J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 9, 2017

Total Value: $52.68M (100.0% shares, 0.0% debt)

Holdings (25)

XLF SELECT SECTOR SPDR TR 24.8%

Value $13.04M Shares 560,884 Share Price $23.25 Est. Cost/Share $20.30 Unrealized @ Report Date +14.5%

IYW ISHARES TR 17.5%

Value $9.195M Shares 76,467 Share Price $120.25 * Est. Cost/Share $29.82 Unrealized @ Report Date +0.8%

VB VANGUARD INDEX FDS 15.5%

Value $8.169M Shares 63,349 Share Price $128.95 Est. Cost/Share $124.11 Unrealized @ Report Date +3.9%

SDY SPDR SERIES TRUST 12.1%

Value $6.366M Shares 74,401 Share Price $85.56 Est. Cost/Share $82.52 Unrealized @ Report Date +3.7%

IEF ISHARES TR 11.4%

Value $6.026M Shares 57,487 Share Price $104.82 Est. Cost/Share $110.13 Unrealized @ Report Date -4.8%

HEDJ WISDOMTREE TR 3.5%

Value $1.866M Shares 32,506 Share Price $57.40 * Est. Cost/Share $26.62 Unrealized @ Report Date +7.8%

HYG ISHARES TR 3.0%

Value $1.561M Shares 18,037 Share Price $86.54 Est. Cost/Share $83.12 Unrealized @ Report Date +4.1%

DXJ WISDOMTREE TR 2.2%

Value $1.168M Shares 23,578 Share Price $49.54 * Est. Cost/Share $126.30 Unrealized @ Report Date +17.7%

IYH ISHARES TR 1.9%

Value $1.024M Shares 7,108 Share Price $144.06 * Est. Cost/Share $28.99 Unrealized @ Report Date -0.6%

IJT ISHARES TR 1.7%

Value $880K Shares 5,865 Share Price $150.04 * Est. Cost/Share $70.52 Unrealized @ Report Date +6.4%

TSLA TESLA MTRS INC 1.0%

Value $534K Shares 2,500 Share Price $213.60 * Est. Cost/Share $14.96 Unrealized @ Report Date -4.8%

HEWJ ISHARES TR 0.8%

Value $420K Shares 15,100 Share Price $27.81 Est. Cost/Share $25.03 Unrealized @ Report Date +11.1%

DVY ISHARES TR 0.6%

Value $341K Shares 3,852 Share Price $88.53 Est. Cost/Share $84.87 Unrealized @ Report Date +4.4%

PBR PETROLEO BRASILEIRO SA PETRO 0.5%

Value $271K Shares 26,850 Share Price $10.09 Est. Cost/Share $4.04 Unrealized @ Report Date +150.4%

GLD SPDR GOLD TRUST 0.5%

Value $264K Shares 2,408 Share Price $109.63 Est. Cost/Share $123.48 Unrealized @ Report Date -11.2%

SPY SPDR S&P 500 ETF TR 0.5%

Value $259K Shares 1,160 Share Price $223.28 Est. Cost/Share $210.79 Unrealized @ Report Date +6.0%

VOO VANGUARD INDEX FDS 0.5%

Value $257K Shares 1,252 Share Price $205.27 Est. Cost/Share $199.26 Unrealized @ Report Date +3.0%

INDA ISHARES TR 0.4%

Value $232K Shares 8,643 Share Price $26.84 Est. Cost/Share $28.69 Unrealized @ Report Date -6.6%

BOND PIMCO ETF TR 0.4%

Value $212K Shares 2,032 Share Price $104.33 Est. Cost/Share $106.70 Unrealized @ Report Date -2.4%

IWF ISHARES TR 0.2%

Value $130K Shares 1,244 Share Price $104.50 * Est. Cost/Share $26.00 Unrealized @ Report Date +0.9%

XLV SELECT SECTOR SPDR TR 0.2%

Value $121K Shares 1,751 Share Price $69.10 Est. Cost/Share $71.88 Unrealized @ Report Date -4.1%

EEM ISHARES TR 0.2%

Value $119K Shares 3,385 Share Price $35.16 Est. Cost/Share $36.36 Unrealized @ Report Date -3.7%

