J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $412,901 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TRUST 52.7%

Value ($000) $217,598 Shares 507,057 Est. Cost $168.28 Unrealized —

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

Value ($000) $104,703 Shares 2,789,864 Est. Cost $37.51 Unrealized —

XLP SECTOR SPDR TRUST SBI CONSUMER STAPLES 7.9%

Value ($000) $32,785 Shares 476,263 Est. Cost $66.80 Unrealized —

QQQ INVESCO QQQ TR UNIT SER 1 3.7%

Value ($000) $15,176 Shares 42,397 Est. Cost $353.75 Unrealized —

HEDJ WISDOMTREE TR EUROPE HEDGED EQUITY FUND 3.1%

Value ($000) $12,828 Shares 168,668 Est. Cost $73.64 Unrealized —

TSLA TESLA INC COMMON STOCK 2.0%

Value ($000) $8,185 Shares 10,555 Est. Cost $105.75 Unrealized +122.6%

IYW ISHARES U S TECHNOLOGY ETF 1.2%

Value ($000) $4,850 Shares 47,904 Est. Cost $65.18 Unrealized —

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

Value ($000) $3,374 Shares 22,602 Est. Cost $145.89 Unrealized —

IWF ISHARES RUSSELL 1000 GROWTH ETF 0.4%

Value ($000) $1,459 Shares 5,325 Est. Cost $263.70 Unrealized —

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

Value ($000) $1,429 Shares 11,232 Est. Cost $122.50 Unrealized —

AGG ISHARES CORE U S AGGREGATE BD ETF 0.3%

Value ($000) $1,349 Shares 11,749 Est. Cost $116.95 Unrealized —

— APPLE INC 0.3%

Value ($000) $1,336 Shares 9,448 Est. Cost $141.41 Unrealized —

HYG ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF 0.3%

Value ($000) $1,203 Shares 13,753 Est. Cost $87.35 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF 0.3%

Value ($000) $1,138 Shares 8,558 Est. Cost $133.39 Unrealized —

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

Value ($000) $1,110 Shares 10,094 Est. Cost $110.97 Unrealized —

— AMAZON.COM INC 0.2%

Value ($000) $913 Shares 278 Est. Cost $3284.17 Unrealized —

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

Value ($000) $834 Shares 7,473 Est. Cost $118.29 Unrealized —

IPO RENAISSANCE CAPITAL GREENWICH FDS RENAISSANCE IPO ETF 0.2%

Value ($000) $699 Shares 10,877 Est. Cost $64.26 Unrealized —

STNE STONECO LTD CLASS A COMMON SHARES WHEN ISSUED 0.2%

Value ($000) $673 Shares 19,406 Est. Cost $34.68 Unrealized —

XLE SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY 0.1%

Value ($000) $338 Shares 6,504 Est. Cost $48.92 Unrealized —

XLB SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS 0.1%

Value ($000) $280 Shares 3,546 Est. Cost $77.99 Unrealized —

EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 0.1%

Value ($000) $278 Shares 8,680 Est. Cost $42.44 Unrealized —

ORCL ORACLE CORPORATION 0.0%

Value ($000) $174 Shares 2,000 Est. Cost $52.75 Unrealized +58.0%

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.0%

Value ($000) $144 Shares 13,997 Est. Cost $149.82 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value ($000) $45 Shares 5,980 Est. Cost $3.83 Unrealized +121.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	507,057	$217,598	52.7%	$168.28	—	TR UNIT	78462F103
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	2,789,864	$104,703	25.4%	$37.51	—	FINANCIAL	81369Y605
XLP	SECTOR SPDR TRUST SBI CONSUMER STAPLES	476,263	$32,785	7.9%	$66.80	—	SBI CONS STPLS	81369Y308
QQQ	INVESCO QQQ TR UNIT SER 1	42,397	$15,176	3.7%	$353.75	—	UNIT SER 1	46090E103
HEDJ	WISDOMTREE TR EUROPE HEDGED EQUITY FUND	168,668	$12,828	3.1%	$73.64	—	EUROPE HEDGED EQ	97717X701
TSLA	TESLA INC COMMON STOCK	10,555	$8,185	2.0%	$105.75	+122.6%	S&P 500 ETF TRUST	88160R101
IYW	ISHARES U S TECHNOLOGY ETF	47,904	$4,850	1.2%	$65.18	—	US TECH ETF	464287721
XLK	SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND	22,602	$3,374	0.8%	$145.89	—	COM	81369Y803
IWF	ISHARES RUSSELL 1000 GROWTH ETF	5,325	$1,459	0.4%	$263.70	—	CLASS A COMMON STOCK	464287614
XLV	SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND	11,232	$1,429	0.3%	$122.50	—	SBI HEALTHCARE	81369Y209
AGG	ISHARES CORE U S AGGREGATE BD ETF	11,749	$1,349	0.3%	$116.95	—	SHOTE TERM FUTURES ETN	464287226
—	APPLE INC	9,448	$1,336	0.3%	$141.41	—	COM	378331000
HYG	ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF	13,753	$1,203	0.3%	$87.35	—	IBOXX HI YD ETF	464288513
LQD	ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF	8,558	$1,138	0.3%	$133.39	—	IBOXX INV CP ETF	464287242
EMB	ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF	10,094	$1,110	0.3%	$110.97	—	JPMORGAN USD EMG	464288281
—	AMAZON.COM INC	278	$913	0.2%	$3284.17	—	COM	231351060
TSM	TAIWAN SEMICONDUCTOR MFG CO LTD-SPONSORED ADR REPSTG 5 COM	7,473	$834	0.2%	$118.29	—	COM NEW	874039100
IPO	RENAISSANCE CAPITAL GREENWICH FDS RENAISSANCE IPO ETF	10,877	$699	0.2%	$64.26	—	IPO ETF	759937204
STNE	STONECO LTD CLASS A COMMON SHARES WHEN ISSUED	19,406	$673	0.2%	$34.68	—	COM CL A	G85158106
XLE	SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY	6,504	$338	0.1%	$48.92	—	ENERGY	81369Y506
XLB	SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS	3,546	$280	0.1%	$77.99	—	SBI MATERIAL	81369Y100
EWZ	ISHARES INC ISHARES MSCI BRAZIL ETF	8,680	$278	0.1%	$42.44	—	MSCI BRAZIL ETF	464286400
ORCL	ORACLE CORPORATION	2,000	$174	0.0%	$52.75	+58.0%	COM	68389X105
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	13,997	$144	0.0%	$149.82	—	SPONSORED ADR	71654V408
SRNE	SORRENTO THERAPEUTICS INC	5,980	$45	0.0%	$3.83	+121.5%	COM NEW	83587F202