J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 14, 2021

Total Value: $214M (100.0% shares, 0.0% debt)

Holdings (32)

SPY SPDR S&P 500 ETF TR 63.9%

Value $137M Shares 344,831 Share Price $396.33 Est. Cost/Share $308.97 Unrealized @ Report Date +28.3%

XLP SELECT SECTOR SPDR TR 10.7%

Value $22.87M Shares 334,863 Share Price $68.31 Est. Cost/Share $64.09 Unrealized @ Report Date +6.6%

XLU SELECT SECTOR SPDR TR 9.5%

Value $20.4M Shares 318,528 Share Price $64.04 * Est. Cost/Share $31.58 Unrealized @ Report Date +1.4%

HEDJ WISDOMTREE TR 4.4%

Value $9.455M Shares 129,941 Share Price $72.76 * Est. Cost/Share $33.40 Unrealized @ Report Date +8.9%

TSLA TESLA INC 3.7%

Value $7.918M Shares 11,855 Share Price $667.90 * Est. Cost/Share $105.75 Unrealized @ Report Date +110.5%

IYW ISHARES TR 2.0%

Value $4.201M Shares 47,904 Share Price $87.70 Est. Cost/Share $74.38 Unrealized @ Report Date +17.9%

AMZN AMAZON COM INC 0.7%

Value $1.436M Shares 464 Share Price $3094.83 * Est. Cost/Share $159.58 Unrealized @ Report Date -3.1%

XLF SELECT SECTOR SPDR TR 0.6%

Value $1.36M Shares 39,939 Share Price $34.05 Est. Cost/Share $31.38 Unrealized @ Report Date +8.5%

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.4%

Value $884K Shares 7,473 Share Price $118.29 Est. Cost/Share $123.87 Unrealized @ Report Date -4.5%

BABA ALIBABA GROUP HLDG LTD 0.4%

Value $853K Shares 3,760 Share Price $226.86 Est. Cost/Share $277.63 Unrealized @ Report Date -18.3%

GOOG ALPHABET INC 0.4%

Value $759K Shares 367 Share Price $2068.12 * Est. Cost/Share $98.47 Unrealized @ Report Date +4.3%

XLK SELECT SECTOR SPDR TR 0.3%

Value $721K Shares 5,427 Share Price $132.85 * Est. Cost/Share $62.79 Unrealized @ Report Date +5.8%

IPO RENAISSANCE CAP GREENWICH FD 0.3%

Value $676K Shares 10,877 Share Price $62.15 Est. Cost/Share $67.53 Unrealized @ Report Date -7.9%

AAPL APPLE INC 0.3%

Value $537K Shares 4,400 Share Price $122.05 * Est. Cost/Share $117.01 Unrealized @ Report Date +1.8%

IWF ISHARES TR 0.2%

Value $528K Shares 2,172 Share Price $243.09 * Est. Cost/Share $58.80 Unrealized @ Report Date +3.3%

IWD ISHARES TR 0.2%

Value $512K Shares 3,378 Share Price $151.57 Est. Cost/Share $140.51 Unrealized @ Report Date +7.9%

MELI MERCADOLIBRE INC 0.2%

Value $502K Shares 341 Share Price $1472.14 Est. Cost/Share $1085.04 Unrealized @ Report Date +35.7%

QQQ INVESCO QQQ TR 0.2%

Value $494K Shares 1,548 Share Price $319.12 Est. Cost/Share $224.13 Unrealized @ Report Date +42.4%

EMB ISHARES TR 0.2%

Value $399K Shares 3,666 Share Price $108.84 Est. Cost/Share $112.61 Unrealized @ Report Date -3.3%

HYG ISHARES TR 0.2%

Value $390K Shares 4,479 Share Price $87.07 Est. Cost/Share $86.20 Unrealized @ Report Date +1.1%

AGG ISHARES TR 0.2%

Value $338K Shares 2,971 Share Price $113.77 Est. Cost/Share $117.80 Unrealized @ Report Date -3.4%

LQD ISHARES TR 0.1%

Value $315K Shares 2,420 Share Price $130.17 Est. Cost/Share $134.69 Unrealized @ Report Date -3.4%

IWN ISHARES TR 0.1%

Value $295K Shares 1,847 Share Price $159.72 Est. Cost/Share $134.40 Unrealized @ Report Date +18.7%

MCHI ISHARES TR 0.1%

Value $292K Shares 3,571 Share Price $81.77 Est. Cost/Share $83.24 Unrealized @ Report Date -1.9%

EWZ ISHARES INC 0.1%

Value $290K Shares 8,680 Share Price $33.41 Est. Cost/Share $38.64 Unrealized @ Report Date -13.4%

XLV SELECT SECTOR SPDR TR 0.1%

Value $246K Shares 2,110 Share Price $116.59 Est. Cost/Share $105.26 Unrealized @ Report Date +10.9%

ORCL ORACLE CORP 0.1%

Value $140K Shares 2,000 Share Price $70.00 * Est. Cost/Share $52.75 Unrealized @ Report Date +24.6%

XLE SELECT SECTOR SPDR TR 0.1%

Value $129K Shares 2,630 Share Price $49.05 * Est. Cost/Share $19.83 Unrealized @ Report Date +23.7%

PBR PETROLEO BRASILEIRO SA PETRO 0.1%

Value $119K Shares 13,997 Share Price $8.50 Est. Cost/Share $10.50 Unrealized @ Report Date -19.2%

