1. Ciencia

Portfolio - Asset Allocation - 2014 12 22
#
TIPO DE ACTIVO
1.10
2.22
3.10
4.10
5.10
6.10
7.10
Acciones Americanas
Acciones Extranjeras
Bienes Raices (USA)
Materias Primas
Oro
Bonos
Dolar
Total Activos Invertidos
Cash (1-3 Month T-Bill)
Total Macro Portfolio
SIMBOLO XXX CP XX LP XXX
AA% X RSI RSI RSI RSI RSI RSI RSI RSI
MACROS (Basics)
6.11
1.10
1.15
2.21
2.22
3.10
3.20
4.10
5.10
6.10
6.12
6.14
6.16
6.20
6.23
7.10
6.11
MACROS (Extended)
Acciones Americanas (Aggragate)
Acciones Americanas (Small Cap Value)
Acciones Extranjeras (Desarrollados)
Acciones Extranjeras (Emergentes)
Bienes Raices (USA)
Bienes Raices (NO- USA)
Materias Primas
Metales Preciosos (Oro)
Bonos (Aggregate)
Bonos (TIPS)
Bonos (High Yield US)
20+ Year Treas Bond
Bonos (High Yield NO - US)
Bonos (Deuda Soberana)
Monedas (Dolar)
Total Activos Invertidos
Cash (1-3 Month T-Bill)
Total Macro (Extended) Portfolio
VTI
VWO
PSR
UCI
GLD
BND
UUP
BIL
VTI
IWN
VEA
VWO
PSR
VNQI
UCI
GLD
BND
TIP
HYLD
TLT
HYXU
PCY
UUP
BIL
15%
15%
15%
5%
5%
20%
5%
80%
20%
100%
100 99 99 99 99 99 99 99
87 85 88 92 90 87 90 89
115 114 110 110 108 106 106 102
72 74 75 79 80 80 81 83
88 86 84 85 84 80 77 81
91 90 89 89 89 89 89 90
97 96 95 93 94 94 94 94
15%
3%
3%
10%
5%
3%
3%
3%
5%
3%
3%
5%
3%
5%
10%
79%
21%
100%
100 99 99 99 99 99 99 99
90 90 89 90 90 93 92 92
84 84 85 85 84 84 84 85
87 85 88 92 90 87 90 89
115 114 110 110 108 106 106 102
91 88 88 88 87 85 85 85
72 74 75 79 80 80 81 83
88 86 84 85 84 80 77 81
91 90 89 89 89 89 89 90
90 89 89 89 88 88 89 89
71 70 75 78 80 80 79 81
106 106 103 102 101 99 100 100
92
97
91
96
94
95
94
93
93
94
93
94
93
94
93
94
INFLATION
1.00
1.10
1.11
1.12
1.13
1.14
1.15
1.16
Acciones Americanas
Total Stock Market
SPDR S&P 500
Guggenheim S&P 500 Equal Weight
S&P 500 Pure Value
Dynamic Market
R 2000 Small Cap Value
Small Cap Dynamic
VTI
SPY
RSP
RPV
PWC
IWN
DWAS
1.20
1.22
1.23
1.24
1.25
1.26
1.27
1.28
1.29
1.30
1.31
1.32
1.33
1.34
1.35
Ciclo Economico (Sectores)
Discretionary (Consumer)
Energy
Financial
Health Care
Homebuilders
Industrial
Materials
Real Estate
Retail
Staples (Staples)
Technology
Telecom
Transportation
Utilities
XLY
XLE
XLF
XLV
XHB
XLI
XLB
RWR
XRT
XLP
XLK
XTL
XTN
XLU
95
80
101
113
90
98
95
114
96
102
105
94
116
111
1.40
1.41
1.42
1.43
1.44
1.45
Specialties
Energy Fracking Oil & Gas
Biotech
Global Robotics & Automation
Information Technology
Solar
FRAK
XBI
ROBO
VGT
TAN
70 64 71 79 82 80 80 77
129 131 122 120 119 126 122 127
85 87 89 89 90 89 89 90
105 106 107 108 108 107 106 106
86 88 88 85 84 76
Total Acciones Americanas
100 99 99 99 99 99 99 99
100 100 100 100 100 100 100 100
101 101 99 99 99 99 99 99
99 98 99 99 99 100 100 101
96 97 96 96 97 97 98 97
90 90 89 90 90 93 92 92
86 86 85 87 87 89 88 89
0%
95
77
102
114
92
98
96
113
94
101
105
95
116
108
96
82
100
111
92
99
98
109
94
98
105
94
117
106
94
86
99
109
92
99
99
110
92
99
106
96
114
104
95
88
98
108
93
99
99
107
93
98
107
95
114
104
94 98 97
86 87 87
100 98 97
110 98 97
91
99 99 99
97
106
92
98
106 105 105
95
116
101
Portfolio - Asset Allocation - 2014 12 22
