Liberty Street Advisors, Inc. Quant / Systematic

Location: New York, NY

CIK: 0001489178 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 13, 2015

Total Value: $39.49M (100.0% shares, 0.0% debt)

Holdings (39)

XPMQX PIMCO MUN INCOME FD III 5.8%

Value $2.304M Shares 199,318 Est. Cost $11.42 Unrealized —

— INVESCO TR INVT GRADE MUNS 5.4%

Value $2.123M Shares 157,841 Est. Cost $13.41 Unrealized —

XMHIX PIONEER MUN HIGH INCOME TR 5.2%

Value $2.058M Shares 141,808 Est. Cost $14.47 Unrealized —

— PIMCO MUN INCOME FD II 5.1%

Value $2.018M Shares 161,735 Est. Cost $12.32 Unrealized —

— DREYFUS STRATEGIC MUN BD FD 4.9%

Value $1.945M Shares 240,474 Est. Cost $8.05 Unrealized —

— INVESCO ADVANTAGE MUNICIPAL 4.8%

Value $1.915M Shares 163,013 Est. Cost $11.70 Unrealized —

— ALLIANCEBERNSTEIN NATL MUNI 4.5%

Value $1.784M Shares 130,336 Est. Cost $13.69 Unrealized —

— NUVEEN PERFORMANCE PLUS MUN 4.5%

Value $1.772M Shares 119,188 Est. Cost $14.83 Unrealized —

— DREYFUS STRATEGIC MUNS INC 4.3%

Value $1.705M Shares 203,224 Est. Cost $8.34 Unrealized —

— PUTNAM MANAGED MUN INCOM TR 4.1%

Value $1.612M Shares 218,105 Est. Cost $7.37 Unrealized —

XMYDX BLACKROCK MUNIYIELD FD INC 3.9%

Value $1.559M Shares 102,680 Est. Cost $15.04 Unrealized —

— BLACKROCK MUN INCOME TR 3.8%

Value $1.491M Shares 101,706 Est. Cost $14.53 Unrealized —

— EATON VANCE MUNI INCOME TRUS 3.7%

Value $1.465M Shares 105,629 Est. Cost $13.75 Unrealized —

— BLACKROCK MUNIENHANCED FD IN 3.6%

Value $1.413M Shares 121,293 Est. Cost $11.58 Unrealized —

— INVESCO MUN TR 3.0%

Value $1.18M Shares 92,218 Est. Cost $12.76 Unrealized —

— NUVEEN MUN OPPORTUNITY FD IN 2.8%

Value $1.116M Shares 76,016 Est. Cost $14.68 Unrealized —

— NUVEEN PREM INCOME MUN FD 4 2.7%

Value $1.066M Shares 79,610 Est. Cost $13.35 Unrealized —

— BLACKROCK MUNIYIELD QLTY FD 2.7%

Value $1.063M Shares 74,832 Est. Cost $14.17 Unrealized —

— MAINSTAY DEFINEDTERM MN OPP 2.6%

Value $1.044M Shares 56,208 Est. Cost $18.47 Unrealized —

— INVESCO QUALITY MUNI INC TRS 2.1%

Value $829K Shares 66,017 Est. Cost $12.54 Unrealized —

— INVESCO MUN OPPORTUNITY TR 1.8%

Value $708K Shares 54,626 Est. Cost $12.94 Unrealized —

— MFS MUN INCOME TR 1.8%

Value $699K Shares 103,577 Est. Cost $6.72 Unrealized —

— NUVEEN PREM INCOME MUN FD 2 1.8%

Value $696K Shares 49,018 Est. Cost $14.20 Unrealized —

IEF ISHARES TR 1.6%

Value $633K Shares 5,840 Est. Cost $108.39 Unrealized —

VTI VANGUARD INDEX FDS 1.4%

Value $541K Shares 5,047 Est. Cost $107.19 Unrealized —

— DEUTSCHE MUN INCOME 1.3%

Value $531K Shares 37,909 Est. Cost $13.79 Unrealized —

XBTAX BLACKROCK LONG-TERM MUNI ADV 1.3%

Value $521K Shares 45,322 Est. Cost $11.50 Unrealized —

— BLACKROCK MUNIHLDGS FD II IN 1.3%

Value $510K Shares 33,071 Est. Cost $15.42 Unrealized —

— NUVEEN QUALITY INCOME MUN FD 1.2%

Value $457K Shares 32,557 Est. Cost $14.04 Unrealized —

— UBS AG JERSEY BRH 0.9%

Value $344K Shares 11,234 Est. Cost $30.62 Unrealized —

— FEDERATED PREM MUN INC FD 0.9%

Value $342K Shares 22,825 Est. Cost $14.98 Unrealized —

SHY ISHARES TR 0.8%

Value $299K Shares 3,518 Est. Cost $84.99 Unrealized —

XMVTX BLACKROCK MUNIVEST FD II INC 0.7%

Value $288K Shares 17,763 Est. Cost $16.21 Unrealized —

XMQTX BLACKROCK MUNIY QUALITY FD I 0.7%

Value $288K Shares 21,446 Est. Cost $13.43 Unrealized —

