J.Safra Asset Management Corp Quant / Systematic

CIK: 0001535293 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $686,191 (100.0% shares, 0.0% debt)

Holdings (103)

QQQ INVESCO QQQ TR UNIT SER 1 18.1%
Value ($000) $124,381 Shares 347,170 Est. Cost $127.83 Unrealized
SPY SPDR S&P 500 ETF TRUST 16.7%
Value ($000) $114,824 Shares 268,606 Est. Cost $113.86 Unrealized
XLK SELECT SECTOR SPDR TRUST THE TECHNOLOGY SELECT SECTOR SPDR FUND 14.0%
Value ($000) $95,999 Shares 585,610 Est. Cost $23.61 Unrealized
XLF SELECT SECTOR SPDR TRUST THE FINANCIAL SELECT SECTOR SPDR FUND 10.1%
Value ($000) $69,387 Shares 2,091,846 Est. Cost $11.04 Unrealized
XLV SELECT SECTOR SPDR TRUST THE HEALTH CARE SELECT SECTOR SPDR FUND 8.5%
Value ($000) $58,599 Shares 455,172 Est. Cost $2.84 Unrealized
XLC SELECT SECTOR SPDR TRUST THE COMMUNICATION SERVICES SELECT SECTOR SPDR FUND 6.7%
Value ($000) $46,015 Shares 701,767 Est. Cost $58.10 Unrealized
SDY SPDR S&P DIVIDEND ETF 5.6%
Value ($000) $38,301 Shares 333,024 Est. Cost $8.22 Unrealized
XLI SELECT SECTOR SPDR TRUST THE INDUSTRIAL SELECT SECTOR SPDR FUND 3.4%
Value ($000) $23,429 Shares 231,098 Est. Cost $107.32 Unrealized
XLP SECTOR SPDR TRUST SBI CONSUMER STAPLES 3.0%
Value ($000) $20,858 Shares 303,129 Est. Cost $7.33 Unrealized
XLE SELECT SECTOR SPDR TRUST SHS BEN INT ENERGY 3.0%
Value ($000) $20,554 Shares 227,389 Est. Cost $4.88 Unrealized
IWF ISHARES RUSSELL 1000 GROWTH ETF 2.9%
Value ($000) $20,028 Shares 75,296 Est. Cost $244.58 Unrealized
EMB ISHARES TRUST ISHARES J P MORGAN USD EMERGING MARKETS BOND ETF 1.1%
Value ($000) $7,829 Shares 94,872 Est. Cost $86.11 Unrealized
HYG ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 0.9%
Value ($000) $6,273 Shares 85,097 Est. Cost $75.48 Unrealized
LQD ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF 0.7%
Value ($000) $5,142 Shares 50,398 Est. Cost $109.13 Unrealized
IYW ISHARES U S TECHNOLOGY ETF 0.7%
Value ($000) $5,026 Shares 47,904 Est. Cost $92.81 Unrealized
BIL SPDR SERIES TRUST SPDR BLOOMBERG 1 3 MONTH T BILL ETF 0.7%
Value ($000) $4,985 Shares 54,290 Est. Cost $0.48 Unrealized
TSLA TESLA INC COMMON STOCK 0.7%
Value ($000) $4,770 Shares 19,065 Est. Cost $183.05 Unrealized +40.3%
AGG ISHARES CORE U S AGGREGATE BD ETF 0.6%
Value ($000) $4,097 Shares 43,564 Est. Cost $99.36 Unrealized
XLB SELECT SECTOR SPDR FUND SHS BEN INT MATERIALS 0.4%
Value ($000) $2,959 Shares 37,671 Est. Cost $3.78 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $1,154 Shares 3,655 Est. Cost $249.46 Unrealized +30.1%
GLD SPDR GOLD TR GOLD SHS 0.1%
Value ($000) $606 Shares 3,532 Est. Cost $0.17 Unrealized
