J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 11, 2021

Total Value: $207M (100.0% shares, 0.0% debt)

Holdings (32)

SPY SPDR S&P 500 ETF TR 70.1%

Value $145M Shares 392,660 Share Price $370.07 * Est. Cost/Share $322.18 Unrealized @ Report Date +32.9%

XLP SELECT SECTOR SPDR TR 8.6%

Value $17.85M Shares 278,451 Share Price $64.09 * Est. Cost/Share $64.09 Unrealized @ Report Date +9.2%

XLU SELECT SECTOR SPDR TR 7.9%

Value $16.43M Shares 264,301 Share Price $62.15 * Est. Cost/Share $31.58 Unrealized @ Report Date +0.1%

TSLA TESLA INC 4.0%

Value $8.376M Shares 10,555 Share Price $793.56 * Est. Cost/Share $105.75 Unrealized @ Report Date +114.3%

HEDJ WISDOMTREE TR 2.1%

Value $4.367M Shares 65,942 Share Price $66.22 * Est. Cost/Share $33.40 Unrealized @ Report Date +14.1%

IYW ISHARES TR 2.0%

Value $4.109M Shares 47,904 Share Price $85.78 * Est. Cost/Share $74.38 Unrealized @ Report Date +33.6%

AGG ISHARES TR 0.5%

Value $1.064M Shares 9,070 Share Price $117.31 Est. Cost/Share $115.63 Unrealized @ Report Date -0.3%

BABA ALIBABA GROUP HLDG LTD 0.5%

Value $953K Shares 3,760 Share Price $253.46 * Est. Cost/Share $277.63 Unrealized @ Report Date -18.3%

XLF SELECT SECTOR SPDR TR 0.4%

Value $920K Shares 31,767 Share Price $28.96 * Est. Cost/Share $31.38 Unrealized @ Report Date +16.9%

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.4%

Value $908K Shares 7,473 Share Price $121.50 Est. Cost/Share $123.87 Unrealized @ Report Date -3.0%

MELI MERCADOLIBRE INC 0.4%

Value $851K Shares 478 Share Price $1780.33 * Est. Cost/Share $1194.83 Unrealized @ Report Date +30.4%

GOOG ALPHABET INC 0.3%

Value $674K Shares 367 Share Price $1836.51 * Est. Cost/Share $98.47 Unrealized @ Report Date +26.3%

XLK SELECT SECTOR SPDR TR 0.3%

Value $545K Shares 4,229 Share Price $128.87 * Est. Cost/Share $62.79 Unrealized @ Report Date +17.6%

QQQ INVESCO QQQ TR 0.2%

Value $487K Shares 1,548 Share Price $314.60 * Est. Cost/Share $224.13 Unrealized @ Report Date +58.1%

HYG ISHARES TR 0.2%

Value $429K Shares 4,930 Share Price $87.02 Est. Cost/Share $86.30 Unrealized @ Report Date +2.0%

IWF ISHARES TR 0.2%

Value $410K Shares 1,712 Share Price $239.49 * Est. Cost/Share $58.80 Unrealized @ Report Date +15.4%

EMB ISHARES TR 0.2%

Value $400K Shares 3,512 Share Price $113.90 Est. Cost/Share $112.61 Unrealized @ Report Date -0.1%

— BARCLAYS BK PLC ST FUTURES ETN 0.2%

Value $380K Shares 18,094 Share Price $21.00 Est. Cost/Share $21.00 Unrealized @ Report Date —

FSLY FASTLY INC 0.2%

Value $379K Shares 3,463 Share Price $109.44 * Est. Cost/Share $56.82 Unrealized @ Report Date +4.9%

LITE LUMENTUM HOLDINGS INC 0.2%

Value $330K Shares 3,513 Share Price $93.94 * Est. Cost/Share $84.07 Unrealized @ Report Date -2.4%

LQD ISHARES TR 0.2%

Value $314K Shares 2,326 Share Price $135.00 Est. Cost/Share $134.69 Unrealized @ Report Date -0.2%

XLV SELECT SECTOR SPDR TR 0.2%

Value $312K Shares 2,710 Share Price $115.13 * Est. Cost/Share $109.09 Unrealized @ Report Date +15.5%

EWZ ISHARES INC 0.1%

Value $297K Shares 8,680 Share Price $34.22 * Est. Cost/Share $38.64 Unrealized @ Report Date +4.9%

MCHI ISHARES TR 0.1%

Value $245K Shares 2,805 Share Price $87.34 * Est. Cost/Share $83.24 Unrealized @ Report Date -1.0%

IWN ISHARES TR 0.1%

Value $199K Shares 1,435 Share Price $138.68 * Est. Cost/Share $134.40 Unrealized @ Report Date +23.3%

IWD ISHARES TR 0.1%

Value $175K Shares 1,295 Share Price $135.14 * Est. Cost/Share $140.51 Unrealized @ Report Date +12.9%

PBR PETROLEO BRASILEIRO SA 0.1%

Value $141K Shares 13,997 Share Price $10.07 * Est. Cost/Share $10.50 Unrealized @ Report Date +16.5%

ORCL ORACLE CORPORATION 0.1%

Value $121K Shares 2,000 Share Price $60.50 * Est. Cost/Share $52.75 Unrealized @ Report Date +38.8%

XLE SELECT SECTOR SPDR TR 0.0%

Value $85,000 Shares 2,157 Share Price $39.41 * Est. Cost/Share $19.83 Unrealized @ Report Date +35.8%

