J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 12, 2021

Total Value: $193M (100.0% shares, 0.0% debt)

Holdings (30)

SPY SPDR S&P 500 ETF TR 69.5%

Value $134M Shares 358,177 Share Price $373.88 Est. Cost/Share $308.97 Unrealized @ Report Date +21.0%

XLP SELECT SECTOR SPDR TR 8.9%

Value $17.18M Shares 254,732 Share Price $67.45 Est. Cost/Share $63.56 Unrealized @ Report Date +6.1%

XLU SELECT SECTOR SPDR TR 7.9%

Value $15.2M Shares 242,442 Share Price $62.70 * Est. Cost/Share $31.75 Unrealized @ Report Date -1.3%

TSLA TESLA INC 4.8%

Value $9.23M Shares 13,080 Share Price $705.66 * Est. Cost/Share $105.75 Unrealized @ Report Date +122.4%

IYW ISHARES TR 2.1%

Value $4.076M Shares 47,904 Share Price $85.09 Est. Cost/Share $74.38 Unrealized @ Report Date +14.4%

HEDJ WISDOMTREE TR 2.0%

Value $3.841M Shares 57,938 Share Price $66.30 * Est. Cost/Share $32.11 Unrealized @ Report Date +3.2%

AMZN AMAZON COM INC 0.8%

Value $1.511M Shares 464 Share Price $3256.47 * Est. Cost/Share $159.58 Unrealized @ Report Date +2.0%

VALE VALE S A 0.7%

Value $1.348M Shares 80,446 Share Price $16.76 Est. Cost/Share $11.02 Unrealized @ Report Date +52.0%

BABA ALIBABA GROUP HLDG LTD 0.5%

Value $875K Shares 3,760 Share Price $232.71 Est. Cost/Share $277.63 Unrealized @ Report Date -16.2%

AAPL APPLE INC 0.4%

Value $824K Shares 6,213 Share Price $132.63 * Est. Cost/Share $117.01 Unrealized @ Report Date +10.4%

MELI MERCADOLIBRE INC 0.4%

Value $801K Shares 478 Share Price $1675.73 Est. Cost/Share $1085.04 Unrealized @ Report Date +54.4%

QQQ INVESCO QQQ TR 0.3%

Value $486K Shares 1,548 Share Price $313.95 Est. Cost/Share $224.13 Unrealized @ Report Date +40.0%

AGG ISHARES TR 0.2%

Value $446K Shares 3,775 Share Price $118.15 Est. Cost/Share $117.80 Unrealized @ Report Date +0.3%

XLK SELECT SECTOR SPDR TR 0.2%

Value $445K Shares 3,419 Share Price $130.16 * Est. Cost/Share $60.90 Unrealized @ Report Date +6.7%

EWZ ISHARES INC 0.2%

Value $322K Shares 8,680 Share Price $37.10 Est. Cost/Share $38.64 Unrealized @ Report Date -4.1%

IWF ISHARES TR 0.1%

Value $274K Shares 1,137 Share Price $240.99 * Est. Cost/Share $56.92 Unrealized @ Report Date +5.9%

XLV SELECT SECTOR SPDR TR 0.1%

Value $267K Shares 2,357 Share Price $113.28 Est. Cost/Share $105.26 Unrealized @ Report Date +7.8%

EMB ISHARES TR 0.1%

Value $245K Shares 2,116 Share Price $115.78 Est. Cost/Share $113.23 Unrealized @ Report Date +2.4%

HYG ISHARES TR 0.1%

Value $227K Shares 2,603 Share Price $87.21 Est. Cost/Share $85.62 Unrealized @ Report Date +2.0%

XLF SELECT SECTOR SPDR TR 0.1%

Value $176K Shares 5,969 Share Price $29.49 Est. Cost/Share $27.17 Unrealized @ Report Date +8.5%

LQD ISHARES TR 0.1%

Value $175K Shares 1,264 Share Price $138.45 Est. Cost/Share $136.19 Unrealized @ Report Date +1.4%

PBR PETROLEO BRASILEIRO SA PETRO 0.1%

Value $157K Shares 13,997 Share Price $11.22 Est. Cost/Share $10.50 Unrealized @ Report Date +6.9%

MCHI ISHARES TR 0.1%

Value $151K Shares 1,867 Share Price $80.88 Est. Cost/Share $79.18 Unrealized @ Report Date +2.3%

ORCL ORACLE CORP 0.1%

Value $129K Shares 2,000 Share Price $64.50 * Est. Cost/Share $52.75 Unrealized @ Report Date +14.4%

IWN ISHARES TR 0.1%

Value $123K Shares 934 Share Price $131.69 Est. Cost/Share $118.04 Unrealized @ Report Date +11.6%

IWD ISHARES TR 0.1%

Value $117K Shares 858 Share Price $136.36 Est. Cost/Share $128.27 Unrealized @ Report Date +6.6%

BRZU DIREXION SHS ETF TR 0.0%

Value $71,000 Shares 611 Share Price $116.20 Est. Cost/Share $63.89 Unrealized @ Report Date +81.7%

