J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 12, 2023

Total Value ($000): $632,686 (100.0% shares, 0.0% debt)

Holdings (98)

XLK SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND 17.5%
Value ($000) $110,661 Shares 732,805 Est. Cost $23.61 Unrealized —
SPY SPDR S&P 500 ETF TRUST 16.2%
Value ($000) $102,272 Shares 249,816 Est. Cost $6.24 Unrealized —
QQQ INVESCO QQQ TR UNIT SER 1 13.7%
Value ($000) $86,993 Shares 271,064 Est. Cost $62.90 Unrealized —
XLF SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND 10.5%
Value ($000) $66,411 Shares 2,065,662 Est. Cost $10.65 Unrealized —
XLV SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND 9.4%
Value ($000) $59,400 Shares 458,828 Est. Cost $1.25 Unrealized —
SDY SPDR S&P DIVIDEND ETF 6.6%
Value ($000) $41,894 Shares 338,650 Est. Cost $6.34 Unrealized —
XLC SELECT SECTOR SPDR TRUST THE COMMUNICATION SERVICES SELECT SECTOR SPDR FUND 6.5%
Value ($000) $41,298 Shares 712,408 Est. Cost $57.97 Unrealized —
XLP SECTOR SPDR TRUST SBI CONSUMER STAPLES 3.4%
Value ($000) $21,522 Shares 288,071 Est. Cost $1.58 Unrealized —
IWF ISHARES RUSSELL 1000 GROWTH ETF 2.9%
Value ($000) $18,571 Shares 76,006 Est. Cost $244.33 Unrealized —
XLE SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY 2.9%
Value ($000) $18,236 Shares 220,162 Est. Cost $0.96 Unrealized —
EMB ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF 1.2%
Value ($000) $7,660 Shares 88,775 Est. Cost $86.28 Unrealized —
BIL SPDR SERIES TRUST SPDR BLOOMBERG 1 3 MONTH T BILL ETF 1.2%
Value ($000) $7,396 Shares 80,549 Est. Cost $0.48 Unrealized —
MCHI ISHARES MSCI CHINA ETF 1.1%
Value ($000) $7,218 Shares 144,681 Est. Cost $49.89 Unrealized —
HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1.0%
Value ($000) $6,069 Shares 80,331 Est. Cost $75.55 Unrealized —
LQD ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF 0.8%
Value ($000) $5,240 Shares 47,805 Est. Cost $109.61 Unrealized —
IYW ISHARES U S TECHNOLOGY ETF 0.7%
Value ($000) $4,446 Shares 47,904 Est. Cost $92.81 Unrealized —
AGG ISHARES CORE U S AGGREGATE BD ETF 0.7%
Value ($000) $4,163 Shares 41,784 Est. Cost $99.64 Unrealized —
TSLA TESLA INC COMMON STOCK 0.6%
Value ($000) $3,955 Shares 19,065 Est. Cost $183.05 Unrealized -4.7%
XLB SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS 0.5%
Value ($000) $3,019 Shares 37,428 Est. Cost $2.88 Unrealized —
MSFT MICROSOFT CORP 0.3%
Value ($000) $1,999 Shares 6,933 Est. Cost $249.46 Unrealized 0.0%
AAPL APPLE INC 0.2%
Value ($000) $1,449 Shares 8,790 Est. Cost $145.49 Unrealized 0.0%
GLD SPDR GOLD TR GOLD SHS 0.1%
Value ($000) $647 Shares 3,532 Est. Cost $0.17 Unrealized —
AMZN AMAZON.COM INC 0.1%
Value ($000) $625 Shares 6,055 Est. Cost $96.61 Unrealized 0.0%
GOOG ALPHABET INC CLASS C CAPITAL STOCK 0.1%
Value ($000) $426 Shares 4,100 Est. Cost $96.89 Unrealized -1.1%
GOOGL ALPHABET INC CLASS A COMMON STOCK 0.1%
Value ($000) $367 Shares 3,540 Est. Cost $98.19 Unrealized -3.0%
NEE NEXTERA ENERGY INC 0.0%
Value ($000) $316 Shares 4,099 Est. Cost $73.77 Unrealized -4.2%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $294 Shares 2,257 Est. Cost $119.32 Unrealized +7.4%
XBI SPDR SER TR S&P BIOTECH ETF 0.0%
Value ($000) $272 Shares 3,574 Est. Cost $1.34 Unrealized —
SMH VANECK ETF TR VANECK SEMICONDUCTOR ETF 0.0%