TLT ISHARES TR 0.6%

Value $256K Shares 1,959 Est. Cost $130.68 Unrealized —

— POWERSHARES ETF TR II 0.6%

Value $251K Shares 8,253 Est. Cost $30.41 Unrealized —

— EATON VANCE MUN BD FD II 0.6%

Value $245K Shares 19,076 Est. Cost $12.84 Unrealized —

— CREDIT SUISSE NASSAU BRH 0.5%

Value $214K Shares 5,095 Est. Cost $42.00 Unrealized —

— POWERSHARES ETF TRUST 0.5%

Value $205K Shares 4,156 Est. Cost $49.33 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XPMQX	PIMCO MUN INCOME FD III	199,318	$2.304M	5.8%	$11.42	—	COM	72201A103
—	INVESCO TR INVT GRADE MUNS	157,841	$2.123M	5.4%	$13.41	—	COM	46131M106
XMHIX	PIONEER MUN HIGH INCOME TR	141,808	$2.058M	5.2%	$14.47	—	COM SHS	723763108
—	PIMCO MUN INCOME FD II	161,735	$2.018M	5.1%	$12.32	—	COM	72200W106
—	DREYFUS STRATEGIC MUN BD FD	240,474	$1.945M	4.9%	$8.05	—	COM	26202F107
—	INVESCO ADVANTAGE MUNICIPAL	163,013	$1.915M	4.8%	$11.70	—	SH BEN INT	46132E103
—	ALLIANCEBERNSTEIN NATL MUNI	130,336	$1.784M	4.5%	$13.69	—	COM	01864U106
—	NUVEEN PERFORMANCE PLUS MUN	119,188	$1.772M	4.5%	$14.83	—	COM	67062P108
—	DREYFUS STRATEGIC MUNS INC	203,224	$1.705M	4.3%	$8.34	—	COM	261932107
—	PUTNAM MANAGED MUN INCOM TR	218,105	$1.612M	4.1%	$7.37	—	COM	746823103
XMYDX	BLACKROCK MUNIYIELD FD INC	102,680	$1.559M	3.9%	$15.04	—	COM	09253W104
—	BLACKROCK MUN INCOME TR	101,706	$1.491M	3.8%	$14.53	—	SH BEN INT	09248F109
—	EATON VANCE MUNI INCOME TRUS	105,629	$1.465M	3.7%	$13.75	—	SH BEN INT	27826U108
—	BLACKROCK MUNIENHANCED FD IN	121,293	$1.413M	3.6%	$11.58	—	COM	09253Y100
—	INVESCO MUN TR	92,218	$1.18M	3.0%	$12.76	—	COM	46131J103
—	NUVEEN MUN OPPORTUNITY FD IN	76,016	$1.116M	2.8%	$14.68	—	COM	670984103
—	NUVEEN PREM INCOME MUN FD 4	79,610	$1.066M	2.7%	$13.35	—	COM	6706K4105
—	BLACKROCK MUNIYIELD QLTY FD	74,832	$1.063M	2.7%	$14.17	—	COM	09254E103
—	MAINSTAY DEFINEDTERM MN OPP	56,208	$1.044M	2.6%	$18.47	—	COM	56064K100
—	INVESCO QUALITY MUNI INC TRS	66,017	$829K	2.1%	$12.54	—	COM	46133G107
—	INVESCO MUN OPPORTUNITY TR	54,626	$708K	1.8%	$12.94	—	COM	46132C107
—	MFS MUN INCOME TR	103,577	$699K	1.8%	$6.72	—	SH BEN INT	552738106
—	NUVEEN PREM INCOME MUN FD 2	49,018	$696K	1.8%	$14.20	—	COM	67063W102
IEF	ISHARES TR	5,840	$633K	1.6%	$108.39	—	7-10 Y TR BD ETF	464287440
VTI	VANGUARD INDEX FDS	5,047	$541K	1.4%	$107.19	—	TOTAL STK MKT	922908769
—	DEUTSCHE MUN INCOME	37,909	$531K	1.3%	$13.79	—	COM	25160C106
XBTAX	BLACKROCK LONG-TERM MUNI ADV	45,322	$521K	1.3%	$11.50	—	COM	09250B103
—	BLACKROCK MUNIHLDGS FD II IN	33,071	$510K	1.3%	$15.42	—	COM	09253P109
—	NUVEEN QUALITY INCOME MUN FD	32,557	$457K	1.2%	$14.04	—	COM	670977107
—	UBS AG JERSEY BRH	11,234	$344K	0.9%	$30.62	—	CMCI GOLD ETN	902641810
—	FEDERATED PREM MUN INC FD	22,825	$342K	0.9%	$14.98	—	COM	31423P108
SHY	ISHARES TR	3,518	$299K	0.8%	$84.99	—	1-3 YR TR BD ETF	464287457
XMVTX	BLACKROCK MUNIVEST FD II INC	17,763	$288K	0.7%	$16.21	—	COM	09253T101
XMQTX	BLACKROCK MUNIY QUALITY FD I	21,446	$288K	0.7%	$13.43	—	COM	09254G108
TLT	ISHARES TR	1,959	$256K	0.6%	$130.68	—	20+ YR TR BD ETF	464287432
—	POWERSHARES ETF TR II	8,253	$251K	0.6%	$30.41	—	BUILD AMER ETF	73937B407
—	EATON VANCE MUN BD FD II	19,076	$245K	0.6%	$12.84	—	COM	27827K109
—	CREDIT SUISSE NASSAU BRH	5,095	$214K	0.5%	$42.00	—	INVRS VIX MDTERM	22542D829
—	POWERSHARES ETF TRUST	4,156	$205K	0.5%	$49.33	—	DYNA BUYBK ACH	73935X286