J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 4, 2023

Total Value ($000): $720,776 (100.0% shares, 0.0% debt)

Holdings (97)

SPY SPDR S&P 500 ETF TRUST 20.4%
Value ($000) $146,919 Shares 331,435 Est. Cost $113.86 Unrealized
XLK SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND 14.4%
Value ($000) $103,571 Shares 595,716 Est. Cost $23.61 Unrealized
QQQ INVESCO QQQ TR UNIT SER 1 14.2%
Value ($000) $102,162 Shares 276,547 Est. Cost $68.98 Unrealized
XLF SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND 9.8%
Value ($000) $70,825 Shares 2,101,011 Est. Cost $11.04 Unrealized
XLV SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND 8.6%
Value ($000) $61,646 Shares 464,444 Est. Cost $2.84 Unrealized
XLC SELECT SECTOR SPDR TRUST THE COMMUNICATION SERVICES SELECT SECTOR SPDR FUND 6.6%
Value ($000) $47,234 Shares 725,787 Est. Cost $58.10 Unrealized
SDY SPDR S&P DIVIDEND ETF 5.9%
Value ($000) $42,194 Shares 344,213 Est. Cost $8.22 Unrealized
XLI SELECT SECTOR SPDR TRUST THE INDUSTRIAL SELECT SECTOR SPDR FUND 3.5%
Value ($000) $25,026 Shares 233,193 Est. Cost $107.32 Unrealized
XLP SECTOR SPDR TRUST SBI CONSUMER STAPLES 3.2%
Value ($000) $23,202 Shares 312,825 Est. Cost $7.33 Unrealized
IWF ISHARES RUSSELL 1000 GROWTH ETF 2.8%
Value ($000) $20,476 Shares 74,411 Est. Cost $244.33 Unrealized
XLE SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY 2.6%
Value ($000) $18,788 Shares 231,462 Est. Cost $4.88 Unrealized
EMB ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF 1.1%
Value ($000) $7,832 Shares 90,503 Est. Cost $86.28 Unrealized
HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 0.9%
Value ($000) $6,178 Shares 82,300 Est. Cost $75.54 Unrealized
BIL SPDR SERIES TRUST SPDR BLOOMBERG 1 3 MONTH T BILL ETF 0.8%
Value ($000) $5,877 Shares 64,006 Est. Cost $0.48 Unrealized
IYW ISHARES U S TECHNOLOGY ETF 0.7%
Value ($000) $5,215 Shares 47,904 Est. Cost $92.81 Unrealized
LQD ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF 0.7%
Value ($000) $5,102 Shares 47,180 Est. Cost $109.61 Unrealized
TSLA TESLA INC COMMON STOCK 0.7%
Value ($000) $4,991 Shares 19,065 Est. Cost $183.05 Unrealized +9.2%
AGG ISHARES CORE U S AGGREGATE BD ETF 0.6%
Value ($000) $4,052 Shares 41,364 Est. Cost $99.64 Unrealized
XLB SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS 0.4%
Value ($000) $3,085 Shares 37,224 Est. Cost $2.88 Unrealized
AAPL APPLE INC 0.2%
Value ($000) $1,705 Shares 8,790 Est. Cost $145.49 Unrealized +18.3%
MSFT MICROSOFT CORP 0.2%
Value ($000) $1,294 Shares 3,799 Est. Cost $249.46 Unrealized +23.2%
AMZN AMAZON.COM INC 0.1%
Value ($000) $794 Shares 6,089 Est. Cost $96.61 Unrealized +18.2%
GLD SPDR GOLD TR GOLD SHS 0.1%
Value ($000) $630 Shares 3,532 Est. Cost $0.17 Unrealized
GOOGL ALPHABET INC CLASS A COMMON STOCK 0.1%
Value ($000) $424 Shares 3,540 Est. Cost $98.19 Unrealized +16.3%
NVDA NVIDIA CORP 0.0%
Value ($000) $359 Shares 848 Est. Cost $15.48 Unrealized +114.3%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $328 Shares 2,257 Est. Cost $119.32 Unrealized +8.7%
LLY ELI LILLY & CO 0.0%
Value ($000) $319 Shares 681 Est. Cost $329.89 Unrealized +24.7%
ETN EATON CORPORATION PLC 0.0%
Value ($000) $305 Shares 1,517 Est. Cost $150.82 Unrealized +12.9%
SMH VANECK ETF TR VANECK SEMICONDUCTOR ETF 0.0%
