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Re: My "Core Plus" Strategy - Feedback on the "Plus" part?
Old 10-06-2006, 10:49 AM   #3
Dryer sheet aficionado
 
Join Date: Oct 2006
Posts: 39
Brewer,
Thanks for the reply. Since you're curious, I'll post my "Core" portfolio.

Equities: 65%
a. Self-Managed Individ. Stocks (DEEP value): 20%
b. LC Domestic Index: 10%
c. International Index: 15%
d. Small Cap Value Index and Quant Managed: 20%

Absolute Return (SWHEX): 8%

Real Estate: 15%
a. Home Equity: 12%
b. REIT Index: 3%

Fixed Income: 7%
a. Treasuries, varying duration: 5%
b. Other Bond: 1%
c. Cash: 1%

Commodities: 5%
a. Physical Precious Metals: 1.5%
b. Managed Futures Fund: 3.5%

As far as my retirement date in 2040, I love what I do and do not (currently) have any interest in retiring in my 50s.

The options point is a good one, but transaction costs tend to be a bit higher than with futures. I know the risk of the futures and would be limiting myself to 2.0X leverage, so I'm not too worried about margin calls (unless the index drops > 50%).

Leveraged companies- there is no historic data that shows excess returns from companies with high levels of Debt/Equity or Debt/EBITDA, but risk is higher. Uncompensated risk seeking is not my goal.

The start-up bank point is facinating and something I'll have to think about. It is a fundamentally levereged vehicle and a good bank tends to show a 18%+ ROE. Hmmm...

As for Commercial RE, I have a trusted friend that is a CE broker. I can do the due dilligence, but I'm still not sure if a highly levered property can get the returns I'm looking for.

Thanks for the reply. Great stuff.

- M
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