J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value ($000): $97,408 (100.0% shares, 0.0% debt)

Holdings (13)

SPY SPDR S&P 500 ETF TR 41.3%

Value ($000) $40,209 Shares 125,229 Est. Cost $320.07 Unrealized —

SHV ISHARES TRUST ISHARES SHORT TREASURY BOND 39.0%

Value ($000) $37,948 Shares 343,610 Est. Cost $110.44 Unrealized —

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

Value ($000) $4,829 Shares 75,017 Est. Cost $64.37 Unrealized —

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

Value ($000) $3,835 Shares 125,003 Est. Cost $23.25 Unrealized —

IYW ISHARES U S TECHNOLOGY 2.9%

Value ($000) $2,779 Shares 11,976 Est. Cost $120.25 Unrealized —

VALE VALE S A SPONSORED ADR 1.6%

Value ($000) $1,592 Shares 120,669 Est. Cost $13.19 Unrealized —

IXN ISHARES GLOBAL TECH 1.6%

Value ($000) $1,535 Shares 7,323 Est. Cost $209.61 Unrealized —

IWB ISHARES RUSSELL 1000 1.4%

Value ($000) $1,383 Shares 7,767 Est. Cost $178.06 Unrealized —

HEDJ WISDOMTREE TR 1.3%

Value ($000) $1,253 Shares 17,813 Est. Cost $54.36 Unrealized —

TSLA TESLA MOTORS INC 1.1%

Value ($000) $1,037 Shares 2,500 Est. Cost $14.96 Unrealized +45.0%

AMZN AMAZON 0.6%

Value ($000) $609 Shares 330 Est. Cost $88.51 Unrealized 0.0%

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.2%

Value ($000) $222 Shares 13,997 Est. Cost $5.85 Unrealized —

— GENERAL ELECTRIC CO 0.2%

Value ($000) $177 Shares 16,000 Est. Cost $11.06 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	125,229	$40,209	41.3%	$320.07	—	TR UNIT	78462F103
SHV	ISHARES TRUST ISHARES SHORT TREASURY BOND	343,610	$37,948	39.0%	$110.44	—	ETF	464288679
XLU	SELECT SECTOR SPDR TRUST THE UTILITIES SELECT SECTOR SPDR TRUST	75,017	$4,829	5.0%	$64.37	—	SBI INT-FINL	81369Y886
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	125,003	$3,835	3.9%	$23.25	—	SBI INT-FINL	81369Y605
IYW	ISHARES U S TECHNOLOGY	11,976	$2,779	2.9%	$120.25	—	ETF	464287721
VALE	VALE S A SPONSORED ADR	120,669	$1,592	1.6%	$13.19	—	SPONSORED ADR	91912E105
IXN	ISHARES GLOBAL TECH	7,323	$1,535	1.6%	$209.61	—	ETF	464287291
IWB	ISHARES RUSSELL 1000	7,767	$1,383	1.4%	$178.06	—	ETF	464287622
HEDJ	WISDOMTREE TR	17,813	$1,253	1.3%	$54.36	—	EUROPE HEDGED EQ	97717X701
TSLA	TESLA MOTORS INC	2,500	$1,037	1.1%	$14.96	+45.0%	COM	88160R101
AMZN	AMAZON	330	$609	0.6%	$88.51	0.0%	COM	023135106
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	13,997	$222	0.2%	$5.85	—	SPONSORED ADR	71654V408
—	GENERAL ELECTRIC CO	16,000	$177	0.2%	$11.06	—	COM	369604103