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RCS Investments FactSheet March 14

RCS Investments FactSheet March 14

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Published by Rodrigo C. Serrano
When I published my outlook at the end of last year, I began a portfolio embracing the biases of the report. I published my positions on the right hand border of this blog on 12/31/13 and have updated them periodically. All history has been documented on my websites. Included in the fact sheet below is the composition of my portfolio as of this past Friday along with performance metrics against appropriate benchmarks. Macro commentary accompanies this portfolio update. Asset allocation considerations will follow soon.
When I published my outlook at the end of last year, I began a portfolio embracing the biases of the report. I published my positions on the right hand border of this blog on 12/31/13 and have updated them periodically. All history has been documented on my websites. Included in the fact sheet below is the composition of my portfolio as of this past Friday along with performance metrics against appropriate benchmarks. Macro commentary accompanies this portfolio update. Asset allocation considerations will follow soon.

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Categories:Types, Presentations
Published by: Rodrigo C. Serrano on Mar 24, 2014
Copyright:Traditional Copyright: All rights reserved

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| Rodrigo C. Serrano, CFA | SIPA | Columbia University Master of International Affairs ’14 Candidate | New York City, NY | 01-305-510-0181 | rcs2164@columbia.edu
Performance  Monthly Activity: February 22
 nd
 – March 24
 th
 , 2014
 
March 14: Covered short FXY and went long GDX
o
 
http://rationalcapitalistspeculator.tumblr.com/post/79538264432/rcs-investments-global-macro-fund-aggressive-position 
Objective
To outperform standard aggressive portfolio construction, using acute economic and political research to account for global macro developments.
Benchmarks
1.
 
70%: MSCI All Country  World Value Index; 30%: JP Morgan Global  Aggregate Bond Index
2.
 
HFRX Macro/CTA Index
 
 
As of March 24, 2014Symbol Last price Shares Avg. Execution Price Cost basis Mkt value Gain Gain % Overall Return %SPY $186.19 2035 $184.13 $374,714.55 $378,896.65 $4,182.10 1.12 1.12DTYL $67.02 2445 $64.69 $158,167.75 $163,863.90 $5,696.15 3.6 3.6IVW $100.43 487 $98.55 $47,994.11 $48,909.41 $915.30 1.91 1.91OIL $23.48 1735 $23.13 $40,129.21 $40,737.80 $608.59 1.52 0.38EZU $41.02 773 $41.39 $31,996.74 $31,708.46 ($288.28) -0.9 -0.9EEM $38.98 577 $41.62 $24,013.20 $22,491.46 ($1,521.74) -6.34 -6.34JGBS $18.75 830 $19.40 $16,101.25 $15,562.50 ($538.75) -3.35 -3.35FXE $136.26 -470 ($136.26) $64,042.20 ($64,042.20) ($66.40) -0.1 -0.1 CHIX $11.33 -4230 ($11.33) $47,925.90 ($47,925.90) $8,069.30 16.84 16.84 FXY $95.56 0 N/A $0.00 $0.00 $0.00 0 -3.46JJC $35.78 -392 ($35.78) $14,025.76 ($14,025.76) $1,558.00 11.11 11.11 FRAK $29.29 282 $28.49 $8,032.90 $8,259.78 $226.88 2.82 2.82GDX $25.53 572 $27.99 $16,008.84 $14,603.16 ($1,405.68) -8.78 -8.78417427 $417,427.23Initial Portfolio Value $1,000,000.00 $1,016,466.49 1.65%
 
Global Macro Fund; Aggressive MARCH ‘14

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