JGP Global Gestao de Recursos Ltda. Quant / Systematic

CIK: 0001536562 · Show all filings

Period: Q4 2014 (Next →)

Filing Date: Feb 3, 2015

Total Value ($000): $1,296,142 (100.0% shares, 0.0% debt)

Holdings (32)

SPY SPDR S&P 500 ETF TR 78.0%

Value ($000) $1,011,338 Shares 4,920,400 Est. Cost $205.50 Unrealized —

Value ($000) $82,160 Shares 500,000 Est. Cost $89.68 Unrealized 0.0%

YPF YPF SOCIEDAD ANONIMA 3.9%

Value ($000) $50,596 Shares 1,911,450 Est. Cost $26.47 Unrealized —

VFC V F CORP 3.2%

Value ($000) $41,755 Shares 557,479 Est. Cost $66.14 Unrealized 0.0%

— BBVA BANCO FRANCES S A 1.9%

Value ($000) $25,194 Shares 1,826,947 Est. Cost $13.79 Unrealized —

EWZ ISHARES 1.1%

Value ($000) $14,737 Shares 403,000 Est. Cost — Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.9%

Value ($000) $11,842 Shares 105,428 Est. Cost $112.32 Unrealized —

RIO RIO TINTO PLC 0.8%

Value ($000) $9,779 Shares 212,290 Est. Cost $46.06 Unrealized —

CRI CARTER INC 0.6%

Value ($000) $8,101 Shares 92,790 Est. Cost $61.31 Unrealized 0.0%

XLP SELECT SECTOR SPDR TR 0.5%

Value ($000) $6,574 Shares 135,580 Est. Cost $48.49 Unrealized —

SPY SPDR S&P 500 ETF TR 0.4%

Value ($000) $4,797 Shares 23,343 Est. Cost $205.50 Unrealized —

— SHIRE PLC 0.3%

Value ($000) $4,516 Shares 21,246 Est. Cost $212.56 Unrealized —

— BLACKROCK INC 0.3%

Value ($000) $3,397 Shares 9,500 Est. Cost $357.58 Unrealized —

BMA BANCO MACRO SA 0.2%

Value ($000) $2,997 Shares 68,521 Est. Cost $43.74 Unrealized —

MA MASTERCARD INC 0.2%

Value ($000) $2,886 Shares 33,498 Est. Cost $76.31 Unrealized 0.0%

PPG PPG INDS INC 0.2%

Value ($000) $2,068 Shares 8,947 Est. Cost $85.21 Unrealized 0.0%

— GOOGLE INC 0.1%

Value ($000) $1,842 Shares 3,500 Est. Cost $526.29 Unrealized —

DIS DISNEY WALT CO 0.1%

Value ($000) $1,695 Shares 18,000 Est. Cost $81.30 Unrealized 0.0%

MCO MOODYS CORP 0.1%

Value ($000) $1,293 Shares 13,500 Est. Cost $86.57 Unrealized 0.0%

XLY SELECT SECTOR SPDR TR 0.1%

Value ($000) $1,190 Shares 16,500 Est. Cost $72.12 Unrealized —

MSFT MICROSOFT CORP 0.1%

Value ($000) $1,069 Shares 23,000 Est. Cost $39.88 Unrealized 0.0%

JNJ JOHNSON & JOHNSON 0.1%

Value ($000) $1,067 Shares 10,200 Est. Cost $77.30 Unrealized 0.0%

CMI CUMMINS INC 0.1%

Value ($000) $923 Shares 6,400 Est. Cost $104.58 Unrealized 0.0%

HON HONEYWELL INTL INC 0.1%

Value ($000) $899 Shares 9,000 Est. Cost $68.28 Unrealized 0.0%

PBR/A PETROLEO BRASILEIRO SA PETRO 0.1%

Value ($000) $744 Shares 98,132 Est. Cost $7.58 Unrealized —

HD HOME DEPOT INC 0.1%

Value ($000) $651 Shares 6,200 Est. Cost $74.81 Unrealized 0.0%

AAPL APPLE INC 0.0%

Value ($000) $607 Shares 5,500 Est. Cost $24.08 Unrealized 0.0%