XLB SELECT SECTOR SPDR TR 0.1%

Value $113K Shares 1,430 Share Price $79.02 * Est. Cost/Share $35.98 Unrealized @ Report Date +9.5%

BRZU DIREXION SHS ETF TR 0.0%

Value $56,000 Shares 611 Share Price $91.65 Est. Cost/Share $63.89 Unrealized @ Report Date +42.7%

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value $49,000 Shares 5,980 Share Price $8.19 Est. Cost/Share $3.83 Unrealized @ Report Date +116.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	344,831	$137M	63.9%	$396.33	$308.97	+28.3%	TR UNIT	78462F103
XLP	SELECT SECTOR SPDR TR	334,863	$22.87M	10.7%	$68.31	$64.09	+6.6%	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	318,528	$20.4M	9.5%	$64.04 *	$31.58	+1.4%	SBI INT-UTILS	81369Y886
HEDJ	WISDOMTREE TR	129,941	$9.455M	4.4%	$72.76 *	$33.40	+8.9%	EUROPE HEDGED EQ	97717X701
TSLA	TESLA INC	11,855	$7.918M	3.7%	$667.90 *	$105.75	+110.5%	COM	88160R101
IYW	ISHARES TR	47,904	$4.201M	2.0%	$87.70	$74.38	+17.9%	U.S. TECH ETF	464287721
AMZN	AMAZON COM INC	464	$1.436M	0.7%	$3094.83 *	$159.58	-3.1%	COM	023135106
XLF	SELECT SECTOR SPDR TR	39,939	$1.36M	0.6%	$34.05	$31.38	+8.5%	SBI INT-FINL	81369Y605
TSM	TAIWAN SEMICONDUCTOR MFG LTD	7,473	$884K	0.4%	$118.29	$123.87	-4.5%	SPONSORED ADS	874039100
BABA	ALIBABA GROUP HLDG LTD	3,760	$853K	0.4%	$226.86	$277.63	-18.3%	SPONSORED ADS	01609W102
GOOG	ALPHABET INC	367	$759K	0.4%	$2068.12 *	$98.47	+4.3%	CAP STK CL C	02079K107
XLK	SELECT SECTOR SPDR TR	5,427	$721K	0.3%	$132.85 *	$62.79	+5.8%	TECHNOLOGY	81369Y803
IPO	RENAISSANCE CAP GREENWICH FD	10,877	$676K	0.3%	$62.15	$67.53	-7.9%	IPO ETF	759937204
AAPL	APPLE INC	4,400	$537K	0.3%	$122.05 *	$117.01	+1.8%	COM	037833100
IWF	ISHARES TR	2,172	$528K	0.2%	$243.09 *	$58.80	+3.3%	RUS 1000 GRW ETF	464287614
IWD	ISHARES TR	3,378	$512K	0.2%	$151.57	$140.51	+7.9%	RUS 1000 VAL ETF	464287598
MELI	MERCADOLIBRE INC	341	$502K	0.2%	$1472.14	$1085.04	+35.7%	COM	58733R102
QQQ	INVESCO QQQ TR	1,548	$494K	0.2%	$319.12	$224.13	+42.4%	UNIT SER 1	46090E103
EMB	ISHARES TR	3,666	$399K	0.2%	$108.84	$112.61	-3.3%	JPMORGAN USD EMG	464288281
HYG	ISHARES TR	4,479	$390K	0.2%	$87.07	$86.20	+1.1%	IBOXX HI YD ETF	464288513
AGG	ISHARES TR	2,971	$338K	0.2%	$113.77	$117.80	-3.4%	CORE US AGGBD ET	464287226
LQD	ISHARES TR	2,420	$315K	0.1%	$130.17	$134.69	-3.4%	IBOXX INV CP ETF	464287242
IWN	ISHARES TR	1,847	$295K	0.1%	$159.72	$134.40	+18.7%	RUS 2000 VAL ETF	464287630
MCHI	ISHARES TR	3,571	$292K	0.1%	$81.77	$83.24	-1.9%	MSCI CHINA ETF	46429B671
EWZ	ISHARES INC	8,680	$290K	0.1%	$33.41	$38.64	-13.4%	MSCI BRAZIL ETF	464286400
XLV	SELECT SECTOR SPDR TR	2,110	$246K	0.1%	$116.59	$105.26	+10.9%	SBI HEALTHCARE	81369Y209
ORCL	ORACLE CORP	2,000	$140K	0.1%	$70.00 *	$52.75	+24.6%	COM	68389X105
XLE	SELECT SECTOR SPDR TR	2,630	$129K	0.1%	$49.05 *	$19.83	+23.7%	ENERGY	81369Y506
PBR	PETROLEO BRASILEIRO SA PETRO	13,997	$119K	0.1%	$8.50	$10.50	-19.2%	SPONSORED ADR	71654V408
XLB	SELECT SECTOR SPDR TR	1,430	$113K	0.1%	$79.02 *	$35.98	+9.5%	SBI MATERIALS	81369Y100
BRZU	DIREXION SHS ETF TR	611	$56,000	0.0%	$91.65	$63.89	+42.7%	BRZ BL 2X SHS	25460G708
SRNE	SORRENTO THERAPEUTICS INC	5,980	$49,000	0.0%	$8.19	$3.83	+116.0%	COM NEW	83587F202