J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 18, 2022

Total Value ($000): $4,859 (100.0% shares, 0.0% debt)

Holdings (25)

XLF SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND 37.3%

Value ($000) $1,811 Shares 70,709 Est. Cost $37.51 Unrealized —

XLP SECTOR SPDR TRUST SBI CONSUMER STAPLES 17.7%

Value ($000) $860 Shares 66,284 Est. Cost $66.80 Unrealized —

SPY SPDR S&P 500 ETF TRUST 17.0%

Value ($000) $828 Shares 392,844 Est. Cost $168.28 Unrealized —

XLE SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY 9.7%

Value ($000) $470 Shares 26,108 Est. Cost $25.70 Unrealized —

XLK SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND 8.6%

Value ($000) $416 Shares 72,249 Est. Cost $49.60 Unrealized —

QQQ INVESCO QQQ TR UNIT SER 1 4.4%

Value ($000) $212 Shares 84,397 Est. Cost $178.96 Unrealized —

TBF PROSHARES TR SHORT 20 PLUS YR TREASURY 1.0%

Value ($000) $50 Shares 795 Est. Cost $62.89 Unrealized —

IYW ISHARES U S TECHNOLOGY ETF 1.0%

Value ($000) $48 Shares 5,500 Est. Cost $65.18 Unrealized —

EUFN ISHARES MSCI EUROPE FINANCIAL SECTOR 0.4%

Value ($000) $20 Shares 403 Est. Cost $49.63 Unrealized —

HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 0.3%

Value ($000) $16 Shares 1,377 Est. Cost $87.35 Unrealized —

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

Value ($000) $16 Shares 2,286 Est. Cost $122.50 Unrealized —

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.3%

Value ($000) $14 Shares 153 Est. Cost $149.82 Unrealized —

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

Value ($000) $13 Shares 1,394 Est. Cost $110.97 Unrealized —

SHYG ISHARES TR 0-5 YR HIGH YIELD CORP BD ETF 0.2%

Value ($000) $12 Shares 555 Est. Cost $21.62 Unrealized —

AGG ISHARES CORE U S AGGREGATE BD ETF 0.2%

Value ($000) $11 Shares 1,224 Est. Cost $116.95 Unrealized —

— APPLE INC 0.2%

Value ($000) $9 Shares 1,677 Est. Cost $141.41 Unrealized —

LQD ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF 0.2%

Value ($000) $9 Shares 1,163 Est. Cost $133.39 Unrealized —

EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 0.2%

Value ($000) $9 Shares 243 Est. Cost $42.44 Unrealized —

IWF ISHARES RUSSELL 1000 GROWTH ETF 0.2%

Value ($000) $8 Shares 2,329 Est. Cost $263.70 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG CO LTD-SPONSORED ADR REPSTG 5 COM 0.1%

Value ($000) $7 Shares 899 Est. Cost $118.29 Unrealized —

TSLA TESLA INC COMMON STOCK 0.1%

Value ($000) $7 Shares 7,772 Est. Cost $105.75 Unrealized +217.2%

SRNE SORRENTO THERAPEUTICS INC 0.1%

Value ($000) $6 Shares 27 Est. Cost $3.83 Unrealized +62.2%

XLB SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS 0.1%

Value ($000) $5 Shares 459 Est. Cost $77.99 Unrealized —

ORCL ORACLE CORPORATION 0.0%

Value ($000) $2 Shares 174 Est. Cost $52.75 Unrealized +68.5%

VHT VANGUARD WORLD FUNDS VANGUARD HEALTH CARE ETF 0.0%

Value ($000) $0 Shares 106 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	70,709	$1,811	37.3%	$37.51	—	FINANCIAL	81369Y605
XLP	SECTOR SPDR TRUST SBI CONSUMER STAPLES	66,284	$860	17.7%	$66.80	—	SBI CONS STPLS	81369Y308
SPY	SPDR S&P 500 ETF TRUST	392,844	$828	17.0%	$168.28	—	ETF TR UNIT	78462F103
XLE	SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY	26,108	$470	9.7%	$25.70	—	ENERGY	81369Y506
XLK	SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND	72,249	$416	8.6%	$49.60	—	TECHNOLOGY	81369Y803
QQQ	INVESCO QQQ TR UNIT SER 1	84,397	$212	4.4%	$178.96	—	UNIT SER 1	46090E103
TBF	PROSHARES TR SHORT 20 PLUS YR TREASURY	795	$50	1.0%	$62.89	—	SHORT 20 PLUS YR TREASURY	74347X849
IYW	ISHARES U S TECHNOLOGY ETF	5,500	$48	1.0%	$65.18	—	U.S. TECH ETF	464287721
EUFN	ISHARES MSCI EUROPE FINANCIAL SECTOR	403	$20	0.4%	$49.63	—	MSCI EUROPE FINANCIAL SECTOR	464289180
HYG	ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	1,377	$16	0.3%	$87.35	—	IBOXX HI YD ETF	464288513
XLV	SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND	2,286	$16	0.3%	$122.50	—	SBI HEALTHCARE	81369Y209
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	153	$14	0.3%	$149.82	—	SPONSORED ADR	71654V408
EMB	ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF	1,394	$13	0.3%	$110.97	—	JPMORGAN USD EMG	464288281
SHYG	ISHARES TR 0-5 YR HIGH YIELD CORP BD ETF	555	$12	0.2%	$21.62	—	HIGH YIELD CORP BD ETF	46434V407
AGG	ISHARES CORE U S AGGREGATE BD ETF	1,224	$11	0.2%	$116.95	—	CORE US AGGBD ET	464287226
—	APPLE INC	1,677	$9	0.2%	$141.41	—	COM	378331000
LQD	ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF	1,163	$9	0.2%	$133.39	—	IBOXX INV CP ETF	464287242
EWZ	ISHARES INC ISHARES MSCI BRAZIL ETF	243	$9	0.2%	$42.44	—	MSCI BRAZIL ETF	464286400
IWF	ISHARES RUSSELL 1000 GROWTH ETF	2,329	$8	0.2%	$263.70	—	RUS 1000 GRW ETF	464287614
TSM	TAIWAN SEMICONDUCTOR MFG CO LTD-SPONSORED ADR REPSTG 5 COM	899	$7	0.1%	$118.29	—	SPONSORED ADS	874039100
TSLA	TESLA INC COMMON STOCK	7,772	$7	0.1%	$105.75	+217.2%	COM	88160R101
SRNE	SORRENTO THERAPEUTICS INC	27	$6	0.1%	$3.83	+62.2%	COM NEW	83587F202
XLB	SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS	459	$5	0.1%	$77.99	—	SBI MATERIAL	81369Y100
ORCL	ORACLE CORPORATION	174	$2	0.0%	$52.75	+68.5%	COM	68389X105
VHT	VANGUARD WORLD FUNDS VANGUARD HEALTH CARE ETF	106	$0	0.0%	—	—	VANGUARD HEALTH CARE ETF	92204A504