J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 18, 2020

Total Value: $722M (100.0% shares, 0.0% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TRUST 35.7%

Value $257M Shares 66,356,448 Share Price $3.88 * Est. Cost/Share $305.04 Unrealized @ Report Date -15.5%

XLF SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND 16.8%

Value $121M Shares 2,527,548 Share Price $48.03 * Est. Cost/Share $27.17 Unrealized @ Report Date -23.4%

VALE VALE S A SPONSORED ADR 16.7%

Value $121M Shares 1,000,346 Share Price $120.63 * Est. Cost/Share $11.02 Unrealized @ Report Date -24.8%

XLU SELECT SECTOR SPDR TRUST THE UTILITIES SELECT SECTOR SPDR TRUST 10.3%

Value $74.19M Shares 4,110,978 Share Price $18.05 * Est. Cost/Share $31.97 Unrealized @ Report Date -13.4%

— BARCLAYS BANK PLC IPATH SERIES B S&P GSCI CRUDE OIL ETN 4.3%

Value $31.1M Shares 128,459 Share Price $242.13 Est. Cost/Share $242.13 Unrealized @ Report Date —

— DIREXION SHS ETF TRUST DIREXION DAILY MSCI BRAZIL BULL 2X SHARES 3.0%

Value $21.41M Shares 32,547 Share Price $657.91 Est. Cost/Share $657.91 Unrealized @ Report Date —

EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 2.6%

Value $18.73M Shares 441,231 Share Price $42.44 * Est. Cost/Share $38.64 Unrealized @ Report Date -39.0%

— GENERAL ELECTRIC COMPANY COM 2.2%

Value $16M Shares 127,040 Share Price $125.94 Est. Cost/Share $111.48 Unrealized @ Report Date —

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 1.9%

Value $14M Shares 76,983 Share Price $181.82 * Est. Cost/Share $10.50 Unrealized @ Report Date -47.6%

— AZUL S A AMERICAN DEPOSITARY SHARES 1.7%

Value $12.14M Shares 123,706 Share Price $98.14 Est. Cost/Share $98.14 Unrealized @ Report Date —

IYW ISHARES U S TECHNOLOGY ETF 1.7%

Value $11.98M Shares 2,447,774 Share Price $4.89 * Est. Cost/Share $57.82 Unrealized @ Report Date -11.6%

IWB ISHARES RUSSELL 1000 ETF 1.1%

Value $7.767M Shares 1,099,263 Share Price $7.07 * Est. Cost/Share $169.06 Unrealized @ Report Date -16.3%

IXN ISHARES GLOBAL TECH ETF 1.0%

Value $7.323M Shares 1,335,422 Share Price $5.48 * Est. Cost/Share $34.55 Unrealized @ Report Date -12.0%

VTIP VANGUARD SHORT TERM INFLATION PROTECTED SECURITIES INDEX FUND 0.5%

Value $3.815M Shares 185,866 Share Price $20.53 * Est. Cost/Share $49.10 Unrealized @ Report Date -0.8%

TSLA TESLA INC COMMON STOCK 0.3%

Value $2.5M Shares 1,310,000 Share Price $1.91 * Est. Cost/Share $41.40 Unrealized @ Report Date -15.6%

SHV ISHARES TRUST ISHARES SHORT TREASURY BOND ETF 0.2%

Value $1.4M Shares 155,428 Share Price $9.01 * Est. Cost/Share $110.55 Unrealized @ Report Date +0.4%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	66,356,448	$257M	35.7%	$3.88 *	$305.04	-15.5%	Common Stock	78462F103
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	2,527,548	$121M	16.8%	$48.03 *	$27.17	-23.4%	Stocks	81369Y605
VALE	VALE S A SPONSORED ADR	1,000,346	$121M	16.7%	$120.63 *	$11.02	-24.8%	Stocks	91912E105
XLU	SELECT SECTOR SPDR TRUST THE UTILITIES SELECT SECTOR SPDR TRUST	4,110,978	$74.19M	10.3%	$18.05 *	$31.97	-13.4%	Stocks	81369Y886
—	BARCLAYS BANK PLC IPATH SERIES B S&P GSCI CRUDE OIL ETN	128,459	$31.1M	4.3%	$242.13	$242.13	—	Stocks	06745R693
—	DIREXION SHS ETF TRUST DIREXION DAILY MSCI BRAZIL BULL 2X SHARES	32,547	$21.41M	3.0%	$657.91	$657.91	—	Stocks	25490K315
EWZ	ISHARES INC ISHARES MSCI BRAZIL ETF	441,231	$18.73M	2.6%	$42.44 *	$38.64	-39.0%	Stocks	464286400
—	GENERAL ELECTRIC COMPANY COM	127,040	$16M	2.2%	$125.94	$111.48	—	Stocks	369604103
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	76,983	$14M	1.9%	$181.82 *	$10.50	-47.6%	Stocks	71654V408
—	AZUL S A AMERICAN DEPOSITARY SHARES	123,706	$12.14M	1.7%	$98.14	$98.14	—	Stocks	05501U106
IYW	ISHARES U S TECHNOLOGY ETF	2,447,774	$11.98M	1.7%	$4.89 *	$57.82	-11.6%	Common Stock	464287721
IWB	ISHARES RUSSELL 1000 ETF	1,099,263	$7.767M	1.1%	$7.07 *	$169.06	-16.3%	Stocks	464287622
IXN	ISHARES GLOBAL TECH ETF	1,335,422	$7.323M	1.0%	$5.48 *	$34.55	-12.0%	Stocks	464287291
VTIP	VANGUARD SHORT TERM INFLATION PROTECTED SECURITIES INDEX FUND	185,866	$3.815M	0.5%	$20.53 *	$49.10	-0.8%	Stocks	922020805
TSLA	TESLA INC COMMON STOCK	1,310,000	$2.5M	0.3%	$1.91 *	$41.40	-15.6%	Stocks	88160R101
SHV	ISHARES TRUST ISHARES SHORT TREASURY BOND ETF	155,428	$1.4M	0.2%	$9.01 *	$110.55	+0.4%	Stocks	464288679