GOOGL ALPHABET INC CLASS A COMMON STOCK 0.1%
Value ($000) $512 Shares 3,911 Est. Cost $101.05 Unrealized +27.1%
RSP INVESCO EXCHANGE TRADED FUND TRUST INVESCO S&P 500 EQUAL WEIGHT ETF 0.1%
Value ($000) $498 Shares 3,516 Est. Cost $141.69 Unrealized
NVDA NVIDIA CORP 0.1%
Value ($000) $369 Shares 848 Est. Cost $15.48 Unrealized +189.2%
LLY ELI LILLY & CO 0.1%
Value ($000) $366 Shares 681 Est. Cost $329.89 Unrealized +53.6%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $327 Shares 2,257 Est. Cost $119.32 Unrealized +19.3%
ETN EATON CORPORATION PLC 0.0%
Value ($000) $302 Shares 1,415 Est. Cost $150.82 Unrealized +39.0%
AVGO BROADCOM INC COMMON STOCK 0.0%
Value ($000) $287 Shares 345 Est. Cost $47.61 Unrealized +76.4%
EWZ ISHARES INC ISHARES MSCI BRAZIL ETF 0.0%
Value ($000) $266 Shares 8,680 Est. Cost $27.38 Unrealized
HD HOME DEPOT INC 0.0%
Value ($000) $261 Shares 864 Est. Cost $284.64 Unrealized +6.4%
XBI SPDR SER TR S&P BIOTECH ETF 0.0%
Value ($000) $261 Shares 3,574 Est. Cost $1.34 Unrealized
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $250 Shares 496 Est. Cost $474.00 Unrealized -0.9%
NEE NEXTERA ENERGY INC 0.0%
Value ($000) $235 Shares 4,099 Est. Cost $73.77 Unrealized -12.7%
HON HONEYWELL INTL INC 0.0%
Value ($000) $234 Shares 1,269 Est. Cost $176.65 Unrealized -1.6%
XOM EXXON MOBIL CORP 0.0%
Value ($000) $226 Shares 1,925 Est. Cost $93.83 Unrealized +7.6%
V VISA INC CL A COMMON STOCK 0.0%
Value ($000) $217 Shares 944 Est. Cost $199.09 Unrealized +18.6%
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $212 Shares 740 Est. Cost $270.53 Unrealized +9.7%
PBR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 0.0%
Value ($000) $210 Shares 13,997 Est. Cost $0.22 Unrealized
NOC NORTHROP GRUMMAN CORP 0.0%
Value ($000) $207 Shares 470 Est. Cost $442.02 Unrealized -4.6%
MRK MERCK & CO INC 0.0%
Value ($000) $202 Shares 1,961 Est. Cost $92.80 Unrealized +7.6%
AON AON PLC CLASS A ORDINARY SHARES 0.0%
Value ($000) $200 Shares 618 Est. Cost $284.92 Unrealized +14.2%
ABBV ABBVIE INC 0.0%
Value ($000) $190 Shares 1,278 Est. Cost $137.22 Unrealized -1.4%
COP CONOCOPHILLIPS COMMON STOCK 0.0%
Value ($000) $188 Shares 1,566 Est. Cost $106.97 Unrealized +0.9%
PG PROCTER & GAMBLE CO 0.0%
Value ($000) $185 Shares 1,265 Est. Cost $133.20 Unrealized +8.2%
MA MASTERCARD INCORPORATED 0.0%
Value ($000) $181 Shares 457 Est. Cost $357.45 Unrealized +10.8%
CVX CHEVRON CORPORATION 0.0%
Value ($000) $176 Shares 1,044 Est. Cost $148.45 Unrealized -1.8%
MDLZ MONDELEZ INTERNATIONAL INC COM 0.0%
Value ($000) $173 Shares 2,492 Est. Cost $61.12 Unrealized +10.0%
COST COSTCO WHOLESALE CORP-NEW 0.0%
