J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 18, 2020

Total Value ($000): $721,869 (100.0% shares, 0.0% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TRUST 35.7%

Value ($000) $257,445 Shares 66,356,448 Est. Cost $4.48 Unrealized —

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

Value ($000) $121,400 Shares 2,527,548 Est. Cost $46.81 Unrealized —

VALE VALE S A SPONSORED ADR 16.7%

Value ($000) $120,669 Shares 1,000,346 Est. Cost $107.67 Unrealized —

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

Value ($000) $74,192 Shares 4,110,978 Est. Cost $18.89 Unrealized —

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

Value ($000) $31,104 Shares 128,459 Est. Cost $242.13 Unrealized —

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

Value ($000) $21,413 Shares 32,547 Est. Cost $657.91 Unrealized —

EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 2.6%

Value ($000) $18,728 Shares 441,231 Est. Cost $42.44 Unrealized —

— GENERAL ELECTRIC COMPANY COM 2.2%

Value ($000) $16,000 Shares 127,040 Est. Cost $111.48 Unrealized —

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 1.9%

Value ($000) $13,997 Shares 76,983 Est. Cost $149.82 Unrealized —

— AZUL S A AMERICAN DEPOSITARY SHARES 1.7%

Value ($000) $12,140 Shares 123,706 Est. Cost $98.14 Unrealized —

IYW ISHARES U S TECHNOLOGY ETF 1.7%

Value ($000) $11,976 Shares 2,447,774 Est. Cost $5.46 Unrealized —

IWB ISHARES RUSSELL 1000 ETF 1.1%

Value ($000) $7,767 Shares 1,099,263 Est. Cost $8.27 Unrealized —

IXN ISHARES GLOBAL TECH ETF 1.0%

Value ($000) $7,323 Shares 1,335,422 Est. Cost $6.60 Unrealized —

VTIP VANGUARD SHORT TERM INFLATION PROTECTED SECURITIES INDEX FUND 0.5%

Value ($000) $3,815 Shares 185,866 Est. Cost $20.53 Unrealized —

TSLA TESLA INC COMMON STOCK 0.3%

Value ($000) $2,500 Shares 1,310,000 Est. Cost $41.40 Unrealized +0.1%

SHV ISHARES TRUST ISHARES SHORT TREASURY BOND ETF 0.2%

Value ($000) $1,400 Shares 155,428 Est. Cost $110.44 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	66,356,448	$257,445	35.7%	$4.48	—	Common Stock	78462F103
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	2,527,548	$121,400	16.8%	$46.81	—	Stocks	81369Y605
VALE	VALE S A SPONSORED ADR	1,000,346	$120,669	16.7%	$107.67	—	Stocks	91912E105
XLU	SELECT SECTOR SPDR TRUST THE UTILITIES SELECT SECTOR SPDR TRUST	4,110,978	$74,192	10.3%	$18.89	—	Stocks	81369Y886
—	BARCLAYS BANK PLC IPATH SERIES B S&P GSCI CRUDE OIL ETN	128,459	$31,104	4.3%	$242.13	—	Stocks	06745R693
—	DIREXION SHS ETF TRUST DIREXION DAILY MSCI BRAZIL BULL 2X SHARES	32,547	$21,413	3.0%	$657.91	—	Stocks	25490K315
EWZ	ISHARES INC ISHARES MSCI BRAZIL ETF	441,231	$18,728	2.6%	$42.44	—	Stocks	464286400
—	GENERAL ELECTRIC COMPANY COM	127,040	$16,000	2.2%	$111.48	—	Stocks	369604103
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	76,983	$13,997	1.9%	$149.82	—	Stocks	71654V408
—	AZUL S A AMERICAN DEPOSITARY SHARES	123,706	$12,140	1.7%	$98.14	—	Stocks	05501U106
IYW	ISHARES U S TECHNOLOGY ETF	2,447,774	$11,976	1.7%	$5.46	—	Common Stock	464287721
IWB	ISHARES RUSSELL 1000 ETF	1,099,263	$7,767	1.1%	$8.27	—	Stocks	464287622
IXN	ISHARES GLOBAL TECH ETF	1,335,422	$7,323	1.0%	$6.60	—	Stocks	464287291
VTIP	VANGUARD SHORT TERM INFLATION PROTECTED SECURITIES INDEX FUND	185,866	$3,815	0.5%	$20.53	—	Stocks	922020805
TSLA	TESLA INC COMMON STOCK	1,310,000	$2,500	0.3%	$41.40	+0.1%	Stocks	88160R101
SHV	ISHARES TRUST ISHARES SHORT TREASURY BOND ETF	155,428	$1,400	0.2%	$110.44	—	Stocks	464288679