J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value: $413M (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TRUST 52.7%

Value $218M Shares 507,057 Share Price $429.14 Est. Cost/Share $349.01 Unrealized @ Report Date +23.0%

XLF SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND 25.4%

Value $105M Shares 2,789,864 Share Price $37.53 Est. Cost/Share $37.35 Unrealized @ Report Date +0.5%

XLP SECTOR SPDR TRUST SBI CONSUMER STAPLES 7.9%

Value $32.78M Shares 476,263 Share Price $68.84 Est. Cost/Share $67.07 Unrealized @ Report Date +2.6%

QQQ INVESCO QQQ TR UNIT SER 1 3.7%

Value $15.18M Shares 42,397 Share Price $357.95 Est. Cost/Share $363.02 Unrealized @ Report Date -1.4%

HEDJ WISDOMTREE TR EUROPE HEDGED EQUITY FUND 3.1%

Value $12.83M Shares 168,668 Share Price $76.05 * Est. Cost/Share $36.94 Unrealized @ Report Date +3.0%

TSLA TESLA INC COMMON STOCK 2.0%

Value $8.185M Shares 10,555 Share Price $775.46 * Est. Cost/Share $105.75 Unrealized @ Report Date +144.4%

IYW ISHARES U S TECHNOLOGY ETF 1.2%

Value $4.85M Shares 47,904 Share Price $101.24 Est. Cost/Share $74.38 Unrealized @ Report Date +36.1%

XLK SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND 0.8%

Value $3.374M Shares 22,602 Share Price $149.28 * Est. Cost/Share $74.46 Unrealized @ Report Date +0.3%

IWF ISHARES RUSSELL 1000 GROWTH ETF 0.4%

Value $1.459M Shares 5,325 Share Price $273.99 * Est. Cost/Share $66.90 Unrealized @ Report Date +2.4%

XLV SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND 0.3%

Value $1.429M Shares 11,232 Share Price $127.23 Est. Cost/Share $126.60 Unrealized @ Report Date +0.6%

AGG ISHARES CORE U S AGGREGATE BD ETF 0.3%

Value $1.349M Shares 11,749 Share Price $114.82 Est. Cost/Share $115.70 Unrealized @ Report Date -0.7%

— APPLE INC 0.3%

Value $1.336M Shares 9,448 Share Price $141.41 Est. Cost/Share $141.41 Unrealized @ Report Date —

HYG ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF 0.3%

Value $1.203M Shares 13,753 Share Price $87.47 Est. Cost/Share $87.21 Unrealized @ Report Date +0.3%

LQD ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF 0.3%

Value $1.138M Shares 8,558 Share Price $132.97 Est. Cost/Share $135.02 Unrealized @ Report Date -1.5%

EMB ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF 0.3%

Value $1.11M Shares 10,094 Share Price $109.97 Est. Cost/Share $112.42 Unrealized @ Report Date -2.1%

— AMAZON.COM INC 0.2%

Value $913K Shares 278 Share Price $3284.17 Est. Cost/Share $3284.17 Unrealized @ Report Date —

TSM TAIWAN SEMICONDUCTOR MFG CO LTD-SPONSORED ADR REPSTG 5 COM 0.2%

Value $834K Shares 7,473 Share Price $111.60 Est. Cost/Share $123.87 Unrealized @ Report Date -9.9%

IPO RENAISSANCE CAPITAL GREENWICH FDS RENAISSANCE IPO ETF 0.2%

Value $699K Shares 10,877 Share Price $64.26 Est. Cost/Share $65.15 Unrealized @ Report Date -1.3%

STNE STONECO LTD CLASS A COMMON SHARES WHEN ISSUED 0.2%

Value $673K Shares 19,406 Share Price $34.68 Est. Cost/Share $34.68 Unrealized @ Report Date —

XLE SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY 0.1%

Value $338K Shares 6,504 Share Price $51.97 * Est. Cost/Share $23.13 Unrealized @ Report Date +12.6%

XLB SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS 0.1%

Value $280K Shares 3,546 Share Price $78.96 * Est. Cost/Share $39.84 Unrealized @ Report Date -0.7%

EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 0.1%

Value $278K Shares 8,680 Share Price $32.03 Est. Cost/Share $38.64 Unrealized @ Report Date -16.8%

