of international equity ETFs. I chose an equal weighting of VWO and SCZ. The stated goal of VWO is: “Vanguard Emerging Markets … Continue reading

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