J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 9, 2017

Total Value ($000): $52,684 (100.0% shares, 0.0% debt)

Holdings (25)

XLF SELECT SECTOR SPDR TR 24.8%

Value ($000) $13,041 Shares 560,884 Est. Cost $23.25 Unrealized —

IYW ISHARES TR 17.5%

Value ($000) $9,195 Shares 76,467 Est. Cost $120.25 Unrealized —

VB VANGUARD INDEX FDS 15.5%

Value ($000) $8,169 Shares 63,349 Est. Cost $128.95 Unrealized —

SDY SPDR SERIES TRUST 12.1%

Value ($000) $6,366 Shares 74,401 Est. Cost $84.18 Unrealized —

IEF ISHARES TR 11.4%

Value ($000) $6,026 Shares 57,487 Est. Cost $110.89 Unrealized —

HEDJ WISDOMTREE TR 3.5%

Value ($000) $1,866 Shares 32,506 Est. Cost $54.36 Unrealized —

HYG ISHARES TR 3.0%

Value ($000) $1,561 Shares 18,037 Est. Cost $82.92 Unrealized —

DXJ WISDOMTREE TR 2.2%

Value ($000) $1,168 Shares 23,578 Est. Cost $39.29 Unrealized —

IYH ISHARES TR 1.9%

Value ($000) $1,024 Shares 7,108 Est. Cost $144.06 Unrealized —

IJT ISHARES TR 1.7%

Value ($000) $880 Shares 5,865 Est. Cost $150.04 Unrealized —

TSLA TESLA MTRS INC 1.0%

Value ($000) $534 Shares 2,500 Est. Cost $14.96 Unrealized -12.2%

HEWJ ISHARES TR 0.8%

Value ($000) $420 Shares 15,100 Est. Cost $25.82 Unrealized —

DVY ISHARES TR 0.6%

Value ($000) $341 Shares 3,852 Est. Cost $85.50 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 0.5%

Value ($000) $271 Shares 26,850 Est. Cost $5.85 Unrealized —

GLD SPDR GOLD TRUST 0.5%

Value ($000) $264 Shares 2,408 Est. Cost $120.02 Unrealized —

SPY SPDR S&P 500 ETF TR 0.5%

Value ($000) $259 Shares 1,160 Est. Cost $212.07 Unrealized —

VOO VANGUARD INDEX FDS 0.5%

Value ($000) $257 Shares 1,252 Est. Cost $200.99 Unrealized —

INDA ISHARES TR 0.4%

Value ($000) $232 Shares 8,643 Est. Cost $28.33 Unrealized —

BOND PIMCO ETF TR 0.4%

Value ($000) $212 Shares 2,032 Est. Cost $107.17 Unrealized —

IWF ISHARES TR 0.2%

Value ($000) $130 Shares 1,244 Est. Cost $104.18 Unrealized —

XLV SELECT SECTOR SPDR TR 0.2%

Value ($000) $121 Shares 1,751 Est. Cost $70.79 Unrealized —

EEM ISHARES TR 0.2%

Value ($000) $119 Shares 3,385 Est. Cost $36.37 Unrealized —

IUSV ISHARES TR 0.2%

Value ($000) $108 Shares 2,199 Est. Cost $49.11 Unrealized —

LQD ISHARES TR 0.2%

Value ($000) $103 Shares 882 Est. Cost $123.58 Unrealized —

TLT ISHARES TR 0.0%

Value ($000) $17 Shares 139 Est. Cost $138.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	560,884	$13,041	24.8%	$23.25	—	SBI INT-FINL	81369Y605
IYW	ISHARES TR	76,467	$9,195	17.5%	$120.25	—	U.S. TECH ETF	464287721
VB	VANGUARD INDEX FDS	63,349	$8,169	15.5%	$128.95	—	SMALL CP ETF	922908751
SDY	SPDR SERIES TRUST	74,401	$6,366	12.1%	$84.18	—	S&P DIVID ETF	78464A763
IEF	ISHARES TR	57,487	$6,026	11.4%	$110.89	—	7-10 Y TR BD ETF	464287440
HEDJ	WISDOMTREE TR	32,506	$1,866	3.5%	$54.36	—	EUROPE HEDGED EQ	97717X701
HYG	ISHARES TR	18,037	$1,561	3.0%	$82.92	—	IBOXX HI YD ETF	464288513
DXJ	WISDOMTREE TR	23,578	$1,168	2.2%	$39.29	—	JAPN HEDGE EQT	97717W851
IYH	ISHARES TR	7,108	$1,024	1.9%	$144.06	—	US HLTHCARE ETF	464287762
IJT	ISHARES TR	5,865	$880	1.7%	$150.04	—	SP SMCP600GR ETF	464287887
TSLA	TESLA MTRS INC	2,500	$534	1.0%	$14.96	-12.2%	COM	88160R101
HEWJ	ISHARES TR	15,100	$420	0.8%	$25.82	—	HDG MSCI JAPAN	46434V886
DVY	ISHARES TR	3,852	$341	0.6%	$85.50	—	SELECT DIVID ETF	464287168
PBR	PETROLEO BRASILEIRO SA PETRO	26,850	$271	0.5%	$5.85	—	SPONSORED ADR	71654V408
GLD	SPDR GOLD TRUST	2,408	$264	0.5%	$120.02	—	GOLD SHS	78463V107
SPY	SPDR S&P 500 ETF TR	1,160	$259	0.5%	$212.07	—	TR UNIT	78462F103
VOO	VANGUARD INDEX FDS	1,252	$257	0.5%	$200.99	—	S&P 500 ETF SHS	922908363
INDA	ISHARES TR	8,643	$232	0.4%	$28.33	—	MSCI INDIA ETF	46429B598
BOND	PIMCO ETF TR	2,032	$212	0.4%	$107.17	—	TTL RTN ACTV ETF	72201R775
IWF	ISHARES TR	1,244	$130	0.2%	$104.18	—	RUS 1000 GRW ETF	464287614
XLV	SELECT SECTOR SPDR TR	1,751	$121	0.2%	$70.79	—	SBI HEALTHCARE	81369Y209
EEM	ISHARES TR	3,385	$119	0.2%	$36.37	—	MSCI EMG MKT ETF	464287234
IUSV	ISHARES TR	2,199	$108	0.2%	$49.11	—	CORE RUSSELL VAL	464287663
LQD	ISHARES TR	882	$103	0.2%	$123.58	—	IBOXX INV CP ETF	464287242
TLT	ISHARES TR	139	$17	0.0%	$138.91	—	20 YR TR BD ETF	464287432