Value ($000) $263 Shares 1,000 Est. Cost $0.20 Unrealized —
HD HOME DEPOT INC 0.0%
Value ($000) $255 Shares 864 Est. Cost $284.64 Unrealized 0.0%
ETN EATON CORPORATION PLC 0.0%
Value ($000) $245 Shares 1,428 Est. Cost $149.61 Unrealized +7.1%
HON HONEYWELL INTL INC 0.0%
Value ($000) $243 Shares 1,269 Est. Cost $176.65 Unrealized 0.0%
EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 0.0%
Value ($000) $238 Shares 8,680 Est. Cost $27.38 Unrealized —
NVDA NVIDIA CORP 0.0%
Value ($000) $236 Shares 848 Est. Cost $15.48 Unrealized +39.6%
LLY ELI LILLY & CO 0.0%
Value ($000) $234 Shares 681 Est. Cost $329.89 Unrealized 0.0%
MA MASTERCARD INCORPORATED 0.0%
Value ($000) $227 Shares 626 Est. Cost $357.45 Unrealized 0.0%
AVGO BROADCOM INC COMMON STOCK 0.0%
Value ($000) $221 Shares 345 Est. Cost $47.61 Unrealized +21.0%
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $217 Shares 740 Est. Cost $270.53 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.0%
Value ($000) $217 Shares 470 Est. Cost $442.02 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING INC 0.0%
Value ($000) $216 Shares 972 Est. Cost $211.47 Unrealized 0.0%
V VISA INC CL A COMMON STOCK 0.0%
Value ($000) $213 Shares 944 Est. Cost $199.09 Unrealized +9.4%
XOM EXXON MOBIL CORP 0.0%
Value ($000) $211 Shares 1,925 Est. Cost $93.83 Unrealized +6.8%
MRK MERCK & CO INC 0.0%
Value ($000) $209 Shares 1,961 Est. Cost $92.80 Unrealized +6.3%
ABBV ABBVIE INC 0.0%
Value ($000) $204 Shares 1,278 Est. Cost $137.22 Unrealized +0.7%
ABT ABBOTT LABORATORIES 0.0%
Value ($000) $201 Shares 1,985 Est. Cost $100.00 Unrealized 0.0%
AON AON PLC CLASS A ORDINARY SHARES 0.0%
Value ($000) $195 Shares 618 Est. Cost $284.92 Unrealized +6.4%
PG PROCTER & GAMBLE CO 0.0%
Value ($000) $188 Shares 1,265 Est. Cost $133.20 Unrealized 0.0%
ORCL ORACLE CORPORATION 0.0%
Value ($000) $186 Shares 2,000 Est. Cost $71.95 Unrealized +17.8%
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $184 Shares 389 Est. Cost $475.11 Unrealized -3.8%
ZTS ZOETIS INC CL A 0.0%
Value ($000) $177 Shares 1,061 Est. Cost $161.81 Unrealized -1.7%
PEP PEPSICO INC COMMON STOCK 0.0%
Value ($000) $176 Shares 967 Est. Cost $158.70 Unrealized 0.0%
MDLZ MONDELEZ INTERNATIONAL INC COM 0.0%
Value ($000) $174 Shares 2,492 Est. Cost $61.12 Unrealized 0.0%
CVX CHEVRON CORPORATION 0.0%
Value ($000) $170 Shares 1,044 Est. Cost $148.45 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $167 Shares 290 Est. Cost $558.70 Unrealized 0.0%
CDW CDW CORPORATION COM 0.0%
Value ($000) $164 Shares 841 Est. Cost $189.24 Unrealized 0.0%
TXN TEXAS INSTRUMENTS INCORPORATED 0.0%
Value ($000) $160 Shares 862 Est. Cost $161.35 Unrealized 0.0%
APD AIR PRODUCTS & CHEMICALS INC 0.0%
Value ($000) $157 Shares 546 Est. Cost $270.16 Unrealized 0.0%
COP CONOCOPHILLIPS COMMON STOCK 0.0%
Value ($000) $155 Shares 1,566 Est. Cost $106.97 Unrealized -7.0%
DHR DANAHER CORPORATION 0.0%
Value ($000) $153 Shares 609 Est. Cost $224.08 Unrealized 0.0%
COST COSTCO WHOLESALE CORP-NEW 0.0%
Value ($000) $152 Shares 306 Est. Cost $483.55 Unrealized -2.5%
UNP UNION PACIFIC CORP 0.0%
Value ($000) $149 Shares 738 Est. Cost $189.39 Unrealized 0.0%
PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.0%
Value ($000) $146 Shares 13,997 Est. Cost $0.22 Unrealized —
IQV IQVIA HOLDINGS INC COMMON STOCK 0.0%