XLE SELECT SECTOR SPDR TR 0.0%

Value $55,000 Shares 1,458 Share Price $37.72 * Est. Cost/Share $17.23 Unrealized @ Report Date +10.0%

XLB SELECT SECTOR SPDR TR 0.0%

Value $52,000 Shares 716 Share Price $72.63 * Est. Cost/Share $34.24 Unrealized @ Report Date +5.7%

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value $41,000 Shares 5,980 Share Price $6.86 Est. Cost/Share $3.83 Unrealized @ Report Date +78.3%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	358,177	$134M	69.5%	$373.88	$308.97	+21.0%	TR UNIT	78462F103
XLP	SELECT SECTOR SPDR TR	254,732	$17.18M	8.9%	$67.45	$63.56	+6.1%	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	242,442	$15.2M	7.9%	$62.70 *	$31.75	-1.3%	SBI INT-UTILS	81369Y886
TSLA	TESLA INC	13,080	$9.23M	4.8%	$705.66 *	$105.75	+122.4%	COM	88160R101
IYW	ISHARES TR	47,904	$4.076M	2.1%	$85.09	$74.38	+14.4%	U.S. TECH ETF	464287721
HEDJ	WISDOMTREE TR	57,938	$3.841M	2.0%	$66.30 *	$32.11	+3.2%	EUROPE HEDGED EQ	97717X701
AMZN	AMAZON COM INC	464	$1.511M	0.8%	$3256.47 *	$159.58	+2.0%	COM	023135106
VALE	VALE S A	80,446	$1.348M	0.7%	$16.76	$11.02	+52.0%	SPONSORED ADS	91912E105
BABA	ALIBABA GROUP HLDG LTD	3,760	$875K	0.5%	$232.71	$277.63	-16.2%	SPONSORED ADS	01609W102
AAPL	APPLE INC	6,213	$824K	0.4%	$132.63 *	$117.01	+10.4%	COM	037833100
MELI	MERCADOLIBRE INC	478	$801K	0.4%	$1675.73	$1085.04	+54.4%	COM	58733R102
QQQ	INVESCO QQQ TR	1,548	$486K	0.3%	$313.95	$224.13	+40.0%	UNIT SER 1	46090E103
AGG	ISHARES TR	3,775	$446K	0.2%	$118.15	$117.80	+0.3%	CORE US AGGBD ET	464287226
XLK	SELECT SECTOR SPDR TR	3,419	$445K	0.2%	$130.16 *	$60.90	+6.7%	TECHNOLOGY	81369Y803
EWZ	ISHARES INC	8,680	$322K	0.2%	$37.10	$38.64	-4.1%	MSCI BRAZIL ETF	464286400
IWF	ISHARES TR	1,137	$274K	0.1%	$240.99 *	$56.92	+5.9%	RUS 1000 GRW ETF	464287614
XLV	SELECT SECTOR SPDR TR	2,357	$267K	0.1%	$113.28	$105.26	+7.8%	SBI HEALTHCARE	81369Y209
EMB	ISHARES TR	2,116	$245K	0.1%	$115.78	$113.23	+2.4%	JPMORGAN USD EMG	464288281
HYG	ISHARES TR	2,603	$227K	0.1%	$87.21	$85.62	+2.0%	IBOXX HI YD ETF	464288513
XLF	SELECT SECTOR SPDR TR	5,969	$176K	0.1%	$29.49	$27.17	+8.5%	SBI INT-FINL	81369Y605
LQD	ISHARES TR	1,264	$175K	0.1%	$138.45	$136.19	+1.4%	IBOXX INV CP ETF	464287242
PBR	PETROLEO BRASILEIRO SA PETRO	13,997	$157K	0.1%	$11.22	$10.50	+6.9%	SPONSORED ADR	71654V408
MCHI	ISHARES TR	1,867	$151K	0.1%	$80.88	$79.18	+2.3%	MSCI CHINA ETF	46429B671
ORCL	ORACLE CORP	2,000	$129K	0.1%	$64.50 *	$52.75	+14.4%	COM	68389X105
IWN	ISHARES TR	934	$123K	0.1%	$131.69	$118.04	+11.6%	RUS 2000 VAL ETF	464287630
IWD	ISHARES TR	858	$117K	0.1%	$136.36	$128.27	+6.6%	RUS 1000 VAL ETF	464287598
BRZU	DIREXION SHS ETF TR	611	$71,000	0.0%	$116.20	$63.89	+81.7%	BRZ BL 2X SHS	25460G708
XLE	SELECT SECTOR SPDR TR	1,458	$55,000	0.0%	$37.72 *	$17.23	+10.0%	ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	716	$52,000	0.0%	$72.63 *	$34.24	+5.7%	SBI MATERIALS	81369Y100
SRNE	SORRENTO THERAPEUTICS INC	5,980	$41,000	0.0%	$6.86	$3.83	+78.3%	COM NEW	83587F202