Value ($000) $305 Shares 2,000 Est. Cost $76.23 Unrealized
NEE NEXTERA ENERGY INC 0.0%
Value ($000) $304 Shares 4,099 Est. Cost $73.77 Unrealized -5.1%
AVGO BROADCOM INC COMMON STOCK 0.0%
Value ($000) $299 Shares 345 Est. Cost $47.61 Unrealized +44.4%
XBI SPDR SER TR S&P BIOTECH ETF 0.0%
Value ($000) $297 Shares 3,574 Est. Cost $1.34 Unrealized
EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 0.0%
Value ($000) $281 Shares 8,680 Est. Cost $27.38 Unrealized
HD HOME DEPOT INC 0.0%
Value ($000) $268 Shares 864 Est. Cost $284.64 Unrealized -2.9%
HON HONEYWELL INTL INC 0.0%
Value ($000) $263 Shares 1,269 Est. Cost $176.65 Unrealized -0.6%
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $244 Shares 740 Est. Cost $270.53 Unrealized +2.0%
MA MASTERCARD INCORPORATED 0.0%
Value ($000) $240 Shares 610 Est. Cost $357.45 Unrealized +3.5%
ORCL ORACLE CORPORATION 0.0%
Value ($000) $238 Shares 2,000 Est. Cost $71.95 Unrealized +39.5%
MRK MERCK & CO INC 0.0%
Value ($000) $226 Shares 1,961 Est. Cost $92.80 Unrealized +12.6%
V VISA INC CL A COMMON STOCK 0.0%
Value ($000) $224 Shares 944 Est. Cost $199.09 Unrealized +12.7%
ABT ABBOTT LABORATORIES 0.0%
Value ($000) $216 Shares 1,985 Est. Cost $100.00 Unrealized +1.5%
NOC NORTHROP GRUMMAN CORP 0.0%
Value ($000) $214 Shares 470 Est. Cost $442.02 Unrealized -1.9%
ADP AUTOMATIC DATA PROCESSING INC 0.0%
Value ($000) $214 Shares 972 Est. Cost $211.47 Unrealized -3.9%
AON AON PLC CLASS A ORDINARY SHARES 0.0%
Value ($000) $213 Shares 618 Est. Cost $284.92 Unrealized +11.9%
XOM EXXON MOBIL CORP 0.0%
Value ($000) $206 Shares 1,925 Est. Cost $93.83 Unrealized +6.2%
PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.0%
Value ($000) $194 Shares 13,997 Est. Cost $0.22 Unrealized
PG PROCTER & GAMBLE CO 0.0%
Value ($000) $192 Shares 1,265 Est. Cost $133.20 Unrealized +6.1%
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $187 Shares 389 Est. Cost $475.11 Unrealized -2.2%
MDLZ MONDELEZ INTERNATIONAL INC COM 0.0%
Value ($000) $182 Shares 2,492 Est. Cost $61.12 Unrealized +12.2%
PEP PEPSICO INC COMMON STOCK 0.0%
Value ($000) $179 Shares 967 Est. Cost $158.70 Unrealized +7.5%
IQV IQVIA HOLDINGS INC COMMON STOCK 0.0%
Value ($000) $173 Shares 768 Est. Cost $212.11 Unrealized -5.3%
ABBV ABBVIE INC 0.0%
Value ($000) $172 Shares 1,278 Est. Cost $137.22 Unrealized -2.6%
COST COSTCO WHOLESALE CORP-NEW 0.0%
Value ($000) $165 Shares 306 Est. Cost $483.55 Unrealized +0.7%
CVX CHEVRON CORPORATION 0.0%
Value ($000) $164 Shares 1,044 Est. Cost $148.45 Unrealized -3.5%
APD AIR PRODUCTS & CHEMICALS INC 0.0%
Value ($000) $164 Shares 546 Est. Cost $270.16 Unrealized -1.8%
COP CONOCOPHILLIPS COMMON STOCK 0.0%
Value ($000) $162 Shares 1,566 Est. Cost $106.97 Unrealized -11.7%
TXN TEXAS INSTRUMENTS INCORPORATED 0.0%
Value ($000) $155 Shares 862 Est. Cost $161.35 Unrealized -1.4%
CDW CDW CORPORATION COM 0.0%
Value ($000) $154 Shares 841 Est. Cost $189.24 Unrealized -10.8%
TMO THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $151 Shares 290 Est. Cost $558.70 Unrealized -4.2%
UNP UNION PACIFIC CORP 0.0%
Value ($000) $151 Shares 738 Est. Cost $189.39 Unrealized -1.3%
BBD BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS 0.0%
Value ($000) $148 Shares 42,765 Est. Cost $2.62 Unrealized
DHR DANAHER CORPORATION 0.0%