Value ($000) $134 Shares 672 Est. Cost $213.73 Unrealized 0.0%
SBUX STARBUCKS CORP 0.0%
Value ($000) $130 Shares 1,249 Est. Cost $97.06 Unrealized 0.0%
AMT AMERICAN TOWER CORPORATION REIT 0.0%
Value ($000) $130 Shares 635 Est. Cost $190.15 Unrealized -0.3%
CB CHUBB LTD COM 0.0%
Value ($000) $128 Shares 660 Est. Cost $198.65 Unrealized +2.1%
ACN ACCENTURE PLC IRELAND SHS CL A 0.0%
Value ($000) $125 Shares 439 Est. Cost $277.97 Unrealized -6.0%
WMT WALMART INC COMMON STOCK 0.0%
Value ($000) $124 Shares 839 Est. Cost $45.79 Unrealized 0.0%
MCD MCDONALDS CORP 0.0%
Value ($000) $123 Shares 441 Est. Cost $250.51 Unrealized 0.0%
MRSH MARSH & MCLENNAN COMPANIES INC 0.0%
Value ($000) $123 Shares 740 Est. Cost $159.32 Unrealized 0.0%
— BLACKROCK INC 0.0%
Value ($000) $120 Shares 180 Est. Cost $0.71 Unrealized —
NKE NIKE INC CLASS B COM 0.0%
Value ($000) $120 Shares 978 Est. Cost $116.69 Unrealized 0.0%
SCHW CHARLES SCHWAB CORP NEW 0.0%
Value ($000) $117 Shares 2,236 Est. Cost $70.22 Unrealized 0.0%
PLD PROLOGIS INC 0.0%
Value ($000) $115 Shares 921 Est. Cost $100.44 Unrealized +11.4%
BBD BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS 0.0%
Value ($000) $112 Shares 42,765 Est. Cost $2.62 Unrealized —
JNJ JOHNSON & JOHNSON 0.0%
Value ($000) $112 Shares 721 Est. Cost $147.89 Unrealized 0.0%
CI CIGNA CORPORATION COMMON STOCK 0.0%
Value ($000) $110 Shares 430 Est. Cost $276.18 Unrealized 0.0%
APH AMPHENOL CORPORATION CLASS A COM 0.0%
Value ($000) $110 Shares 1,343 Est. Cost $38.49 Unrealized 0.0%
TJX TJX COMPANIES INC NEW 0.0%
Value ($000) $106 Shares 1,359 Est. Cost $75.64 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.0%
Value ($000) $105 Shares 222 Est. Cost $433.24 Unrealized 0.0%
— APTIV PLC 0.0%
Value ($000) $104 Shares 928 Est. Cost $112.19 Unrealized —
STZ CONSTELLATION BRANDS INC CL A 0.0%
Value ($000) $101 Shares 449 Est. Cost $210.96 Unrealized 0.0%
MCK MCKESSON CORP 0.0%
Value ($000) $97 Shares 273 Est. Cost $342.35 Unrealized +4.0%
— COOPER COMPANIES INC NEW (THE) 0.0%
Value ($000) $95 Shares 254 Est. Cost $373.36 Unrealized —
SRE SEMPRA COMMON STOCK 0.0%
Value ($000) $83 Shares 550 Est. Cost $69.76 Unrealized 0.0%
ITW ILLINOIS TOOL WORKS INC 0.0%
Value ($000) $79 Shares 326 Est. Cost $217.67 Unrealized 0.0%
ILMN ILLUMINA INC 0.0%
Value ($000) $79 Shares 339 Est. Cost $204.65 Unrealized 0.0%
PAYX PAYCHEX INC 0.0%
Value ($000) $70 Shares 609 Est. Cost $104.30 Unrealized 0.0%
ADBE ADOBE INC COMMON STOCK 0.0%
Value ($000) $69 Shares 180 Est. Cost $349.46 Unrealized +1.7%
— STERICYCLE INC 0.0%
Value ($000) $68 Shares 1,561 Est. Cost $43.61 Unrealized —
NDAQ NASDAQ INC COM 0.0%
Value ($000) $58 Shares 1,062 Est. Cost $55.41 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $50 Shares 420 Est. Cost $84.87 Unrealized +19.0%
ELV ELEVANCE HEALTH INC 0.0%
Value ($000) $25 Shares 55 Est. Cost $455.20 Unrealized 0.0%
QCOM QUALCOMM INC 0.0%
Value ($000) $21 Shares 162 Est. Cost $116.41 Unrealized 0.0%
PSX PHILLIPS 66 COM 0.0%
Value ($000) $9 Shares 92 Est. Cost $91.66 Unrealized 0.0%
MELI MERCADOLIBRE INC 0.0%
Value ($000) $5 Shares 4 Est. Cost $890.25 Unrealized +27.8%
AGL AGILON HEALTH INC COMMON STOCK 0.0%
Value ($000) $4 Shares 171 Est. Cost $18.76 Unrealized +19.4%
ALNY ALNYLAM PHARMACEUTICALS INC 0.0%
Value ($000) $0 Shares 2 Est. Cost $213.29 Unrealized -1.5%