Value ($000) $173 Shares 306 Est. Cost $483.55 Unrealized +10.1%
PEP PEPSICO INC COMMON STOCK 0.0%
Value ($000) $164 Shares 967 Est. Cost $158.70 Unrealized +5.3%
DHR DANAHER CORPORATION 0.0%
Value ($000) $151 Shares 609 Est. Cost $224.08 Unrealized -1.7%
UNP UNION PACIFIC CORP 0.0%
Value ($000) $150 Shares 738 Est. Cost $189.39 Unrealized +8.8%
TMO THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $147 Shares 290 Est. Cost $558.70 Unrealized -5.3%
MRSH MARSH & MCLENNAN COMPANIES INC 0.0%
Value ($000) $141 Shares 740 Est. Cost $159.32 Unrealized +15.9%
CB CHUBB LTD COM 0.0%
Value ($000) $137 Shares 660 Est. Cost $198.65 Unrealized -0.9%
TXN TEXAS INSTRUMENTS INCORPORATED 0.0%
Value ($000) $137 Shares 862 Est. Cost $161.35 Unrealized -1.5%
CDW CDW CORPORATION COM 0.0%
Value ($000) $136 Shares 675 Est. Cost $189.24 Unrealized +2.1%
ACN ACCENTURE PLC IRELAND SHS CL A 0.0%
Value ($000) $135 Shares 439 Est. Cost $277.97 Unrealized +9.5%
WMT WALMART INC COMMON STOCK 0.0%
Value ($000) $134 Shares 839 Est. Cost $45.79 Unrealized +13.1%
ZTS ZOETIS INC CL A 0.0%
Value ($000) $126 Shares 722 Est. Cost $161.81 Unrealized +9.3%
IQV IQVIA HOLDINGS INC COMMON STOCK 0.0%
Value ($000) $124 Shares 629 Est. Cost $212.11 Unrealized +2.4%
CI CIGNA GROUP (THE) COMMON STOCK 0.0%
Value ($000) $123 Shares 430 Est. Cost $276.18 Unrealized -1.2%
MCK MCKESSON CORP 0.0%
Value ($000) $119 Shares 273 Est. Cost $342.35 Unrealized +21.7%
BLACKROCK INC 0.0%
Value ($000) $116 Shares 180 Est. Cost $0.71 Unrealized
MCD MCDONALDS CORP 0.0%
Value ($000) $116 Shares 441 Est. Cost $250.51 Unrealized +7.6%
SBUX STARBUCKS CORP 0.0%
Value ($000) $114 Shares 1,249 Est. Cost $97.06 Unrealized -4.7%
JNJ JOHNSON & JOHNSON COMMON STOCK 0.0%
Value ($000) $112 Shares 721 Est. Cost $147.89 Unrealized +3.6%
PLD PROLOGIS INC 0.0%
Value ($000) $103 Shares 921 Est. Cost $100.44 Unrealized +12.5%
SCHW CHARLES SCHWAB CORP NEW 0.0%
Value ($000) $101 Shares 1,832 Est. Cost $70.22 Unrealized -16.7%
TJX TJX COMPANIES INC NEW 0.0%
Value ($000) $97 Shares 1,088 Est. Cost $75.64 Unrealized +12.8%
ADBE ADOBE INC COMMON STOCK 0.0%
Value ($000) $92 Shares 180 Est. Cost $349.46 Unrealized +50.1%
LMT LOCKHEED MARTIN CORP 0.0%
Value ($000) $91 Shares 222 Est. Cost $433.24 Unrealized -4.2%
STZ CONSTELLATION BRANDS INC CL A 0.0%
Value ($000) $90 Shares 359 Est. Cost $210.96 Unrealized +18.2%
AMT AMERICAN TOWER CORPORATION REIT 0.0%
Value ($000) $85 Shares 517 Est. Cost $190.15 Unrealized -11.8%
APTIV PLC 0.0%
Value ($000) $83 Shares 838 Est. Cost $112.19 Unrealized
ITW ILLINOIS TOOL WORKS INC 0.0%
Value ($000) $75 Shares 326 Est. Cost $217.67 Unrealized +5.7%
