J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 11, 2021

Total Value ($000): $207,269 (100.0% shares, 0.0% debt)

Holdings (32)

SPY SPDR S&P 500 ETF TR 70.1%

Value ($000) $145,312 Shares 392,660 Est. Cost $92.28 Unrealized —

XLP SELECT SECTOR SPDR TR 8.6%

Value ($000) $17,846 Shares 278,451 Est. Cost $65.36 Unrealized —

XLU SELECT SECTOR SPDR TR 7.9%

Value ($000) $16,426 Shares 264,301 Est. Cost $51.83 Unrealized —

TSLA TESLA INC 4.0%

Value ($000) $8,376 Shares 10,555 Est. Cost $105.75 Unrealized +105.3%

HEDJ WISDOMTREE TR 2.1%

Value ($000) $4,367 Shares 65,942 Est. Cost $69.88 Unrealized —

IYW ISHARES TR 2.0%

Value ($000) $4,109 Shares 47,904 Est. Cost $65.18 Unrealized —

AGG ISHARES TR 0.5%

Value ($000) $1,064 Shares 9,070 Est. Cost $117.58 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.5%

Value ($000) $953 Shares 3,760 Est. Cost $232.71 Unrealized —

XLF SELECT SECTOR SPDR TR 0.4%

Value ($000) $920 Shares 31,767 Est. Cost $35.96 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.4%

Value ($000) $908 Shares 7,473 Est. Cost $118.29 Unrealized —

MELI MERCADOLIBRE INC 0.4%

Value ($000) $851 Shares 478 Est. Cost $1194.83 Unrealized +22.9%

GOOG ALPHABET INC 0.3%

Value ($000) $674 Shares 367 Est. Cost $98.47 Unrealized +20.1%

XLK SELECT SECTOR SPDR TR 0.3%

Value ($000) $545 Shares 4,229 Est. Cost $131.15 Unrealized —

QQQ INVESCO QQQ TR 0.2%

Value ($000) $487 Shares 1,548 Est. Cost $242.86 Unrealized —

HYG ISHARES TR 0.2%

Value ($000) $429 Shares 4,930 Est. Cost $87.14 Unrealized —

IWF ISHARES TR 0.2%

Value ($000) $410 Shares 1,712 Est. Cost $241.99 Unrealized —

EMB ISHARES TR 0.2%

Value ($000) $400 Shares 3,512 Est. Cost $112.85 Unrealized —

— BARCLAYS BK PLC ST FUTURES ETN 0.2%

Value ($000) $380 Shares 18,094 Est. Cost $21.00 Unrealized —

FSLY FASTLY INC 0.2%

Value ($000) $379 Shares 3,463 Est. Cost $56.82 Unrealized 0.0%

LITE LUMENTUM HOLDINGS INC 0.2%

Value ($000) $330 Shares 3,513 Est. Cost $84.07 Unrealized 0.0%

LQD ISHARES TR 0.2%

Value ($000) $314 Shares 2,326 Est. Cost $134.49 Unrealized —

XLV SELECT SECTOR SPDR TR 0.2%

Value ($000) $312 Shares 2,710 Est. Cost $107.62 Unrealized —

EWZ ISHARES INC 0.1%

Value ($000) $297 Shares 8,680 Est. Cost $42.44 Unrealized —

MCHI ISHARES TR 0.1%

Value ($000) $245 Shares 2,805 Est. Cost $81.30 Unrealized —

IWN ISHARES TR 0.1%

Value ($000) $199 Shares 1,435 Est. Cost $145.55 Unrealized —

IWD ISHARES TR 0.1%

Value ($000) $175 Shares 1,295 Est. Cost $147.71 Unrealized —

PBR PETROLEO BRASILEIRO SA 0.1%

Value ($000) $141 Shares 13,997 Est. Cost $149.82 Unrealized —

ORCL ORACLE CORPORATION 0.1%

Value ($000) $121 Shares 2,000 Est. Cost $52.75 Unrealized +39.5%

XLE SELECT SECTOR SPDR TR 0.0%

Value ($000) $85 Shares 2,157 Est. Cost $42.77 Unrealized —

XLB SELECT SECTOR SPDR TR 0.0%

Value ($000) $78 Shares 1,099 Est. Cost $75.82 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value ($000) $76 Shares 5,980 Est. Cost $3.83 Unrealized +108.0%