IUSV ISHARES TR 0.2%

Value $108K Shares 2,199 Share Price $49.11 Est. Cost/Share $47.26 Unrealized @ Report Date +4.0%

LQD ISHARES TR 0.2%

Value $103K Shares 882 Share Price $116.78 Est. Cost/Share $123.18 Unrealized @ Report Date -4.9%

TLT ISHARES TR 0.0%

Value $17,000 Shares 139 Share Price $122.30 * Est. Cost/Share $131.88 Unrealized @ Report Date -9.7%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	560,884	$13.04M	24.8%	$23.25	$20.30	+14.5%	SBI INT-FINL	81369Y605
IYW	ISHARES TR	76,467	$9.195M	17.5%	$120.25 *	$29.82	+0.8%	U.S. TECH ETF	464287721
VB	VANGUARD INDEX FDS	63,349	$8.169M	15.5%	$128.95	$124.11	+3.9%	SMALL CP ETF	922908751
SDY	SPDR SERIES TRUST	74,401	$6.366M	12.1%	$85.56	$82.52	+3.7%	S&P DIVID ETF	78464A763
IEF	ISHARES TR	57,487	$6.026M	11.4%	$104.82	$110.13	-4.8%	7-10 Y TR BD ETF	464287440
HEDJ	WISDOMTREE TR	32,506	$1.866M	3.5%	$57.40 *	$26.62	+7.8%	EUROPE HEDGED EQ	97717X701
HYG	ISHARES TR	18,037	$1.561M	3.0%	$86.54	$83.12	+4.1%	IBOXX HI YD ETF	464288513
DXJ	WISDOMTREE TR	23,578	$1.168M	2.2%	$49.54 *	$126.30	+17.7%	JAPN HEDGE EQT	97717W851
IYH	ISHARES TR	7,108	$1.024M	1.9%	$144.06 *	$28.99	-0.6%	US HLTHCARE ETF	464287762
IJT	ISHARES TR	5,865	$880K	1.7%	$150.04 *	$70.52	+6.4%	SP SMCP600GR ETF	464287887
TSLA	TESLA MTRS INC	2,500	$534K	1.0%	$213.60 *	$14.96	-4.8%	COM	88160R101
HEWJ	ISHARES TR	15,100	$420K	0.8%	$27.81	$25.03	+11.1%	HDG MSCI JAPAN	46434V886
DVY	ISHARES TR	3,852	$341K	0.6%	$88.53	$84.87	+4.4%	SELECT DIVID ETF	464287168
PBR	PETROLEO BRASILEIRO SA PETRO	26,850	$271K	0.5%	$10.09	$4.04	+150.4%	SPONSORED ADR	71654V408
GLD	SPDR GOLD TRUST	2,408	$264K	0.5%	$109.63	$123.48	-11.2%	GOLD SHS	78463V107
SPY	SPDR S&P 500 ETF TR	1,160	$259K	0.5%	$223.28	$210.79	+6.0%	TR UNIT	78462F103
VOO	VANGUARD INDEX FDS	1,252	$257K	0.5%	$205.27	$199.26	+3.0%	S&P 500 ETF SHS	922908363
INDA	ISHARES TR	8,643	$232K	0.4%	$26.84	$28.69	-6.6%	MSCI INDIA ETF	46429B598
BOND	PIMCO ETF TR	2,032	$212K	0.4%	$104.33	$106.70	-2.4%	TTL RTN ACTV ETF	72201R775
IWF	ISHARES TR	1,244	$130K	0.2%	$104.50 *	$26.00	+0.9%	RUS 1000 GRW ETF	464287614
XLV	SELECT SECTOR SPDR TR	1,751	$121K	0.2%	$69.10	$71.88	-4.1%	SBI HEALTHCARE	81369Y209
EEM	ISHARES TR	3,385	$119K	0.2%	$35.16	$36.36	-3.7%	MSCI EMG MKT ETF	464287234
IUSV	ISHARES TR	2,199	$108K	0.2%	$49.11	$47.26	+4.0%	CORE RUSSELL VAL	464287663
LQD	ISHARES TR	882	$103K	0.2%	$116.78	$123.18	-4.9%	IBOXX INV CP ETF	464287242
TLT	ISHARES TR	139	$17,000	0.0%	$122.30 *	$131.88	-9.7%	20 YR TR BD ETF	464287432