Liberty Street Advisors, Inc. Quant / Systematic

CIK: 0001489178 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 8, 2016

Total Value ($000): $4,130 (100.0% shares, 0.0% debt)

Holdings (12)

VTI VANGUARD INDEX FDS 21.1%

Value ($000) $871 Shares 8,351 Est. Cost $105.73 Unrealized —

IEF ISHARES TR 15.8%

Value ($000) $654 Shares 6,197 Est. Cost $108.22 Unrealized —

SHY ISHARES TR 12.6%

Value ($000) $521 Shares 6,173 Est. Cost $84.95 Unrealized —

— UBS AG JERSEY BRH 10.7%

Value ($000) $441 Shares 16,253 Est. Cost $30.37 Unrealized —

AGG ISHARES TR 9.5%

Value ($000) $393 Shares 3,635 Est. Cost $109.00 Unrealized —

— POWERSHARES ETF TR II 6.3%

Value ($000) $262 Shares 9,046 Est. Cost $30.07 Unrealized —

— CREDIT SUISSE NASSAU BRH 5.3%

Value ($000) $220 Shares 5,315 Est. Cost $41.39 Unrealized —

BBC ETFIS SER TR I 4.9%

Value ($000) $204 Shares 7,039 Est. Cost $28.98 Unrealized —

— CLAYMORE EXCHANGE TRD FD TR 4.9%

Value ($000) $203 Shares 4,075 Est. Cost $50.07 Unrealized —

— CREDIT SUISSE NASSAU BRH 3.2%

Value ($000) $131 Shares 12,740 Est. Cost $10.28 Unrealized —

— ADVISORSHARES TR 2.8%

Value ($000) $117 Shares 10,442 Est. Cost $11.20 Unrealized —

— ADVISORSHARES TR 2.7%

Value ($000) $113 Shares 10,186 Est. Cost $11.09 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	8,351	$871	21.1%	$105.73	—	TOTAL STK MKT	922908769
IEF	ISHARES TR	6,197	$654	15.8%	$108.22	—	7-10 Y TR BD ETF	464287440
SHY	ISHARES TR	6,173	$521	12.6%	$84.95	—	1-3 YR TR BD ETF	464287457
—	UBS AG JERSEY BRH	16,253	$441	10.7%	$30.37	—	CMCI GOLD ETN	902641810
AGG	ISHARES TR	3,635	$393	9.5%	$109.00	—	CORE US AGGBD ET	464287226
—	POWERSHARES ETF TR II	9,046	$262	6.3%	$30.07	—	BUILD AMER ETF	73937B407
—	CREDIT SUISSE NASSAU BRH	5,315	$220	5.3%	$41.39	—	INVRS VIX MDTERM	22542D829
BBC	ETFIS SER TR I	7,039	$204	4.9%	$28.98	—	BIOSHS BIO CLI	26923G301
—	CLAYMORE EXCHANGE TRD FD TR	4,075	$203	4.9%	$50.07	—	GUGG ENH SHT DUR	18383M654
—	CREDIT SUISSE NASSAU BRH	12,740	$131	3.2%	$10.28	—	X LINK GOLD SHS	22542D480
—	ADVISORSHARES TR	10,442	$117	2.8%	$11.20	—	GARTMAN GLD/EU	00768Y669
—	ADVISORSHARES TR	10,186	$113	2.7%	$11.09	—	GARTMAN GD/YEN	00768Y685