J.Safra Asset Management Corp Quant / Systematic

Location: New York, NY

CIK: 0001535293 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 18, 2022

Total Value: $4.859M (100.0% shares, 0.0% debt)

Holdings (25)

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

Value $1.811M Shares 70,709 Share Price $25.61 * Est. Cost/Share $37.35 Unrealized @ Report Date +4.6%

XLP SECTOR SPDR TRUST SBI CONSUMER STAPLES 17.7%

Value $860K Shares 66,284 Share Price $12.97 * Est. Cost/Share $67.07 Unrealized @ Report Date +15.0%

SPY SPDR S&P 500 ETF TRUST 17.0%

Value $828K Shares 392,844 Share Price $2.11 * Est. Cost/Share $349.01 Unrealized @ Report Date +36.1%

XLE SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY 9.7%

Value $470K Shares 26,108 Share Price $18.00 * Est. Cost/Share $26.98 Unrealized @ Report Date +2.9%

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

Value $416K Shares 72,249 Share Price $5.76 * Est. Cost/Share $79.88 Unrealized @ Report Date +8.8%

QQQ INVESCO QQQ TR UNIT SER 1 4.4%

Value $212K Shares 84,397 Share Price $2.51 * Est. Cost/Share $374.48 Unrealized @ Report Date +6.2%

TBF PROSHARES TR SHORT 20 PLUS YR TREASURY 1.0%

Value $50,000 Shares 795 Share Price $62.89 * Est. Cost/Share $16.22 Unrealized @ Report Date -1.4%

IYW ISHARES U S TECHNOLOGY ETF 1.0%

Value $48,000 Shares 5,500 Share Price $8.73 * Est. Cost/Share $74.38 Unrealized @ Report Date +54.4%

EUFN ISHARES MSCI EUROPE FINANCIAL SECTOR 0.4%

Value $20,000 Shares 403 Share Price $49.63 * Est. Cost/Share $20.28 Unrealized @ Report Date -1.1%

HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 0.3%

Value $16,000 Shares 1,377 Share Price $11.62 * Est. Cost/Share $87.21 Unrealized @ Report Date -0.2%

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

Value $16,000 Shares 2,286 Share Price $7.00 * Est. Cost/Share $126.60 Unrealized @ Report Date +11.3%

PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.3%

Value $14,000 Shares 153 Share Price $91.50 * Est. Cost/Share $10.50 Unrealized @ Report Date +4.6%

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

Value $13,000 Shares 1,394 Share Price $9.33 * Est. Cost/Share $112.42 Unrealized @ Report Date -3.0%

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

Value $12,000 Shares 555 Share Price $21.62 * Est. Cost/Share $45.32 Unrealized @ Report Date -0.1%

AGG ISHARES CORE U S AGGREGATE BD ETF 0.2%

Value $11,000 Shares 1,224 Share Price $8.99 * Est. Cost/Share $115.70 Unrealized @ Report Date -1.4%

— APPLE INC 0.2%

Value $9,000 Shares 1,677 Share Price $5.37 Est. Cost/Share $141.41 Unrealized @ Report Date —

EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 0.2%

Value $9,000 Shares 243 Share Price $37.04 * Est. Cost/Share $38.64 Unrealized @ Report Date -27.4%

LQD ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF 0.2%

Value $9,000 Shares 1,163 Share Price $7.74 * Est. Cost/Share $135.02 Unrealized @ Report Date -1.9%

IWF ISHARES RUSSELL 1000 GROWTH ETF 0.2%

Value $8,000 Shares 2,329 Share Price $3.43 * Est. Cost/Share $66.90 Unrealized @ Report Date +14.2%

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

Value $7,000 Shares 899 Share Price $7.79 * Est. Cost/Share $123.87 Unrealized @ Report Date -2.9%

TSLA TESLA INC COMMON STOCK 0.1%

Value $7,000 Shares 7,772 Share Price $0.90 * Est. Cost/Share $105.75 Unrealized @ Report Date +233.1%

SRNE SORRENTO THERAPEUTICS INC 0.1%

Value $6,000 Shares 27 Share Price $222.22 * Est. Cost/Share $3.83 Unrealized @ Report Date +21.5%

XLB SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS 0.1%

Value $5,000 Shares 459 Share Price $10.89 * Est. Cost/Share $39.84 Unrealized @ Report Date +13.7%

ORCL ORACLE CORPORATION 0.0%

Value $2,000 Shares 174 Share Price $11.49 * Est. Cost/Share $52.75 Unrealized @ Report Date +56.6%