#
TIPO DE ACTIVO
SIMBOLO XXX CP XX LP XXX
AA% X RSI RSI RSI RSI RSI RSI RSI RSI
2.00
2.10
2.11
Acciones Globales
MSCI ACWI Index (WORLD)
Private Equities
ACWI
PSP
92
84
92
80
93
80
93
81
93
82
92
81
92
80
2.20
2.21
2.22
2.23
2.24
Acciones Extranjeras
Vngrd Dvlpd Mrkts
Vngrd Emrgng Mrkts
MSCI Frontier
MSCI Europe
VEA
VWO
FM
VGK
84
87
77
83
84
85
87
84
85
88
90
85
85
92
93
85
84
90
93
84
84
87
95
83
84 85
90 89
94 101
83 84
2.30
2.31
2.32
2.33
2.34
2.35
2.36
2.37
2.38
2.39
2.40
Tendencias
China
Japan (Hedged)
Mexico
Brazil
India
Russia
Turkey
Egypt
Thailand
Greece
PGJ
DXJ
EWW
EWZ
EPI
RSX
TUR
EGPT
THD
GREK
Total Acciones Extranjeras
3.00
3.10
3.11
3.20
Bienes Raices
U.S. Real Estate
S&P Homebuilders
Vngrd Glbl exUS RE
Materias Primas
CMCI
DJ-UBS Copper
Metals
US Oil
Agriculture
US Gas
Timber
PSR
XHB
VNQI
Metales Preciosos
Gold Shares
Gold Miners
115 114 110 110 108 106 106 102
90 92 92 92 93 91 92 89
91 88 88 88 87 85 85 85
0%
UCI
JJC
JJM
USO
UAG
UNG
CUT
Total Materias Primas
5.00
5.10
5.20
84 86 88 92 94 92 95 93
97 99 99 95 96 97 99 94
78 75 79 87 89 88 94 92
72 72 75 83 76 71 75 76
113 116 116 122 125 121 126 118
47 51 58 65 65 62 63 67
98 87 92 91 86 84 85 85
94 100 108 114 111 113 113 110
102 97 100 102 101 93 94 95
61 55 66 64 65 61 64 64
0%
Total Bienes Raices
4.00
4.10
4.21
4.22
4.23
4.24
4.25
4.26
93
80
72
75
84
52
81
75
85
74
76
86
57
79
79
86
75
77
88
63
76
78
86
79 80 80 81 83
80 81 82 80 82
91 91 90 88 89
72 75 74 75 80
78 79 79 77 79
99 110 102 114 104
85 85 85 84 84
88
82
86
78
84
79
85
84
84
78
80
67
77
62
81
65
91
90
89
89
89
89
89
90
0%
GLD
GDX
Total Metales Preciosos
0%
TOTAL INFLATION
0%
DEFLATION
6.00
6.10
6.11
6.12
6.13
6.14
6.15
6.16
6.20
6.21
6.22
6.23
Renta - Bonos
Vanguard Total Bond Market
1-3 Month T-Bill
TIPS Bond
Invest Grade Corp Bond
High Yield Bond
Mortgage Backed Bond
20+ Year Treas Bond
Gbl exUS HghYld Corp Bd
Frgn Invstmnt Grd Corp Bnd
Intl Treas Bond
Emerging Sovereign Debt
6.40
6.41
Renta - Dividendos
High Dividend Yield
BND
BIL
TIP
PFIG
HYLD
MBG
TLT
HYXU
PICB
BWX
PCY
VYM
90 89 89 89 88
90 90 89 89 89
71 70 75 78 80
92 91 90 90 90
106 106 103 102 101
88 89 89
89 89 90
80 79 81
90 90 91
99 100 100
86
86
92
86
85
91
85
84
94
85
85
94
86
85
93
86
85
93
85
84
93
87
87
93
99
99
99
99
99
99
98
98
Portfolio - Asset Allocation - 2014 12 22
#
TIPO DE ACTIVO
6.50
6.51
Renta - Preferidas
Pref Secs ex Fincls
6.60
6.61
Renta - Bienes Raices
Residential RE
SIMBOLO XXX CP XX LP XXX
PFXF
8.00
8.10
8.11
Monedas
DB US Dollar Bullish
DB G10 Currency
97
REZ
Total Renta Fija
7.00
7.10
7.11
AA% X RSI RSI RSI RSI RSI RSI RSI RSI
UUP
DBV
TOTAL DEFLATION
0%
QAI
WDTI
TOTAL HEDGES
0%
TOTAL PORTFOLIO
0%
VARIABLES
CAPITAL APPRECIATION
RISK MANAGEMENT
INCOME GENERATION
LIQUIDITY MANAGEMENT
1.0
2.0
3.0
4.0
GOALS
FAMILY
PHILANTHROPY
CAPITAL ASSETS
LIFE STYLE
95
94
93
93
94
0%
0%
1.0
2.0
3.0
4.0
95
117 115 110 111 108 107 105 100
Total Monedas
Hedges
Hedge Multi-Strategy
Managed Futures
96
SUPPORT
EXPRESS
BUY
SPEND
97
88
96
88
95
88
93
88
94
89
94
89
94
87
94
87
90
94
90
93
90
92
90
92
90
93
90
93
90
92
91
92