Value ($000) $146 Shares 609 Est. Cost $224.08 Unrealized -6.8%
ZTS ZOETIS INC CL A 0.0%
Value ($000) $143 Shares 830 Est. Cost $161.81 Unrealized +3.9%
MRSH MARSH & MCLENNAN COMPANIES INC 0.0%
Value ($000) $139 Shares 740 Est. Cost $159.32 Unrealized +7.0%
ACN ACCENTURE PLC IRELAND SHS CL A 0.0%
Value ($000) $135 Shares 439 Est. Cost $277.97 Unrealized +0.6%
WMT WALMART INC COMMON STOCK 0.0%
Value ($000) $132 Shares 839 Est. Cost $45.79 Unrealized +6.9%
MCD MCDONALDS CORP 0.0%
Value ($000) $132 Shares 441 Est. Cost $250.51 Unrealized +9.0%
CB CHUBB LTD COM 0.0%
Value ($000) $127 Shares 660 Est. Cost $198.65 Unrealized -4.4%
SCHW CHARLES SCHWAB CORP NEW 0.0%
Value ($000) $127 Shares 2,236 Est. Cost $70.22 Unrealized -28.2%
BLACKROCK INC 0.0%
Value ($000) $124 Shares 180 Est. Cost $0.71 Unrealized
SBUX STARBUCKS CORP 0.0%
Value ($000) $124 Shares 1,249 Est. Cost $97.06 Unrealized +0.2%
AMT AMERICAN TOWER CORPORATION REIT 0.0%
Value ($000) $123 Shares 635 Est. Cost $190.15 Unrealized -6.4%
CI CIGNA GROUP (THE) COMMON STOCK 0.0%
Value ($000) $121 Shares 430 Est. Cost $276.18 Unrealized -10.2%
JNJ JOHNSON & JOHNSON 0.0%
Value ($000) $119 Shares 721 Est. Cost $147.89 Unrealized +0.7%
MCK MCKESSON CORP 0.0%
Value ($000) $117 Shares 273 Est. Cost $342.35 Unrealized +10.9%
TJX TJX COMPANIES INC NEW 0.0%
Value ($000) $115 Shares 1,359 Est. Cost $75.64 Unrealized +0.7%
APH AMPHENOL CORPORATION CLASS A COM 0.0%
Value ($000) $114 Shares 1,343 Est. Cost $38.49 Unrealized -1.4%
PLD PROLOGIS INC 0.0%
Value ($000) $113 Shares 921 Est. Cost $100.44 Unrealized +12.3%
STZ CONSTELLATION BRANDS INC CL A 0.0%
Value ($000) $111 Shares 449 Est. Cost $210.96 Unrealized +5.6%
NKE NIKE INC CLASS B COM 0.0%
Value ($000) $108 Shares 978 Est. Cost $116.69 Unrealized -4.6%
LMT LOCKHEED MARTIN CORP 0.0%
Value ($000) $102 Shares 222 Est. Cost $433.24 Unrealized -0.4%
COOPER COMPANIES INC NEW (THE) 0.0%
Value ($000) $97 Shares 254 Est. Cost $373.36 Unrealized
APTIV PLC 0.0%
Value ($000) $95 Shares 928 Est. Cost $112.19 Unrealized
ADBE ADOBE INC COMMON STOCK 0.0%
Value ($000) $88 Shares 180 Est. Cost $349.46 Unrealized +15.3%
ILMN ILLUMINA INC 0.0%
Value ($000) $82 Shares 439 Est. Cost $204.14 Unrealized -0.8%
ITW ILLINOIS TOOL WORKS INC 0.0%
Value ($000) $82 Shares 326 Est. Cost $217.67 Unrealized +0.9%
SRE SEMPRA COMMON STOCK 0.0%
Value ($000) $80 Shares 550 Est. Cost $69.76 Unrealized -1.4%
STERICYCLE INC 0.0%
Value ($000) $72 Shares 1,561 Est. Cost $43.61 Unrealized
PAYX PAYCHEX INC 0.0%
Value ($000) $68 Shares 609 Est. Cost $104.30 Unrealized -3.1%
NDAQ NASDAQ INC COM 0.0%
Value ($000) $53 Shares 1,062 Est. Cost $55.41 Unrealized -5.9%
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $46 Shares 420 Est. Cost $84.87 Unrealized +14.0%
ELV ELEVANCE HEALTH INC 0.0%
Value ($000) $24 Shares 55 Est. Cost $455.20 Unrealized -2.8%
QCOM QUALCOMM INC 0.0%
Value ($000) $19 Shares 162 Est. Cost $116.41 Unrealized -6.9%
PSX PHILLIPS 66 COM 0.0%
Value ($000) $9 Shares 92 Est. Cost $91.66 Unrealized -3.4%
MELI MERCADOLIBRE INC 0.0%
Value ($000) $5 Shares 4 Est. Cost $890.25 Unrealized +41.3%
AGL AGILON HEALTH INC COMMON STOCK 0.0%
Value ($000) $3 Shares 171 Est. Cost $18.76 Unrealized +19.8%
ALNY ALNYLAM PHARMACEUTICALS INC 0.0%
Value ($000) $0 Shares 2 Est. Cost $213.29 Unrealized -7.1%