VHT VANGUARD WORLD FUNDS VANGUARD HEALTH CARE ETF 0.0%

Value $0 Shares 106 Share Price $0.00 Est. Cost/Share $255.01 Unrealized @ Report Date +4.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
XLF	SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND	70,709	$1.811M	37.3%	$25.61 *	$37.35	+4.6%	FINANCIAL	81369Y605
XLP	SECTOR SPDR TRUST SBI CONSUMER STAPLES	66,284	$860K	17.7%	$12.97 *	$67.07	+15.0%	SBI CONS STPLS	81369Y308
SPY	SPDR S&P 500 ETF TRUST	392,844	$828K	17.0%	$2.11 *	$349.01	+36.1%	ETF TR UNIT	78462F103
XLE	SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY	26,108	$470K	9.7%	$18.00 *	$26.98	+2.9%	ENERGY	81369Y506
XLK	SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND	72,249	$416K	8.6%	$5.76 *	$79.88	+8.8%	TECHNOLOGY	81369Y803
QQQ	INVESCO QQQ TR UNIT SER 1	84,397	$212K	4.4%	$2.51 *	$374.48	+6.2%	UNIT SER 1	46090E103
TBF	PROSHARES TR SHORT 20 PLUS YR TREASURY	795	$50,000	1.0%	$62.89 *	$16.22	-1.4%	SHORT 20 PLUS YR TREASURY	74347X849
IYW	ISHARES U S TECHNOLOGY ETF	5,500	$48,000	1.0%	$8.73 *	$74.38	+54.4%	U.S. TECH ETF	464287721
EUFN	ISHARES MSCI EUROPE FINANCIAL SECTOR	403	$20,000	0.4%	$49.63 *	$20.28	-1.1%	MSCI EUROPE FINANCIAL SECTOR	464289180
HYG	ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF	1,377	$16,000	0.3%	$11.62 *	$87.21	-0.2%	IBOXX HI YD ETF	464288513
XLV	SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND	2,286	$16,000	0.3%	$7.00 *	$126.60	+11.3%	SBI HEALTHCARE	81369Y209
PBR	PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	153	$14,000	0.3%	$91.50 *	$10.50	+4.6%	SPONSORED ADR	71654V408
EMB	ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF	1,394	$13,000	0.3%	$9.33 *	$112.42	-3.0%	JPMORGAN USD EMG	464288281
SHYG	ISHARES TR 0-5 YR HIGH YIELD CORP BD ETF	555	$12,000	0.2%	$21.62 *	$45.32	-0.1%	HIGH YIELD CORP BD ETF	46434V407
AGG	ISHARES CORE U S AGGREGATE BD ETF	1,224	$11,000	0.2%	$8.99 *	$115.70	-1.4%	CORE US AGGBD ET	464287226
—	APPLE INC	1,677	$9,000	0.2%	$5.37	$141.41	—	COM	378331000
EWZ	ISHARES INC ISHARES MSCI BRAZIL ETF	243	$9,000	0.2%	$37.04 *	$38.64	-27.4%	MSCI BRAZIL ETF	464286400
LQD	ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF	1,163	$9,000	0.2%	$7.74 *	$135.02	-1.9%	IBOXX INV CP ETF	464287242
IWF	ISHARES RUSSELL 1000 GROWTH ETF	2,329	$8,000	0.2%	$3.43 *	$66.90	+14.2%	RUS 1000 GRW ETF	464287614
TSM	TAIWAN SEMICONDUCTOR MFG CO LTD-SPONSORED ADR REPSTG 5 COM	899	$7,000	0.1%	$7.79 *	$123.87	-2.9%	SPONSORED ADS	874039100
TSLA	TESLA INC COMMON STOCK	7,772	$7,000	0.1%	$0.90 *	$105.75	+233.1%	COM	88160R101
SRNE	SORRENTO THERAPEUTICS INC	27	$6,000	0.1%	$222.22 *	$3.83	+21.5%	COM NEW	83587F202
XLB	SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS	459	$5,000	0.1%	$10.89 *	$39.84	+13.7%	SBI MATERIAL	81369Y100
ORCL	ORACLE CORPORATION	174	$2,000	0.0%	$11.49 *	$52.75	+56.6%	COM	68389X105
VHT	VANGUARD WORLD FUNDS VANGUARD HEALTH CARE ETF	106	$0	0.0%	$0.00	$255.01	+4.5%	VANGUARD HEALTH CARE ETF	92204A504