BRZU DIREXION SHS ETF TR 0.0%

Value ($000) $60 Shares 611 Est. Cost $75.29 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	392,660	$145,312	70.1%	$92.28	—	TR UNIT	78462F103
XLP	SELECT SECTOR SPDR TR	278,451	$17,846	8.6%	$65.36	—	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	264,301	$16,426	7.9%	$51.83	—	SBI INT-UTILS	81369Y886
TSLA	TESLA INC	10,555	$8,376	4.0%	$105.75	+105.3%	COM	88160R101
HEDJ	WISDOMTREE TR	65,942	$4,367	2.1%	$69.88	—	EUROPE HEDGED EQ	97717X701
IYW	ISHARES TR	47,904	$4,109	2.0%	$65.18	—	U.S. TECH ETF	464287721
AGG	ISHARES TR	9,070	$1,064	0.5%	$117.58	—	CORE US AGGBD ET	464287226
BABA	ALIBABA GROUP HLDG LTD	3,760	$953	0.5%	$232.71	—	SPONSORED ADS	01609W102
XLF	SELECT SECTOR SPDR TR	31,767	$920	0.4%	$35.96	—	SBI INT-FINL	81369Y605
TSM	TAIWAN SEMICONDUCTOR MFG LTD	7,473	$908	0.4%	$118.29	—	SPONSORED ADS	874039100
MELI	MERCADOLIBRE INC	478	$851	0.4%	$1194.83	+22.9%	COM NEW	58733R102
GOOG	ALPHABET INC	367	$674	0.3%	$98.47	+20.1%	CAP STK CL C	02079K107
XLK	SELECT SECTOR SPDR TR	4,229	$545	0.3%	$131.15	—	TECHNOLOGY	81369Y803
QQQ	INVESCO QQQ TR	1,548	$487	0.2%	$242.86	—	UNIT SER 1	46090E103
HYG	ISHARES TR	4,930	$429	0.2%	$87.14	—	IBOXX HI YD ETF	464288513
IWF	ISHARES TR	1,712	$410	0.2%	$241.99	—	RUS 1000 GRW ETF	464287614
EMB	ISHARES TR	3,512	$400	0.2%	$112.85	—	JPMORGAN USD EMG	464288281
—	BARCLAYS BK PLC ST FUTURES ETN	18,094	$380	0.2%	$21.00	—	SHOTE TERM FUTURES ETN	06746P621
FSLY	FASTLY INC	3,463	$379	0.2%	$56.82	0.0%	CLASS A COMMON STOCK	31188V100
LITE	LUMENTUM HOLDINGS INC	3,513	$330	0.2%	$84.07	0.0%	COM	55024U109
LQD	ISHARES TR	2,326	$314	0.2%	$134.49	—	IBOXX INV CP ETF	464287242
XLV	SELECT SECTOR SPDR TR	2,710	$312	0.2%	$107.62	—	SBI HEALTHCARE	81369Y209
EWZ	ISHARES INC	8,680	$297	0.1%	$42.44	—	MSCI BRAZIL ETF	464286400
MCHI	ISHARES TR	2,805	$245	0.1%	$81.30	—	MSCI CHINA ETF	46429B671
IWN	ISHARES TR	1,435	$199	0.1%	$145.55	—	RUS 2000 VAL ETF	464287630
IWD	ISHARES TR	1,295	$175	0.1%	$147.71	—	RUS 1000 VAL ETF	464287598
PBR	PETROLEO BRASILEIRO SA	13,997	$141	0.1%	$149.82	—	S&P 500 ETF TRUST	71654V408
ORCL	ORACLE CORPORATION	2,000	$121	0.1%	$52.75	+39.5%	COM NEW	68389X105
XLE	SELECT SECTOR SPDR TR	2,157	$85	0.0%	$42.77	—	ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	1,099	$78	0.0%	$75.82	—	SBI MATERIALS	81369Y100
SRNE	SORRENTO THERAPEUTICS INC	5,980	$76	0.0%	$3.83	+108.0%	COM NEW	83587F202
BRZU	DIREXION SHS ETF TR	611	$60	0.0%	$75.29	—	BRZ BL 2X SHS	25460G708