SRE SEMPRA COMMON STOCK 0.0%
Value ($000) $75 Shares 1,100 Est. Cost $68.18 Unrealized -2.3%
NKE NIKE INC CLASS B COM 0.0%
Value ($000) $75 Shares 782 Est. Cost $116.69 Unrealized -15.8%
PAYX PAYCHEX INC 0.0%
Value ($000) $70 Shares 609 Est. Cost $104.30 Unrealized +7.6%
COOPER COMPANIES INC (THE) COMMON STOCK 0.0%
Value ($000) $66 Shares 206 Est. Cost $373.36 Unrealized
STERICYCLE INC 0.0%
Value ($000) $56 Shares 1,246 Est. Cost $43.61 Unrealized
NDAQ NASDAQ INC COM 0.0%
Value ($000) $52 Shares 1,062 Est. Cost $55.41 Unrealized -11.6%
ILMN ILLUMINA INC 0.0%
Value ($000) $49 Shares 354 Est. Cost $204.14 Unrealized -19.5%
SLB SCHLUMBERGER LTD 0.0%
Value ($000) $48 Shares 821 Est. Cost $54.41 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $41 Shares 420 Est. Cost $84.87 Unrealized +15.6%
IT GARTNER INC 0.0%
Value ($000) $30 Shares 87 Est. Cost $348.82 Unrealized 0.0%
BC BRUNSWICK CORP 0.0%
Value ($000) $27 Shares 340 Est. Cost $77.84 Unrealized 0.0%
ENVA ENOVA INTERNATIONAL INC 0.0%
Value ($000) $26 Shares 506 Est. Cost $52.17 Unrealized 0.0%
APG API GROUP CORPORATION COMMON STOCK 0.0%
Value ($000) $25 Shares 955 Est. Cost $18.35 Unrealized 0.0%
SGI TEMPUR SEALY INTERNATIONAL INC 0.0%
Value ($000) $25 Shares 571 Est. Cost $44.33 Unrealized 0.0%
DIS WALT DISNEY CO 0.0%
Value ($000) $25 Shares 303 Est. Cost $83.44 Unrealized 0.0%
PCTY PAYLOCITY HOLDING CORPORATION COM 0.0%
Value ($000) $25 Shares 135 Est. Cost $200.82 Unrealized 0.0%
FOUR SHIFT4 PAYMENTS INC CLASS A COMMON STOCK 0.0%
Value ($000) $24 Shares 439 Est. Cost $60.97 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.0%
Value ($000) $24 Shares 325 Est. Cost $78.94 Unrealized 0.0%
QCOM QUALCOMM INC 0.0%
Value ($000) $18 Shares 162 Est. Cost $116.41 Unrealized -5.5%
SHV ISHARES TRUST ISHARES SHORT TREASURY BOND ETF 0.0%
Value ($000) $15 Shares 140 Est. Cost $110.47 Unrealized
DISCOVER FINANCIAL SERVICES 0.0%
Value ($000) $15 Shares 176 Est. Cost $86.63 Unrealized
MANU MANCHESTER UNITED PLC CLASS A ORDINARY SHARES 0.0%
Value ($000) $15 Shares 763 Est. Cost $21.76 Unrealized 0.0%
STE STERIS PLC ORDINARY SHARES 0.0%
Value ($000) $15 Shares 68 Est. Cost $221.46 Unrealized 0.0%
MEDP MEDPACE HOLDINGS INC COM 0.0%
Value ($000) $13 Shares 54 Est. Cost $255.77 Unrealized 0.0%
PSX PHILLIPS 66 COM 0.0%
Value ($000) $11 Shares 92 Est. Cost $91.66 Unrealized +12.7%
MELI MERCADOLIBRE INC 0.0%
Value ($000) $5 Shares 4 Est. Cost $890.25 Unrealized +42.9%
AGL AGILON HEALTH INC COMMON STOCK 0.0%
Value ($000) $3 Shares 171 Est. Cost $18.76 Unrealized -3.7%
ALNY ALNYLAM PHARMACEUTICALS INC 0.0%
Value ($000) $0 Shares 2 Est. Cost $213.29 Unrealized -10.4%