ORCL ORACLE CORPORATION 0.0%

Value $174K Shares 2,000 Share Price $87.00 * Est. Cost/Share $52.75 Unrealized @ Report Date +55.9%

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.0%

Value $144K Shares 13,997 Share Price $10.29 Est. Cost/Share $10.50 Unrealized @ Report Date -1.5%

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value $45,000 Shares 5,980 Share Price $7.53 Est. Cost/Share $3.83 Unrealized @ Report Date +99.3%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	507,057	$218M	52.7%	$429.14	$349.01	+23.0%	TR UNIT	78462F103
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	2,789,864	$105M	25.4%	$37.53	$37.35	+0.5%	FINANCIAL	81369Y605
XLP	SECTOR SPDR TRUST SBI CONSUMER STAPLES	476,263	$32.78M	7.9%	$68.84	$67.07	+2.6%	SBI CONS STPLS	81369Y308
QQQ	INVESCO QQQ TR UNIT SER 1	42,397	$15.18M	3.7%	$357.95	$363.02	-1.4%	UNIT SER 1	46090E103
HEDJ	WISDOMTREE TR EUROPE HEDGED EQUITY FUND	168,668	$12.83M	3.1%	$76.05 *	$36.94	+3.0%	EUROPE HEDGED EQ	97717X701
TSLA	TESLA INC COMMON STOCK	10,555	$8.185M	2.0%	$775.46 *	$105.75	+144.4%	S&P 500 ETF TRUST	88160R101
IYW	ISHARES U S TECHNOLOGY ETF	47,904	$4.85M	1.2%	$101.24	$74.38	+36.1%	US TECH ETF	464287721
XLK	SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND	22,602	$3.374M	0.8%	$149.28 *	$74.46	+0.3%	COM	81369Y803
IWF	ISHARES RUSSELL 1000 GROWTH ETF	5,325	$1.459M	0.4%	$273.99 *	$66.90	+2.4%	CLASS A COMMON STOCK	464287614
XLV	SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND	11,232	$1.429M	0.3%	$127.23	$126.60	+0.6%	SBI HEALTHCARE	81369Y209
AGG	ISHARES CORE U S AGGREGATE BD ETF	11,749	$1.349M	0.3%	$114.82	$115.70	-0.7%	SHOTE TERM FUTURES ETN	464287226
—	APPLE INC	9,448	$1.336M	0.3%	$141.41	$141.41	—	COM	378331000
HYG	ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	13,753	$1.203M	0.3%	$87.47	$87.21	+0.3%	IBOXX HI YD ETF	464288513
LQD	ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF	8,558	$1.138M	0.3%	$132.97	$135.02	-1.5%	IBOXX INV CP ETF	464287242
EMB	ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF	10,094	$1.11M	0.3%	$109.97	$112.42	-2.1%	JPMORGAN USD EMG	464288281
—	AMAZON.COM INC	278	$913K	0.2%	$3284.17	$3284.17	—	COM	231351060
TSM	TAIWAN SEMICONDUCTOR MFG CO LTD-SPONSORED ADR REPSTG 5 COM	7,473	$834K	0.2%	$111.60	$123.87	-9.9%	COM NEW	874039100
IPO	RENAISSANCE CAPITAL GREENWICH FDS RENAISSANCE IPO ETF	10,877	$699K	0.2%	$64.26	$65.15	-1.3%	IPO ETF	759937204
STNE	STONECO LTD CLASS A COMMON SHARES WHEN ISSUED	19,406	$673K	0.2%	$34.68	$34.68	—	COM CL A	G85158106
XLE	SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY	6,504	$338K	0.1%	$51.97 *	$23.13	+12.6%	ENERGY	81369Y506
XLB	SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS	3,546	$280K	0.1%	$78.96 *	$39.84	-0.7%	SBI MATERIAL	81369Y100
EWZ	ISHARES INC ISHARES MSCI BRAZIL ETF	8,680	$278K	0.1%	$32.03	$38.64	-16.8%	MSCI BRAZIL ETF	464286400
ORCL	ORACLE CORPORATION	2,000	$174K	0.0%	$87.00 *	$52.75	+55.9%	COM	68389X105
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	13,997	$144K	0.0%	$10.29	$10.50	-1.5%	SPONSORED ADR	71654V408
SRNE	SORRENTO THERAPEUTICS INC	5,980	$45,000	0.0%	$7.53	$3.83	+99.3%	COM NEW	83587F202