GD GENERAL DYNAMICS CORP 0.0%

Value ($000) $454 Shares 3,300 Est. Cost $107.02 Unrealized 0.0%

TEO TELECOM ARGENTINA S A 0.0%

Value ($000) $324 Shares 16,719 Est. Cost $19.38 Unrealized —

— DISCOVER FINL SVCS 0.0%

Value ($000) $295 Shares 4,500 Est. Cost $65.56 Unrealized —

SJM SMUCKER J M CO 0.0%

Value ($000) $251 Shares 2,489 Est. Cost $72.97 Unrealized 0.0%

EDN EMPRESA DIST Y COMERCIAL NOR 0.0%

Value ($000) $101 Shares 10,752 Est. Cost $9.39 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,920,400	$1,011,338	78.0%	$205.50	—	Call	78462F103
MMM	3M CO	500,000	$82,160	6.3%	$89.68	0.0%	COM	88579Y101
YPF	YPF SOCIEDAD ANONIMA	1,911,450	$50,596	3.9%	$26.47	—	SPON ADR CL D	984245100
VFC	V F CORP	557,479	$41,755	3.2%	$66.14	0.0%	COM	918204108
—	BBVA BANCO FRANCES S A	1,826,947	$25,194	1.9%	$13.79	—	SPONSORED ADR	07329M100
EWZ	ISHARES	403,000	$14,737	1.1%	—	—	Put	464286400
BUD	ANHEUSER BUSCH INBEV SA/NV	105,428	$11,842	0.9%	$112.32	—	SPONSORED ADR	03524A108
RIO	RIO TINTO PLC	212,290	$9,779	0.8%	$46.06	—	SPONSORED ADR	767204100
CRI	CARTER INC	92,790	$8,101	0.6%	$61.31	0.0%	COM	146229109
XLP	SELECT SECTOR SPDR TR	135,580	$6,574	0.5%	$48.49	—	SBI CONS STPLS	81369Y308
SPY	SPDR S&P 500 ETF TR	23,343	$4,797	0.4%	$205.50	—	TR UNIT	78462F103
—	SHIRE PLC	21,246	$4,516	0.3%	$212.56	—	SPONSORED ADR	82481R106
—	BLACKROCK INC	9,500	$3,397	0.3%	$357.58	—	COM	09247X101
BMA	BANCO MACRO SA	68,521	$2,997	0.2%	$43.74	—	SPON ADR B	05961W105
MA	MASTERCARD INC	33,498	$2,886	0.2%	$76.31	0.0%	CL A	57636Q104
PPG	PPG INDS INC	8,947	$2,068	0.2%	$85.21	0.0%	COM	693506107
—	GOOGLE INC	3,500	$1,842	0.1%	$526.29	—	CL C	38259P706
DIS	DISNEY WALT CO	18,000	$1,695	0.1%	$81.30	0.0%	COM DISNEY	254687106
MCO	MOODYS CORP	13,500	$1,293	0.1%	$86.57	0.0%	COM	615369105
XLY	SELECT SECTOR SPDR TR	16,500	$1,190	0.1%	$72.12	—	SBI CONS DISCR	81369Y407
MSFT	MICROSOFT CORP	23,000	$1,069	0.1%	$39.88	0.0%	COM	594918104
JNJ	JOHNSON & JOHNSON	10,200	$1,067	0.1%	$77.30	0.0%	COM	478160104
CMI	CUMMINS INC	6,400	$923	0.1%	$104.58	0.0%	COM	231021106
HON	HONEYWELL INTL INC	9,000	$899	0.1%	$68.28	0.0%	COM	438516106
PBR/A	PETROLEO BRASILEIRO SA PETRO	98,132	$744	0.1%	$7.58	—	SP ADR NON VTG	71654V101
HD	HOME DEPOT INC	6,200	$651	0.1%	$74.81	0.0%	COM	437076102
AAPL	APPLE INC	5,500	$607	0.0%	$24.08	0.0%	COM	037833100
GD	GENERAL DYNAMICS CORP	3,300	$454	0.0%	$107.02	0.0%	COM	369550108
TEO	TELECOM ARGENTINA S A	16,719	$324	0.0%	$19.38	—	SPON ADR REP B	879273209
—	DISCOVER FINL SVCS	4,500	$295	0.0%	$65.56	—	COM	254709108
SJM	SMUCKER J M CO	2,489	$251	0.0%	$72.97	0.0%	COM NEW	832696405
EDN	EMPRESA DIST Y COMERCIAL NOR	10,752	$101	0.0%	$9.39	—	SPON ADR	29244A102