XLB SELECT SECTOR SPDR TR 0.0%

Value $78,000 Shares 1,099 Share Price $70.97 * Est. Cost/Share $35.98 Unrealized @ Report Date +14.4%

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value $76,000 Shares 5,980 Share Price $12.71 * Est. Cost/Share $3.83 Unrealized @ Report Date +153.1%

BRZU DIREXION SHS ETF TR 0.0%

Value $60,000 Shares 611 Share Price $98.20 * Est. Cost/Share $63.89 Unrealized @ Report Date +110.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	392,660	$145M	70.1%	$370.07 *	$322.18	+32.9%	TR UNIT	78462F103
XLP	SELECT SECTOR SPDR TR	278,451	$17.85M	8.6%	$64.09 *	$64.09	+9.2%	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	264,301	$16.43M	7.9%	$62.15 *	$31.58	+0.1%	SBI INT-UTILS	81369Y886
TSLA	TESLA INC	10,555	$8.376M	4.0%	$793.56 *	$105.75	+114.3%	COM	88160R101
HEDJ	WISDOMTREE TR	65,942	$4.367M	2.1%	$66.22 *	$33.40	+14.1%	EUROPE HEDGED EQ	97717X701
IYW	ISHARES TR	47,904	$4.109M	2.0%	$85.78 *	$74.38	+33.6%	U.S. TECH ETF	464287721
AGG	ISHARES TR	9,070	$1.064M	0.5%	$117.31	$115.63	-0.3%	CORE US AGGBD ET	464287226
BABA	ALIBABA GROUP HLDG LTD	3,760	$953K	0.5%	$253.46 *	$277.63	-18.3%	SPONSORED ADS	01609W102
XLF	SELECT SECTOR SPDR TR	31,767	$920K	0.4%	$28.96 *	$31.38	+16.9%	SBI INT-FINL	81369Y605
TSM	TAIWAN SEMICONDUCTOR MFG LTD	7,473	$908K	0.4%	$121.50	$123.87	-3.0%	SPONSORED ADS	874039100
MELI	MERCADOLIBRE INC	478	$851K	0.4%	$1780.33 *	$1194.83	+30.4%	COM NEW	58733R102
GOOG	ALPHABET INC	367	$674K	0.3%	$1836.51 *	$98.47	+26.3%	CAP STK CL C	02079K107
XLK	SELECT SECTOR SPDR TR	4,229	$545K	0.3%	$128.87 *	$62.79	+17.6%	TECHNOLOGY	81369Y803
QQQ	INVESCO QQQ TR	1,548	$487K	0.2%	$314.60 *	$224.13	+58.1%	UNIT SER 1	46090E103
HYG	ISHARES TR	4,930	$429K	0.2%	$87.02	$86.30	+2.0%	IBOXX HI YD ETF	464288513
IWF	ISHARES TR	1,712	$410K	0.2%	$239.49 *	$58.80	+15.4%	RUS 1000 GRW ETF	464287614
EMB	ISHARES TR	3,512	$400K	0.2%	$113.90	$112.61	-0.1%	JPMORGAN USD EMG	464288281
—	BARCLAYS BK PLC ST FUTURES ETN	18,094	$380K	0.2%	$21.00	$21.00	—	SHOTE TERM FUTURES ETN	06746P621
FSLY	FASTLY INC	3,463	$379K	0.2%	$109.44 *	$56.82	+4.9%	CLASS A COMMON STOCK	31188V100
LITE	LUMENTUM HOLDINGS INC	3,513	$330K	0.2%	$93.94 *	$84.07	-2.4%	COM	55024U109
LQD	ISHARES TR	2,326	$314K	0.2%	$135.00	$134.69	-0.2%	IBOXX INV CP ETF	464287242
XLV	SELECT SECTOR SPDR TR	2,710	$312K	0.2%	$115.13 *	$109.09	+15.5%	SBI HEALTHCARE	81369Y209
EWZ	ISHARES INC	8,680	$297K	0.1%	$34.22 *	$38.64	+4.9%	MSCI BRAZIL ETF	464286400
MCHI	ISHARES TR	2,805	$245K	0.1%	$87.34 *	$83.24	-1.0%	MSCI CHINA ETF	46429B671
IWN	ISHARES TR	1,435	$199K	0.1%	$138.68 *	$134.40	+23.3%	RUS 2000 VAL ETF	464287630
IWD	ISHARES TR	1,295	$175K	0.1%	$135.14 *	$140.51	+12.9%	RUS 1000 VAL ETF	464287598
PBR	PETROLEO BRASILEIRO SA	13,997	$141K	0.1%	$10.07 *	$10.50	+16.5%	S&P 500 ETF TRUST	71654V408
ORCL	ORACLE CORPORATION	2,000	$121K	0.1%	$60.50 *	$52.75	+38.8%	COM NEW	68389X105
XLE	SELECT SECTOR SPDR TR	2,157	$85,000	0.0%	$39.41 *	$19.83	+35.8%	ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	1,099	$78,000	0.0%	$70.97 *	$35.98	+14.4%	SBI MATERIALS	81369Y100
SRNE	SORRENTO THERAPEUTICS INC	5,980	$76,000	0.0%	$12.71 *	$3.83	+153.1%	COM NEW	83587F202
BRZU	DIREXION SHS ETF TR	611	$60,000	0.0%	$98.20 *	$63.89	+110.8%	BRZ BL 2X SHS	25460G708