J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value: $97.41M (100.0% shares, 0.0% debt)

Holdings (13)

SPY SPDR S&P 500 ETF TR 41.3%

Value $40.21M Shares 125,229 Share Price $321.08 Est. Cost/Share $307.02 Unrealized @ Report Date +4.8%

SHV ISHARES TRUST ISHARES SHORT TREASURY BOND 39.0%

Value $37.95M Shares 343,610 Share Price $110.44 Est. Cost/Share $110.55 Unrealized @ Report Date -0.1%

XLU SELECT SECTOR SPDR TRUST THE UTILITIES SELECT SECTOR SPDR TRUST 5.0%

Value $4.829M Shares 75,017 Share Price $64.37 * Est. Cost/Share $31.76 Unrealized @ Report Date +1.7%

XLF SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND 3.9%

Value $3.835M Shares 125,003 Share Price $30.68 Est. Cost/Share $20.30 Unrealized @ Report Date +51.6%

IYW ISHARES U S TECHNOLOGY 2.9%

Value $2.779M Shares 11,976 Share Price $232.05 * Est. Cost/Share $29.82 Unrealized @ Report Date +95.0%

VALE VALE S A SPONSORED ADR 1.6%

Value $1.592M Shares 120,669 Share Price $13.19 Est. Cost/Share $12.02 Unrealized @ Report Date +9.8%

IXN ISHARES GLOBAL TECH 1.6%

Value $1.535M Shares 7,323 Share Price $209.61 * Est. Cost/Share $32.81 Unrealized @ Report Date +6.9%

IWB ISHARES RUSSELL 1000 1.4%

Value $1.383M Shares 7,767 Share Price $178.06 Est. Cost/Share $170.65 Unrealized @ Report Date +4.6%

HEDJ WISDOMTREE TR 1.3%

Value $1.253M Shares 17,813 Share Price $70.34 * Est. Cost/Share $26.62 Unrealized @ Report Date +32.6%

TSLA TESLA MOTORS INC 1.1%

Value $1.037M Shares 2,500 Share Price $414.80 * Est. Cost/Share $14.96 Unrealized @ Report Date +86.4%

AMZN AMAZON 0.6%

Value $609K Shares 330 Share Price $1845.45 * Est. Cost/Share $88.51 Unrealized @ Report Date +4.4%

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.2%

Value $222K Shares 13,997 Share Price $15.86 Est. Cost/Share $4.04 Unrealized @ Report Date +294.8%

— GENERAL ELECTRIC CO 0.2%

Value $177K Shares 16,000 Share Price $11.06 Est. Cost/Share $11.06 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	125,229	$40.21M	41.3%	$321.08	$307.02	+4.8%	TR UNIT	78462F103
SHV	ISHARES TRUST ISHARES SHORT TREASURY BOND	343,610	$37.95M	39.0%	$110.44	$110.55	-0.1%	ETF	464288679
XLU	SELECT SECTOR SPDR TRUST THE UTILITIES SELECT SECTOR SPDR TRUST	75,017	$4.829M	5.0%	$64.37 *	$31.76	+1.7%	SBI INT-FINL	81369Y886
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	125,003	$3.835M	3.9%	$30.68	$20.30	+51.6%	SBI INT-FINL	81369Y605
IYW	ISHARES U S TECHNOLOGY	11,976	$2.779M	2.9%	$232.05 *	$29.82	+95.0%	ETF	464287721
VALE	VALE S A SPONSORED ADR	120,669	$1.592M	1.6%	$13.19	$12.02	+9.8%	SPONSORED ADR	91912E105
IXN	ISHARES GLOBAL TECH	7,323	$1.535M	1.6%	$209.61 *	$32.81	+6.9%	ETF	464287291
IWB	ISHARES RUSSELL 1000	7,767	$1.383M	1.4%	$178.06	$170.65	+4.6%	ETF	464287622
HEDJ	WISDOMTREE TR	17,813	$1.253M	1.3%	$70.34 *	$26.62	+32.6%	EUROPE HEDGED EQ	97717X701
TSLA	TESLA MOTORS INC	2,500	$1.037M	1.1%	$414.80 *	$14.96	+86.4%	COM	88160R101
AMZN	AMAZON	330	$609K	0.6%	$1845.45 *	$88.51	+4.4%	COM	023135106
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	13,997	$222K	0.2%	$15.86	$4.04	+294.8%	SPONSORED ADR	71654V408
—	GENERAL ELECTRIC CO	16,000	$177K	0.2%	$11.06	$11.06	—	COM	369604103